Advertisement

Responsive Advertisement

Seguimiento Sistemas SP500 semana 8 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 75.44 0.22 1.01 1.63 -0.29 1.31 256.37 inf
Sistema SPY 2 322.23 0.3 1.35 2.18 -0.35 1.38 928.17 1.0
Sistema SPY 3 45.91 0.19 0.95 1.41 -0.3 1.21 152.83 1.0
Sistema SPY 4 31.24 0.17 0.9 1.36 -0.27 1.24 113.89 1.0
Sistema SPY 5 23.26 0.16 0.98 1.49 -0.3 1.28 78.15 inf
Sistema SPY 6 142.11 0.26 1.09 1.7 -0.33 1.28 425.64 inf
Sistema SPY 7 75.44 0.22 1.01 1.63 -0.29 1.31 256.37 inf
Sistema SPY 8 36.56 0.18 1.04 1.56 -0.3 1.25 120.82 1.0

Publicar un comentario

0 Comentarios