Копи-трейдеры Bybit: доходность за вычетом просадки
Тот же отсев по риску, но порядок по доходности за вычетом 1.5 × просадки: одинаковая доходность при просадке 2 % и при просадке 20 % - это разные сделки.
Экспериментальный отбор — рейтинг не изменён. Тот же отсев, но порядок по ROI − 1.5 × просадка: одинаковая доходность при просадке 2 % и 20 % становится разной.
Рейтинг
Дни-ликвидации (180д)
Макс. просадка
%
PnL подписчиков
Доля прибыльных
%
Подписчики
Время в позиции
h
AUM
Шарп
Дни торговли
| Трейдер | ROI (наша) | Просадка (наша) | Score▼ | Рейтинг | ROI | PnL трейдера | PnL подписчиков | Доля прибыльных сделок | Макс. просадка | Дней с ликвидацией | Коэффициент Шарпа | Коэффициент Сортино | Дней торговли | Среднее время в позиции | AUM | Подписчиков | Индекс стабильности |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +384.89% | 2.30% | 381.44 | 95 | +385.61% | +241.73 | — | 90.30% | 2.30% | 0 | 8.71 | 26.83 | 210 | — | 103,744.80 | 238 | 4.0 | |
| +238.44% | 15.98% | 214.47 | 104 | +239.35% | +436.43 | — | 71.90% | 15.98% | 0 | 4.92 | 4.88 | 612 | — | 9,395.39 | 33 | 4.0 | |
| +191.16% | 2.05% | 188.08 | 75 | +156.98% | +240.38 | — | 99.96% | 2.05% | 0 | 7.58 | 19.10 | 393 | — | 18,438.73 | 20 | 5.0 | |
| +191.64% | 8.83% | 178.39 | 85 | +166.69% | +328.51 | — | 99.73% | 8.83% | 0 | 4.63 | 6.48 | 253 | — | 6,859.62 | 10 | 5.0 | |
| +181.38% | 6.46% | 171.69 | 75 | +32.82% | +153.21 | — | 85.21% | 6.46% | 0 | 6.39 | 7.88 | 491 | — | 200.00 | 1 | 4.0 | |
| +167.37% | 8.90% | 154.02 | 79 | +49.85% | +17,865.32 | — | 98.78% | 8.94% | 0 | 5.63 | 6.59 | 238 | — | 60,891.24 | 17 | 0.0 | |
| +159.22% | 10.74% | 143.10 | 73 | +57.20% | +108.76 | — | 100.00% | 11.14% | 0 | 4.25 | 4.58 | 90 | — | 0.00 | 0 | 4.0 | |
| +130.23% | 1.06% | 128.64 | 70 | +130.70% | +917.49 | — | 98.16% | 1.06% | 0 | 10.93 | — | 50 | — | 100.00 | 1 | 0.0 | |
| +135.36% | 6.35% | 125.83 | 95 | +122.64% | +1,349.68 | — | 82.82% | 6.35% | 0 | 4.15 | 6.15 | 242 | — | 1,750.30 | 14 | 3.0 | |
| +125.35% | 6.41% | 115.73 | 77 | +105.23% | +201.13 | — | 99.86% | 6.49% | 0 | 5.54 | 7.71 | 182 | — | 0.00 | 0 | 5.0 | |
| +129.35% | 14.72% | 107.27 | 91 | +113.62% | +366.91 | — | 97.45% | 14.72% | 0 | 3.30 | 4.94 | 620 | — | 1,840.13 | 1 | 3.5 | |
| +106.83% | 0.00% | 106.83 | 78 | +105.00% | +579.61 | — | 97.51% | 0.00% | 0 | 8.59 | — | 98 | — | 12,857.19 | 22 | 4.0 | |
| +105.51% | 0.00% | 105.51 | 78 | +106.81% | +586.20 | — | 98.04% | 0.00% | 0 | 9.94 | — | 52 | — | 146,539.51 | 274 | 4.0 | |
| +113.91% | 8.44% | 101.25 | 90 | +89.14% | +1,037.67 | — | 92.97% | 8.56% | 0 | 4.38 | 5.34 | 266 | — | 111,468.42 | 127 | 4.0 | |
| +97.92% | 1.46% | 95.73 | 60 | +100.29% | +116.01 | — | 99.97% | 1.46% | 0 | 9.83 | 19.88 | 425 | — | 6,401.00 | 5 | 0.0 | |
| +118.59% | 16.36% | 94.06 | 96 | +122.73% | +325.51 | — | 77.50% | 17.30% | 0 | 3.35 | 4.94 | 221 | — | 0.00 | 0 | 3.0 | |
| +111.22% | 13.13% | 91.53 | 82 | +43.08% | +231.61 | — | 97.80% | 13.39% | 0 | 3.15 | 4.41 | 801 | — | 6,700.66 | 12 | 2.5 | |
| +97.30% | 9.75% | 82.67 | 93 | +97.52% | +97.52 | — | 75.89% | 9.90% | 0 | 3.93 | 4.54 | 66 | — | 100.00 | 1 | 4.0 | |
| +103.79% | 14.68% | 81.76 | 82 | +95.84% | +46.51 | — | 91.90% | 15.23% | 0 | 3.00 | 5.38 | 570 | — | 0.00 | 0 | 4.5 | |
| +95.27% | 10.29% | 79.83 | 89 | +96.98% | +211.99 | — | 77.78% | 10.56% | 0 | 3.35 | 7.76 | 386 | — | 150.63 | 1 | 3.0 |
