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Minimalni dynamicke portfolio Mopull Limit :: Monday Buyer :: Micro Breakout :: MDP :: ORDERS

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

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

Minimalni dynamicke portfolio

Report generován pro den: 04.01.2022



Zpracovávám systém: mdp

Nové příkazy k zadání!

Pozice k otevření:

Ticker Name Direction EntryDateTime EntryPrice PositionValue Shares Day Price Stav pozice Prikaz System Validity info Amibroker_type Account Livetrade Autotrade Parent_order
0 IGLN.UK Buy 2022-01-04 35.48 8296.74 234.0 2022-01-04 35.48 Zadat příkaz 0 MKT mdp DAY 99 True True 0
1 IDTL.UK Buy 2022-01-04 5.50 5974.65 1088.0 2022-01-04 5.50 Zadat příkaz 0 MKT mdp DAY 99 True True 0
2 VDNR.UK Buy 2022-01-04 117.43 1521.59 13.0 2022-01-04 117.43 Zadat příkaz 0 MKT mdp DAY 99 True True 0
Ticker Direction EntryPrice PositionValue Shares Price pozice Prikaz
0 IGLN.UK Buy 35.48 8296.74 234.0 35.48 -41.33 MKT
1 IDTL.UK Buy 5.50 5974.65 1088.0 5.50 -29.72 MKT
2 VDNR.UK Buy 117.43 1521.59 13.0 117.43 -28.95 MKT

Pozice k uzavření:

Ticker Name EntryDateTime EntryPrice ExitDateTime ExitPrice PL PercentProfit PositionValue Shares BarsInTrade MAE MFE Day
0 VDNR.UK 2021-12-02 112.11 2022-01-04 117.43 314.21 4.59 7158.23 61.00 22.00 -0.55 5.45 2022-01-04
1 IGLN.UK 2021-12-02 34.77 2022-01-04 35.48 150.75 1.85 8296.73 234.00 22.00 -0.65 2.54 2022-01-04
2 IDTL.UK 2021-12-02 5.68 2022-01-04 5.50 -213.32 -3.40 6068.08 1105.00 22.00 -4.23 1.74 2022-01-04
Ticker EntryDateTime EntryPrice ExitDateTime ExitPrice PL Shares
0 VDNR.UK 2021-12-02 112.11 2022-01-04 117.43 314.21 61.00
1 IGLN.UK 2021-12-02 34.77 2022-01-04 35.48 150.75 234.00
2 IDTL.UK 2021-12-02 5.68 2022-01-04 5.50 -213.32 1105.00

Otevřené pozice:

Ticker Name Direction EntryDateTime EntryPrice PL PercentProfit PositionValue Shares BarsInTrade MAE MFE Day Price Stav
0 IGLN.UK Long 2022-01-04 35.48 -10.0 -0.12 8296.74 234.0 1.0 0.0 0.0 2022-01-04 35.48 Otevreny
1 IDTL.UK Long 2022-01-04 5.50 -10.0 -0.17 5974.65 1088.0 1.0 0.0 0.0 2022-01-04 5.50 Otevreny
2 VDNR.UK Long 2022-01-04 117.43 -10.0 -0.66 1521.59 13.0 1.0 0.0 0.0 2022-01-04 117.43 Otevreny
Ticker Direction EntryDateTime EntryPrice PL Shares
0 IGLN.UK Long 2022-01-04 35.48 -10.0 234.0
1 IDTL.UK Long 2022-01-04 5.50 -10.0 1088.0
2 VDNR.UK Long 2022-01-04 117.43 -10.0 13.0

Equity křivka

Equity křivka


Minimalni dynamicke portfolio Rok
1 2 3 4 5 6 7 8 9 10 11 12
2020 nan% nan% nan% nan% nan% nan% nan% nan% -2.90% -2.80% 1.50% 2.20% -2.10%
2021 -2.00% -4.40% -0.50% 3.10% 2.50% 0.00% 3.00% 0.70% -3.50% 2.80% 0.60% 1.00% 2.90%
2022 -0.20% nan% nan% nan% nan% nan% nan% nan% nan% nan% nan% nan% -0.20%
Minimalni dynamicke portfolio Rok
1 2 3 4 5 6 7 8 9 10 11 12
2020 nan% nan% nan% nan% nan% nan% nan% nan% -2.90% -2.80% 1.50% 2.20% -2.10%
2021 -2.00% -4.40% -0.50% 3.10% 2.50% 0.00% 3.00% 0.70% -3.50% 2.80% 0.60% 1.00% 2.90%
2022 -0.20% nan% nan% nan% nan% nan% nan% nan% nan% nan% nan% nan% -0.20%

Statistiky:

