{"id":47317,"date":"2025-01-28T20:26:41","date_gmt":"2025-01-28T12:26:41","guid":{"rendered":"http:\/\/test.swqi.tw\/?p=47317"},"modified":"2025-12-03T03:47:11","modified_gmt":"2025-12-02T19:47:11","slug":"max-drawdown","status":"publish","type":"post","link":"https:\/\/mister.forex\/kr\/max-drawdown\/","title":{"rendered":"\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 (Max Drawdown, MDD) \uc740 \ubb34\uc5c7\uc778\uac00\uc694? \uc678\ud658 \uac70\ub798\uc5d0\uc11c\uc758 \uc8fc\uc694 \uc704\ud5d8 \uc9c0\ud45c\uc5d0 \ub300\ud55c \uc885\ud569 \ubd84\uc11d"},"content":{"rendered":"
\n\t\t\t\t
\n\t\t\t\t\t
\n\t\t\t\t
\n\uc678\ud658 \ub9c8\uc9c4 \uac70\ub798\uc758 \uc138\uacc4\uc5d0\uc11c, \uc704\ud5d8 \uad00\ub9ac \ud56d\uc0c1 \ubaa8\ub4e0 \uac70\ub798\uc790\uac00 \uc9c1\uba74\ud574\uc57c \ud558\ub294 \uc8fc\uc81c\uc785\ub2c8\ub2e4. \uadf8\ub9ac\uace0 \ub9ce\uc740 \uc704\ud5d8 \uce21\uc815 \ub3c4\uad6c \uc911\uc5d0\uc11c, \"\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 (Maximum Drawdown, MDD)\"\uc740 \uc758\uc2ec\ud560 \uc5ec\uc9c0 \uc5c6\uc774 \uac00\uc7a5 \uc8fc\ubaa9\ud560 \ub9cc\ud55c \uc9c0\ud45c\uc785\ub2c8\ub2e4. \ubcf8\ubb38\uc5d0\uc11c\ub294 \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc758 \uc815\uc758, \uacc4\uc0b0 \ubc29\ubc95, \uc911\uc694\uc131 \ubc0f \uc2e4\uc81c \uac70\ub798\uc5d0 \ud6a8\uacfc\uc801\uc73c\ub85c \uc801\uc6a9\ud558\ub294 \ubc29\ubc95\uc744 \uc2ec\ub3c4 \uc788\uac8c \ud0d0\uad6c\ud558\uc5ec \uc774 \ud575\uc2ec \uac1c\ub150\uc744 \uc774\ud574\ud558\uace0 \uac70\ub798 \uc548\uc815\uc131\uacfc \uc790\uae08 \uad00\ub9ac \ub2a5\ub825\uc744 \ud5a5\uc0c1\uc2dc\ud0a4\ub294 \ub370 \ub3c4\uc6c0\uc744 \ub4dc\ub9ac\uaca0\uc2b5\ub2c8\ub2e4.

\n\n

\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc758 \uc815\uc758: \ub2f9\uc2e0\uc758 \uc790\uae08 \uc548\uc815\uc131 \ud14c\uc2a4\ud2b8<\/strong> <\/h2>\n\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc740 \ud2b9\uc815 \uc2dc\uac04 \ub0b4\uc5d0 \uac70\ub798 \uacc4\uc88c\uc758 \uc790\uae08 \uace1\uc120\uc774 \ucd5c\uace0\uc810\uc5d0\uc11c \ucd5c\uc800\uc810\uc73c\ub85c \ud558\ub77d\ud55c \ucd5c\ub300 \ubc31\ubd84\uc728 \uc190\uc2e4\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4. \uac04\ub2e8\ud788 \ub9d0\ud574, \uac70\ub798 \uacfc\uc815\uc5d0\uc11c \uac00\uc7a5 \ub098\uc05c \uc790\uae08 \uc190\uc2e4 \uc0c1\ud669\uc744 \ubc18\uc601\ud569\ub2c8\ub2e4.

