Sistemas contrapeados en el Oro. Mientras uno pierde el otro gana. Los resultados son los siguientes:
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-04-09 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 380,991,930.47% CAGR% 117.62% 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 6.4 Outlier Loss Ratio 4.25 MTD 39.36% 3M 16.66% 6M 44.44% YTD 21.15% 1Y 95.3% 3Y (ann.) 66.55% 5Y (ann.) 57.73% 10Y (ann.) 83.28% All-time (ann.) 117.62% Avg. Drawdown -7.42% Avg. Drawdown Days 22 Recovery Factor 6722211.87 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-04-09 Risk-Free Rate 0.0% Time in Market 79.0% Cumulative Return 2,846,279,529.18% CAGR% 141.28% Sharpe 1.86 Sortino 3.38 Max Drawdown -49.64% Longest DD Days 869 Payoff Ratio 1.27 Profit Factor 1.53 Common Sense Ratio 2.04 CPC Index 1.06 Tail Ratio 1.34 Outlier Win Ratio 6.45 Outlier Loss Ratio 3.8 MTD -15.18% 3M 18.96% 6M 39.68% YTD 23.42% 1Y 96.92% 3Y (ann.) 58.81% 5Y (ann.) 55.67% 10Y (ann.) 74.73% All-time (ann.) 141.28% Avg. Drawdown -6.62% Avg. Drawdown Days 22 Recovery Factor 57333786.24 Ulcer Index 1.0
3
){kind=link}
0 Comentarios