375 lines
51 KiB
Plaintext
375 lines
51 KiB
Plaintext
python : C:\Users\tae25\AppData\Local\Programs\Python\Python312\Lib\site-packages\pykrx\__init__.py:4: UserWarning: pkg_re
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sources is deprecated as an API. See https://setuptools.pypa.io/en/latest/pkg_resources.html. The pkg_resources package is
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slated for removal as early as 2025-11-30. Refrain from using this package or pin to Setuptools<81.
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위치 줄:1 문자:1
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+ python backtester.py > temp_output.txt 2>&1; Get-Content temp_output. ...
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+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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+ CategoryInfo : NotSpecified: (C:\Users\tae25\... Setuptools<81.:String) [], RemoteException
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+ FullyQualifiedErrorId : NativeCommandError
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import pkg_resources
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백테스트를 시작합니다...
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초기 자본: 100,000,000 원
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테스트 기간: 2022-01-01 ~ 2023-12-31
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데이터 로드 및 전처리 중...
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한국 주식 시가총액 순위 로드 중...
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한국 티커 캐시 로드: data_cache\kr_tickers_1_300_20251120.pkl
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미국 S&P 500 종목 리스트 로드 중 (Wikipedia)...
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미국 S&P 500 종목 300개 로드 완료.
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총 600개 종목 대상 분석 시작.
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경고: CSV 로드 예상치 못한 오류 (data_cache\443060.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\278470.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\064400.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\062040.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\031210.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\439260.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\489790.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\462870.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\458870.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\483650.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\160190.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\00680K_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\484870.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\415640.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\475830.KS_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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경고: CSV 로드 예상치 못한 오류 (data_cache\GEV_2018-01-01_2023-12-31.csv): ValueError: 'Date' is not in list
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데이터 준비 완료.
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[2022-01-04] BUY: LX인터내셔널(001120) @ 22,416 / 445주 (SL: 21,042)
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[2022-01-04] BUY: Kraft Heinz(KHC) @ 31 / 322,253주 (SL: 30)
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[2022-01-05] BUY: SK이노베이션(096770) @ 233,497 / 42주 (SL: 214,892)
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[2022-01-05] BUY: LyondellBasell(LYB) @ 74 / 135,756주 (SL: 69)
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[2022-01-06] BUY: HD현대미포(010620) @ 81,069 / 122주 (SL: 70,167)
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[2022-01-06] BUY: 한국카본(017960) @ 11,515 / 864주 (SL: 10,398)
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[2022-01-06] BUY: 세진중공업(075580) @ 5,607 / 1,774주 (SL: 5,571)
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[2022-01-07] BUY: AT&T(T) @ 16 / 619,236주 (SL: 15)
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[2022-01-07] BUY: Delta Air Lines(DAL) @ 40 / 245,807주 (SL: 40)
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[2022-01-10] BUY: Cummins(CMI) @ 211 / 47,445주 (SL: 201)
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[2022-01-13] SELL (TRAILING_STOP_10_30PCT): 세진중공업(075580) @ 6,501 / 1,774주 (15.94%)
