Buenas a tod@s !!
Ya empezamos a operar de nuevo en el Oro. Aunque estas semanas ha estado flat.
Os pongo el resumen de los dos sistemas en el Oro. Nuestro sistema es el primero
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-09-22 Risk-Free Rate 0.0% Time in Market 77.0% Cumulative Return 535,691,106.82% CAGR% 117.48% Sharpe 1.6 Sortino 2.78 Max Drawdown -56.68% Longest DD Days 687 Payoff Ratio 1.22 Profit Factor 1.45 Common Sense Ratio 1.91 CPC Index 0.96 Tail Ratio 1.32 Outlier Win Ratio 6.48 Outlier Loss Ratio 4.22 MTD 0.0% 3M 27.72% 6M 152.41% YTD 70.34% 1Y 87.54% 3Y (ann.) 66.26% 5Y (ann.) 64.52% 10Y (ann.) 78.89% All-time (ann.) 117.48% Avg. Drawdown -7.41% Avg. Drawdown Days 21 Recovery Factor 9451720.18 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-09-22 Risk-Free Rate 0.0% Time in Market 80.0% Cumulative Return 3,673,715,098.89% CAGR% 139.52% Sharpe 1.81 Sortino 3.27 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 6.43 Outlier Loss Ratio 3.84 MTD 7.87% 3M 42.28% 6M 44.44% YTD 59.3% 1Y 81.34% 3Y (ann.) 57.21% 5Y (ann.) 62.57% 10Y (ann.) 70.79% All-time (ann.) 139.52% Avg. Drawdown -6.78% Avg. Drawdown Days 22 Recovery Factor 74001163.28 Ulcer Index 1.0
){kind=link}
0 Comentarios