\n\uacf5\uc2dd:<\/strong> 
\n\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 (%) = (\uc790\uae08 \uace0\uc810 - \uc790\uae08 \uc800\uc810) \/ \uc790\uae08 \uace0\uc810 \u00d7 100%

\n

\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 \uc608\uc2dc<\/strong> <\/h2>\n\uac00\uc815\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ud2b9\uc815 \uae30\uac04 \ub3d9\uc548 \ub2f9\uc2e0\uc758 \uacc4\uc88c \uc790\uae08\uc774 \uc138 \uac1c\uc758 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 \ub2e8\uacc4\uac00 \ubc1c\uc0dd\ud588\uc2b5\ub2c8\ub2e4: 

\n\nA \ub2e8\uacc4:<\/strong> 
\n$10,000\uc5d0\uc11c $12,000(\ucd5c\uace0\uc810)\uc73c\ub85c \uc99d\uac00\ud55c \ud6c4, $11,000\uc73c\ub85c \ud558\ub77d\ud588\uc2b5\ub2c8\ub2e4.
\n(12,000 \u2212 11,000) \/ 12,000 \u00d7 100% = 8.33%

\n\nB \ub2e8\uacc4:<\/strong> 
\n$11,000\uc5d0\uc11c $15,000(\ucd5c\uace0\uc810)\uc73c\ub85c \uc99d\uac00\ud55c \ud6c4, $9,000\uc73c\ub85c \ud558\ub77d\ud588\uc2b5\ub2c8\ub2e4.
\n(15,000 \u2212 9,000) \/ 15,000 \u00d7 100% = 40%

\n\nC \ub2e8\uacc4:<\/strong> 
\n$9,000\uc5d0\uc11c $17,000(\ucd5c\uace0\uc810)\uc73c\ub85c \uc99d\uac00\ud55c \ud6c4, $15,000\uc73c\ub85c \ud558\ub77d\ud588\uc2b5\ub2c8\ub2e4.
\n\n(17,000 \u2212 15,000) \/ 17,000 \u00d7 100% = 11.76%

\n\n\uc774 \uc138 \uac1c\uc758 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 \ub2e8\uacc4 \uc911\uc5d0\uc11c, \"B \ub2e8\uacc4\"\uc758 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc774 40%\uc5d0 \ub3c4\ub2ec\ud558\uc5ec \uc138 \uac00\uc9c0 \uc911 \uac00\uc7a5 \ud070 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc774\uba70, B\uac00 \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc785\ub2c8\ub2e4.
\n

\n\"\"\n

\uadf8\ub9bc\uc5d0\uc11c A, B, C\ub294 \ubaa8\ub450 \"\ub4dc\ub85c\uc6b0\ub2e4\uc6b4 (drawdown)\"\uc785\ub2c8\ub2e4.<\/p>\n

\uadf8 \uc911 B\uc758 \ud3ed\uc774 \uac00\uc7a5 \ud06c\ub2e4\uace0 \ud558\uc5ec \"\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 (Max Drawdown)\"\uc774\ub77c\uace0 \ud569\ub2c8\ub2e4.<\/p>\n
\n\n

\uc65c \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc774 \uc911\uc694\ud55c\uac00?<\/strong> <\/h2>\n

1. \uc704\ud5d8 \uac10\ub0b4 \ub2a5\ub825 \uc815\ub7c9\ud654<\/strong> <\/h3>\n\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc740 \ucd5c\uc545\uc758 \uc0c1\ud669\uc5d0\uc11c \uacc4\uc88c\uac00 \uc9c1\uba74\ud560 \uc218 \uc788\ub294 \uc190\uc2e4\uc758 \ud06c\uae30\ub97c \uc9c1\uad00\uc801\uc73c\ub85c \uc54c\ub824\uc90d\ub2c8\ub2e4. \uc678\ud658 \ub9c8\uc9c4 \uac70\ub798\uc640 \uac19\uc740 \uace0 \ub808\ubc84\ub9ac\uc9c0 \uc2dc\uc7a5\uc5d0\uc11c\ub294 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc758 \ud06c\uae30\ub97c \uc774\ud574\ud558\ub294 \uac83\uc774 \uacfc\ub3c4\ud55c \uc704\ud5d8\uc744 \ud53c\ud558\ub294 \ub370 \ub3c4\uc6c0\uc774 \ub429\ub2c8\ub2e4.