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[2022-01-13] BUY: Boeing(BA) @ 224 / 45,075주 (SL: 219)
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[2022-01-18] SELL (STOP_LOSS_5PCT): LX인터내셔널(001120) @ 21,046 / 445주 (-6.11%)
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[2022-01-18] SELL (TRAILING_STOP_10_30PCT): SK이노베이션(096770) @ 253,033 / 42주 (8.37%)
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[2022-01-18] SELL (STOP_LOSS_5PCT): HD현대미포(010620) @ 75,123 / 122주 (-7.33%)
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[2022-01-18] BUY: Las Vegas Sands(LVS) @ 41 / 248,359주 (SL: 38)
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[2022-01-21] SELL (STOP_LOSS_5PCT): Delta Air Lines(DAL) @ 37 / 245,807주 (-8.79%)
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[2022-01-21] SELL (STOP_LOSS_5PCT): Boeing(BA) @ 205 / 45,075주 (-8.24%)
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[2022-01-25] SELL (STOP_LOSS_5PCT): LyondellBasell(LYB) @ 71 / 135,756주 (-3.18%)
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[2022-01-25] SELL (STOP_LOSS_5PCT): 한국카본(017960) @ 10,595 / 864주 (-7.98%)
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[2022-01-26] SELL (STOP_LOSS_5PCT): AT&T(T) @ 15 / 619,236주 (-7.76%)
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[2022-01-28] SELL (STOP_LOSS_5PCT): Cummins(CMI) @ 201 / 47,445주 (-4.49%)
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[2022-01-28] BUY: Corning Inc.(GLW) @ 38 / 255,119주 (SL: 35)
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[2022-02-10] SELL (STOP_LOSS_5PCT): Kraft Heinz(KHC) @ 29 / 322,253주 (-7.10%)
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[2022-02-10] BUY: 삼성카드(029780) @ 26,295 / 369주 (SL: 25,767)
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[2022-02-14] SELL (TRAILING_STOP_10_30PCT): Las Vegas Sands(LVS) @ 44 / 248,359주 (7.22%)
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[2022-02-16] BUY: 대웅제약(069620) @ 152,169 / 63주 (SL: 143,742)
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[2022-02-21] BUY: 아모레퍼시픽홀딩스(002790) @ 47,164 / 205주 (SL: 44,641)
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[2022-02-21] BUY: 롯데리츠(330590) @ 4,437 / 2,185주 (SL: 4,365)
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[2022-02-22] BUY: HMM(011200) @ 26,155 / 370주 (SL: 24,609)
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[2022-02-23] BUY: 한국콜마(161890) @ 40,767 / 237주 (SL: 39,511)
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[2022-02-24] SELL (STOP_LOSS_5PCT): Corning Inc.(GLW) @ 36 / 255,119주 (-3.82%)
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[2022-02-24] SELL (TRAILING_STOP_10_30PCT): 대웅제약(069620) @ 162,082 / 63주 (6.51%)
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[2022-02-24] SELL (TRAILING_STOP_10_30PCT): 한국콜마(161890) @ 43,955 / 237주 (7.82%)
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[2022-02-24] BUY: STX엔진(077970) @ 13,200 / 731주 (SL: 9,990)
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[2022-02-25] SELL (TRAILING_STOP_10_30PCT): STX엔진(077970) @ 12,850 / 731주 (-2.65%)
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[2022-02-25] BUY: GS건설(006360) @ 38,874 / 250주 (SL: 37,341)
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[2022-02-25] BUY: Leidos(LDOS) @ 93 / 105,166주 (SL: 89)
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[2022-02-28] BUY: Huntington Ingalls Industries(HII) @ 189 / 51,233주 (SL: 174)
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[2022-03-02] BUY: 삼성중공업(010140) @ 6,050 / 1,611주 (SL: 5,570)
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[2022-03-02] BUY: 한국카본(017960) @ 11,805 / 826주 (SL: 11,805)
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[2022-03-02] BUY: Cooper Companies (The)(COO) @ 104 / 93,852주 (SL: 101)
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[2022-03-04] SELL (TRAILING_STOP_10_30PCT): Leidos(LDOS) @ 103 / 105,166주 (10.87%)
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[2022-03-07] SELL (PROFIT_TAKE_FULL): HMM(011200) @ 29,866 / 370주 (14.19%)
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[2022-03-07] SELL (TRAILING_STOP_10_30PCT): Huntington Ingalls Industries(HII) @ 202 / 51,233주 (7.01%)
