Re: Capacitacion y Bibliografia Bursatil
Publicado: Vie Nov 04, 2022 11:55 pm
Publicidad Cuatrimestral: Primero los datos (Más abajo detalle). Acción Transportadora Gas del Sur a la vieja usanza, utilizando el Metastock media de 2 y 29 ponderadas, 6 trades , 6 aciertos, media de 50 de apoyo exponencial y media de 100 exponencial para conocer la tendencia, estocástico 14,6,3 de optimizador. Ganancia del +200%, comprando y manteniendo +126%. LO que menciono siempre sistema alcistas para activos con tendencias alcistas. A continuación Molinos Agro medias de 2 y 21 ponderadas, idem lo demás. Ganancia del 211% en 250 ruedas buy and hold + 165%. 13 trades 10 aciertos. Listo ahora si, llegamos a un acuerdo con mi hija, yo le hago publicidad a ella de sus obras y ella a mi de las mías recortes al estilo MASSONIANO jajajjajajajja Saludos y Buenas Inversiones.
Summary
Equis - Moving Average Crossovers w/Opt TGSU2 (TGSU2)
Simulation Date 04/11/2022 10:30:16 p.m. 250 Daily Bars 27/10/2021 Through 03/11/2022 (372 Days)
Optimized System
Performance
Profit $20197708.67
Performance 201.98 %
Annualized Performance 198.18 %
Buy & Hold Profit $12628815.40
Buy & Hold Performance 126.29 %
Buy & Hold Annualized Performance 123.91 %
Trade Summary
Total Trades 6
Trade Efficiency 59.15 %
Average Profit/Average Loss N/A
Profitable Trades
Total 6
Long 6
Short 0
Average Profit $3366284.78
Highest Profit $9766445.26
Lowest Profit $148301.16
Most Consecutive 6
Unprofitable Trades
Total 0
Long 0
Short 0
Average Loss $0.00
Highest Loss $0.00
Lowest Loss $0.00
Most Consecutive 0
Maximum Position Excursions
Long Favorable $12210169.24
Short Favorable $0.00
Long Adverse $-736891.89
Short Adverse $0.00
Trade Efficiency
Average Entry 90.52 %
Average Exit 68.63 %
Average Total 59.15 %
Average Long Entry 90.52 %
Average Long Exit 68.63 %
Average Long Total 59.15 %
Average Short Entry 0.00 %
Average Short Exit 0.00 %
Average Short Total 0.00 %
Performance Indices
Buy & Hold Index 59.93 %
Profit/Loss Index 100.00 %
Reward/Risk Index 99.83 %
Accounting
Initial Equity $10000000.00
Trade Profit $20197708.67
Trade Loss $0.00
Commissions $690010.63
Interest Credited $0.00
Interest Charged $0.00
Final Equity $30197708.67
Open Positions $0.00
Account Variation
Highest Account Balance $30197708.67
Lowest Account Balance $157.63
Highest Portfolio Value $30911042.37
Highest Open Drawdown $-34877.27
Highest Closed Drawdown $0.00
Account Events
Margin Calls 0
Overdrafts 0
Profitable Timing
Average Trade Length 27
Longest Trade Length 56
Shortest Trade Length 18
Total Trade Length 162
Unprofitable Timing
Average Trade Length 0
Longest Trade Length 0
Shortest Trade Length 0
Total Trade Length 0
Out of Market Timing
Average 11
Longest 49
Total 88
Optimization Variables
OPT1 2.00
OPT2 29.00
OPT3 N/A
OPT4 N/A
OPT5 N/A
OPT6 N/A
OPT7 N/A
OPT8 N/A
OPT9 N/A
OPT10 N/A
Summary
Equis - Moving Average Crossovers w/Opt MOLA (MOLA)
