SOXL 1-1-2-2-4 방어형 전략 백테스트
데이터 소스는 Yahoo Finance chart endpoint이며, 1y 범위의 1h 정규장 OHLC를 사용했습니다.
요약
| 기간 | 2025-06-17 09:30:00 EDT ~ 2026-06-16 16:00:00 EDT |
|---|---|
| 봉 수 | 1,739 bars (1y, 1h) |
| 최종 평가액 | $13,389.21 |
| 전략 수익률 | 33.89% |
| 최대 낙폭 | -4.61% |
| 폐쇄 사이클 | 36회 |
| 승률 | 100.00% |
| 총 거래 | 84건 |
| 시장 노출 | 36.00% |
| 최대 진입 단계 | 3차 |
| 단순 보유 수익률 | 938.43% |
| 미청산 포지션 | 4주, 1차, 평단 $247.44, 미실현 -8.59% |
가격과 매매 지점
SOXL 종가매수매도
모바일에서는 차트를 좌우로 밀어서 전체 기간을 볼 수 있습니다.
전략 평가액
전략 평가액
체결 가정
1시간봉 내부 순서는 실제 틱 데이터가 아니므로 양봉은 시가→저가→고가→종가,
음봉은 시가→고가→저가→종가로 가정했습니다.
진입/추가매수/익절 기준가에 닿으면 해당 기준가에 체결되며, 기본값은 수수료와 슬리피지를 0으로 둡니다.
단계별 매수 횟수는 1차 37회, 2차 9회, 3차 2회, 4차 0회, 5차 0회입니다.
전체 거래내역
| 시간 | 구분 | 단계 | 수량 | 신호가 | 체결가 | 체결 후 현금 | 체결 후 평가액 | 실현손익 | 사유 |
|---|---|---|---|---|---|---|---|---|---|
| 2025-07-16 10:30:00 EDT | BUY | 1 | 39 | $25.61 | $25.61 | $9,001.05 | $10,000.00 | entry_touch | |
| 2025-07-17 10:30:00 EDT | SELL | 1 | 39 | $27.41 | $27.41 | $10,069.93 | $10,069.93 | $69.93 | profit_target_touch |
| 2025-07-22 09:30:00 EDT | BUY | 1 | 38 | $25.65 | $25.65 | $9,095.23 | $10,069.93 | entry_touch | |
| 2025-07-29 09:30:00 EDT | SELL | 1 | 38 | $27.45 | $27.45 | $10,138.16 | $10,138.16 | $68.23 | profit_target_touch |
| 2025-07-31 12:30:00 EDT | BUY | 1 | 39 | $25.34 | $25.34 | $9,149.74 | $10,138.16 | entry_touch | |
| 2025-08-12 09:30:00 EDT | SELL | 1 | 39 | $27.12 | $27.12 | $10,207.34 | $10,207.34 | $69.19 | profit_target_touch |
| 2025-08-19 10:30:00 EDT | BUY | 1 | 37 | $26.69 | $26.69 | $9,219.67 | $10,207.34 | entry_touch | |
| 2025-08-28 09:30:00 EDT | SELL | 1 | 37 | $28.56 | $28.56 | $10,276.48 | $10,276.48 | $69.14 | profit_target_touch |
| 2025-08-29 09:30:00 EDT | BUY | 1 | 38 | $26.20 | $26.20 | $9,280.92 | $10,276.48 | entry_touch | |
| 2025-09-10 09:30:00 EDT | SELL | 1 | 38 | $28.14 | $28.14 | $10,350.24 | $10,350.24 | $73.76 | profit_target_gap |
| 2025-09-25 09:30:00 EDT | BUY | 1 | 31 | $31.77 | $31.77 | $9,365.37 | $10,350.24 | entry_touch | |
| 2025-09-25 11:30:00 EDT | SELL | 1 | 31 | $33.99 | $33.99 | $10,419.18 | $10,419.18 | $68.94 | profit_target_touch |
| 2025-10-07 11:30:00 EDT | BUY | 1 | 25 | $39.03 | $39.03 | $9,443.36 | $10,419.18 | entry_touch | |
| 2025-10-08 11:30:00 EDT | SELL | 1 | 25 | $41.77 | $41.77 | $10,487.49 | $10,487.49 | $68.31 | profit_target_touch |
| 2025-10-10 10:30:00 EDT | BUY | 1 | 25 | $38.65 | $38.65 | $9,521.34 | $10,487.49 | entry_touch | |
| 2025-10-16 09:30:00 EDT | SELL | 1 | 25 | $41.45 | $41.45 | $10,557.59 | $10,557.59 | $70.10 | profit_target_gap |