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[2022-03-08] SELL (STOP_LOSS_5PCT): Cooper Companies (The)(COO) @ 95 / 93,852주 (-8.50%)
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[2022-03-08] BUY: 한미약품(128940) @ 254,666 / 39주 (SL: 254,666)
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[2022-03-08] BUY: 대웅(003090) @ 30,951 / 322주 (SL: 29,374)
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[2022-03-08] BUY: 스튜디오드래곤(253450) @ 89,500 / 111주 (SL: 87,900)
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[2022-03-14] SELL (STOP_LOSS_5PCT): 아모레퍼시픽홀딩스(002790) @ 41,875 / 205주 (-11.21%)
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[2022-03-14] BUY: 현대건설(000720) @ 46,937 / 209주 (SL: 40,719)
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[2022-03-15] SELL (STOP_LOSS_5PCT): 삼성중공업(010140) @ 5,530 / 1,611주 (-8.60%)
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[2022-03-15] BUY: LS마린솔루션(060370) @ 5,516 / 1,797주 (SL: 5,322)
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[2022-03-18] SELL (TRAILING_STOP_10_30PCT): GS건설(006360) @ 42,821 / 250주 (10.16%)
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[2022-03-18] SELL (STOP_LOSS_5PCT): 한국카본(017960) @ 10,934 / 826주 (-7.38%)
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[2022-03-18] BUY: Dollar General(DG) @ 215 / 46,026주 (SL: 200)
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[2022-03-18] BUY: Jacobs Solutions(J) @ 113 / 87,216주 (SL: 103)
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[2022-04-05] SELL (STOP_LOSS_5PCT): 현대건설(000720) @ 43,994 / 209주 (-6.27%)
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[2022-04-05] BUY: 오뚜기(007310) @ 429,456 / 22주 (SL: 424,767)
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[2022-04-12] SELL (STOP_LOSS_5PCT): 대웅(003090) @ 28,979 / 322주 (-6.37%)
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[2022-04-13] SELL (TRAILING_STOP_10_30PCT): 한미약품(128940) @ 281,373 / 39주 (10.49%)
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[2022-04-14] BUY: Delta Air Lines(DAL) @ 41 / 241,235주 (SL: 39)
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[2022-04-19] SELL (TRAILING_STOP_10_30PCT): Dollar General(DG) @ 240 / 46,026주 (11.48%)
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[2022-04-26] SELL (TRAILING_STOP_10_30PCT): LS마린솔루션(060370) @ 5,896 / 1,797주 (6.88%)
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[2022-04-27] SELL (STOP_LOSS_5PCT): 스튜디오드래곤(253450) @ 83,100 / 111주 (-7.15%)
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[2022-04-27] BUY: 현대차2우B(005387) @ 72,097 / 138주 (SL: 66,418)
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[2022-05-02] BUY: 삼성물산(028260) @ 110,924 / 89주 (SL: 105,284)
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[2022-05-02] BUY: SK가스(018670) @ 109,195 / 91주 (SL: 102,317)
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[2022-05-04] SELL (TRAILING_STOP_10_30PCT): SK가스(018670) @ 116,074 / 91주 (6.30%)
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[2022-05-06] SELL (TRAILING_STOP_LT10PCT): Delta Air Lines(DAL) @ 40 / 241,235주 (-3.21%)
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[2022-05-09] SELL (STOP_LOSS_5PCT): Jacobs Solutions(J) @ 105 / 87,216주 (-7.76%)
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[2022-05-20] BUY: 에스원(012750) @ 63,304 / 153주 (SL: 63,128)
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[2022-05-25] BUY: American Tower(AMT) @ 233 / 42,140주 (SL: 210)
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[2022-05-25] BUY: Crown Castle(CCI) @ 159 / 61,823주 (SL: 148)
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[2022-05-31] BUY: 한화솔루션(009830) @ 42,090 / 235주 (SL: 35,946)
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[2022-05-31] BUY: 동서(026960) @ 24,408 / 405주 (SL: 23,964)
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[2022-06-02] SELL (TRAILING_STOP_10_30PCT): 롯데리츠(330590) @ 4,880 / 2,185주 (9.98%)
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[2022-06-02] SELL (STOP_LOSS_5PCT): Crown Castle(CCI) @ 156 / 61,823주 (-1.56%)
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[2022-06-02] BUY: 현대제철(004020) @ 37,882 / 259주 (SL: 37,745)
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[2022-06-02] BUY: 금호석유화학(011780) @ 147,046 / 66주 (SL: 143,829)
