La semana en el nasdaq 2-3

byvalentin domingo, febrero 23, 2020

                    Strategy
------------------  ---------------
Start Period        2000-10-18
End Period          2020-02-21
Risk-Free Rate      0.0%
Time in Market      76.0%

Cumulative Return   401,777,269.97%
CAGR%               119.37%
Sharpe              1.69
Sortino             2.75
Max Drawdown        -69.42%
Longest DD Days     411

Payoff Ratio        1.11
Profit Factor       1.44
Common Sense Ratio  1.76
CPC Index           0.9
Tail Ratio          1.23
Outlier Win Ratio   5.84
Outlier Loss Ratio  3.69

MTD                 0.0%
3M                  20.0%
6M                  54.46%
YTD                 0.0%
1Y                  162.81%
3Y (ann.)           97.02%
5Y (ann.)           117.21%
10Y (ann.)          97.25%
All-time (ann.)     119.37%

Avg. Drawdown       -7.71%
Avg. Drawdown Days  23
Recovery Factor     5787521.02
Ulcer Index         0.99

                    Strategy
------------------  -----------------
Start Period        2000-10-18
End Period          2020-02-21
Risk-Free Rate      0.0%
Time in Market      72.0%

Cumulative Return   2,861,286,088.43%
CAGR%               142.79%
Sharpe              1.89
Sortino             3.17
Max Drawdown        -59.07%
Longest DD Days     490

Payoff Ratio        1.14
Profit Factor       1.52
Common Sense Ratio  1.96
CPC Index           0.99
Tail Ratio          1.29
Outlier Win Ratio   6.13
Outlier Loss Ratio  3.66

MTD                 0.0%
3M                  25.23%
6M                  52.67%
YTD                 1.75%
1Y                  74.72%
3Y (ann.)           76.01%
5Y (ann.)           98.8%
10Y (ann.)          127.06%
All-time (ann.)     142.79%

Avg. Drawdown       -7.31%
Avg. Drawdown Days  20
Recovery Factor     48436489.85
Ulcer Index         0.99