Upbit KRW Market | 🇰🇷💰 추세추종(20,5) 백테스트 📊🚀

KRW-BTC 추세추종(20,5) 백테스트

백테스트 기간: 2017-01-01 → 2026-08-28
초기 투자금: 1,000,000원
최종 평가금액: 64,115,645원
총 수익률: + 6311.56%
TPI: 0.989
WinningRatio: 39.080%
ProfitRatio: 3.140
CAGR: 59.409%
MDD: -60.074%
총 거래횟수: 87회

📊 수익률 분석

항목	결과
코인	KRW-BTC
초기 투자금	1,000,000원
최종 평가금액	64,115,645원
총 수익률	+6311.56%
CAGR	59.41%
승률	39.08%
Profit Ratio	3.140
MDD	-60.07%

📋 거래내역

No.	매수일	매수가	매도일	매도가	수익률	손익
1	2017-10-14	6,664,000	2017-11-13	7,487,000	+12.35%	수익
2	2017-11-16	8,710,000	2017-12-25	19,822,000	+127.58%	수익
3	2017-12-27	21,970,000	2017-12-30	18,415,000	-16.18%	손실
4	2018-01-05	27,444,000	2018-01-13	21,135,000	-22.99%	손실
5	2018-02-16	11,462,000	2018-03-08	10,517,000	-8.24%	손실
6	2018-04-14	8,350,000	2018-05-11	9,256,000	+10.85%	수익
7	2018-07-04	7,329,000	2018-07-14	7,109,000	-3.00%	손실
8	2018-07-17	8,080,000	2018-08-04	8,074,000	-0.07%	손실
9	2018-08-25	7,604,000	2018-09-08	7,206,000	-5.23%	손실
10	2018-09-23	7,500,000	2018-10-12	7,183,000	-4.23%	손실
11	2018-11-08	7,282,000	2018-11-14	6,782,000	-6.87%	손실
12	2018-12-20	4,552,000	2019-01-12	4,098,000	-9.97%	손실
13	2019-02-10	4,023,000	2019-03-07	4,289,000	+6.61%	수익
14	2019-03-09	4,352,000	2019-06-06	9,495,000	+118.18%	수익
15	2019-06-15	10,528,000	2019-07-14	12,425,000	+18.02%	수익
16	2019-08-03	12,773,000	2019-08-16	12,575,000	-1.55%	손실
17	2019-09-05	12,644,000	2019-09-17	12,061,000	-4.61%	손실
18	2019-10-13	9,807,000	2019-10-15	9,719,000	-0.90%	손실
19	2019-10-27	10,975,000	2019-11-11	10,168,000	-7.35%	손실
20	2019-12-09	8,679,000	2019-12-12	8,437,000	-2.79%	손실
21	2019-12-24	8,470,000	2020-01-02	8,037,000	-5.11%	손실
22	2020-01-06	8,866,000	2020-02-24	11,633,000	+31.21%	수익
23	2020-03-26	8,272,000	2020-05-24	10,664,000	+28.92%	수익
24	2020-05-30	11,581,000	2020-06-13	11,388,000	-1.67%	손실
25	2020-07-12	11,036,000	2020-07-18	10,905,000	-1.19%	손실
26	2020-07-21	11,123,000	2020-08-24	13,876,000	+24.75%	수익
27	2020-09-18	12,777,000	2020-09-23	11,943,000	-6.53%	손실
28	2020-10-08	12,582,000	2020-12-10	19,950,000	+58.56%	수익
29	2020-12-15	21,103,000	2021-01-20	39,253,000	+86.01%	수익
30	2021-02-03	39,357,000	2021-02-27	53,494,000	+35.92%	수익
31	2021-03-09	62,949,000	2021-03-26	65,675,000	+4.33%	수익
32	2021-03-30	70,800,000	2021-04-20	70,402,000	-0.56%	손실
33	2021-05-04	66,829,000	2021-05-14	61,797,000	-7.53%	손실
34	2021-06-14	46,501,000	2021-06-21	37,393,000	-19.59%	손실
35	2021-07-07	39,743,000	2021-07-12	39,193,000	-1.38%	손실
36	2021-07-25	41,070,000	2021-09-10	55,031,000	+33.99%	수익
37	2021-09-18	58,597,000	2021-09-21	50,699,000	-13.48%	손실
38	2021-10-03	58,567,000	2021-10-29	74,568,000	+27.32%	수익
39	2021-11-07	76,536,000	2021-11-18	70,611,000	-7.74%	손실
40	2021-12-25	61,177,000	2021-12-29	57,089,000	-6.68%	손실
