Datasets:

qurious-quant
/

alphastack-backtest-execution-log

prediction_date large_stringdate 2023-01-02 00:00:00 2024-08-21 00:00:00	execution_date large_stringdate 2023-01-03 00:00:00 2024-08-22 00:00:00	signal large_stringclasses 3 values	consecutive_up int64 0 5	consecutive_down int64 0 3	requested_trade_ratio float64 -1 1	actual_trade_value float64 -0 109	position_ratio_after float64 -0 1	code large_stringclasses 1 value	p_up float64 0.33 0.33	p_flat float64 0.34 0.34	p_down float64 0.33 0.33	realized_return_5d float64 -0.11 0.08 ⌀	model_id large_stringclasses 1 value	model_rev large_stringclasses 1 value	run_id large_stringclasses 12 values	cost_rate float64 0 0.01	strategy large_stringclasses 3 values	cost_key large_stringclasses 4 values
2023-01-02	2023-01-03	하락	0	1	-0.2	0	0	KOSPI200	0.33	0.34	0.33	0.062104	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-03	2023-01-04	하락	0	2	-0.3	0	0	KOSPI200	0.33	0.34	0.33	0.080877	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-04	2023-01-05	하락	0	3	-0.5	0	0	KOSPI200	0.33	0.34	0.33	0.050596	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-05	2023-01-06	중립	0	0	0	0	0	KOSPI200	0.33	0.34	0.33	0.052749	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-06	2023-01-09	상승	1	0	0.2	20	0.20002	KOSPI200	0.33	0.34	0.33	0.030515	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-09	2023-01-10	상승	2	0	0.3	30.0676	0.501974	KOSPI200	0.33	0.34	0.33	0.024393	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-10	2023-01-11	상승	3	0	0.5	49.882425	1	KOSPI200	0.33	0.34	0.33	0.006289	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-11	2023-01-12	중립	0	0	0	0	1	KOSPI200	0.33	0.34	0.33	-0.00841	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-12	2023-01-13	하락	0	1	-0.2	20.177797	0.80008	KOSPI200	0.33	0.34	0.33	0.005283	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-13	2023-01-16	하락	0	2	-0.3	30.42414	0.50121	KOSPI200	0.33	0.34	0.33	0.020356	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-16	2023-01-17	중립	0	0	0	0	0.502645	KOSPI200	0.33	0.34	0.33	0.017709	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-17	2023-01-18	하락	0	1	-0.2	20.254178	0.300611	KOSPI200	0.33	0.34	0.33	0.040176	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-18	2023-01-19	중립	0	0	0	0	0.29823	KOSPI200	0.33	0.34	0.33	0.058082	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-19	2023-01-20	상승	1	0	0.2	20.259335	0.500909	KOSPI200	0.33	0.34	0.33	0.027772	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-20	2023-01-25	상승	2	0	0.3	30.716562	0.806401	KOSPI200	0.33	0.34	0.33	-0.000842	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-25	2023-01-26	상승	3	0	0.5	19.809397	1	KOSPI200	0.33	0.34	0.33	0.012802	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-26	2023-01-27	중립	0	0	0	0	1	KOSPI200	0.33	0.34	0.33	-0.008093	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-27	2023-01-30	중립	0	0	0	0	1	KOSPI200	0.33	0.34	0.33	-0.015819	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-30	2023-01-31	중립	0	0	0	0	1	KOSPI200	0.33	0.34	0.33	-0.010381	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-01-31	2023-02-01	중립	0	0	0	0	1	KOSPI200	0.33	0.34	0.33	0.008517	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-01	2023-02-02	상승	1	0	0.2	0	1	KOSPI200	0.33	0.34	0.33	-0.006842	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-02	2023-02-03	상승	2	0	0.3	0	1	KOSPI200	0.33	0.34	0.33	-0.000865	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-03	2023-02-06	하락	0	1	-0.2	20.593515	0.80008	KOSPI200	0.33	0.34	0.33	-0.000743	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-06	2023-02-07	중립	0	0	0	0	0.798311	KOSPI200	0.33	0.34	0.33	0.016095	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-07	2023-02-08	하락	0	1	-0.2	20.610333	0.600323	KOSPI200	0.33	0.34	0.33	0.003588	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-08	2023-02-09	상승	1	0	0.2	20.625111	0.80073	KOSPI200	0.33	0.34	0.33	-0.011461	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-09	2023-02-10	상승	2	0	0.3	20.537554	1	KOSPI200	0.33	0.34	0.33	-0.009743	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-10	2023-02-13	상승	3	0	0.5	0	1	KOSPI200	0.33	0.34	0.33	-0.004928	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-13	2023-02-14	상승	4	0	0.5	0	1	KOSPI200	0.33	0.34	0.33	-0.007211	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-14	2023-02-15	하락	0	1	-0.2	20.672081	0.80008	KOSPI200	0.33	0.34	0.33	-0.020004	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-15	