Nuestra semania en el XAUUSD

Buenas a tod@s !!

Estamos de vacaciones y demoramos la publicación de resultados. Nuestro metal precioso se sigue comportando divinamente y obtenemos unas rentabilidades espectaculares.

En lo que llevamos de año tenemos un 70,34% y en este mes un 23,84%. Es cierto que estas rentabilidades deberian ser menores desde un punto de vista profesional.

Parece que vamos a tener unos dias tranquilos y esperamos mejores noticias.

Performance Metrics

                           Strategy
-------------------------  ---------------
Start Period               2000-01-03
End Period                 2020-07-29
Risk-Free Rate             0.0%
Time in Market             77.0%

Cumulative Return          800,869,592.36%
CAGR%                      116.47%
Sharpe                     1.58
Sortino                    2.79
Max Drawdown               -56.68%
Longest DD Days            687
Volatility (ann.)          57.97%
Calmar                     2.05
Skew                       2.47
Kurtosis                   33.19

Expected Daily %           0.3%
Expected Monthly %         6.65%
Expected Yearly %          113.18%
Kelly Criterion            16.77%
Risk of Ruin               0.0%
Daily Value-at-Risk        -5.64%
Expected Shortfall (cVaR)  -5.64%

Payoff Ratio               1.23
Profit Factor              1.45
Common Sense Ratio         1.91
CPC Index                  0.96
Tail Ratio                 1.32
Outlier Win Ratio          6.56
Outlier Loss Ratio         4.2

MTD                        23.84%
3M                         28.16%
6M                         69.97%
YTD                        70.34%
1Y                         84.08%
3Y (ann.)                  74.4%
5Y (ann.)                  67.82%
10Y (ann.)                 84.57%
All-time (ann.)            116.47%

Best Day                   65.29%
Worst Day                  -18.94%
Best Month                 74.37%
Worst Month                -42.73%
Best Year                  273.33%
Worst Year                 -2.29%

Avg. Drawdown              -7.44%
Avg. Drawdown Days         22
Recovery Factor            14130522.59
Ulcer Index                inf

Avg. Up Month              15.09%
Avg. Down Month            -7.03%
Win Days %                 54.11%
Win Month %                68.67%
Win Quarter %              82.93%
Win Year %                 95.24%

None

5 Worst Drawdowns

	Start	Valley	End	Days	Max Drawdown	99% Max Drawdown
1	2008-07-16	2008-09-11	2008-09-18	64	-56.676573	-52.021574
2	2011-11-08	2011-12-29	2012-06-07	212	-49.530348	-46.268101
3	2020-03-10	2020-03-19	2020-04-09	30	-48.319480	-47.290005
4	2014-05-06	2014-10-03	2016-03-23	687	-43.530454	-37.971635
5	2013-05-01	2013-06-27	2013-08-01	92	-37.354661	-31.144987

Strategy Visualization