strategy large_stringclasses 3
values | cost_key large_stringclasses 4
values | cost_rate float64 0 0.01 | cost_label large_stringclasses 4
values | final_value float64 53.6 96.6 | total_return float64 -0.46 -0.03 | annual_return float64 -0.32 -0.02 | volatility float64 0.13 0.15 | sharpe_ratio float64 -2.54 -0.07 | max_drawdown float64 -0.53 -0.2 | win_rate float64 0.25 0.43 | profit_factor float64 0.57 0.98 | num_trades int64 138 221 | turnover float64 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | etf | 0.0005 | ์์๋ฃ 0.05% (ETF) | 91.596785 | -0.084032 | -0.053278 | 0.131797 | -0.34947 | -0.211257 | 0.434243 | 0.920906 | 220 | null |
B | etf | 0.0005 | ์์๋ฃ 0.05% (ETF) | 89.158767 | -0.108412 | -0.069076 | 0.130999 | -0.481135 | -0.222892 | 0.42928 | 0.894537 | 221 | null |
C | etf | 0.0005 | ์์๋ฃ 0.05% (ETF) | 96.577846 | -0.034222 | -0.021486 | 0.147199 | -0.073445 | -0.199611 | 0.312655 | 0.983669 | 138 | null |
A | stock_min | 0.0023 | ๊ฑฐ๋์ธ 0.20 + ์์๋ฃ 0.03 | 84.282941 | -0.157171 | -0.101167 | 0.131807 | -0.744098 | -0.270089 | 0.411911 | 0.839423 | 220 | null |
B | stock_min | 0.0023 | ๊ฑฐ๋์ธ 0.20 + ์์๋ฃ 0.03 | 81.259719 | -0.187403 | -0.121415 | 0.130956 | -0.924122 | -0.287259 | 0.414392 | 0.807874 | 219 | null |
C | stock_min | 0.0023 | ๊ฑฐ๋์ธ 0.20 + ์์๋ฃ 0.03 | 76.290725 | -0.237093 | -0.155324 | 0.147125 | -1.075309 | -0.343977 | 0.290323 | 0.785867 | 140 | null |
A | stock_slip | 0.003 | 0.23 + ์ฌ๋ฆฌํผ์ง 0.07(์์ฐจ) | 81.599315 | -0.184007 | -0.119127 | 0.131833 | -0.897331 | -0.291764 | 0.404467 | 0.809881 | 217 | null |
B | stock_slip | 0.003 | 0.23 + ์ฌ๋ฆฌํผ์ง 0.07(์์ฐจ) | 78.38484 | -0.216152 | -0.140935 | 0.130959 | -1.095988 | -0.31093 | 0.409429 | 0.776665 | 217 | null |
C | stock_slip | 0.003 | 0.23 + ์ฌ๋ฆฌํผ์ง 0.07(์์ฐจ) | 69.606126 | -0.303939 | -0.202282 | 0.147424 | -1.461452 | -0.398519 | 0.280397 | 0.720594 | 154 | null |
A | stress | 0.005 | ๋ณด์ ๊ฐ์ 0.50% | 74.393462 | -0.256065 | -0.168489 | 0.131981 | -1.33393 | -0.350217 | 0.382134 | 0.731938 | 218 | null |
B | stress | 0.005 | ๋ณด์ ๊ฐ์ 0.50% | 70.724317 | -0.292757 | -0.194312 | 0.131044 | -1.585563 | -0.374277 | 0.39206 | 0.694965 | 217 | null |
C | stress | 0.005 | ๋ณด์ ๊ฐ์ 0.50% | 53.562881 | -0.464371 | -0.322553 | 0.149271 | -2.537656 | -0.53063 | 0.25062 | 0.568247 | 155 | null |
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