Post
Topic
Board Trading y especulación
Re: Sistemas y automatización
by
dserrano5
on 09/07/2016, 10:50:33 UTC
Ahora necesitas estadísticas monas, que no todo en un sistema es la pasta que saca Wink Por ejemplo, este es uno de los míos contra Antena 3, en la bolsa de verdad:

Code:
+----------------------------------------------------+
|                       Trades                       |
+-------+--------------+--------------+--------------+
|       |long          |short         |total         |  
+-------+--------------+--------------+--------------+
|winning|   8 ( 34.78%)|  12 ( 54.55%)|  20 ( 44.44%)|
|losing |  15 ( 65.22%)|  10 ( 45.45%)|  25 ( 55.56%)|
|total  |  23 (100.00%)|  22 (100.00%)|  45 (100.00%)|
+-------+--------------+--------------+--------------+

+----------------------------------------+
|             Total profits              |
+-------+----------+----------+----------+
|       |long      |short     |total     |
+-------+----------+----------+----------+
|winning|  328.53% |  178.98% | 1095.49% |
|losing |  -60.88% |  -53.17% |  -81.68% |
|net    |   67.66% |   30.64% |  119.02% | (6.67% annual, 1.76% per trade)
|ratio  |          |          |   13.41  |
+-------+----------+----------+----------+
Maximum drawdown: 50.17%
B/H pct gain/loss: 285.17% (11.74% annual)

+-----------------------------------+
|     Statistics about profits      |
+-----+---------+---------+---------+
|     |largest  |average  |median   |
+-----+---------+---------+---------+
|win  |  83.27% |  14.23% |  10.24% |
|loss | -22.06% |  -6.44% |  -5.13% |
|ratio|   3.78  |   2.21  |   2.00  |
+-----+---------+---------+---------+
Largest pct loss / Annual pct gain/loss: 3.31 years to recover largest loss

+-------------------------------------------------+
|                     Durations                   |
+-----+----------------+------+---------+---------+
|     |total           |max   |average  |median   |
+-----+----------------+------+---------+---------+
|win  |  883 ( 28.67%) |  101 |   44.15 |   47.50 |
|loss |  432 ( 14.03%) |   59 |   17.28 |   14.00 |
|out  | 1765 ( 57.31%) |  217 |   38.37 |   29.50 |
|total| 3080           |      |         |         |
+-----+----------------+------+---------+---------+
Most consecutive wins/losses: 3/8
Current position after 4435 days: Out
Expectancy: 2.74