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[2022-06-09] SELL (STOP_LOSS_5PCT): 에스원(012750) @ 59,523 / 153주 (-5.97%)
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[2022-06-13] SELL (STOP_LOSS_5PCT): 현대차2우B(005387) @ 66,645 / 138주 (-7.56%)
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[2022-06-13] SELL (STOP_LOSS_5PCT): American Tower(AMT) @ 215 / 42,140주 (-7.78%)
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[2022-06-13] SELL (STOP_LOSS_5PCT): 현대제철(004020) @ 35,186 / 259주 (-7.12%)
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[2022-06-14] SELL (STOP_LOSS_5PCT): 오뚜기(007310) @ 400,856 / 22주 (-6.66%)
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[2022-06-14] SELL (STOP_LOSS_5PCT): 동서(026960) @ 23,032 / 405주 (-5.64%)
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[2022-06-14] SELL (STOP_LOSS_5PCT): 금호석유화학(011780) @ 137,856 / 66주 (-6.25%)
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[2022-06-15] SELL (STOP_LOSS_5PCT): 삼성물산(028260) @ 104,344 / 89주 (-5.93%)
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[2022-06-20] BUY: 오리온홀딩스(001800) @ 12,745 / 724주 (SL: 12,443)
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[2022-06-22] SELL (STOP_LOSS_5PCT): 한화솔루션(009830) @ 38,964 / 235주 (-7.43%)
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[2022-06-27] BUY: 셀트리온(068270) @ 153,182 / 60주 (SL: 137,034)
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[2022-06-27] BUY: Biogen(BIIB) @ 214 / 43,102주 (SL: 199)
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[2022-06-27] BUY: Gilead Sciences(GILD) @ 56 / 164,942주 (SL: 55)
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[2022-07-06] BUY: Clorox(CLX) @ 130 / 71,086주 (SL: 127)
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[2022-07-07] BUY: 리가켐바이오(141080) @ 46,600 / 198주 (SL: 43,600)
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[2022-07-08] BUY: CrowdStrike(CRWD) @ 190 / 48,646주 (SL: 189)
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[2022-07-11] BUY: FactSet(FDS) @ 392 / 23,560주 (SL: 382)
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[2022-07-12] SELL (STOP_LOSS_5PCT): CrowdStrike(CRWD) @ 174 / 48,646주 (-8.40%)
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[2022-07-14] SELL (STOP_LOSS_5PCT): 삼성카드(029780) @ 24,385 / 369주 (-7.26%)
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[2022-07-15] BUY: 오뚜기(007310) @ 419,141 / 21주 (SL: 417,266)
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[2022-07-20] BUY: 에코프로(086520) @ 17,126 / 534주 (SL: 13,871)
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[2022-07-25] SELL (STOP_LOSS_5PCT): 리가켐바이오(141080) @ 44,100 / 198주 (-5.36%)
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[2022-07-25] BUY: Citigroup(C) @ 46 / 197,486주 (SL: 42)
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[2022-08-04] SELL (TRAILING_STOP_10_30PCT): 에코프로(086520) @ 19,378 / 534주 (13.15%)
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[2022-08-04] BUY: 에스티팜(237690) @ 103,952 / 88주 (SL: 98,068)
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[2022-08-05] SELL (TRAILING_STOP_10_30PCT): 셀트리온(068270) @ 171,948 / 60주 (12.25%)
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[2022-08-08] BUY: 한화(000880) @ 27,533 / 337주 (SL: 26,523)
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[2022-08-09] SELL (TRAILING_STOP_10_30PCT): 에스티팜(237690) @ 113,268 / 88주 (8.96%)
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[2022-08-09] BUY: HD한국조선해양(009540) @ 88,129 / 105주 (SL: 87,064)
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[2022-08-10] BUY: 젬백스(082270) @ 14,450 / 652주 (SL: 13,900)
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[2022-08-15] SELL (TRAILING_STOP_10_30PCT): FactSet(FDS) @ 433 / 23,560주 (10.57%)
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[2022-08-15] BUY: Dell Technologies(DELL) @ 45 / 214,636주 (SL: 43)
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[2022-08-17] SELL (TRAILING_STOP_10_30PCT): 오뚜기(007310) @ 455,242 / 21주 (8.61%)
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[2022-08-17] BUY: American International Group(AIG) @ 53 / 183,556주 (SL: 49)
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[2022-08-23] SELL (STOP_LOSS_5PCT): 젬백스(082270) @ 13,500 / 652주 (-6.57%)