\n

2. \uc804\ub7b5 \uc548\uc815\uc131 \ud3c9\uac00<\/strong> <\/h3>\n\uac70\ub798 \uc804\ub7b5\uc744 \uc120\ud0dd\ud558\uac70\ub098 \ucd5c\uc801\ud654\ud560 \ub54c, \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc740 \uc548\uc815\uc131\uc744 \uce21\uc815\ud558\ub294 \uc911\uc694\ud55c \uc9c0\ud45c\uc785\ub2c8\ub2e4. \ube44\ub85d \ud558\ub098\uc758 \uc804\ub7b5\uc774 \uc218\uc775\uc131\uc774 \ub192\ub354\ub77c\ub3c4, \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc774 \ub108\ubb34 \ud06c\uba74 \uac70\ub798\uc790\uac00 \uc2ec\ub9ac\uc801 \uc555\ubc15\uc744 \uacac\ub514\uc9c0 \ubabb\ud558\uace0 \uc870\uae30 \uc885\ub8cc\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.

\n

3. \ud569\ub9ac\uc801\uc778 \ubaa9\ud45c \uc124\uc815\uc5d0 \ub3c4\uc6c0<\/strong> <\/h3>\n\uacfc\uac70\uc758 \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud568\uc73c\ub85c\uc368, \uac70\ub798\uc790\ub294 \ubbf8\ub798\uc5d0 \ud604\uc2e4\uc801\uc778 \uc218\uc775 \ubaa9\ud45c\uc640 \uc704\ud5d8 \ud55c\ub3c4\ub97c \uc124\uc815\ud558\uc5ec \uac70\ub798 \uacc4\ud68d\uc744 \ubcf4\ub2e4 \uc2e4\ud589 \uac00\ub2a5\ud558\uac8c \ub9cc\ub4e4 \uc218 \uc788\uc2b5\ub2c8\ub2e4.

\n\n

\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uacfc \ub2e4\ub978 \uc704\ud5d8 \uc9c0\ud45c\uc758 \ube44\uad50<\/strong> <\/h2>\n\n \n \n \n \n \n \n \n
\uc9c0\ud45c<\/th>\n \uc815\uc758<\/th>\n \uae30\ub2a5<\/th>\n <\/tr>\n <\/thead>\n
\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4<\/td>\n \uc790\uae08\uc774 \uace0\uc810\uc5d0\uc11c \uc800\uc810\uc73c\ub85c\uc758 \ucd5c\ub300 \ud558\ub77d\ud3ed<\/td>\n \uc804\ub7b5\uc758 \uc704\ud5d8 \uac10\ub0b4 \ub2a5\ub825 \uce21\uc815<\/td>\n <\/tr>\n
\uc0e4\ud504 \ube44\uc728<\/td>\n \ub2e8\uc704 \uc704\ud5d8\ub2f9 \ud3c9\uade0 \uc218\uc775<\/td>\n \uc704\ud5d8 \uc870\uc815 \ud6c4 \uc218\uc775 \ud3c9\uac00<\/td>\n <\/tr>\n
\uc190\uc775 \ube44\uc728<\/td>\n \uc218\uc775 \uac70\ub798\uc758 \ud3c9\uade0 \uc774\uc775\uacfc \uc190\uc2e4 \uac70\ub798\uc758 \ud3c9\uade0 \uc190\uc2e4 \ube44\uc728<\/td>\n \uac70\ub798 \uc804\ub7b5\uc758 \uc704\ud5d8 \uc218\uc775 \ube44\uc728 \uac80\uc99d\uc5d0 \uc0ac\uc6a9<\/td>\n <\/tr>\n
\uc2b9\ub960<\/td>\n \ucd1d \uac70\ub798 \ud69f\uc218 \uc911 \uc218\uc775 \uac70\ub798\uc758 \ube44\uc728<\/td>\n \uc804\ub7b5\uc758 \uc131\uacf5 \ud655\ub960 \ud3c9\uac00<\/td>\n <\/tr>\n <\/tbody>\n<\/table>
\n\n

