백테스팅

지나간 자료지만 그래도 의미를 찾자

CAGR: 16.43%

Accumulated return: 44.92%

Average return: 8.89%

Benchmark return : 72.14%

Number of trades: 6

Number of win: 4

Hit ratio: 66.67%

Investment period: 2.4yrs

Sharpe ratio: 0.53

MDD: -30.45%

Benchmark MDD: -31.43%