41	2022-02-04	50,633,000	2022-02-20	47,131,000	-6.92%	손실
42	2022-03-02	53,359,000	2022-03-07	47,415,000	-11.14%	손실
43	2022-03-10	48,917,000	2022-03-14	49,171,000	+0.52%	수익
44	2022-03-18	50,770,000	2022-04-09	53,258,000	+4.90%	수익
45	2022-06-02	38,392,000	2022-06-05	37,972,000	-1.09%	손실
46	2022-06-06	39,532,000	2022-06-12	34,718,000	-12.18%	손실
47	2022-07-07	28,115,000	2022-07-14	27,135,000	-3.49%	손실
48	2022-07-16	27,857,000	2022-08-20	29,340,000	+5.32%	수익
49	2022-09-11	30,028,000	2022-09-18	27,490,000	-8.45%	손실
50	2022-10-01	27,868,000	2022-10-11	27,339,000	-1.90%	손실
51	2022-10-25	28,494,000	2022-11-09	22,919,000	-19.57%	손실
52	2022-12-03	22,830,000	2022-12-17	22,230,000	-2.63%	손실
53	2023-01-08	21,704,000	2023-02-10	28,120,000	+29.56%	수익
54	2023-02-16	30,451,000	2023-03-04	29,838,000	-2.01%	손실
55	2023-03-15	32,511,000	2023-04-21	36,337,000	+11.77%	수익
56	2023-04-29	38,965,000	2023-05-10	37,071,000	-4.86%	손실
57	2023-05-30	36,914,000	2023-06-03	35,888,000	-2.78%	손실
58	2023-06-20	36,946,000	2023-07-09	39,832,000	+7.81%	수익
59	2023-08-04	38,492,000	2023-08-18	35,890,000	-6.76%	손실
60	2023-09-16	35,938,000	2023-10-14	36,790,000	+2.37%	수익
61	2023-10-16	38,697,000	2023-12-26	57,032,000	+47.38%	수익
62	2024-01-03	58,581,000	2024-01-16	59,196,000	+1.05%	수익
63	2024-01-30	58,965,000	2024-03-22	93,855,000	+59.17%	수익
64	2024-03-28	100,900,000	2024-04-05	98,394,000	-2.48%	손실
65	2024-04-07	99,369,000	2024-04-14	98,905,000	-0.47%	손실
66	2024-05-16	90,800,000	2024-06-14	93,978,000	+3.50%	수익
67	2024-07-15	91,162,000	2024-08-02	86,691,000	-4.90%	손실
68	2024-08-23	85,600,000	2024-08-29	80,790,000	-5.62%	손실
69	2024-09-14	80,524,000	2024-10-03	82,424,000	+2.36%	수익
70	2024-10-14	88,640,000	2024-12-26	144,076,000	+62.54%	수익
71	2025-01-06	150,264,000	2025-01-11	141,771,000	-5.65%	손실
72	2025-01-15	147,309,000	2025-02-05	151,450,000	+2.81%	수익
73	2025-03-23	126,937,000	2025-04-01	126,632,000	-0.24%	손실
74	2025-04-15	122,158,000	2025-05-31	147,932,000	+21.10%	수익
75	2025-06-11	149,702,000	2025-06-15	145,997,000	-2.47%	손실
76	2025-06-27	147,058,000	2025-08-02	157,376,000	+7.02%	수익
77	2025-08-10	163,859,000	2025-08-20	159,149,000	-2.87%	손실
78	2025-09-10	158,561,000	2025-09-26	158,128,000	-0.27%	손실
79	2025-10-01	168,424,000	2025-10-16	165,290,000	-1.86%	손실
80	2025-10-29	164,617,000	2025-10-31	164,275,000	-0.21%	손실
81	2025-12-04	137,390,000	2025-12-14	131,795,000	-4.07%	손실
82	2026-01-04	132,386,000	2026-01-22	132,864,000	+0.36%	수익
83	2026-03-04	105,374,000	2026-03-28	100,895,000	-4.25%	손실
84	2026-04-07	107,255,000	2026-05-18	114,328,000	+6.59%	수익
85	2026-06-17	97,219,000	2026-06-24	92,583,000	-4.77%	손실
86	2026-07-05	95,672,000	2026-07-27	93,147,000	-2.64%	손실
87	2026-08-19	95,347,000	2026-08-28	110,720,000	+16.12%	수익