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[2022-08-25] SELL (TRAILING_STOP_10_30PCT): HD한국조선해양(009540) @ 95,974 / 105주 (8.90%)
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[2022-08-26] SELL (STOP_LOSS_5PCT): Biogen(BIIB) @ 199 / 43,102주 (-7.01%)
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[2022-08-26] SELL (STOP_LOSS_5PCT): Dell Technologies(DELL) @ 39 / 214,636주 (-14.22%)
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[2022-08-29] SELL (STOP_LOSS_5PCT): American International Group(AIG) @ 49 / 183,556주 (-6.86%)
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[2022-09-01] SELL (STOP_LOSS_5PCT): Citigroup(C) @ 43 / 197,486주 (-5.62%)
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[2022-09-07] SELL (TRAILING_STOP_LT10PCT): 오리온홀딩스(001800) @ 12,011 / 724주 (-5.76%)
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[2022-09-14] SELL (TRAILING_STOP_LT10PCT): 한화(000880) @ 26,798 / 337주 (-2.67%)
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[2022-09-19] BUY: 에스엠(041510) @ 70,862 / 128주 (SL: 67,479)
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[2022-09-26] SELL (TRAILING_STOP_LT10PCT): 에스엠(041510) @ 68,252 / 128주 (-3.68%)
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[2022-09-26] BUY: 한화오션(042660) @ 21,684 / 419주 (SL: 18,034)
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[2022-09-27] SELL (STOP_LOSS_5PCT): Clorox(CLX) @ 121 / 71,086주 (-6.81%)
|
|
[2022-09-27] SELL (STOP_LOSS_5PCT): 한화오션(042660) @ 17,730 / 419주 (-18.24%)
|
|
[2022-10-14] BUY: Altria(MO) @ 36 / 250,447주 (SL: 34)
|
|
[2022-10-18] BUY: DaVita(DVA) @ 90 / 98,717주 (SL: 89)
|
|
[2022-10-19] BUY: POSCO홀딩스(005490) @ 235,865 / 37주 (SL: 222,335)
|
|
[2022-10-19] BUY: Chubb Limited(CB) @ 188 / 47,258주 (SL: 188)
|
|
[2022-10-19] BUY: Everest Group(EG) @ 265 / 33,590주 (SL: 264)
|
|
[2022-10-19] BUY: Hartford (The)(HIG) @ 64 / 138,808주 (SL: 61)
|
|
[2022-10-21] BUY: Halliburton(HAL) @ 32 / 276,411주 (SL: 30)
|
|
[2022-10-24] SELL (TRAILING_STOP_10_30PCT): Gilead Sciences(GILD) @ 62 / 164,942주 (11.07%)
|
|
[2022-10-24] BUY: American International Group(AIG) @ 51 / 174,509주 (SL: 50)
|
|
[2022-10-24] BUY: Citizens Financial Group(CFG) @ 34 / 261,137주 (SL: 33)
|
|
[2022-10-25] SELL (STOP_LOSS_5PCT): POSCO홀딩스(005490) @ 221,528 / 37주 (-6.08%)
|
|
[2022-10-25] BUY: Caterpillar Inc.(CAT) @ 185 / 48,692주 (SL: 175)
|
|
[2022-10-26] SELL (TRAILING_STOP_10_30PCT): DaVita(DVA) @ 99 / 98,717주 (10.34%)
|
|
[2022-10-26] BUY: 유한양행(000100) @ 52,908 / 170주 (SL: 50,325)
|
|
[2022-10-26] BUY: Emerson Electric(EMR) @ 80 / 112,713주 (SL: 77)
|
|
[2022-10-27] SELL (TRAILING_STOP_10_30PCT): Halliburton(HAL) @ 34 / 276,411주 (7.05%)
|
|
[2022-10-27] SELL (TRAILING_STOP_10_30PCT): Caterpillar Inc.(CAT) @ 202 / 48,692주 (8.88%)
|
|
[2022-10-27] BUY: Hewlett Packard Enterprise(HPE) @ 13 / 706,720주 (SL: 12)
|
|
[2022-10-27] BUY: Johnson & Johnson(JNJ) @ 157 / 58,048주 (SL: 153)
|
|
[2022-10-28] SELL (TRAILING_STOP_10_30PCT): Everest Group(EG) @ 304 / 33,590주 (15.00%)
|
|
[2022-10-28] BUY: 삼성화재(000810) @ 172,817 / 53주 (SL: 168,158)
|
|
[2022-11-01] SELL (TRAILING_STOP_10_30PCT): Chubb Limited(CB) @ 205 / 47,258주 (8.93%)
|
|
[2022-11-01] BUY: 삼성전자(005930) @ 56,236 / 168주 (SL: 53,518)
|
|
[2022-11-08] SELL (TRAILING_STOP_10_30PCT): American International Group(AIG) @ 55 / 174,509주 (8.79%)
|
|
[2022-11-08] BUY: SK(034730) @ 201,349 / 47주 (SL: 199,551)
|
|
[2022-11-10] SELL (TRAILING_STOP_10_30PCT): Emerson Electric(EMR) @ 89 / 112,713주 (10.96%)
|
|
[2022-11-10] BUY: 메리츠금융지주(138040) @ 26,474 / 358주 (SL: 23,396)
|
|
[2022-11-11] SELL (TRAILING_STOP_10_30PCT): Hartford (The)(HIG) @ 69 / 138,808주 (8.28%)
|
|
[2022-11-11] BUY: KB금융(105560) @ 42,834 / 223주 (SL: 42,141)
|
|
[2022-11-14] SELL (TRAILING_STOP_10_30PCT): Hewlett Packard Enterprise(HPE) @ 14 / 706,720주 (8.88%)
|
|
[2022-11-14] BUY: 대한항공(003490) @ 23,456 / 412주 (SL: 21,410)
|
|
[2022-11-21] SELL (STOP_LOSS_5PCT): SK(034730) @ 187,416 / 47주 (-6.92%)
|
|
[2022-11-21] SELL (TRAILING_STOP_LT10PCT): 메리츠금융지주(138040) @ 25,337 / 358주 (-4.29%)
|
|
[2022-11-23] BUY: Abbott Laboratories(ABT) @ 100 / 95,048주 (SL: 100)
|
|
[2022-11-24] BUY: 스튜디오드래곤(253450) @ 75,100 / 126주 (SL: 71,000)
|
|
[2022-12-09] SELL (TRAILING_STOP_10_30PCT): 스튜디오드래곤(253450) @ 83,100 / 126주 (10.65%)
