ELQUILMEÑO escribió: ↑ Hola Ale, perdona que te joda, pero para mirgor que medias estas usando, la ema de 50 contra la ema de 100 puede ser? gracias amigo, un abrazo.
Summary
Equis - Moving Average Crossovers w/Opt MIRG (MIRG)
Simulation Date 24/04/2022 11:04:15 a.m. 250 Daily Bars 16/04/2021 Through 22/04/2022 (371 Days)
Optimized System
Performance
Profit $17119119.48
Performance 171.19 %
Annualized Performance 168.42 %
Buy & Hold Profit $12175650.67
Buy & Hold Performance 121.76 %
Buy & Hold Annualized Performance 119.79 %
Trade Summary
Total Trades 13
Trade Efficiency 37.11 %
Average Profit/Average Loss 8.81
Profitable Trades
Total 10
Long 10
Short 0
Average Profit $1772281.80
Highest Profit $12235380.43
Lowest Profit $43581.94
Most Consecutive 5
Unprofitable Trades
Total 3
Long 3
Short 0
Average Loss $-201232.84
Highest Loss $-303848.56
Lowest Loss $-68910.06
Most Consecutive 2
Maximum Position Excursions
Long Favorable $13175379.11
Short Favorable $0.00
Long Adverse $-1082861.76
Short Adverse $0.00
Trade Efficiency
Average Entry 69.83 %
Average Exit 67.29 %
Average Total 37.11 %
Average Long Entry 69.83 %
Average Long Exit 67.29 %
Average Long Total 37.11 %
Average Short Entry 0.00 %
Average Short Exit 0.00 %
Average Short Total 0.00 %
Performance Indices
Buy & Hold Index 40.60 %
Profit/Loss Index 96.59 %
Reward/Risk Index 99.79 %
Accounting
Initial Equity $10000000.00
Trade Profit $17722817.99
Trade Loss $-603698.51
Commissions $2101457.26
Interest Credited $0.00
Interest Charged $0.00
Final Equity $27119119.48
Open Positions $0.00
Account Variation
Highest Account Balance $27119119.48
Lowest Account Balance $700.89
Highest Portfolio Value $27741663.15
Highest Open Drawdown $-35628.90
Highest Closed Drawdown $0.00
Account Events
Margin Calls 0
Overdrafts 0
Profitable Timing
Average Trade Length 14
Longest Trade Length 69
Shortest Trade Length 1
Total Trade Length 142
Unprofitable Timing
Average Trade Length 4
Longest Trade Length 7
Shortest Trade Length 1
Total Trade Length 13
Out of Market Timing
Average 6
Longest 17
Total 95
Optimization Variables
OPT1 2.00
OPT2 14.00
OPT3 N/A
OPT4 N/A
OPT5 N/A
OPT6 N/A
OPT7 N/A
OPT8 N/A
OPT9 N/A
OPT10 N/A
2 Y 14 PONDERADAS si queres algo intenso y 2 y 20 si queres algo clasico