| 2025-10-22 10:30:00 EDT | BUY | 1 | 25 | $38.74 | $38.74 | $9,589.19 | $10,557.59 | entry_touch | |
| 2025-10-23 14:30:00 EDT | SELL | 1 | 25 | $41.45 | $41.45 | $10,625.38 | $10,625.38 | $67.79 | profit_target_touch |
| 2025-11-04 09:30:00 EST | BUY | 1 | 22 | $44.77 | $44.77 | $9,640.44 | $10,625.38 | entry_gap | |
| 2025-11-05 13:30:00 EST | SELL | 1 | 22 | $47.90 | $47.90 | $10,694.32 | $10,694.32 | $68.95 | profit_target_touch |
| 2025-11-06 10:30:00 EST | BUY | 1 | 22 | $43.59 | $43.59 | $9,735.41 | $10,694.32 | entry_touch | |
| 2025-11-07 11:30:00 EST | BUY | 2 | 26 | $37.05 | $37.05 | $8,772.14 | $10,550.48 | add_touch | |
| 2025-11-10 09:30:00 EST | SELL | 2 | 48 | $45.06 | $45.06 | $10,935.02 | $10,935.02 | $240.69 | profit_target_gap |
| 2025-11-13 09:30:00 EST | BUY | 1 | 24 | $40.97 | $40.97 | $9,951.78 | $10,935.02 | entry_touch | |
| 2025-11-18 09:30:00 EST | BUY | 2 | 28 | $34.82 | $34.82 | $8,976.74 | $10,787.53 | add_touch | |
| 2025-11-21 10:30:00 EST | BUY | 3 | 69 | $28.68 | $28.68 | $6,997.99 | $10,467.98 | add_touch | |
| 2025-11-24 09:30:00 EST | SELL | 3 | 121 | $34.82 | $34.82 | $11,210.61 | $11,210.61 | $275.59 | profit_target_touch |
| 2025-11-25 09:30:00 EST | BUY | 1 | 30 | $32.68 | $32.68 | $10,230.24 | $11,210.61 | entry_touch | |
| 2025-11-25 11:30:00 EST | SELL | 1 | 30 | $34.97 | $34.97 | $11,279.23 | $11,279.23 | $68.63 | profit_target_touch |
| 2025-12-11 09:30:00 EST | BUY | 1 | 22 | $45.08 | $45.08 | $10,287.45 | $11,279.23 | entry_touch | |
| 2025-12-11 14:30:00 EST | SELL | 1 | 22 | $48.24 | $48.24 | $11,348.66 | $11,348.66 | $69.42 | profit_target_touch |
| 2025-12-12 09:30:00 EST | BUY | 1 | 22 | $44.01 | $44.01 | $10,380.48 | $11,348.66 | entry_touch | |
| 2025-12-17 10:30:00 EST | BUY | 2 | 26 | $37.41 | $37.41 | $9,407.90 | $11,203.43 | add_touch | |
| 2025-12-22 09:30:00 EST | SELL | 2 | 48 | $44.45 | $44.45 | $11,541.50 | $11,541.50 | $192.84 | profit_target_gap |
| 2026-01-08 09:30:00 EST | BUY | 1 | 20 | $48.83 | $48.83 | $10,564.82 | $11,541.50 | entry_touch | |
| 2026-01-09 09:30:00 EST | SELL | 1 | 20 | $52.25 | $52.25 | $11,609.86 | $11,609.86 | $68.37 | profit_target_touch |
| 2026-01-26 09:30:00 EST | BUY | 1 | 16 | $60.01 | $60.01 | $10,649.67 | $11,609.86 | entry_touch | |
| 2026-01-27 09:30:00 EST | SELL | 1 | 16 | $64.21 | $64.21 | $11,677.08 | $11,677.08 | $67.21 | profit_target_touch |
| 2026-01-29 10:30:00 EST | BUY | 1 | 15 | $64.78 | $64.78 | $10,705.35 | $11,677.08 | entry_touch | |
