Nuestro sistema en el nasdaq

Estamos haciendo balance anual en nuestro sistema principal en el Nasdaq. Hemos obtenido una rentabilidad del 46%, aunque la deberiamos dividir por dos para tener una rentabilidad comparable. El peor mes ha sido Septiembre frente al mejor Octubre. La volatilidad se ha mentenido controlada, mientras mejoraba nuestro sharpe ratio. De momento desde el 2017 ya son cuatro años de predicción

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	59.0%
Cumulative Return	574.09%
CAGR﹪	61.03%
Sharpe	1.12
Smart Sharpe	1.01
Sortino	1.59
Smart Sortino	1.43
Sortino/√2	1.12
Smart Sortino/√2	1.01
Omega	1.29
Max Drawdown	-49.99%
Longest DD Days	438
Volatility (ann.)	60.12%
Calmar	1.22
Skew	-0.61
Kurtosis	5.56
Expected Daily %	0.2%
Expected Monthly %	3.97%
Expected Yearly %	46.47%
Kelly Criterion	12.74%
Risk of Ruin	0.0%
Daily Value-at-Risk	-5.96%
Expected Shortfall (cVaR)	-5.96%
Gain/Pain Ratio	0.29
Gain/Pain (1M)	1.73
Payoff Ratio	0.97
Profit Factor	1.29
Common Sense Ratio	1.42
CPC Index	0.71
Tail Ratio	1.11
Outlier Win Ratio	7.01
Outlier Loss Ratio	3.3
MTD	-1.14%
3M	63.58%
6M	44.03%
YTD	-1.14%
1Y	44.03%
3Y (ann.)	87.53%
5Y (ann.)	61.03%
10Y (ann.)	61.03%
All-time (ann.)	61.03%
Best Day	16.11%
Worst Day	-23.7%
Best Month	42.01%
Worst Month	-33.24%
Best Year	199.47%
Worst Year	-1.14%
Avg. Drawdown	-11.67%
Avg. Drawdown Days	45
Recovery Factor	11.48
Ulcer Index	0.19
Serenity Index	3.35
Avg. Up Month	17.3%
Avg. Down Month	-14.49%
Win Days %	57.07%
Win Month %	68.57%
Win Quarter %	64.29%
Win Year %	80.0%

Year	Return	Cumulative
2018	27.86%	2.57%
2019	132.45%	199.47%
2020	56.79%	52.36%
2021	46.42%	45.69%
2022	-1.05%	-1.14%

Started	Recovered	Drawdown	Days
2018-08-30	2019-07-12	-49.99	316
2018-03-13	2018-07-17	-38.03	126
2019-07-29	2019-11-01	-31.37	95
2020-03-03	2020-07-09	-29.18	128
2020-08-07	2021-10-19	-25.09	438
2021-12-09	2021-12-27	-23.05	18
2018-07-26	2018-08-24	-17.65	29
2020-07-21	2020-08-03	-17.40	13
2018-03-01	2018-03-08	-15.21	7
2020-07-13	2020-07-20	-10.23	7