Mopull Limit :: Monday Buyer :: Micro Breakout :: MDP :: ORDERS

:: Mopull Limit :: Monday Buyer :: Micro Breakout :: MDP

:: Portfolio: Live :: Ref :: Ref s MDP:: Miniportfolio

Portfolio

Equity křivka

Equity křivka


Jednotlivé systémy


Portfolio Rok
1 2 3 4 5 6 7 8 9 10 11 12
2006 2.20% 0.80% 3.30% 2.40% -2.60% -0.10% -0.10% 0.70% 0.80% 0.10% 1.70% 1.30% 10.70%
2007 2.20% 0.50% -0.50% 1.70% 1.90% 2.40% -4.30% -1.20% 0.50% 2.60% -0.60% 0.40% 5.70%
2008 -1.10% 0.10% -0.10% -0.30% 2.20% 0.80% 0.10% 0.30% -1.20% -0.20% 0.00% 0.00% 0.60%
2009 0.00% 0.00% -0.00% 0.40% 1.20% 0.30% 1.80% -1.10% 2.40% -0.60% 3.10% 1.90% 9.80%
2010 -2.20% 1.00% 3.00% -0.10% -5.20% -0.50% 2.20% 0.60% 3.10% 2.90% 1.70% 5.00% 11.80%
2011 4.00% 2.10% 4.40% 3.10% 2.70% -1.10% 1.00% -2.10% -0.60% 1.00% 0.70% 0.20% 16.20%
2012 0.40% 4.30% 2.30% -0.70% -1.20% 2.10% 0.20% 1.00% 1.80% 2.40% 1.10% 1.60% 16.40%
2013 3.30% 1.70% 4.60% 3.20% 1.90% 1.90% 4.80% -0.80% 2.70% 1.20% 6.00% 1.20% 36.20%
2014 0.60% 1.00% 1.20% -0.10% -1.20% 0.80% -1.60% 5.80% -1.00% 0.30% 2.40% 2.40% 10.90%
2015 2.50% 2.00% -0.30% 0.60% 2.50% -1.20% 1.10% -1.90% 0.60% 3.00% 1.20% 0.60% 11.00%
2016 -1.20% 0.50% 1.00% 2.20% -0.60% 1.20% 1.90% 0.10% -0.20% -1.30% 2.30% 2.80% 8.80%
2017 2.50% 2.30% 1.40% 0.50% 1.30% 1.50% -0.60% 1.90% 3.80% 0.60% 2.90% 0.80% 20.80%
2018 3.30% -2.20% 1.50% 0.60% 2.10% 0.90% 1.50% 0.50% 2.50% -2.50% -0.20% -2.00% 5.90%
2019 1.30% 0.00% 0.40% 0.90% 0.20% 6.00% 0.00% 2.40% 0.70% -1.00% -0.20% 3.10% 14.70%
2020 -0.40% -4.30% -0.70% 0.20% 0.90% 3.70% 5.60% 1.00% 0.70% -4.90% 6.00% 3.30% 10.90%
2021 -0.40% -0.90% 4.60% 1.50% 2.80% -0.40% 0.20% 0.60% -0.30% 1.20% -1.50% 3.50% 11.40%
2022 -0.20% nan% nan% nan% nan% nan% nan% nan% nan% nan% nan% nan% -0.20%
Portfolio Rok
1 2 3 4 5 6 7 8 9 10 11 12
2006 2.20% 0.80% 3.30% 2.40% -2.60% -0.10% -0.10% 0.70% 0.80% 0.10% 1.70% 1.30% 10.70%
2007 2.20% 0.50% -0.50% 1.70% 1.90% 2.40% -4.30% -1.20% 0.50% 2.60% -0.60% 0.40% 5.70%
2008 -1.10% 0.10% -0.10% -0.30% 2.20% 0.80% 0.10% 0.30% -1.20% -0.20% 0.00% 0.00% 0.60%
2009 0.00% 0.00% -0.00% 0.40% 1.20% 0.30% 1.80% -1.10% 2.40% -0.60% 3.10% 1.90% 9.80%
2010 -2.20% 1.00% 3.00% -0.10% -5.20% -0.50% 2.20% 0.60% 3.10% 2.90% 1.70% 5.00% 11.80%
2011 4.00% 2.10% 4.40% 3.10% 2.70% -1.10% 1.00% -2.10% -0.60% 1.00% 0.70% 0.20% 16.20%
2012 0.40% 4.30% 2.30% -0.70% -1.20% 2.10% 0.20% 1.00% 1.80% 2.40% 1.10% 1.60% 16.40%
2013 3.30% 1.70% 4.60% 3.20% 1.90% 1.90% 4.80% -0.80% 2.70% 1.20% 6.00% 1.20% 36.20%
2014 0.60% 1.00% 1.20% -0.10% -1.20% 0.80% -1.60% 5.80% -1.00% 0.30% 2.40% 2.40% 10.90%
2015 2.50% 2.00% -0.30% 0.60% 2.50% -1.20% 1.10% -1.90% 0.60% 3.00% 1.20% 0.60% 11.00%
2016 -1.20% 0.50% 1.00% 2.20% -0.60% 1.20% 1.90% 0.10% -0.20% -1.30% 2.30% 2.80% 8.80%
2017 2.50% 2.30% 1.40% 0.50% 1.30% 1.50% -0.60% 1.90% 3.80% 0.60% 2.90% 0.80% 20.80%
2018 3.30% -2.20% 1.50% 0.60% 2.10% 0.90% 1.50% 0.50% 2.50% -2.50% -0.20% -2.00% 5.90%
2019 1.30% 0.00% 0.40% 0.90% 0.20% 6.00% 0.00% 2.40% 0.70% -1.00% -0.20% 3.10% 14.70%
2020 -0.40% -4.30% -0.70% 0.20% 0.90% 3.70% 5.60% 1.00% 0.70% -4.90% 6.00% 3.30% 10.90%
2021 -0.40% -0.90% 4.60% 1.50% 2.80% -0.40% 0.20% 0.60% -0.30% 1.20% -1.50% 3.50% 11.40%
2022 -0.20% nan% nan% nan% nan% nan% nan% nan% nan% nan% nan% nan% -0.20%

Statistiky:

Statistika
Annual return 12.367 %
Cumulative returns 545.392 %
Annual volatility 7.324 %
Sharpe ratio 1.63
Stability 0.98
Max drawdown -10.769 %
Sortino ratio 2.39
Skew -0.17
Kurtosis 13.29
Tail ratio 1.1
Daily value at risk -0.875 %

Drawdowny:

Net drawdown in % Peak date Valley date Recovery date Duration
0 10.7691 2010-04-20 2010-05-07 2010-10-25 135
1 9.81002 2020-02-20 2020-03-12 2020-07-24 112
2 7.50524 2007-07-19 2007-08-16 2009-07-28 529
3 7.11999 2011-07-21 2011-08-10 2012-02-24 157
4 6.57197 2018-02-01 2018-02-08 2018-03-14 30

Denní procentuální změny účtu strategie

Procentuální změny


Distribuce zisků a ztrát

Distribuce zisků a ztrát


Korelace za poslední rok

Korelace za poslední rok


Průběžná volatilita

Průběžná volatilita


Box

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P. correlace

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