Simulation Date 04/11/2022 10:24:38 p.m. 250 Daily Bars 27/10/2021 Through 03/11/2022 (372 Days)
Optimized System
Performance
Profit $21150240.36
Performance 211.50 %
Annualized Performance 207.52 %
Buy & Hold Profit $16520427.04
Buy & Hold Performance 165.20 %
Buy & Hold Annualized Performance 162.10 %
Trade Summary
Total Trades 13
Trade Efficiency 25.09 %
Average Profit/Average Loss 6.55
Profitable Trades
Total 10
Long 10
Short 0
Average Profit $2216581.84
Highest Profit $9755996.48
Lowest Profit $2700.99
Most Consecutive 5
Unprofitable Trades
Total 3
Long 3
Short 0
Average Loss $-338526.02
Highest Loss $-432907.43
Lowest Loss $-257662.01
Most Consecutive 1
Maximum Position Excursions
Long Favorable $13485138.64
Short Favorable $0.00
Long Adverse $-1548742.52
Short Adverse $0.00
Trade Efficiency
Average Entry 70.61 %
Average Exit 54.48 %
Average Total 25.09 %
Average Long Entry 70.61 %
Average Long Exit 54.48 %
Average Long Total 25.09 %
Average Short Entry 0.00 %
Average Short Exit 0.00 %
Average Short Total 0.00 %
Performance Indices
Buy & Hold Index 28.02 %
Profit/Loss Index 95.42 %
Reward/Risk Index 99.31 %
Accounting
Initial Equity $10000000.00
Trade Profit $22165818.43
Trade Loss $-1015578.07
Commissions $1615064.77
Interest Credited $0.00
Interest Charged $0.00
Final Equity $31150240.36
Open Positions $0.00
Account Variation
Highest Account Balance $31599951.71
Lowest Account Balance $130.22
Highest Portfolio Value $35328715.20
Highest Open Drawdown $-146756.88
Highest Closed Drawdown $0.00
Account Events
Margin Calls 0
Overdrafts 0
Profitable Timing
Average Trade Length 14
Longest Trade Length 37
Shortest Trade Length 1
Total Trade Length 142
Unprofitable Timing
Average Trade Length 4
Longest Trade Length 9
Shortest Trade Length 2
Total Trade Length 14
Out of Market Timing
Average 6
Longest 20
Total 94
Optimization Variables
OPT1 2.00
OPT2 21.00
OPT3 N/A
OPT4 N/A
OPT5 N/A
OPT6 N/A
OPT7 N/A
OPT8 N/A
OPT9 N/A
OPT10 N/A
Summary
Equis - Moving Average Crossovers w/Opt TGSU2 (TGSU2)
Simulation Date 04/11/2022 10:30:16 p.m. 250 Daily Bars 27/10/2021 Through 03/11/2022 (372 Days)
Optimized System
Performance
Profit $20197708.67
Performance 201.98 %
Annualized Performance 198.18 %
Buy & Hold Profit $12628815.40
Buy & Hold Performance 126.29 %
Buy & Hold Annualized Performance 123.91 %
Trade Summary
Total Trades 6
Trade Efficiency 59.15 %
Average Profit/Average Loss N/A
Profitable Trades
Total 6
Long 6
Short 0
Average Profit $3366284.78
Highest Profit $9766445.26
Lowest Profit $148301.16
Most Consecutive 6
Unprofitable Trades
Total 0
Long 0
Short 0
Average Loss $0.00
Highest Loss $0.00
Lowest Loss $0.00
Most Consecutive 0
Maximum Position Excursions
Long Favorable $12210169.24
Short Favorable $0.00
Long Adverse $-736891.89
Short Adverse $0.00
Trade Efficiency
Average Entry 90.52 %
Average Exit 68.63 %
Average Total 59.15 %
Average Long Entry 90.52 %
Average Long Exit 68.63 %
Average Long Total 59.15 %
Average Short Entry 0.00 %
Average Short Exit 0.00 %
