Nuestro sistema en el oro

Buena semana en nuestro sistema en el Oro, donde conseguimos nuevos máximos. Esto se refleja en nuestra estrategia individualizada en el broker Darwinex.

Tambien le añadimos un nuevo contrato y ya son tres.

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	74.0%
Cumulative Return	406.12%
CAGR%	46.61%
Sharpe	1.01
Sortino	1.61
Max Drawdown	-48.32%
Longest DD Days	309
Volatility (ann.)	48.43%
Calmar	0.96
Skew	1.22
Kurtosis	16.94
Expected Daily %	0.15%
Expected Monthly %	3.23%
Expected Yearly %	38.31%
Kelly Criterion	12.07%
Risk of Ruin	0.0%
Daily Value-at-Risk	-4.82%
Expected Shortfall (cVaR)	-4.82%
Payoff Ratio	1.07
Profit Factor	1.28
Common Sense Ratio	1.48
CPC Index	0.75
Tail Ratio	1.16
Outlier Win Ratio	7.65
Outlier Loss Ratio	4.21
MTD	9.42%
3M	6.07%
6M	20.96%
YTD	4.0%
1Y	77.52%
3Y (ann.)	72.11%
5Y (ann.)	46.61%
10Y (ann.)	46.61%
All-time (ann.)	46.61%
Best Day	26.25%
Worst Day	-16.94%
Best Month	44.14%
Worst Month	-22.53%
Best Year	95.89%
Worst Year	-7.19%
Avg. Drawdown	-9.75%
Avg. Drawdown Days	41
Recovery Factor	8.4
Ulcer Index	inf
Avg. Up Month	11.42%
Avg. Down Month	-7.66%
Win Days %	54.48%
Win Month %	62.5%
Win Quarter %	76.47%
Win Year %	80.0%

Year	Return	Cumulative
2018	41583183376.48%	inf%
2019	58208523343.09%	inf%
2020	109763638541.25%	inf%
2021	169037087764.85%	inf%
2022	52482319089.9%	inf%

Started	Recovered	Drawdown	Days
2020-03-10	2020-04-09	-48.32	30
2021-01-06	2021-08-06	-34.65	212
2020-10-12	2020-12-30	-26.62	79
2018-04-12	2019-02-15	-26.40	309
2019-02-20	2019-06-18	-24.84	118
2018-01-25	2018-04-11	-16.97	76
2020-01-08	2020-03-03	-15.94	55
2020-06-08	2020-07-21	-15.09	43
2020-04-24	2020-05-26	-12.23	32
2019-08-02	2019-12-24	-12.18	144