Estamos parados en nuestro sistema en el XAU, que es el primero que tenemos en los graficos y que se representa en un sistema en Darwinex. En realidad tenemos mas sistemas, en este caso dos.
Vemos que se han comportado de manera diferente este año, aunque al final la rentabilidad es muy parecida.
Los resultados de los dos sistemas en el XAU son:
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-08-19 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 535,691,106.82% CAGR% 118.27% Sharpe 1.61 Sortino 2.79 Max Drawdown -56.68% Longest DD Days 687 Payoff Ratio 1.22 Profit Factor 1.45 Common Sense Ratio 1.9 CPC Index 0.96 Tail Ratio 1.31 Outlier Win Ratio 6.43 Outlier Loss Ratio 4.22 MTD 0.0% 3M 30.13% 6M 73.82% YTD 70.34% 1Y 98.98% 3Y (ann.) 70.98% 5Y (ann.) 64.77% 10Y (ann.) 82.24% All-time (ann.) 118.27% Avg. Drawdown -7.41% Avg. Drawdown Days 21 Recovery Factor 9451720.18 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-08-19 Risk-Free Rate 0.0% Time in Market 80.0% Cumulative Return 3,695,420,219.65% CAGR% 140.58% Sharpe 1.82 Sortino 3.29 Max Drawdown -49.64% Longest DD Days 869 Payoff Ratio 1.26 Profit Factor 1.51 Common Sense Ratio 1.99 CPC Index 1.04 Tail Ratio 1.32 Outlier Win Ratio 6.44 Outlier Loss Ratio 3.84 MTD 10.28% 3M 49.87% 6M 49.82% YTD 60.24% 1Y 99.88% 3Y (ann.) 61.88% 5Y (ann.) 64.61% 10Y (ann.) 74.67% All-time (ann.) 140.58% Avg. Drawdown -6.78% Avg. Drawdown Days 22 Recovery Factor 74438378.51 Ulcer Index 1.0
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