Muchas veces no merece la pena mirar atrás, este es el caso de uno de nuestros sistemas en el Oro.
Despues de un fuerte Draw, un fuerte runup.
No hemos llegado a máximos pero estamos cerca. Como es el caso de nuestro primer sistema.
En el segundo todo nos va fenomenal.
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-03-27 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 315,320,923.05% CAGR% 115.82% Sharpe 1.6 Sortino 2.8 Max Drawdown -56.68% Longest DD Days 687 Payoff Ratio 1.23 Profit Factor 1.45 Common Sense Ratio 1.92 CPC Index 0.96 Tail Ratio 1.32 Outlier Win Ratio 6.41 Outlier Loss Ratio 4.22 MTD 14.52% 3M 4.9% 6M 13.15% YTD 0.26% 1Y 54.29% 3Y (ann.) 56.01% 5Y (ann.) 51.07% 10Y (ann.) 79.91% All-time (ann.) 115.82% Avg. Drawdown -7.42% Avg. Drawdown Days 22 Recovery Factor 5563514.3 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-03-27 Risk-Free Rate 0.0% Time in Market 79.0% Cumulative Return 2,990,311,987.10% CAGR% 142.28% Sharpe 1.86 Sortino 3.4 Max Drawdown -49.64% Longest DD Days 869 Payoff Ratio 1.27 Profit Factor 1.53 Common Sense Ratio 2.05 CPC Index 1.06 Tail Ratio 1.34 Outlier Win Ratio 6.44 Outlier Loss Ratio 3.79 MTD 20.57% 3M 36.2% 6M 46.75% YTD 29.67% 1Y 97.48% 3Y (ann.) 62.41% 5Y (ann.) 58.32% 10Y (ann.) 75.64% All-time (ann.) 142.28% Avg. Drawdown -6.59% Avg. Drawdown Days 22 Recovery Factor 60235091.64 Ulcer Index 1.0
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