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Normalizar sistemas

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sere
nity
Index
Sistema WTI 1 100,299,828.29 1.38 1.45 2.56 -0.72 1.47 139283389.14 0.2 71338656.07
Sistema WTI 2 532,781.43 0.86 1.18 2.0 -0.84 1.43 633044.82 0.24 234545.86
Sistema WTI 3 11,520,787.22 1.15 1.25 2.24 -0.86 1.41 13406105.31 0.26 5516582.29
Sistema WTI 4 300,284,919,298.32 2.47 1.43 2.88 -1.0 1.49 300682098053.79 0.42 102382616655.52

Sistemas Seleccionados Normalizados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sere
nity
Index
Sistema WTI 1 397.47 0.33 1.45 2.55 -0.26 1.47 1532.27 0.06 870.36
Sistema WTI 2 49.94 0.2 1.18 2.0 -0.26 1.43 190.34 0.06 89.12
Sistema WTI 3 159.46 0.27 1.24 2.24 -0.25 1.41 628.59 0.06 318.26
Sistema WTI 4 130.08 0.26 1.43 2.87 -0.32 1.49 408.24 0.06 202.02

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