|
|
[2022-12-29] SELL (STOP_LOSS_5PCT): 삼성전자(005930) @ 52,155 / 168주 (-7.26%)
|
|
[2022-12-29] SELL (STOP_LOSS_5PCT): 대한항공(003490) @ 21,532 / 412주 (-8.20%)
|
|
[2023-01-05] SELL (TRAILING_STOP_10_30PCT): KB금융(105560) @ 48,090 / 223주 (12.27%)
|
|
[2023-01-09] BUY: Citigroup(C) @ 43 / 230,339주 (SL: 40)
|
|
[2023-01-10] BUY: American Express(AXP) @ 147 / 66,586주 (SL: 146)
|
|
[2023-01-10] BUY: Carnival(CCL) @ 10 / 1,010,777주 (SL: 9)
|
|
[2023-01-10] BUY: Fifth Third Bancorp(FITB) @ 31 / 318,031주 (SL: 30)
|
|
[2023-01-17] SELL (TRAILING_STOP_10_30PCT): Carnival(CCL) @ 11 / 1,010,777주 (12.40%)
|
|
[2023-01-17] BUY: 효성(004800) @ 77,400 / 128주 (SL: 75,531)
|
|
[2023-01-18] SELL (STOP_LOSS_5PCT): 유한양행(000100) @ 49,918 / 170주 (-5.65%)
|
|
[2023-01-18] BUY: GoDaddy(GDDY) @ 78 / 126,691주 (SL: 76)
|
|
[2023-01-19] SELL (TRAILING_STOP_10_30PCT): 삼성화재(000810) @ 187,960 / 53주 (8.76%)
|
|
[2023-01-19] SELL (STOP_LOSS_5PCT): Fifth Third Bancorp(FITB) @ 30 / 318,031주 (-2.38%)
|
|
[2023-01-20] BUY: S-Oil(010950) @ 85,910 / 113주 (SL: 84,741)
|
|
[2023-01-20] BUY: 젬백스(082270) @ 12,950 / 752주 (SL: 12,350)
|
|
[2023-01-26] SELL (TRAILING_STOP_10_30PCT): Citizens Financial Group(CFG) @ 38 / 261,137주 (10.61%)
|
|
[2023-01-26] SELL (TRAILING_STOP_10_30PCT): 젬백스(082270) @ 14,410 / 752주 (11.27%)
|
|
[2023-01-26] BUY: 하나마이크론(067310) @ 9,074 / 1,101주 (SL: 9,066)
|
|
[2023-01-26] BUY: SK디스커버리(006120) @ 28,477 / 351주 (SL: 28,024)
|
|
[2023-01-27] SELL (TRAILING_STOP_10_30PCT): American Express(AXP) @ 167 / 66,586주 (13.36%)
|
|
[2023-01-27] BUY: 롯데에너지머티리얼즈(020150) @ 63,783 / 157주 (SL: 60,002)
|
|
[2023-02-01] SELL (TRAILING_STOP_10_30PCT): Citigroup(C) @ 47 / 230,339주 (9.70%)
|
|
[2023-02-01] BUY: 삼성중공업(010140) @ 5,790 / 1,747주 (SL: 5,180)
|
|
[2023-02-15] SELL (TRAILING_STOP_LT10PCT): Johnson & Johnson(JNJ) @ 146 / 58,048주 (-6.91%)
|
|
[2023-02-16] SELL (TRAILING_STOP_10_30PCT): 하나마이크론(067310) @ 10,065 / 1,101주 (10.92%)
|
|
[2023-02-16] SELL (TRAILING_STOP_10_30PCT): SK디스커버리(006120) @ 30,605 / 351주 (7.47%)
|
|
[2023-02-22] SELL (TRAILING_STOP_LT10PCT): Abbott Laboratories(ABT) @ 97 / 95,048주 (-2.70%)
|
|
[2023-02-22] SELL (STOP_LOSS_5PCT): S-Oil(010950) @ 80,066 / 113주 (-6.80%)
|
|
[2023-02-23] BUY: 한미사이언스(008930) @ 32,648 / 309주 (SL: 30,925)
|
|
[2023-02-24] SELL (TRAILING_STOP_LT10PCT): GoDaddy(GDDY) @ 76 / 126,691주 (-3.26%)
|
|
[2023-03-03] SELL (TRAILING_STOP_10_30PCT): 롯데에너지머티리얼즈(020150) @ 70,948 / 157주 (11.23%)
|
|
[2023-03-06] SELL (STOP_LOSS_5PCT): 삼성중공업(010140) @ 5,380 / 1,747주 (-7.08%)
|
|
[2023-03-07] BUY: 엘앤씨바이오(290650) @ 24,361 / 414주 (SL: 22,869)
|
|
[2023-03-07] BUY: Kroger(KR) @ 44 / 227,841주 (SL: 43)
|
|
[2023-03-09] SELL (TRAILING_STOP_10_30PCT): 한미사이언스(008930) @ 37,425 / 309주 (14.63%)
|
|
[2023-03-09] SELL (TRAILING_STOP_10_30PCT): 엘앤씨바이오(290650) @ 26,151 / 414주 (7.35%)
|
|
[2023-03-10] SELL (STOP_LOSS_5PCT): 효성(004800) @ 71,903 / 128주 (-7.10%)
|
|
[2023-03-16] BUY: Intel(INTC) @ 29 / 351,231주 (SL: 27)
|
|
[2023-03-17] BUY: Alphabet Inc. (Class A)(GOOGL) @ 101 / 102,111주 (SL: 95)
|
|
[2023-03-17] BUY: Alphabet Inc. (Class C)(GOOG) @ 102 / 101,269주 (SL: 96)
|
|
[2023-03-20] BUY: Amazon(AMZN) @ 98 / 105,057주 (SL: 97)
|
|
[2023-03-21] SELL (STOP_LOSS_5PCT): Intel(INTC) @ 28 / 351,231주 (-5.70%)
|
|
[2023-03-23] BUY: 주성엔지니어링(036930) @ 12,637 / 813주 (SL: 11,619)
|
|
[2023-03-24] SELL (PROFIT_TAKE_FULL): 주성엔지니어링(036930) @ 15,070 / 813주 (19.25%)
|
|
[2023-03-24] BUY: Costco(COST) @ 476 / 21,677주 (SL: 476)
|
|
[2023-03-29] BUY: 한국카본(017960) @ 11,727 / 888주 (SL: 11,013)
|
|
[2023-03-30] BUY: 비에이치아이(083650) @ 6,920 / 1,512주 (SL: 6,890)
|
|
[2023-03-30] BUY: Accenture(ACN) @ 271 / 38,615주 (SL: 263)
|
|
[2023-03-31] SELL (TRAILING_STOP_10_30PCT): 비에이치아이(083650) @ 7,720 / 1,512주 (11.56%)
|
|
[2023-04-03] BUY: 한국항공우주(047810) @ 47,144 / 227주 (SL: 45,718)
|
|
[2023-04-03] BUY: Colgate-Palmolive(CL) @ 71 / 151,796주 (SL: 69)
|
|
[2023-04-17] SELL (TRAILING_STOP_10_30PCT): 한국항공우주(047810) @ 52,994 / 227주 (12.41%)
|
|
[2023-04-18] BUY: 대한전선(001440) @ 15,575 / 696주 (SL: 14,005)
|
|
[2023-04-21] SELL (TRAILING_STOP_10_30PCT): Amazon(AMZN) @ 107 / 105,057주 (9.47%)
|
|
[2023-04-21] SELL (TRAILING_STOP_LT10PCT): 한국카본(017960) @ 11,336 / 888주 (-3.34%)
|
|
[2023-04-21] BUY: 현대글로비스(086280) @ 77,283 / 140주 (SL: 77,049)
|
