Buenas a tod@s !!
Estamos empezando el año y queda por ver que pasó durante el año 2020.
Vamos primero con el Oro.
Oro
Tenemos dos sistemas sobre el Oro. Los resultados son los siguientes:
Podemos observar la evolución del primer sistema en :
Pulsa en Oro Para ver el desempeño
Sistema 1 en Oro
Strategy ------------------ ----------------- Start Period 2000-01-03 End Period 2021-01-04 Risk-Free Rate 0.0% Time in Market 76.0% Cumulative Return 1,036,032,467.55% CAGR% 115.66% Sharpe 1.57 Sortino 2.77 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 6.57 Outlier Loss Ratio 4.16 MTD 12.16% 3M 22.96% 6M 62.58% YTD 12.16% 1Y 120.35% 3Y (ann.) 58.42% 5Y (ann.) 80.86% 10Y (ann.) 77.12% All-time (ann.) 115.66% Avg. Drawdown -7.45% Avg. Drawdown Days 22 Recovery Factor 18279730.34 Ulcer Index inf
Sistema 2 en Oro
Strategy ------------------ ----------------- Start Period 2000-01-03 End Period 2021-01-04 Risk-Free Rate 0.0% Time in Market 78.0% Cumulative Return 5,349,122,728.39% CAGR% 133.17% Sharpe 1.79 Sortino 3.22 Max Drawdown -49.64% Longest DD Days 869 Payoff Ratio 1.25 Profit Factor 1.51 Common Sense Ratio 2.01 CPC Index 1.04 Tail Ratio 1.33 Outlier Win Ratio 6.67 Outlier Loss Ratio 3.84 MTD 0.0% 3M -5.37% 6M 25.17% YTD 0.0% 1Y 43.75% 3Y (ann.) 44.1% 5Y (ann.) 66.94% 10Y (ann.) 65.76% All-time (ann.) 133.17% Avg. Drawdown -6.65% Avg. Drawdown Days 22 Recovery Factor 107749592.38 Ulcer Index 0.99
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