Portafolio de estrategias
Config vigente de cada estrategia (backtest continuo, sizing fixed-fractional). Ordenado por MAR.
Estrategias activas
7
PnL agregado
+$182,879
suma de backtests
CAGR promedio
+12.4%
Peor DD
−26.6%
PnL por estrategia
| Estrategia | Config | Capital ini. | PnL | CAGR | DD máx | MAR | PF | WR | Shorts |
|---|---|---|---|---|---|---|---|---|---|
Libro Total (5 patas) Multi | v1-2026-07· 8.4a | $10,000 | +$28,664 | +17.5% | −9.4% | 1.86 | 1.59 | +21.2% | +$4,157 |
BTC Momentum BTC/USD | 8/8 price-only· 8.4a | $10,000 | +$42,042 | +21.8% | −20.9% | 1.04 | 1.39 | +17.5% | −$791 |
ETH Momentum ETH/USD | 8/8 long+short· 8.4a | $10,000 | +$22,884 | +15.3% | −25.7% | 0.59 | 1.45 | +16.8% | +$8,091 |
NAS100 Momentum NAS100/USD | 6 long-only· 14.0a | $10,000 | +$36,696 | +11.4% | −25.5% | 0.45 | 1.40 | +20.8% | — |
Combo Oro (Momentum + RED Day) XAU/USD | v1-2026-07· 13.4a | $10,000 | +$26,296 | +10.1% | −25.7% | 0.39 | 1.74 | +30.2% | +$4,042 |
XAU Momentum XAU/USD | fulldata-2026-07· 13.4a | $10,000 | +$24,703 | +9.7% | −26.6% | 0.37 | 1.80 | +22.4% | +$4,257 |
RED Day XAU XAU/USD | v3-fulldata· 13.4a | $10,000 | +$1,593 | +1.1% | −7.6% | 0.15 | 1.36 | +55.2% | −$215 |
Rentabilidad anual por activo
PnL por año de la config vigente de cada estrategia. Consolidado = suma de las que operaron ese año (cada backtest cubre un período distinto).
| Año | Multi | BTC/USD | ETH/USD | NAS100/USD | XAU/USD | XAU/USD | XAU/USD | Consolidado | Acumulado |
|---|---|---|---|---|---|---|---|---|---|
| 2012 | · | · | · | −$497 | · | · | · | −$497 | −$497 |
| 2013 | · | · | · | −$1,586 | +$1,802 | +$1,955 | −$153 | +$2,018 | +$1,521 |
| 2014 | · | · | · | +$1,882 | −$640 | −$359 | −$281 | +$601 | +$2,122 |
| 2015 | · | · | · | −$123 | −$1,013 | −$981 | −$31 | −$2,148 | −$26 |
| 2016 | · | · | · | +$6 | +$435 | +$10 | +$424 | +$875 | +$849 |
| 2017 | · | · | · | +$5,118 | +$68 | +$259 | −$191 | +$5,255 | +$6,104 |
| 2018 | +$2,651 | +$2,529 | +$2,095 | +$4,780 | −$1,413 | −$1,674 | +$260 | +$9,228 | +$15,332 |
| 2019 | +$2,499 | +$5,479 | −$1,415 | +$361 | +$1,764 | +$1,322 | +$442 | +$10,452 | +$25,783 |
| 2020 | +$5,244 | +$7,949 | +$3,620 | +$6,375 | +$708 | +$783 | −$76 | +$24,604 | +$50,387 |
| 2021 | +$2,445 | +$294 | +$1,316 | +$9,002 | +$377 | +$319 | +$58 | +$13,810 | +$64,197 |
| 2022 | +$2,459 | +$8,017 | +$986 | −$710 | +$1,711 | +$1,249 | +$462 | +$14,174 | +$78,372 |
| 2023 | +$3,658 | +$11,224 | +$1,032 | −$215 | +$4,766 | +$4,227 | +$540 | +$25,231 | +$103,603 |
| 2024 | +$5,625 | +$7,001 | +$6,675 | +$11,808 | +$5,672 | +$5,550 | +$122 | +$42,452 | +$146,055 |
| 2025 | +$1,682 | −$3,310 | +$4,188 | −$3,988 | +$6,760 | +$6,506 | +$253 | +$12,090 | +$158,145 |
| 2026 | +$2,401 | +$2,857 | +$4,389 | +$4,485 | +$5,300 | +$5,537 | −$236 | +$24,733 | +$182,878 |
| Total | +$28,664 | +$42,041 | +$22,884 | +$36,696 | +$26,296 | +$24,703 | +$1,593 | +$182,878 |
Nota: cifras de backtest a sizing 1% (el engine hardcodea 1%); el per_trade_pct del plan solo aplica en live. Validación Davey 2026-05-30: 4/5 PASAN; BTC sizing reducido 0.3-0.5% (ruin MC 6.35%).