Nuestra semana en el Oro ( XAU )

Buenas a tod@s  !!

No ha sido mala la semana en el Oro.

                    Strategy
------------------  ---------------
Start Period        2000-10-18
End Period          2020-04-17
Risk-Free Rate      0.0%
Time in Market      78.0%

Cumulative Return   389,446,085.88%
CAGR%               117.67%
Sharpe              1.61
Sortino             2.82
Max Drawdown        -56.68%
Longest DD Days     687

Payoff Ratio        1.23
Profit Factor       1.45
Common Sense Ratio  1.93
CPC Index           0.97
Tail Ratio          1.33
Outlier Win Ratio   6.39
Outlier Loss Ratio  4.24

MTD                 42.45%
3M                  24.86%
6M                  43.11%
YTD                 23.83%
1Y                  124.69%
3Y (ann.)           60.75%
5Y (ann.)           58.22%
10Y (ann.)          84.89%
All-time (ann.)     117.67%

Avg. Drawdown       -7.43%
Avg. Drawdown Days  22
Recovery Factor     6871376.77
Ulcer Index         1.0

                    Strategy
------------------  -----------------
Start Period        2000-10-18
End Period          2020-04-17
Risk-Free Rate      0.0%
Time in Market      79.0%

Cumulative Return   2,839,103,896.09%
CAGR%               141.01%
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   6.44
Outlier Loss Ratio  3.8

MTD                 -15.4%
3M                  20.33%
6M                  40.76%
YTD                 23.11%
1Y                  121.08%
3Y (ann.)           52.05%
5Y (ann.)           55.42%
10Y (ann.)          75.34%
All-time (ann.)     141.01%

Avg. Drawdown       -6.66%
Avg. Drawdown Days  22
Recovery Factor     57189244.49
Ulcer Index         1.0