Statistika
Annual return 0.464 %
Cumulative returns 0.623 %
Annual volatility 8.073 %
Sharpe ratio 0.1
Stability 0.22
Max drawdown -9.785 %
Sortino ratio 0.13
Skew -0.47
Kurtosis 1.35
Tail ratio 0.83
Daily value at risk -1.014 %
Statistika
Annual return 0.464 %
Cumulative returns 0.623 %
Annual volatility 8.073 %
Sharpe ratio 0.1
Stability 0.22
Max drawdown -9.785 %
Sortino ratio 0.13
Skew -0.47
Kurtosis 1.35
Tail ratio 0.83
Daily value at risk -1.014 %

Drawdowny:

Net drawdown in % Peak date Valley date Recovery date Duration
0 9.78499 2020-09-02 2021-03-05 2021-08-31 260
1 4.04462 2021-09-01 2021-10-06 2021-11-05 48
2 2.70002 2021-11-10 2021-12-21 NaT NaN
3 NaN NaT NaT NaT NaN
4 NaN NaT NaT NaT NaN
Net drawdown in % Peak date Valley date Recovery date Duration
0 9.78499 2020-09-02 2021-03-05 2021-08-31 260
1 4.04462 2021-09-01 2021-10-06 2021-11-05 48
2 2.70002 2021-11-10 2021-12-21 NaT NaN
3 NaN NaT NaT NaT NaN
4 NaN NaT NaT NaT NaN

Denní procentuální změny účtu strategie

Procentuální změny


Průběžná volatilita

Průběžná volatilita


Uzavřené obchody:

