Muy buenos resultados
Hola a tod@s !!
El mes de Febreo se está mostrando muy fuerte para nuestros sistemas en el Oro. Esperamos que continue.
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-02-19 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 320,180,266.69% CAGR% 116.86% Sharpe 1.63 Sortino 2.86 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 1.59% 3M 15.4% 6M 18.93% YTD 1.81% 1Y 63.68% 3Y (ann.) 59.45% 5Y (ann.) 56.28% 10Y (ann.) 79.47% All-time (ann.) 116.86% Avg. Drawdown -7.26% Avg. Drawdown Days 22 Recovery Factor 5649252.43 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-02-19 Risk-Free Rate 0.0% Time in Market 79.0% Cumulative Return 2,611,954,654.11% CAGR% 141.71% Sharpe 1.86 Sortino 3.39 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 12.74% 3M 28.89% 6M 41.28% YTD 13.26% 1Y 67.58% 3Y (ann.) 57.87% 5Y (ann.) 51.29% 10Y (ann.) 74.16% All-time (ann.) 141.71% Avg. Drawdown -6.59% Avg. Drawdown Days 22 Recovery Factor 52613683.33 Ulcer Index 1.0
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