\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc744 \uc904\uc774\ub294 \ubc29\ubc95\uc740?<\/strong> <\/h2>\n

1. \uc5c4\uaca9\ud55c \uc190\uc808\ub9e4 \uba54\ucee4\ub2c8\uc998 \uc2dc\ud589<\/strong> <\/h3>\n\ud569\ub9ac\uc801\uc778 \uc190\uc808\ub9e4 \ud3ec\uc778\ud2b8\ub97c \uc124\uc815\ud558\uba74 \ub2e8\uc77c \uac70\ub798\uc758 \uc190\uc2e4\uc744 \ud6a8\uacfc\uc801\uc73c\ub85c \uc81c\ud55c\ud558\uace0 \uc790\uae08 \uace1\uc120\uc758 \uacfc\ub3c4\ud55c \ubcc0\ub3d9\uc744 \ud53c\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.

\n

2. \uc704\ud5d8 \ubd84\uc0b0<\/strong> <\/h3>\n\ubaa8\ub4e0 \uc790\uae08\uc744 \ub2e8\uc77c \ud1b5\ud654 \uc30d\uc774\ub098 \uc804\ub7b5\uc5d0 \uc9d1\uc911\ud558\uc9c0 \ub9d0\uace0, \ubd84\uc0b0 \ud22c\uc790\ub85c \uc2dc\uc2a4\ud15c\uc801 \uc704\ud5d8\uc744 \ud6a8\uacfc\uc801\uc73c\ub85c \uc904\uc77c \uc218 \uc788\uc2b5\ub2c8\ub2e4.

\n

3. \ub808\ubc84\ub9ac\uc9c0 \ube44\uc728 \ub0ae\ucd94\uae30<\/strong> <\/h3>\n\uacfc\ub3c4\ud55c \ub808\ubc84\ub9ac\uc9c0\ub294 \uc218\uc775\uc744 \ud655\ub300\ud560 \uc218 \uc788\uc9c0\ub9cc, \uc190\uc2e4\ub3c4 \ud655\ub300\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc801\uc808\ud788 \ub808\ubc84\ub9ac\uc9c0 \ube44\uc728\uc744 \ub0ae\ucd94\uba74 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc744 \uc904\uc774\ub294 \ub370 \ub3c4\uc6c0\uc774 \ub429\ub2c8\ub2e4.

\n

4. \uac70\ub798 \uc804\ub7b5\uc758 \ubc31\ud14c\uc2a4\ud2b8 \ubc0f \ucd5c\uc801\ud654<\/strong> <\/h3>\n\uacfc\uac70 \ub370\uc774\ud130\ub97c \ubc31\ud14c\uc2a4\ud2b8\ud558\uc5ec \ub2e4\uc591\ud55c \uc2dc\uc7a5 \uc870\uac74\uc5d0\uc11c \uc804\ub7b5\uc758 \uc131\uacfc\ub97c \uac80\ud1a0\ud558\uace0, \uc774\ub97c \ubc14\ud0d5\uc73c\ub85c \uc7a0\uc7ac\uc801 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc744 \uc904\uc774\uae30 \uc704\ud574 \ucd5c\uc801\ud654\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.

