Situacion de XAu ( Oro )

Buenas a tod@s !!

Comportamiento dispar de los sistema en el Oro. Uno bie y otro mal.

                    Strategy
------------------  ---------------
Start Period        2000-10-18
End Period          2020-03-20
Risk-Free Rate      0.0%
Time in Market      78.0%

Cumulative Return   212,228,501.51%
CAGR%               111.63%
Sharpe              1.58
Sortino             2.73
Max Drawdown        -56.68%
Longest DD Days     687

Payoff Ratio        1.22
Profit Factor       1.44
Common Sense Ratio  1.9
CPC Index           0.95
Tail Ratio          1.32
Outlier Win Ratio   6.33
Outlier Loss Ratio  4.22

MTD                 -22.92%
3M                  -23.45%
6M                  -21.41%
YTD                 -32.52%
1Y                  2.65%
3Y (ann.)           36.1%
5Y (ann.)           42.68%
10Y (ann.)          72.9%
All-time (ann.)     111.63%

Avg. Drawdown       -7.42%
Avg. Drawdown Days  22
Recovery Factor     3744554.25
Ulcer Index         1.0

                    Strategy
------------------  -----------------
Start Period        2000-10-18
End Period          2020-03-20
Risk-Free Rate      0.0%
Time in Market      79.0%

Cumulative Return   2,543,339,830.77%
CAGR%               140.48%
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  2.03
CPC Index           1.06
Tail Ratio          1.33
Outlier Win Ratio   6.46
Outlier Loss Ratio  3.79

MTD                 2.55%
3M                  25.61%
6M                  32.79%
YTD                 10.29%
1Y                  66.03%
3Y (ann.)           55.94%
5Y (ann.)           55.48%
10Y (ann.)          72.79%
All-time (ann.)     140.48%

Avg. Drawdown       -6.61%
Avg. Drawdown Days  22
Recovery Factor     51231546.55
Ulcer Index         1.0