Vaya semanita en el Oro. Con un Ida y Vuelta prodigioso.
Estos son los resultados
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-03-04 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 331,419,209.81% CAGR% 116.92% 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 6.37 Outlier Loss Ratio 4.21 MTD 20.36% 3M 23.28% 6M 23.1% YTD 5.38% 1Y 60.61% 3Y (ann.) 58.87% 5Y (ann.) 57.64% 10Y (ann.) 78.54% All-time (ann.) 116.92% Avg. Drawdown -7.27% Avg. Drawdown Days 22 Recovery Factor 5847552.06 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-03-04 Risk-Free Rate 0.0% Time in Market 79.0% Cumulative Return 2,498,871,549.25% CAGR% 140.74% Sharpe 1.85 Sortino 3.37 Max Drawdown -49.64% Longest DD Days 869 Payoff Ratio 1.27 Profit Factor 1.52 Common Sense Ratio 2.04 CPC Index 1.06 Tail Ratio 1.34 Outlier Win Ratio 6.44 Outlier Loss Ratio 3.79 MTD 0.76% 3M 27.27% 6M 38.25% YTD 8.36% 1Y 70.31% 3Y (ann.) 54.55% 5Y (ann.) 50.53% 10Y (ann.) 72.21% All-time (ann.) 140.74% Avg. Drawdown -6.61% Avg. Drawdown Days 22 Recovery Factor 50335803.56 Ulcer Index 1.0
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