Vino la volatilidad y parece que hemos encontrado algo de dirección. Sabeis que podeis seguir el sistema en DarwineX
El sistema qqq05 es el que implementamos en Darwinex
Strategy ------------------ ------------- Start Period 2000-10-18 End Period 2020-02-21 Risk-Free Rate 0.0% Time in Market 73.0% Cumulative Return 4,327,485.61% CAGR% 73.59% Sharpe 1.48 Sortino 2.35 Max Drawdown -50.47% Longest DD Days 394 Payoff Ratio 1.11 Profit Factor 1.4 Common Sense Ratio 1.72 CPC Index 0.87 Tail Ratio 1.23 Outlier Win Ratio 7.34 Outlier Loss Ratio 4.13 MTD 24.77% 3M 29.65% 6M 15.81% YTD 25.89% 1Y 81.82% 3Y (ann.) 55.25% 5Y (ann.) 46.41% 10Y (ann.) 51.78% All-time (ann.) 73.59% Avg. Drawdown -5.33% Avg. Drawdown Days 22 Recovery Factor 85739.07 Ulcer Index inf
Strategy ------------------ ------------- Start Period 2000-10-18 End Period 2020-02-21 Risk-Free Rate 0.0% Time in Market 73.0% Cumulative Return 4,164,909.63% CAGR% 73.25% Sharpe 1.48 Sortino 2.35 Max Drawdown -51.04% Longest DD Days 580 Payoff Ratio 1.1 Profit Factor 1.41 Common Sense Ratio 1.65 CPC Index 0.87 Tail Ratio 1.18 Outlier Win Ratio 7.29 Outlier Loss Ratio 3.9 MTD 24.77% 3M 44.19% 6M 26.28% YTD 32.54% 1Y 89.43% 3Y (ann.) 57.77% 5Y (ann.) 44.11% 10Y (ann.) 46.74% All-time (ann.) 73.25% Avg. Drawdown -5.25% Avg. Drawdown Days 23 Recovery Factor 81594.22 Ulcer Index inf
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