Este es el sistema que aplicamos en el nasdaq
Strategy ------------------ -------------- Start Period 2000-10-18 End Period 2020-02-21 Risk-Free Rate 0.0% Time in Market 72.0% Cumulative Return 97,495,136.66% CAGR% 103.9% Sharpe 1.69 Sortino 2.81 Max Drawdown -53.93% Longest DD Days 312 Payoff Ratio 1.12 Profit Factor 1.47 Common Sense Ratio 1.76 CPC Index 0.93 Tail Ratio 1.2 Outlier Win Ratio 6.79 Outlier Loss Ratio 3.83 MTD 24.77% 3M 58.55% 6M 83.02% YTD 28.82% 1Y 156.63% 3Y (ann.) 82.93% 5Y (ann.) 73.55% 10Y (ann.) 68.86% All-time (ann.) 103.9% Avg. Drawdown -6.57% Avg. Drawdown Days 22 Recovery Factor 1807734.62 Ulcer Index inf
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