Average Short Total 0.00 %
Performance Indices
Buy & Hold Index 59.93 %
Profit/Loss Index 100.00 %
Reward/Risk Index 99.83 %
Accounting
Initial Equity $10000000.00
Trade Profit $20197708.67
Trade Loss $0.00
Commissions $690010.63
Interest Credited $0.00
Interest Charged $0.00
Final Equity $30197708.67
Open Positions $0.00
Account Variation
Highest Account Balance $30197708.67
Lowest Account Balance $157.63
Highest Portfolio Value $30911042.37
Highest Open Drawdown $-34877.27
Highest Closed Drawdown $0.00
Account Events
Margin Calls 0
Overdrafts 0
Profitable Timing
Average Trade Length 27
Longest Trade Length 56
Shortest Trade Length 18
Total Trade Length 162
Unprofitable Timing
Average Trade Length 0
Longest Trade Length 0
Shortest Trade Length 0
Total Trade Length 0
Out of Market Timing
Average 11
Longest 49
Total 88
Optimization Variables
OPT1 2.00
OPT2 29.00
OPT3 N/A
OPT4 N/A
OPT5 N/A
OPT6 N/A
OPT7 N/A
OPT8 N/A
OPT9 N/A
OPT10 N/A
Summary
Equis - Moving Average Crossovers w/Opt MOLA (MOLA)
Simulation Date 04/11/2022 10:24:38 p.m. 250 Daily Bars 27/10/2021 Through 03/11/2022 (372 Days)
Optimized System
Performance
Profit $21150240.36
Performance 211.50 %
Annualized Performance 207.52 %
Buy & Hold Profit $16520427.04
Buy & Hold Performance 165.20 %
Buy & Hold Annualized Performance 162.10 %
Trade Summary
Total Trades 13
Trade Efficiency 25.09 %
Average Profit/Average Loss 6.55
Profitable Trades
Total 10
Long 10
Short 0
Average Profit $2216581.84
Highest Profit $9755996.48
Lowest Profit $2700.99
Most Consecutive 5
Unprofitable Trades
Total 3
Long 3
Short 0
Average Loss $-338526.02
Highest Loss $-432907.43
Lowest Loss $-257662.01
Most Consecutive 1
Maximum Position Excursions
Long Favorable $13485138.64
Short Favorable $0.00
Long Adverse $-1548742.52
Short Adverse $0.00
Trade Efficiency
Average Entry 70.61 %
Average Exit 54.48 %
Average Total 25.09 %
Average Long Entry 70.61 %
Average Long Exit 54.48 %
Average Long Total 25.09 %
Average Short Entry 0.00 %
Average Short Exit 0.00 %
Average Short Total 0.00 %
Performance Indices
Buy & Hold Index 28.02 %
Profit/Loss Index 95.42 %
Reward/Risk Index 99.31 %
Accounting
Initial Equity $10000000.00
Trade Profit $22165818.43
Trade Loss $-1015578.07
Commissions $1615064.77
Interest Credited $0.00
Interest Charged $0.00
Final Equity $31150240.36
Open Positions $0.00
Account Variation
Highest Account Balance $31599951.71
Lowest Account Balance $130.22
Highest Portfolio Value $35328715.20
Highest Open Drawdown $-146756.88
Highest Closed Drawdown $0.00
Account Events
Margin Calls 0
Overdrafts 0
Profitable Timing
Average Trade Length 14
Longest Trade Length 37
Shortest Trade Length 1
Total Trade Length 142
Unprofitable Timing
Average Trade Length 4
Longest Trade Length 9
Shortest Trade Length 2
Total Trade Length 14
Out of Market Timing
Average 6
Longest 20
Total 94
Optimization Variables
OPT1 2.00
OPT2 21.00
OPT3 N/A
OPT4 N/A
OPT5 N/A
OPT6 N/A
OPT7 N/A
OPT8 N/A
OPT9 N/A
OPT10 N/A