Ticker Name EntryDateTime EntryPrice ExitDateTime ExitPrice PL PercentProfit PositionValue Shares BarsInTrade MAE MFE Day
0 VDNR.UK 2021-11-02 114.65 2021-12-02 112.11 -144.62 -2.38 5937.09 53.00 21.00 -2.22 2.06 2022-01-04
1 IGLN.UK 2021-11-02 35.00 2021-12-02 34.63 -81.89 -1.21 6678.11 193.00 21.00 -2.00 4.56 2022-01-04
2 IDTL.UK 2021-11-02 5.48 2021-12-02 5.68 245.07 3.52 7202.92 1269.00 21.00 -1.31 4.00 2022-01-04
3 IGLN.UK 2021-10-04 34.31 2021-11-02 35.00 113.66 1.78 6505.00 186.00 21.00 -0.73 3.12 2022-01-04
4 IDTL.UK 2021-10-04 5.42 2021-11-02 5.48 58.54 0.88 6701.30 1224.00 21.00 -2.82 2.25 2022-01-04
5 VDNR.UK 2021-10-04 107.55 2021-11-02 113.45 385.96 5.28 6186.37 54.00 21.00 -1.01 6.74 2022-01-04
6 IGLN.UK 2021-09-02 35.41 2021-10-04 34.45 -183.07 -2.97 4455.30 130.00 21.00 -5.22 1.04 2022-01-04
7 IDTL.UK 2021-09-02 5.56 2021-10-04 5.42 -169.18 -2.67 6160.95 1137.00 21.00 -3.70 1.76 2022-01-04
8 VDNR.UK 2021-09-02 112.82 2021-10-04 107.55 -368.42 -4.87 7200.85 67.00 21.00 -5.81 0.42 2022-01-04
9 VDNR.UK 2021-08-03 109.21 2021-09-02 112.39 215.78 2.78 7974.69 71.00 22.00 -0.95 3.50 2022-01-04
10 IDTL.UK 2021-08-03 5.61 2021-09-02 5.56 -62.15 -0.96 6442.52 1159.00 22.00 -3.37 0.82 2022-01-04
11 IGLN.UK 2021-08-03 35.32 2021-09-02 35.41 4.22 0.08 5590.17 158.00 22.00 -5.07 1.20 2022-01-04
12 IGLN.UK 2021-07-02 34.66 2021-08-03 35.32 84.38 1.70 5046.12 143.00 21.00 -0.08 3.25 2022-01-04
13 VDNR.UK 2021-07-02 107.49 2021-08-03 109.21 117.65 1.42 8404.17 77.00 21.00 -2.00 3.54 2022-01-04
14 IDTL.UK 2021-07-02 5.37 2021-08-03 5.61 325.20 4.26 6365.69 1136.00 21.00 -0.06 5.81 2022-01-04
15 VDNR.UK 2021-06-02 104.08 2021-07-02 107.46 172.52 3.07 5797.84 54.00 22.00 -0.70 3.25 2022-01-04
16 IGLN.UK 2021-06-02 37.04 2021-07-02 34.88 -391.69 -6.08 4327.81 125.00 22.00 -7.71 0.60 2022-01-04
17 IDTL.UK 2021-06-02 5.12 2021-07-02 5.37 343.01 4.84 7439.21 1386.00 22.00 0.00 6.85 2022-01-04
18 IGLN.UK 2021-05-04 35.03 2021-06-02 37.04 315.21 5.55 5995.48 162.00 20.00 -1.30 6.74 2022-01-04
19 IDTL.UK 2021-05-04 5.12 2021-06-02 5.12 -23.22 -0.30 7756.43 1517.00 20.00 -2.28 1.99 2022-01-04
20 VDNR.UK 2021-05-04 103.56 2021-06-02 104.05 17.24 0.25 5511.24 53.00 20.00 -3.41 1.17 2022-01-04
21 VDNR.UK 2021-04-05 99.48 2021-05-04 103.56 253.98 3.87 6829.96 66.00 21.00 0.00 6.02 2022-01-04
22 IGLN.UK 2021-04-05 33.49 2021-05-04 35.03 251.53 4.44 5915.49 169.00 21.00 0.00 4.79 2022-01-04
23 IDTL.UK 2021-04-05 5.04 2021-05-04 5.14 138.61 1.89 7481.21 1457.00 21.00 0.00 3.50 2022-01-04
24 IGLN.UK 2021-03-02 33.56 2021-04-05 33.49 -21.39 -0.43 4917.29 147.00 23.00 -2.41 1.53 2022-01-04
25 VDNR.UK 2021-03-02 96.43 2021-04-05 98.19 85.62 1.48 4722.28 48.00 23.00 -4.02 3.03 2022-01-04
26 IDTL.UK 2021-03-02 5.23 2021-04-05 5.04 -289.39 -3.79 7357.78 1462.00 23.00 -5.92 0.21 2022-01-04
27 IGLN.UK 2021-02-02 36.10 2021-03-02 33.56 -393.92 -7.23 5062.94 151.00 19.00 -7.04 0.45 2022-01-04
28 VDNR.UK 2021-02-02 93.85 2021-03-02 96.21 145.69 2.35 6344.73 66.00 19.00 0.00 4.90 2022-01-04
29 IDTL.UK 2021-02-02 5.59 2021-03-02 5.23 -495.10 -6.57 7046.49 1349.00 19.00 -8.69 0.00 2022-01-04
30 IDTL.UK 2021-01-05 5.80 2021-02-02 5.59 -295.35 -3.78 7514.83 1346.00 19.00 -4.51 0.10 2022-01-04
31 IGLN.UK 2021-01-05 37.90 2021-02-02 36.10 -240.91 -4.93 4652.54 129.00 19.00 -5.97 0.96 2022-01-04
32 VDNR.UK 2021-01-05 91.66 2021-02-02 93.85 151.52 2.18 7127.52 76.00 19.00 0.00 4.86 2022-01-04
33 VDNR.UK 2020-12-02 90.20 2021-01-05 91.31 63.33 0.94 6843.25 75.00 22.00 -0.05 3.80 2022-01-04
34 IDTL.UK 2020-12-02 5.78 2021-01-05 5.80 13.24 0.17 7968.35 1375.00 22.00 -1.39 1.59 2022-01-04
35 IGLN.UK 2020-12-02 35.46 2021-01-05 37.90 372.69 6.69 5944.52 157.00 22.00 -0.11 7.09 2022-01-04
