Evolución en el XAU ( ORO )

byvalentin lunes, abril 06, 2020

Buenas a tod@s !!!

diferente evolución en nuestros sistemas en el XAUUSD. Pero ambos con buenos beneficios.

                    Strategy
------------------  ---------------
Start Period        2000-10-18
End Period          2020-04-03
Risk-Free Rate      0.0%
Time in Market      78.0%

Cumulative Return   316,919,485.67%
CAGR%               115.71%
Sharpe              1.6
Sortino             2.79
Max Drawdown        -56.68%
Longest DD Days     687

Payoff Ratio        1.23
Profit Factor       1.45
Common Sense Ratio  1.91
CPC Index           0.96
Tail Ratio          1.32
Outlier Win Ratio   6.4
Outlier Loss Ratio  4.25

MTD                 15.92%
3M                  0.77%
6M                  19.61%
YTD                 0.77%
1Y                  66.89%
3Y (ann.)           58.13%
5Y (ann.)           52.0%
10Y (ann.)          80.0%
All-time (ann.)     115.71%

Avg. Drawdown       -7.42%
Avg. Drawdown Days  22
Recovery Factor     5591719.29
Ulcer Index         1.0

                    Strategy
------------------  -----------------
Start Period        2000-10-18
End Period          2020-04-03
Risk-Free Rate      0.0%
Time in Market      79.0%

Cumulative Return   3,147,011,396.46%
CAGR%               142.7%
Sharpe              1.87
Sortino             3.4
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   6.44
Outlier Loss Ratio  3.79

MTD                 -6.22%
3M                  36.46%
6M                  54.44%
YTD                 36.46%
1Y                  123.67%
3Y (ann.)           65.78%
5Y (ann.)           59.09%
10Y (ann.)          76.54%
All-time (ann.)     142.7%

Avg. Drawdown       -6.59%
Avg. Drawdown Days  22
Recovery Factor     63391552.67
Ulcer Index         1.0