Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: ESP35IS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=3
InpExitType=0
InpExitCrsiLevel=50
InpExitMaPeriod=3
InpEnableLimitStrategies=false
InpLimitStrategies=4
InpEnableLimitStrategySameSymbol=false
InpLimitStrategySameSymbol=2
InpAccountAllocation=100
InpEaMagicNumber=1234501
InpEaComment=Platinum
Corretora: ActivTrades Plc
Moeda: USD
Depósito Inicial: 100 000.00
Alavancagem: 1:100
Resultados
Qualidade do histórico: 0%
Barras: 4076 Ticks: 16304 Ativos: 1
Lucro Líquido Total: 1 907.88 Rebaixamento Absoluto do Saldo : 2 096.99 Rebaixamento Absoluto do Capital Líquido: 9 430.68
Lucro Bruto: 8 708.24 Rebaixamento Máximo do Saldo : 5 152.80 (5.00%) Rebaixamento Máximo do Capital Líquido: 13 961.29 (13.17%)
Perda Bruta: -6 800.36 Rebaixamento Relativo do Saldo : 5.00% (5 152.80) Rebaixamento Relativo do Capital Líquido: 13.17% (13 961.29)
Fator de Lucro: 1.28 Retorno Esperado (Payoff): 272.55 Nível de Margem: 4684.53%
Fator de Recuperação: 0.14 Índice de Sharpe: 0.12 Z-Pontuação: 0.68 (50.35%)
AHPR: 1.0030 (0.30%) Correlação LR : 0.38 Resultado OnTester: 0
GHPR: 1.0027 (0.27%) Erro Padrão LR : 1 779.32
Total de Negociações: 7 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 7 (71.43%)
Ofertas Total: 14 Negociações com Lucro (% of total): 5 (71.43%) Negociações com Perda (% of total): 2 (28.57%)
Maior lucro da negociação: 2 441.78 Maior perda na Negociação: -5 152.80
Média lucro da negociação: 1 741.65 Média perda na Negociação: -3 400.18
Máximo ganhos consecutivos ($): 3 (4 703.37) Máximo perdas consecutivas ($): 1 (-5 152.80)
Máxima lucro consecutivo (contagem): 4 703.37 (3) Máxima perda consecutiva (contagem): -5 152.80 (1)
Média ganhos consecutivos: 3 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.22 Correlação (Lucros,MAE): 0.93 Correlação(MFE,MAE): 0.3082
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 144:00:00 Tempo médio de duração da posição: 75:25:42
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.28 00:00:002ESP35ISbuy limit1.48 / 0.0058422003.01.29 00:00:00canceledPlatinum
2003.01.29 00:00:003ESP35ISbuy limit1.51 / 0.0057762003.01.30 00:00:00canceledPlatinum
2003.01.30 00:00:004ESP35ISbuy limit1.51 / 0.0057632003.01.31 00:00:00canceledPlatinum
2003.09.15 00:00:005ESP35ISbuy limit1.28 / 0.0068122003.09.16 00:00:00canceledPlatinum
2003.09.30 00:00:006ESP35ISbuy limit1.32 / 0.0065692003.10.01 00:00:00canceledPlatinum
2003.10.01 00:00:007ESP35ISbuy limit1.34 / 0.0065032003.10.02 00:00:00canceledPlatinum
2003.10.27 00:00:008ESP35ISbuy limit1.30 / 0.0066632003.10.28 00:00:00canceledPlatinum
2005.04.19 00:00:009ESP35ISbuy limit0.89 / 0.0087552005.04.20 00:00:00canceledPlatinum
2005.08.19 00:00:0010ESP35ISbuy limit0.80 / 0.0097372005.08.22 00:00:00canceledPlatinum
2005.10.28 00:00:0011ESP35ISbuy limit0.78 / 0.00100192005.10.31 00:00:00canceledPlatinum
2005.12.16 00:00:0012ESP35ISbuy limit0.77 / 0.00101692005.12.19 00:00:00canceledPlatinum
2006.05.19 00:00:0013ESP35ISbuy limit0.73 / 0.00108742006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0014ESP35ISbuy limit0.60 / 0.00132512006.12.05 00:00:00canceledPlatinum
2007.03.06 00:00:0015ESP35ISbuy limit0.53 / 0.00133372007.03.07 00:00:00canceledPlatinum