| 2026-01-29 15:30:00 EST | SELL | 1 | 15 | $69.32 | $69.32 | $11,745.10 | $11,745.10 | $68.02 | profit_target_touch |
| 2026-02-03 09:30:00 EST | BUY | 1 | 15 | $63.45 | $63.45 | $10,793.35 | $11,745.10 | entry_touch | |
| 2026-02-04 10:30:00 EST | BUY | 2 | 18 | $53.93 | $53.93 | $9,822.56 | $11,602.34 | add_touch | |
| 2026-02-09 09:30:00 EST | SELL | 2 | 33 | $62.34 | $62.34 | $11,879.68 | $11,879.68 | $134.58 | profit_target_touch |
| 2026-02-12 10:30:00 EST | BUY | 1 | 15 | $63.77 | $63.77 | $10,923.07 | $11,879.68 | entry_touch | |
| 2026-02-18 11:30:00 EST | SELL | 1 | 15 | $68.24 | $68.24 | $11,946.64 | $11,946.64 | $66.96 | profit_target_touch |
| 2026-02-26 09:30:00 EST | BUY | 1 | 15 | $65.12 | $65.12 | $10,969.78 | $11,946.64 | entry_touch | |
| 2026-03-03 09:30:00 EST | BUY | 2 | 18 | $55.36 | $55.36 | $9,973.38 | $11,800.11 | add_touch | |
| 2026-03-09 09:30:00 EDT | BUY | 3 | 43 | $45.51 | $45.51 | $8,016.45 | $11,475.21 | add_gap | |
| 2026-03-10 09:30:00 EDT | SELL | 3 | 76 | $55.33 | $55.33 | $12,221.75 | $12,221.75 | $275.11 | profit_target_touch |
| 2026-03-12 09:30:00 EDT | BUY | 1 | 19 | $52.00 | $52.00 | $11,233.71 | $12,221.75 | entry_touch | |
| 2026-03-16 14:30:00 EDT | SELL | 1 | 19 | $55.64 | $55.64 | $12,290.91 | $12,290.91 | $69.16 | profit_target_touch |
| 2026-03-19 09:30:00 EDT | BUY | 1 | 20 | $49.53 | $49.53 | $11,300.31 | $12,290.91 | entry_gap | |
| 2026-03-19 09:30:00 EDT | SELL | 1 | 20 | $53.00 | $53.00 | $12,360.26 | $12,360.26 | $69.34 | profit_target_touch |
| 2026-03-20 13:30:00 EDT | BUY | 1 | 19 | $50.50 | $50.50 | $11,400.78 | $12,360.26 | entry_touch | |
| 2026-03-23 09:30:00 EDT | SELL | 1 | 19 | $54.03 | $54.03 | $12,427.42 | $12,427.42 | $67.16 | profit_target_touch |
| 2026-03-26 09:30:00 EDT | BUY | 1 | 19 | $52.43 | $52.43 | $11,431.34 | $12,427.42 | entry_touch | |
| 2026-03-30 09:30:00 EDT | BUY | 2 | 22 | $44.56 | $44.56 | $10,451.00 | $12,278.01 | add_touch | |
| 2026-04-01 09:30:00 EDT | SELL | 2 | 41 | $51.58 | $51.58 | $12,565.77 | $12,565.77 | $138.35 | profit_target_touch |
| 2026-04-02 09:30:00 EDT | BUY | 1 | 21 | $46.06 | $46.06 | $11,598.51 | $12,565.77 | entry_gap | |
| 2026-04-02 09:30:00 EDT | SELL | 1 | 21 | $49.28 | $49.28 | $12,633.48 | $12,633.48 | $67.71 | profit_target_touch |
| 2026-04-28 09:30:00 EDT | BUY | 1 | 9 | $108.75 | $108.75 | $11,654.73 | $12,633.48 | entry_gap | |
| 2026-04-29 09:30:00 EDT | SELL | 1 | 9 | $116.36 | $116.36 | $12,701.99 | $12,701.99 | $68.51 | profit_target_touch |
| 2026-05-07 12:30:00 EDT | BUY | 1 | 6 | $149.40 | $149.40 | $11,805.59 | $12,701.99 | entry_touch | |
