Está habiendo mucho movimiento en el Oro. Y nuestros sistemas se están comportando de manera muy distinta. Un 20% positivo de uno frente a un -5% del otro.
¿ os parece que hagamos un darwin de nuestras estrategias en el Oro ?
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-02-24 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 299,145,225.00% CAGR% 115.98% Sharpe 1.62 Sortino 2.85 Max Drawdown -56.68% Longest DD Days 687 Payoff Ratio 1.24 Profit Factor 1.45 Common Sense Ratio 1.94 CPC Index 0.97 Tail Ratio 1.33 Outlier Win Ratio 6.31 Outlier Loss Ratio 4.2 MTD -5.09% 3M 11.37% 6M 11.11% YTD -4.88% 1Y 44.58% 3Y (ann.) 53.06% 5Y (ann.) 54.46% 10Y (ann.) 78.03% All-time (ann.) 115.98% Avg. Drawdown -7.26% Avg. Drawdown Days 22 Recovery Factor 5278110.69 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-02-24 Risk-Free Rate 0.0% Time in Market 80.0% Cumulative Return 2,768,676,999.48% CAGR% 142.29% Sharpe 1.86 Sortino 3.4 Max Drawdown -49.64% Longest DD Days 869 Payoff Ratio 1.28 Profit Factor 1.53 Common Sense Ratio 2.05 CPC Index 1.06 Tail Ratio 1.34 Outlier Win Ratio 6.43 Outlier Loss Ratio 3.8 MTD 19.51% 3M 41.12% 6M 55.47% YTD 20.06% 1Y 73.25% 3Y (ann.) 58.01% 5Y (ann.) 53.35% 10Y (ann.) 75.18% All-time (ann.) 142.29% Avg. Drawdown -6.59% Avg. Drawdown Days 22 Recovery Factor 55770606.38 Ulcer Index 1.0
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