|
[2023-04-24] SELL (STOP_LOSS_5PCT): 대한전선(001440) @ 14,359 / 696주 (-7.81%)
|
|
[2023-05-01] SELL (TRAILING_STOP_10_30PCT): Altria(MO) @ 39 / 250,447주 (10.11%)
|
|
[2023-05-04] BUY: Assurant(AIZ) @ 125 / 87,040주 (SL: 119)
|
|
[2023-05-08] BUY: 동서(026960) @ 18,868 / 575주 (SL: 17,950)
|
|
[2023-05-09] SELL (STOP_LOSS_5PCT): Accenture(ACN) @ 254 / 38,615주 (-6.42%)
|
|
[2023-05-09] BUY: Datadog(DDOG) @ 80 / 137,056주 (SL: 79)
|
|
[2023-05-10] SELL (TRAILING_STOP_10_30PCT): Alphabet Inc. (Class A)(GOOGL) @ 111 / 102,111주 (9.97%)
|
|
[2023-05-10] SELL (TRAILING_STOP_10_30PCT): Alphabet Inc. (Class C)(GOOG) @ 112 / 101,269주 (9.58%)
|
|
[2023-05-12] SELL (TRAILING_STOP_10_30PCT): Datadog(DDOG) @ 87 / 137,056주 (9.62%)
|
|
[2023-05-12] BUY: LG이노텍(011070) @ 274,400 / 40주 (SL: 261,705)
|
|
[2023-05-16] BUY: ESR켄달스퀘어리츠(365550) @ 3,560 / 3,108주 (SL: 3,236)
|
|
[2023-05-22] BUY: 롯데리츠(330590) @ 3,348 / 3,322주 (SL: 3,266)
|
|
[2023-05-23] BUY: 티씨케이(064760) @ 101,380 / 110주 (SL: 95,177)
|
|
[2023-05-31] SELL (STOP_LOSS_5PCT): Assurant(AIZ) @ 116 / 87,040주 (-7.44%)
|
|
[2023-05-31] SELL (TRAILING_STOP_10_30PCT): LG이노텍(011070) @ 299,789 / 40주 (9.25%)
|
|
[2023-06-01] BUY: Blackstone Inc.(BX) @ 81 / 135,589주 (SL: 80)
|
|
[2023-06-08] BUY: Huntington Ingalls Industries(HII) @ 206 / 53,411주 (SL: 193)
|
|
[2023-06-09] SELL (TRAILING_STOP_10_30PCT): 현대글로비스(086280) @ 84,730 / 140주 (9.64%)
|
|
[2023-06-12] BUY: General Motors(GM) @ 36 / 312,651주 (SL: 36)
|
|
[2023-06-15] SELL (TRAILING_STOP_LT10PCT): Kroger(KR) @ 44 / 227,841주 (-1.55%)
|
|
[2023-06-15] BUY: Emerson Electric(EMR) @ 84 / 132,469주 (SL: 81)
|
|
[2023-06-23] SELL (STOP_LOSS_5PCT): 동서(026960) @ 17,556 / 575주 (-6.96%)
|
|
[2023-06-30] SELL (TRAILING_STOP_10_30PCT): 티씨케이(064760) @ 111,557 / 110주 (10.04%)
|
|
[2023-06-30] BUY: Charter Communications(CHTR) @ 367 / 30,684주 (SL: 345)
|
|
[2023-06-30] BUY: Genuine Parts Company(GPC) @ 158 / 71,159주 (SL: 153)
|
|
[2023-07-05] SELL (TRAILING_STOP_10_30PCT): Costco(COST) @ 521 / 21,677주 (9.49%)
|
|
[2023-07-10] BUY: Archer Daniels Midland(ADM) @ 73 / 154,587주 (SL: 72)
|
|
[2023-07-11] SELL (TRAILING_STOP_10_30PCT): Blackstone Inc.(BX) @ 92 / 135,589주 (13.00%)
|
|
[2023-07-11] BUY: EOG Resources(EOG) @ 109 / 102,918주 (SL: 106)
|
|
[2023-07-14] SELL (TRAILING_STOP_10_30PCT): General Motors(GM) @ 39 / 312,651주 (9.08%)
|
|
[2023-07-14] BUY: CMS Energy(CMS) @ 56 / 204,877주 (SL: 56)
|
|
[2023-07-20] SELL (STOP_LOSS_5PCT): Genuine Parts Company(GPC) @ 145 / 71,159주 (-8.31%)
|
|
[2023-07-24] BUY: Chubb Limited(CB) @ 195 / 59,358주 (SL: 189)
|
|
[2023-07-25] SELL (TRAILING_STOP_10_30PCT): Charter Communications(CHTR) @ 399 / 30,684주 (8.53%)
|
|
[2023-07-25] BUY: Duke Energy(DUK) @ 87 / 133,451주 (SL: 85)
|
|
[2023-07-26] SELL (TRAILING_STOP_10_30PCT): Archer Daniels Midland(ADM) @ 80 / 154,587주 (10.64%)
|
|
[2023-07-26] BUY: KB금융(105560) @ 45,207 / 257주 (SL: 44,934)
|
|
[2023-07-28] SELL (STOP_LOSS_5PCT): 롯데리츠(330590) @ 3,127 / 3,322주 (-6.59%)
|
|
[2023-07-28] SELL (TRAILING_STOP_10_30PCT): EOG Resources(EOG) @ 120 / 102,918주 (10.02%)
|
|
[2023-08-01] BUY: 신한지주(055550) @ 32,604 / 357주 (SL: 31,244)
|
|
[2023-08-02] SELL (TRAILING_STOP_10_30PCT): Emerson Electric(EMR) @ 91 / 132,469주 (8.08%)
|
|
[2023-08-02] BUY: Erie Indemnity(ERIE) @ 250 / 46,819주 (SL: 218)
|
|
[2023-08-03] BUY: S-Oil(010950) @ 75,320 / 155주 (SL: 74,050)
|
|
[2023-08-09] SELL (TRAILING_STOP_10_30PCT): Erie Indemnity(ERIE) @ 277 / 46,819주 (10.77%)
|
|
[2023-08-10] SELL (TRAILING_STOP_LT10PCT): ESR켄달스퀘어리츠(365550) @ 3,357 / 3,108주 (-5.72%)
|
|
[2023-08-11] BUY: 에스티팜(237690) @ 81,458 / 143주 (SL: 80,570)
|
|
[2023-08-14] BUY: 롯데관광개발(032350) @ 14,790 / 791주 (SL: 10,750)
|
|
[2023-08-15] SELL (STOP_LOSS_5PCT): CMS Energy(CMS) @ 52 / 204,877주 (-7.52%)
|
|
[2023-08-17] SELL (STOP_LOSS_5PCT): S-Oil(010950) @ 70,924 / 155주 (-5.84%)
|
|
[2023-08-18] BUY: 롯데웰푸드(280360) @ 101,407 / 113주 (SL: 99,794)
|
|
[2023-08-21] SELL (TRAILING_STOP_LT10PCT): 롯데관광개발(032350) @ 14,480 / 791주 (-2.10%)
|
|
[2023-08-30] BUY: 삼성카드(029780) @ 26,363 / 437주 (SL: 25,923)
|
|
[2023-09-01] SELL (STOP_LOSS_5PCT): Duke Energy(DUK) @ 81 / 133,451주 (-6.68%)
|
|
[2023-09-06] SELL (TRAILING_STOP_10_30PCT): KB금융(105560) @ 49,491 / 257주 (9.48%)
|
|
[2023-09-08] BUY: 하나금융지주(086790) @ 35,016 / 328주 (SL: 34,624)
|
|
