Nuestro sistema en el oro

Semana de Ganancias en el sistema del Oro. Con una rentabilidad del 6,5% acumulada en el mes. De momento tenemos escasos movimientos y escasa volatilidad del sistema.

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	76.0%
Cumulative Return	836,929,779.55%
CAGR﹪	106.45%
Sharpe	1.52
Smart Sharpe	1.51
Sortino	2.64
Smart Sortino	2.63
Sortino/√2	1.87
Smart Sortino/√2	1.86
Omega	1.43
Max Drawdown	-55.05%
Longest DD Days	687
Volatility (ann.)	57.25%
Calmar	1.93
Skew	2.45
Kurtosis	33.29
Expected Daily %	0.28%
Expected Monthly %	6.22%
Expected Yearly %	106.38%
Kelly Criterion	16.26%
Risk of Ruin	0.0%
Daily Value-at-Risk	-5.59%
Expected Shortfall (cVaR)	-5.59%
Gain/Pain Ratio	0.43
Gain/Pain (1M)	3.58
Payoff Ratio	1.21
Profit Factor	1.43
Common Sense Ratio	1.86
CPC Index	0.94
Tail Ratio	1.3
Outlier Win Ratio	6.51
Outlier Loss Ratio	4.17
MTD	6.09%
3M	12.42%
6M	41.08%
YTD	47.51%
1Y	57.83%
3Y (ann.)	74.0%
5Y (ann.)	64.53%
10Y (ann.)	62.03%
All-time (ann.)	106.45%
Best Day	65.29%
Worst Day	-18.94%
Best Month	74.37%
Worst Month	-42.73%
Best Year	273.6%
Worst Year	-5.14%
Avg. Drawdown	-7.68%
Avg. Drawdown Days	24
Recovery Factor	15204128.31
Ulcer Index	0.13
Serenity Index	9146710.26
Avg. Up Month	14.93%
Avg. Down Month	-7.29%
Win Days %	54.17%
Win Month %	67.89%
Win Quarter %	81.61%
Win Year %	90.91%

Year	Return	Cumulative
2000	53.11%	47.03%
2001	31.78%	12.44%
2002	147.84%	273.33%
2003	144.65%	273.6%
2004	89.58%	107.88%
2005	97.98%	133.92%
2006	126.76%	206.24%
2007	106.34%	154.82%
2008	186.12%	262.36%
2009	138.31%	209.9%
2010	121.01%	192.2%
2011	93.29%	104.7%
2012	138.5%	252.35%
2013	74.06%	73.58%
2014	14.03%	5.52%
2015	2.46%	-2.5%
2016	85.74%	104.67%
2017	88.19%	126.66%
2018	-1.52%	-5.14%
2019	62.92%	77.96%
2020	98.74%	95.89%
2021	47.67%	47.51%

Started	Recovered	Drawdown	Days
2008-07-16	2008-09-18	-55.05	64
2011-11-08	2012-06-21	-49.53	226
2020-03-10	2020-04-09	-48.32	30
2014-05-06	2016-03-23	-44.25	687
2013-05-01	2013-08-01	-37.35	92
2021-01-06	2021-08-06	-34.65	212
2000-02-07	2001-05-18	-34.10	466
2016-11-07	2017-06-06	-33.86	211
2006-09-29	2006-11-02	-29.87	34
2005-03-14	2005-08-12	-29.68	151