Nuestra perspectiva en el eurusd y resultados de nuestro nuevo sistema.
total aciertos 1872 total fallos 1638 total 3510 % aciertos 53 suma aciertos 29.6554236057 suma fallos -20.0909540271
ratio 1.47605850701
sharpe 1.65403825116
Tenemos un buen Sharpe del 1,65
Resultados Mensuales
Month
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2
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3
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4
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5
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6
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7
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8
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9
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10
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11
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All
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Year
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2000 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | -0.009 | 0.150 | 0.236 | 0.376 |
2001 | -0.002 | 0.050 | -0.026 | -0.009 | 0.160 | -0.019 | 0.052 | 0.149 | 0.130 | -0.021 | 0.049 | 0.002 | 0.516 |
2002 | -0.029 | -0.080 | 0.006 | 0.034 | 0.111 | 0.125 | 0.095 | 0.041 | -0.015 | 0.057 | -0.051 | 0.047 | 0.341 |
2003 | 0.092 | -0.003 | 0.019 | 0.109 | 0.088 | 0.046 | 0.102 | -0.025 | 0.035 | 0.022 | 0.040 | 0.125 | 0.649 |
2004 | -0.021 | 0.013 | -0.001 | 0.037 | 0.002 | 0.014 | -0.026 | 0.053 | 0.091 | 0.081 | 0.058 | 0.090 | 0.390 |
2005 | 0.146 | 0.001 | 0.077 | 0.030 | 0.071 | 0.068 | 0.027 | 0.090 | 0.039 | -0.047 | -0.007 | 0.001 | 0.497 |
2006 | 0.107 | -0.009 | 0.047 | 0.128 | 0.061 | 0.072 | 0.032 | 0.031 | -0.009 | 0.013 | 0.119 | 0.016 | 0.608 |
2007 | -0.026 | 0.033 | 0.019 | 0.047 | -0.024 | 0.010 | 0.032 | 0.014 | 0.110 | 0.051 | 0.030 | -0.006 | 0.290 |
2008 | -0.010 | -0.005 | -0.020 | 0.056 | 0.073 | -0.002 | 0.043 | 0.183 | 0.316 | -0.305 | 0.167 | 0.564 | 1.059 |
2009 | 0.313 | -0.072 | 0.348 | 0.142 | 0.236 | 0.004 | 0.023 | -0.006 | -0.094 | -0.038 | -0.009 | 0.093 | 0.940 |
2010 | 0.188 | 0.125 | 0.115 | 0.107 | 0.338 | 0.201 | 0.261 | -0.108 | 0.278 | 0.000 | 0.090 | -0.007 | 1.588 |
2011 | 0.110 | -0.034 | -0.041 | -0.070 | 0.000 | 0.019 | 0.006 | -0.004 | 0.241 | -0.075 | -0.069 | 0.108 | 0.192 |
2012 | 0.046 | 0.040 | -0.002 | 0.065 | 0.151 | -0.010 | -0.105 | -0.008 | 0.106 | 0.022 | 0.040 | 0.088 | 0.434 |
2013 | 0.026 | -0.098 | -0.059 | 0.117 | 0.014 | 0.016 | 0.113 | 0.011 | 0.010 | 0.030 | 0.010 | 0.023 | 0.214 |
2014 | 0.009 | 0.029 | -0.001 | -0.008 | -0.003 | -0.012 | -0.032 | 0.010 | 0.191 | 0.048 | 0.053 | 0.061 | 0.345 |
2015 | 0.199 | -0.046 | -0.159 | 0.110 | 0.329 | -0.075 | -0.042 | 0.265 | -0.037 | -0.076 | 0.081 | -0.137 | 0.413 |
2016 | 0.007 | -0.002 | 0.170 | -0.005 | -0.066 | 0.020 | -0.013 | -0.021 | 0.025 | -0.031 | 0.064 | 0.056 | 0.204 |
2017 | -0.050 | -0.025 | -0.034 | 0.048 | 0.113 | 0.023 | 0.076 | 0.003 | 0.013 | 0.089 | -0.066 | 0.067 | 0.256 |
2018 | 0.103 | 0.025 | 0.014 | 0.001 | 0.062 | 0.049 | -0.015 | -0.006 | 0.036 | -0.045 | 0.005 | 0.004 | 0.231 |
2019 | 0.022 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | 0.022 |
All | 1.230 | -0.058 | 0.473 | 0.940 | 1.715 | 0.547 | 0.630 | 0.672 | 1.468 | -0.234 | 0.753 | 1.429 | 9.564 |
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