| 2026-05-08 09:30:00 EDT | SELL | 1 | 6 | $161.51 | $161.51 | $12,774.65 | $12,774.65 | $72.66 | profit_target_gap |
| 2026-05-12 09:30:00 EDT | BUY | 1 | 5 | $172.16 | $172.16 | $11,913.85 | $12,774.65 | entry_touch | |
| 2026-05-13 09:30:00 EDT | SELL | 1 | 5 | $184.21 | $184.21 | $12,834.91 | $12,834.91 | $60.26 | profit_target_touch |
| 2026-05-15 09:30:00 EDT | BUY | 1 | 5 | $167.00 | $167.00 | $11,999.91 | $12,834.91 | entry_gap | |
| 2026-05-19 09:30:00 EDT | BUY | 2 | 7 | $141.95 | $141.95 | $11,006.26 | $12,709.66 | add_touch | |
| 2026-05-20 09:30:00 EDT | SELL | 2 | 12 | $163.05 | $163.05 | $12,962.91 | $12,962.91 | $128.01 | profit_target_touch |
| 2026-05-27 09:30:00 EDT | BUY | 1 | 4 | $218.39 | $218.39 | $12,089.34 | $12,962.91 | entry_touch | |
| 2026-05-29 09:30:00 EDT | SELL | 1 | 4 | $233.68 | $233.68 | $13,024.06 | $13,024.06 | $61.15 | profit_target_touch |
| 2026-06-01 09:30:00 EDT | BUY | 1 | 4 | $215.16 | $215.16 | $12,163.41 | $13,024.06 | entry_touch | |
| 2026-06-01 12:30:00 EDT | SELL | 1 | 4 | $230.22 | $230.22 | $13,084.31 | $13,084.31 | $60.25 | profit_target_touch |
| 2026-06-04 09:30:00 EDT | BUY | 1 | 4 | $242.04 | $242.04 | $12,116.15 | $13,084.31 | entry_gap | |
| 2026-06-04 10:30:00 EDT | SELL | 1 | 4 | $258.98 | $258.98 | $13,152.08 | $13,152.08 | $67.77 | profit_target_touch |
| 2026-06-05 09:30:00 EDT | BUY | 1 | 4 | $233.69 | $233.69 | $12,217.32 | $13,152.08 | entry_gap | |
| 2026-06-05 12:30:00 EDT | BUY | 2 | 5 | $198.64 | $198.64 | $11,224.14 | $13,011.87 | add_touch | |
| 2026-06-09 09:30:00 EDT | SELL | 2 | 9 | $229.21 | $229.21 | $13,287.04 | $13,287.04 | $134.96 | profit_target_touch |
| 2026-06-09 10:30:00 EDT | BUY | 1 | 4 | $207.92 | $207.92 | $12,455.36 | $13,287.04 | entry_touch | |
| 2026-06-09 11:30:00 EDT | BUY | 2 | 5 | $176.73 | $176.73 | $11,571.71 | $13,162.28 | add_touch | |
| 2026-06-10 09:30:00 EDT | SELL | 2 | 9 | $203.93 | $203.93 | $13,407.11 | $13,407.11 | $120.07 | profit_target_touch |
| 2026-06-10 10:30:00 EDT | BUY | 1 | 5 | $191.69 | $191.69 | $12,448.65 | $13,407.11 | entry_touch | |
| 2026-06-11 09:30:00 EDT | SELL | 1 | 5 | $205.11 | $205.11 | $13,474.20 | $13,474.20 | $67.09 | profit_target_touch |
| 2026-06-16 10:30:00 EDT | BUY | 1 | 4 | $247.44 | $247.44 | $12,484.45 | $13,474.20 | entry_touch |
재현 정보
source: local CSV: outputs/soxl_1y_1h_defensive_bars.csv
total_seed=10000.0, entry_drop=-0.1, profit_target=0.07,
buy_rates=(0.0, -0.15, -0.3, -0.45, -0.6), buy_weights=(1, 1, 2, 2, 4), commission=0.0, slippage=0.0