[2023-09-13] BUY: Centene Corporation(CNC) @ 68 / 169,275주 (SL: 65)
|
|
[2023-09-14] BUY: Duke Energy(DUK) @ 88 / 131,613주 (SL: 84)
|
|
[2023-09-20] SELL (TRAILING_STOP_LT10PCT): Huntington Ingalls Industries(HII) @ 196 / 53,411주 (-4.51%)
|
|
[2023-09-20] SELL (TRAILING_STOP_10_30PCT): 하나금융지주(086790) @ 38,374 / 328주 (9.59%)
|
|
[2023-09-21] SELL (STOP_LOSS_5PCT): 에스티팜(237690) @ 75,836 / 143주 (-6.90%)
|
|
[2023-09-27] SELL (TRAILING_STOP_LT10PCT): Colgate-Palmolive(CL) @ 67 / 151,796주 (-4.52%)
|
|
[2023-09-28] SELL (STOP_LOSS_5PCT): Duke Energy(DUK) @ 82 / 131,613주 (-7.09%)
|
|
[2023-10-13] BUY: Gilead Sciences(GILD) @ 72 / 158,978주 (SL: 70)
|
|
[2023-10-17] BUY: 고영(098460) @ 13,997 / 828주 (SL: 13,358)
|
|
[2023-10-20] SELL (STOP_LOSS_5PCT): 고영(098460) @ 10,706 / 828주 (-23.51%)
|
|
[2023-10-27] BUY: 젬백스(082270) @ 14,100 / 795주 (SL: 13,600)
|
|
[2023-11-01] SELL (TRAILING_STOP_10_30PCT): Chubb Limited(CB) @ 215 / 59,358주 (10.31%)
|
|
[2023-11-01] SELL (TRAILING_STOP_10_30PCT): 롯데웰푸드(280360) @ 111,177 / 113주 (9.64%)
|
|
[2023-11-02] BUY: 더블유게임즈(192080) @ 35,766 / 318주 (SL: 31,903)
|
|
[2023-11-03] BUY: American Tower(AMT) @ 178 / 63,814주 (SL: 166)
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[2023-11-03] BUY: BNY Mellon(BK) @ 43 / 264,637주 (SL: 40)
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[2023-11-03] BUY: Entergy(ETR) @ 46 / 249,423주 (SL: 44)
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[2023-11-15] SELL (TRAILING_STOP_10_30PCT): 삼성카드(029780) @ 29,047 / 437주 (10.18%)
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[2023-11-15] BUY: Citigroup(C) @ 42 / 274,237주 (SL: 40)
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[2023-11-30] SELL (TRAILING_STOP_LT10PCT): 젬백스(082270) @ 13,340 / 795주 (-5.39%)
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[2023-12-01] SELL (TRAILING_STOP_10_30PCT): American Tower(AMT) @ 197 / 63,814주 (10.44%)
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[2023-12-01] BUY: Dover Corporation(DOV) @ 140 / 83,437주 (SL: 138)
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[2023-12-04] BUY: Charles River Laboratories(CRL) @ 201 / 58,854주 (SL: 199)
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[2023-12-05] SELL (TRAILING_STOP_10_30PCT): Centene Corporation(CNC) @ 75 / 169,275주 (9.76%)
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[2023-12-05] BUY: Cincinnati Financial(CINF) @ 98 / 120,363주 (SL: 98)
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[2023-12-12] SELL (TRAILING_STOP_10_30PCT): BNY Mellon(BK) @ 47 / 264,637주 (10.30%)
|
|
[2023-12-13] SELL (TRAILING_STOP_10_30PCT): Citigroup(C) @ 46 / 274,237주 (9.94%)
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|
[2023-12-14] SELL (TRAILING_STOP_10_30PCT): Charles River Laboratories(CRL) @ 229 / 58,854주 (14.28%)
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[2023-12-14] BUY: Incyte(INCY) @ 64 / 191,964주 (SL: 56)
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[2023-12-20] SELL (TRAILING_STOP_10_30PCT): 신한지주(055550) @ 36,246 / 357주 (11.17%)
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[2023-12-22] SELL (TRAILING_STOP_10_30PCT): 더블유게임즈(192080) @ 38,873 / 318주 (8.69%)
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==================================================
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Portfolio Backtesting Result Report (v3.0)
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==================================================
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### Portfolio Performance Summary ###
|
|
- 기간: 2022-01-01 ~ 2023-12-31 (2.00 년)
|
|
- 초기 자본: 100,000,000 원
|
|
- 최종 자산: 123,707,829 원
|
|
- 총 수익률 (Total Return): 23.71 %
|
|
- 연평균 복리 수익률 (CAGR): 11.25 %
|
|
- 최대 낙폭 (MDD): -14.71 %
|
|
- 샤프 비율 (Sharpe Ratio): 0.88
|
|
|
|
### Trade Performance Summary (v3.0) ###
|
|
- 총 거래 횟수: 150 회 (매도 기준)
|
|
- 승률 (Win Rate): 49.33 %
|
|
- 평균 수익/손실률: 1.71 %
|
|
- 평균 승리 수익률: 10.25 %
|
|
- 평균 패배 손실률: -6.62 %
|
|
|
|
### Exit Reason Statistics ###
|
|
count mean_profit
|
|
exit_reason
|
|
TRAILING_STOP_10_30PCT 73 9.90%
|
|
STOP_LOSS_5PCT 60 -7.34%
|
|
TRAILING_STOP_LT10PCT 15 -3.97%
|
|
PROFIT_TAKE_FULL 2 16.72%
|
|
|
|
### Signal Type Performance ###
|
|
count mean_profit
|
|
signal_type
|
|
GC_5_112 150 1.71%
|