2023-02-16	하락	0	2	-0.3	30.666295	0.497946	KOSPI200	0.33	0.34	0.33	-0.006969	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-16	2023-02-17	상승	1	0	0.2	20.445901	0.698133	KOSPI200	0.33	0.34	0.33	-0.000812	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-17	2023-02-20	하락	0	1	-0.2	20.484871	0.498788	KOSPI200	0.33	0.34	0.33	-0.021117	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-20	2023-02-21	중립	0	0	0	0	0.499635	KOSPI200	0.33	0.34	0.33	-0.019897	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-21	2023-02-22	상승	1	0	0.2	20.383225	0.696408	KOSPI200	0.33	0.34	0.33	-0.008303	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-22	2023-02-23	하락	0	1	-0.2	20.373597	0.496345	KOSPI200	0.33	0.34	0.33	-0.000252	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-23	2023-02-24	중립	0	0	0	0	0.498007	KOSPI200	0.33	0.34	0.33	-0.002094	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-24	2023-02-27	중립	0	0	0	0	0.493592	KOSPI200	0.33	0.34	0.33	0.018295	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-27	2023-02-28	중립	0	0	0	0	0.494751	KOSPI200	0.33	0.34	0.33	0.001235	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-02-28	2023-03-02	하락	0	1	-0.2	20.292965	0.294424	KOSPI200	0.33	0.34	0.33	0.004028	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-02	2023-03-03	하락	0	2	-0.3	30.097078	0	KOSPI200	0.33	0.34	0.33	-0.023734	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-03	2023-03-06	상승	1	0	0.2	20.333211	0.20002	KOSPI200	0.33	0.34	0.33	-0.023338	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-06	2023-03-07	중립	0	0	0	0	0.200431	KOSPI200	0.33	0.34	0.33	-0.030809	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-07	2023-03-08	하락	0	1	-0.2	20.137025	0	KOSPI200	0.33	0.34	0.33	-0.020213	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-08	2023-03-09	하락	0	2	-0.3	0	0	KOSPI200	0.33	0.34	0.33	-0.0338	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-09	2023-03-10	중립	0	0	0	0	0	KOSPI200	0.33	0.34	0.33	0.00661	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-10	2023-03-13	중립	0	0	0	0	0	KOSPI200	0.33	0.34	0.33	-0.000577	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-13	2023-03-14	하락	0	1	-0.2	0	0	KOSPI200	0.33	0.34	0.33	0.005416	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-14	2023-03-15	하락	0	2	-0.3	0	0	KOSPI200	0.33	0.34	0.33	0.011558	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-15	2023-03-16	상승	1	0	0.2	20.289927	0.20002	KOSPI200	0.33	0.34	0.33	0.018439	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-16	2023-03-17	중립	0	0	0	0	0.203318	KOSPI200	0.33	0.34	0.33	0.009513	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-17	2023-03-20	하락	0	1	-0.2	20.363785	0.003001	KOSPI200	0.33	0.34	0.33	0.010398	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-20	2023-03-21	중립	0	0	0	0	0.003004	KOSPI200	0.33	0.34	0.33	0.007343	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-21	2023-03-22	중립	0	0	0	0	0.003018	KOSPI200	0.33	0.34	0.33	0.0075	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-22	2023-03-23	상승	1	0	0.2	20.361733	0.203021	KOSPI200	0.33	0.34	0.33	0.022471	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-23	2023-03-24	하락	0	1	-0.2	20.408262	0.004918	KOSPI200	0.33	0.34	0.33	0.014056	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-24	2023-03-27	하락	0	2	-0.3	0.501254	0	KOSPI200	0.33	0.34	0.33	0.026522	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-27	2023-03-28	하락	0	3	-0.5	0	0	KOSPI200	0.33	0.34	0.33	0.021709	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-28	2023-03-29	상승	1	0	0.2	20.406062	0.20002	KOSPI200	0.33	0.34	0.33	0.020147	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-29	2023-03-30	하락	0	1	-0.2	20.440609	0.001452	KOSPI200	0.33	0.34	0.33	0.012119	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-30	2023-03-31	하락	0	2	-0.3	0.148897	-0	KOSPI200	0.33	0.34	0.33	0.005288	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-03-31	2023-04-03	하락	0	3	-0.5	-0	-0	KOSPI200	0.33	0.34	0.33	0.000278	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-03	2023-04-04	상승	1	0	0.2	20.438652	0.20002	KOSPI200	0.33	0.34	0.33	0.021902	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-04	2023-04-05	중립	0	0	0	0	0.200553	KOSPI200	0.33	0.34	0.33	0.02745	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-05	2023-04-06	상승	1	0	0.2	20.454437	0.400757	KOSPI200	0.33	0.34	0.33	0.023855	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-06	2023-04-07	하락	0	1	-0.2	20.424932	0.199972	