36 VDNR.UK 2020-11-03 83.05 2020-12-02 89.97 448.37 8.06 6022.72 67.00 20.00 0.00 10.38 2022-01-04
37 IGLN.UK 2020-11-03 36.95 2020-12-02 35.46 -255.18 -4.21 5810.03 164.00 20.00 -6.66 3.78 2022-01-04
38 IDTL.UK 2020-11-03 5.83 2020-12-02 5.78 -73.86 -0.88 8367.19 1448.00 20.00 -2.46 3.00 2022-01-04
39 IGLN.UK 2020-10-02 37.33 2020-11-03 36.95 -80.37 -1.25 6350.83 172.00 22.00 -2.80 0.92 2022-01-04
40 VDNR.UK 2020-10-02 81.84 2020-11-03 82.00 0.52 0.01 5488.73 67.00 22.00 -2.15 5.76 2022-01-04
41 IDTL.UK 2020-10-02 6.03 2020-11-03 5.83 -312.45 -3.55 8495.13 1459.00 22.00 -4.77 0.05 2022-01-04
42 IGLN.UK 2020-09-02 38.44 2020-10-02 37.39 -141.88 -2.95 4668.44 125.00 21.00 -5.98 0.31 2022-01-04
43 VDNR.UK 2020-09-02 87.11 2020-10-02 81.84 -431.62 -6.27 6460.28 79.00 21.00 -8.93 0.31 2022-01-04
44 IDTL.UK 2020-09-02 6.00 2020-10-02 6.03 29.55 0.38 7844.32 1301.00 21.00 -0.84 2.22 2022-01-04
Ticker EntryDateTime EntryPrice ExitDateTime ExitPrice PL Shares
0 VDNR.UK 2021-11-02 114.65 2021-12-02 112.11 -144.62 53.00
1 IGLN.UK 2021-11-02 35.00 2021-12-02 34.63 -81.89 193.00
2 IDTL.UK 2021-11-02 5.48 2021-12-02 5.68 245.07 1269.00
3 IGLN.UK 2021-10-04 34.31 2021-11-02 35.00 113.66 186.00
4 IDTL.UK 2021-10-04 5.42 2021-11-02 5.48 58.54 1224.00
5 VDNR.UK 2021-10-04 107.55 2021-11-02 113.45 385.96 54.00
6 IGLN.UK 2021-09-02 35.41 2021-10-04 34.45 -183.07 130.00
7 IDTL.UK 2021-09-02 5.56 2021-10-04 5.42 -169.18 1137.00
8 VDNR.UK 2021-09-02 112.82 2021-10-04 107.55 -368.42 67.00
9 VDNR.UK 2021-08-03 109.21 2021-09-02 112.39 215.78 71.00
10 IDTL.UK 2021-08-03 5.61 2021-09-02 5.56 -62.15 1159.00
11 IGLN.UK 2021-08-03 35.32 2021-09-02 35.41 4.22 158.00
12 IGLN.UK 2021-07-02 34.66 2021-08-03 35.32 84.38 143.00
13 VDNR.UK 2021-07-02 107.49 2021-08-03 109.21 117.65 77.00
14 IDTL.UK 2021-07-02 5.37 2021-08-03 5.61 325.20 1136.00
15 VDNR.UK 2021-06-02 104.08 2021-07-02 107.46 172.52 54.00
16 IGLN.UK 2021-06-02 37.04 2021-07-02 34.88 -391.69 125.00
17 IDTL.UK 2021-06-02 5.12 2021-07-02 5.37 343.01 1386.00
18 IGLN.UK 2021-05-04 35.03 2021-06-02 37.04 315.21 162.00
19 IDTL.UK 2021-05-04 5.12 2021-06-02 5.12 -23.22 1517.00
20 VDNR.UK 2021-05-04 103.56 2021-06-02 104.05 17.24 53.00
21 VDNR.UK 2021-04-05 99.48 2021-05-04 103.56 253.98 66.00
22 IGLN.UK 2021-04-05 33.49 2021-05-04 35.03 251.53 169.00
23 IDTL.UK 2021-04-05 5.04 2021-05-04 5.14 138.61 1457.00
24 IGLN.UK 2021-03-02 33.56 2021-04-05 33.49 -21.39 147.00
25 VDNR.UK 2021-03-02 96.43 2021-04-05 98.19 85.62 48.00
26 IDTL.UK 2021-03-02 5.23 2021-04-05 5.04 -289.39 1462.00
27 IGLN.UK 2021-02-02 36.10 2021-03-02 33.56 -393.92 151.00
28 VDNR.UK 2021-02-02 93.85 2021-03-02 96.21 145.69 66.00
29 IDTL.UK 2021-02-02 5.59 2021-03-02 5.23 -495.10 1349.00
30 IDTL.UK 2021-01-05 5.80 2021-02-02 5.59 -295.35 1346.00
31 IGLN.UK 2021-01-05 37.90 2021-02-02 36.10 -240.91 129.00
32 VDNR.UK 2021-01-05 91.66 2021-02-02 93.85 151.52 76.00
33 VDNR.UK 2020-12-02 90.20 2021-01-05 91.31 63.33 75.00
34 IDTL.UK 2020-12-02 5.78 2021-01-05 5.80 13.24 1375.00
35 IGLN.UK 2020-12-02 35.46 2021-01-05 37.90 372.69 157.00
36 VDNR.UK 2020-11-03 83.05 2020-12-02 89.97 448.37 67.00
37 IGLN.UK 2020-11-03 36.95 2020-12-02 35.46 -255.18 164.00
38 IDTL.UK 2020-11-03 5.83 2020-12-02 5.78 -73.86 1448.00
39 IGLN.UK 2020-10-02 37.33 2020-11-03 36.95 -80.37 172.00
40 VDNR.UK 2020-10-02 81.84 2020-11-03 82.00 0.52 67.00
41 IDTL.UK 2020-10-02 6.03 2020-11-03 5.83 -312.45 1459.00
42 IGLN.UK 2020-09-02 38.44 2020-10-02 37.39 -141.88 125.00
43 VDNR.UK 2020-09-02 87.11 2020-10-02 81.84 -431.62 79.00
44 IDTL.UK 2020-09-02 6.00 2020-10-02 6.03 29.55 1301.00
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