Nuestra semana en nasdaq

Buenas a tod@s !!!

Buena semana hemos tenido en nnuestros sistemas en el nasdaq.

Performance Metrics

                           Strategy
-------------------------  --------------
Start Period               2000-10-18
End Period                 2020-05-18
Risk-Free Rate             0.0%
Time in Market             72.0%

Cumulative Return          77,244,946.05%
CAGR%                      99.75%
Sharpe                     1.64
Sortino                    2.72
Max Drawdown               -51.35%
Longest DD Days            320
Volatility (ann.)          54.43%
Calmar                     1.94
Skew                       1.53
Kurtosis                   19.7

Expected Daily %           0.3%
Expected Monthly %         5.91%
Expected Yearly %          90.71%
Kelly Criterion            17.54%
Risk of Ruin               0.0%
Daily Value-at-Risk        -5.29%
Expected Shortfall (cVaR)  -5.29%

Payoff Ratio               1.12
Profit Factor              1.45
Common Sense Ratio         1.73
CPC Index                  0.91
Tail Ratio                 1.2
Outlier Win Ratio          6.58
Outlier Loss Ratio         3.83

MTD                        7.47%
3M                         53.96%
6M                         129.97%
YTD                        81.68%
1Y                         250.29%
3Y (ann.)                  105.53%
5Y (ann.)                  91.55%
10Y (ann.)                 76.55%
All-time (ann.)            99.75%

Best Day                   47.77%
Worst Day                  -21.89%
Best Month                 97.24%
Worst Month                -28.78%
Best Year                  1332.35%
Worst Year                 -8.95%

Avg. Drawdown              -6.95%
Avg. Drawdown Days         22
Recovery Factor            1504266.15
Ulcer Index                inf

Avg. Up Month              14.41%
Avg. Down Month            -7.96%
Win Days %                 56.52%
Win Month %                67.69%
Win Quarter %              72.15%
Win Year %                 90.48%

None

5 Worst Drawdowns

	Start	Valley	End	Days	Max Drawdown	99% Max Drawdown
1	2000-12-13	2001-04-09	2001-04-20	128	-51.350585	-45.623872
2	2002-01-18	2002-04-05	2002-12-04	320	-48.057190	-46.355764
3	2010-05-27	2010-09-23	2011-01-24	242	-42.591369	-42.477259
4	2011-05-11	2011-12-09	2012-02-03	268	-42.083571	-41.138731
5	2004-02-12	2004-04-28	2004-08-06	176	-38.780453	-38.542367

Strategy Visualization