KOSPI200	0.33	0.34	0.33	0.043979	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-07	2023-04-10	중립	0	0	0	0	0.200956	KOSPI200	0.33	0.34	0.33	0.032017	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-10	2023-04-11	하락	0	1	-0.2	20.508182	0.003299	KOSPI200	0.33	0.34	0.33	0.021128	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-11	2023-04-12	상승	1	0	0.2	20.506726	0.203349	KOSPI200	0.33	0.34	0.33	0.007435	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-12	2023-04-13	중립	0	0	0	0	0.202947	KOSPI200	0.33	0.34	0.33	0.00715	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-13	2023-04-14	하락	0	1	-0.2	20.561886	0.005566	KOSPI200	0.33	0.34	0.33	-0.009958	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-14	2023-04-17	하락	0	2	-0.3	0.569082	-0	KOSPI200	0.33	0.34	0.33	-0.010881	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-17	2023-04-18	하락	0	3	-0.5	-0	-0	KOSPI200	0.33	0.34	0.33	-0.015615	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-18	2023-04-19	상승	1	0	0.2	20.559159	0.20002	KOSPI200	0.33	0.34	0.33	-0.026309	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-19	2023-04-20	상승	2	0	0.3	30.818632	0.499653	KOSPI200	0.33	0.34	0.33	-0.025991	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-20	2023-04-21	중립	0	0	0	0	0.499397	KOSPI200	0.33	0.34	0.33	-0.014244	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-21	2023-04-24	중립	0	0	0	0	0.497819	KOSPI200	0.33	0.34	0.33	-0.009091	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-24	2023-04-25	상승	1	0	0.2	20.458687	0.697669	KOSPI200	0.33	0.34	0.33	-0.00822	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-25	2023-04-26	하락	0	1	-0.2	20.234575	0.4944	KOSPI200	0.33	0.34	0.33	0.003636	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-26	2023-04-27	상승	1	0	0.2	20.208204	0.693861	KOSPI200	0.33	0.34	0.33	0.016153	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-27	2023-04-28	하락	0	1	-0.2	20.360771	0.496235	KOSPI200	0.33	0.34	0.33	0.004063	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-04-28	2023-05-02	중립	0	0	0	0	0.495959	KOSPI200	0.33	0.34	0.33	0.002263	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-02	2023-05-03	하락	0	1	-0.2	20.347624	0.295989	KOSPI200	0.33	0.34	0.33	0.000581	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-03	2023-05-04	하락	0	2	-0.3	29.996176	0	KOSPI200	0.33	0.34	0.33	-0.002824	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-04	2023-05-08	중립	0	0	0	0	0	KOSPI200	0.33	0.34	0.33	-0.018297	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-08	2023-05-09	하락	0	1	-0.2	0	0	KOSPI200	0.33	0.34	0.33	-0.005081	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-09	2023-05-10	상승	1	0	0.2	20.319753	0.20002	KOSPI200	0.33	0.34	0.33	-0.006469	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-10	2023-05-11	중립	0	0	0	0	0.199751	KOSPI200	0.33	0.34	0.33	0.005777	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-11	2023-05-12	상승	1	0	0.2	20.28176	0.398641	KOSPI200	0.33	0.34	0.33	0.024136	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-12	2023-05-15	중립	0	0	0	0	0.39728	KOSPI200	0.33	0.34	0.33	0.035636	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-15	2023-05-16	상승	1	0	0.2	20.333988	0.600306	KOSPI200	0.33	0.34	0.33	0.031528	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-16	2023-05-17	하락	0	1	-0.2	20.279701	0.399316	KOSPI200	0.33	0.34	0.33	0.029944	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-17	2023-05-18	중립	0	0	0	0	0.401854	KOSPI200	0.33	0.34	0.33	0.026286	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-18	2023-05-19	중립	0	0	0	0	0.404472	KOSPI200	0.33	0.34	0.33	0.012625	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-19	2023-05-22	상승	1	0	0.2	20.498747	0.605855	KOSPI200	0.33	0.34	0.33	0.018027	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-22	2023-05-23	중립	0	0	0	0	0.607858	KOSPI200	0.33	0.34	0.33	0.01254	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-23	2023-05-24	중립	0	0	0	0	0.606468	KOSPI200	0.33	0.34	0.33	0.008946	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-24	2023-05-25	중립	0	0	0	0	0.60814	KOSPI200	0.33	0.34	0.33	0.008439	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-25	2023-05-26	중립	0	0	0	0	0.60754	KOSPI200	0.33	0.34	0.33	0.023807	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf
2023-05-26	2023-05-30	하락	0	1	-0.2	20.720556	0.410154	KOSPI200	0.33	0.34	0.33	0.012422	random-v0	v0	cost_sens_20260909_174752_afc58502	0.0005	A	etf

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