Buenas a tod@s !!
Llevamos ya varias semanas sin operar en nuestro sistema que podeis seguir:
Si bien nuestro segundo sistema está realizando operaciones. Los resultados son los siguientes:
Strategy ------------------ --------------- Start Period 2000-10-18 End Period 2020-09-01 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 535,691,106.82% CAGR% 117.97% 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 1.32 Outlier Win Ratio 6.45 Outlier Loss Ratio 4.22 MTD 0.0% 3M 28.89% 6M 94.55% YTD 70.34% 1Y 98.98% 3Y (ann.) 65.9% 5Y (ann.) 64.38% 10Y (ann.) 81.01% All-time (ann.) 117.97% Avg. Drawdown -7.41% Avg. Drawdown Days 21 Recovery Factor 9451720.18 Ulcer Index 1.0
Strategy ------------------ ----------------- Start Period 2000-10-18 End Period 2020-09-01 Risk-Free Rate 0.0% Time in Market 80.0% Cumulative Return 3,383,124,997.73% CAGR% 139.14% Sharpe 1.81 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 1.31 Outlier Win Ratio 6.44 Outlier Loss Ratio 3.83 MTD -0.66% 3M 35.89% 6M 36.41% YTD 46.7% 1Y 87.17% 3Y (ann.) 51.9% 5Y (ann.) 61.33% 10Y (ann.) 71.97% All-time (ann.) 139.14% Avg. Drawdown -6.78% Avg. Drawdown Days 22 Recovery Factor 68147686.64 Ulcer Index 1.0
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