Nuestros sistemas en el Oro

Nuestros sistema en el Oro

Buenos rendimientos por el momento en el oro. Sobre todo por que acabamos 2019 con una ecelente rentabilidad en ambos dos

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Start Period        2002-01-02
End Period          2020-01-31
Risk-Free Rate      0.0%
Time in Market      78.0%

Cumulative Return   270,210,085.37%
CAGR%               126.74%
Sharpe              1.71
Sortino             2.98
Max Drawdown        -56.68%
Longest DD Days     687

Payoff Ratio        1.25
Profit Factor       1.48
Common Sense Ratio  2.01
CPC Index           1.0
Tail Ratio          1.36
Outlier Win Ratio   6.28
Outlier Loss Ratio  4.24

MTD                 0.22%
3M                  14.47%
6M                  9.92%
YTD                 0.22%
1Y                  72.96%
3Y (ann.)           57.61%
5Y (ann.)           55.95%
10Y (ann.)          80.86%
All-time (ann.)     126.74%

Avg. Drawdown       -7.07%
Avg. Drawdown Days  21
Recovery Factor     4767579.83
Ulcer Index         inf

                    Strategy
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Start Period        2002-01-02
End Period          2020-01-31
Risk-Free Rate      0.0%
Time in Market      79.0%

Cumulative Return   1,554,387,000.10%
CAGR%               149.77%
Sharpe              1.93
Sortino             3.5
Max Drawdown        -49.64%
Longest DD Days     869

Payoff Ratio        1.29
Profit Factor       1.55
Common Sense Ratio  2.09
CPC Index           1.1
Tail Ratio          1.35
Outlier Win Ratio   6.5
Outlier Loss Ratio  3.85

MTD                 0.46%
3M                  14.68%
6M                  38.82%
YTD                 0.46%
1Y                  49.27%
3Y (ann.)           54.47%
5Y (ann.)           51.5%
10Y (ann.)          71.88%
All-time (ann.)     149.77%

Avg. Drawdown       -6.46%
Avg. Drawdown Days  21
Recovery Factor     31310660.49
Ulcer Index         inf