\n\n

\uacb0\ub860: \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc740 \uc704\ud5d8 \uad00\ub9ac\uc758 \uae30\ucd08<\/strong> <\/h2>\n\uc678\ud658 \ub9c8\uc9c4 \uac70\ub798\uc5d0\uc11c \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc744 \uc774\ud574\ud558\ub294 \uac83\uc740 \uc804\ub7b5\uc758 \uc7a0\uc7ac\uc801 \uc704\ud5d8\uc744 \uae4a\uc774 \uc774\ud574\ud560 \uc218 \uc788\uac8c \ud574\uc904 \ubfd0\ub9cc \uc544\ub2c8\ub77c, \ubcf4\ub2e4 \uc548\uc815\uc801\uc778 \uac70\ub798 \uacc4\ud68d\uc744 \uc218\ub9bd\ud558\ub294 \ub370 \ub3c4\uc6c0\uc744 \uc90d\ub2c8\ub2e4. \uc131\uacf5\uc801\uc778 \uac70\ub798\ub294 \ub2e8\uc21c\ud788 \uc218\uc775\uc744 \ucd94\uad6c\ud558\ub294 \uac83\uc774 \uc544\ub2c8\ub77c, \uc190\uc2e4\uc744 \ud1b5\uc81c\ud558\ub294 \ubc29\ubc95\uc744 \ubc30\uc6b0\ub294 \uac83\uc785\ub2c8\ub2e4.

\n\uc678\ud658 \uac70\ub798\uc758 \uc704\ud5d8 \uad00\ub9ac \uc9c0\uc2dd\uc774\ub098 \uc804\ub7b5\uc5d0 \ub300\ud574 \ub354 \uc54c\uace0 \uc2f6\ub2e4\uba74, \uc800\ud76c\uc758 \ub354 \ub9ce\uc740 \ucf58\ud150\uce20\ub97c \uc8fc\ubaa9\ud574 \uc8fc\uc138\uc694!

\n\n

\ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc758 \uc790\uc8fc \ubb3b\ub294 \uc9c8\ubb38(FAQ)<\/strong> <\/h2>\n1. \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc758 \ud569\ub9ac\uc801\uc778 \ubc94\uc704\ub294 \ubb34\uc5c7\uc778\uac00\uc694?<\/strong> 
\n\ud569\ub9ac\uc801\uc778 \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4 \ubc94\uc704\ub294 \uac70\ub798\uc790\uc758 \uc704\ud5d8 \uac10\ub0b4 \ub2a5\ub825\uacfc \uac70\ub798 \uc804\ub7b5\uc5d0 \ub530\ub77c \ub2e4\ub985\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c \uc548\uc815\ud615 \uc804\ub7b5\uc758 \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc740 \ubcf4\ud1b5 10%-20% \uc0ac\uc774\uc5d0 \uc788\uc73c\uba70, \uacf5\uaca9\ud615 \uc804\ub7b5\uc740 \ucd5c\ub300 30%-50%\uc5d0 \uc774\ub97c \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uadf8\ub7ec\ub098 50%\ub97c \ucd08\uacfc\ud558\ub294 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc740 \uc77c\ubc18\uc801\uc73c\ub85c \uc704\ud5d8\uc774 \ub108\ubb34 \ub192\ub2e4\uace0 \uac04\uc8fc\ub418\uba70, \uac70\ub798 \uacc4\uc88c\uac00 \ud68c\ubcf5\ud560 \uc218 \uc5c6\uac8c \ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.

\n\n2. \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uacfc \uc190\uc2e4\uc758 \ucc28\uc774\ub294 \ubb34\uc5c7\uc778\uac00\uc694?<\/strong> 
\n\uc190\uc2e4\uc740 \ub2e8\uc77c \uac70\ub798 \ub610\ub294 \ud2b9\uc815 \uae30\uac04 \ub0b4\uc758 \uc790\uae08 \uac10\uc18c\ub97c \uc758\ubbf8\ud558\uba70, \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc740 \uc804\uccb4 \uac70\ub798 \uc5ed\uc0ac\uc5d0\uc11c \uc790\uae08 \uace1\uc120\uc758 \ucd5c\ub300 \ud558\ub77d\ud3ed\uc744 \ub098\ud0c0\ub0b4\uba70, \uc7a5\uae30 \uc704\ud5d8\uc744 \uce21\uc815\ud558\ub294 \uc911\uc694\ud55c \uc9c0\ud45c\uc785\ub2c8\ub2e4.

\n\n3. \ucd5c\ub300 \ub4dc\ub85c\uc6b0\ub2e4\uc6b4\uc744 \ud6a8\uacfc\uc801\uc73c\ub85c \ud1b5\uc81c\ud558\ub294 \ubc29\ubc95\uc740?<\/strong> 
\n