Buenas a tod@s !!!
Buenos resultados en nuestros sistemas en el Oro.
Lo podeis seguir en Darwinex aquí:
Los resultados son los siguientes:
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-06-03 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 455,911,986.18% CAGR% 118.31% 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 6.42 Outlier Loss Ratio 4.22 MTD 9.7% 3M 59.43% 6M 69.59% YTD 44.97% 1Y 115.46% 3Y (ann.) 66.61% 5Y (ann.) 61.02% 10Y (ann.) 81.11% All-time (ann.) 118.31% Avg. Drawdown -7.4% Avg. Drawdown Days 21 Recovery Factor 8044099.42 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-06-03 Risk-Free Rate 0.0% Time in Market 80.0% Cumulative Return 2,529,882,673.71% CAGR% 138.22% Sharpe 1.82 Sortino 3.26 Max Drawdown -49.64% Longest DD Days 869 Payoff Ratio 1.26 Profit Factor 1.51 Common Sense Ratio 1.98 CPC Index 1.04 Tail Ratio 1.32 Outlier Win Ratio 6.47 Outlier Loss Ratio 3.81 MTD 1.61% 3M 1.24% 6M 28.85% YTD 9.7% 1Y 90.4% 3Y (ann.) 45.08% 5Y (ann.) 49.59% 10Y (ann.) 69.31% All-time (ann.) 138.22% Avg. Drawdown -6.68% Avg. Drawdown Days 22 Recovery Factor 50960473.47 Ulcer Index 1.0
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