2007.12.21 00:00:0016ESP35ISbuy limit0.48 / 0.00146872007.12.27 00:00:00canceledPlatinum
2008.01.02 00:00:0017ESP35ISbuy limit0.44 / 0.00147272008.01.03 00:00:00canceledPlatinum
2008.01.03 00:00:0018ESP35ISbuy limit0.45 / 0.00145532008.01.04 00:00:00canceledPlatinum
2008.01.04 00:00:0019ESP35ISbuy limit0.45 / 0.00144102008.01.07 00:00:00canceledPlatinum
2008.01.07 00:00:0020ESP35ISbuy limit0.46 / 0.00141642008.01.08 00:00:00canceledPlatinum
2008.01.17 00:00:0021ESP35ISbuy limit0.48 / 0.00134022008.01.18 00:00:00canceledPlatinum
2008.01.18 00:00:0022ESP35ISbuy limit0.49 / 0.00133632008.01.21 00:00:00canceledPlatinum
2008.01.21 00:00:0023ESP35ISbuy limit0.50 / 0.50132452008.01.21 00:00:00filledPlatinum
2008.01.23 00:00:0024ESP35ISsell0.50 / 0.50130202008.01.23 00:00:00filled
2008.01.23 00:00:0025ESP35ISbuy limit0.51 / 0.51124542008.01.23 00:00:00filledPlatinum
2008.01.24 00:00:0026ESP35ISsell0.51 / 0.51125572008.01.24 00:00:00filled
2008.01.24 00:00:0027ESP35ISbuy limit0.53 / 0.00118872008.01.25 00:00:00canceledPlatinum
2008.03.10 00:00:0028ESP35ISbuy limit0.53 / 0.00123112008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0029ESP35ISbuy limit0.53 / 0.00122752008.03.12 00:00:00canceledPlatinum
2008.05.26 00:00:0030ESP35ISbuy limit0.50 / 0.00131702008.05.27 00:00:00canceledPlatinum
2008.06.11 00:00:0031ESP35ISbuy limit0.52 / 0.00123722008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0032ESP35ISbuy limit0.53 / 0.00122072008.06.13 00:00:00canceledPlatinum
2008.06.25 00:00:0033ESP35ISbuy limit0.55 / 0.00118402008.06.26 00:00:00canceledPlatinum
2008.06.27 00:00:0034ESP35ISbuy limit0.56 / 0.00117162008.06.30 00:00:00canceledPlatinum
2008.09.12 00:00:0035ESP35ISbuy limit0.60 / 0.00108032008.09.15 00:00:00canceledPlatinum
2008.10.29 00:00:0036ESP35ISbuy limit0.80 / 0.0076682008.10.30 00:00:00canceledPlatinum
2009.01.15 00:00:0037ESP35ISbuy limit0.86 / 0.0084322009.01.16 00:00:00canceledPlatinum
2009.01.16 00:00:0038ESP35ISbuy limit0.85 / 0.0083532009.01.19 00:00:00canceledPlatinum
2009.01.19 00:00:0039ESP35ISbuy limit0.86 / 0.0083612009.01.20 00:00:00canceledPlatinum
2009.01.20 00:00:0040ESP35ISbuy limit0.89 / 0.8982402009.01.20 00:00:00filledPlatinum
2009.01.27 00:00:0041ESP35ISsell0.89 / 0.8984082009.01.27 00:00:00filled
2009.03.10 00:00:0042ESP35ISbuy limit1.10 / 0.0066122009.03.11 00:00:00canceledPlatinum
2009.10.05 00:00:0043ESP35ISbuy limit0.66 / 0.00109862009.10.06 00:00:00canceledPlatinum
2010.01.18 00:00:0044ESP35ISbuy limit0.62 / 0.00114902010.01.19 00:00:00canceledPlatinum
2010.01.29 00:00:0045ESP35ISbuy limit0.68 / 0.00105042010.02.01 00:00:00canceledPlatinum
2010.06.09 00:00:0046ESP35ISbuy limit0.85 / 0.0084092010.06.10 00:00:00canceledPlatinum
2010.08.13 00:00:0047ESP35ISbuy limit0.71 / 0.00100322010.08.16 00:00:00canceledPlatinum
2010.08.16 00:00:0048ESP35ISbuy limit0.72 / 0.0099672010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0049ESP35ISbuy limit0.72 / 0.0099512010.08.18 00:00:00canceledPlatinum
2010.11.30 00:00:0050ESP35ISbuy limit0.79 / 0.0090452010.12.01 00:00:00canceledPlatinum
2010.12.01 00:00:0051ESP35ISbuy limit0.79 / 0.0089892010.12.02 00:00:00canceledPlatinum
2011.03.11 00:00:0052ESP35ISbuy limit0.70 / 0.00101232011.03.14 00:00:00canceledPlatinum
2011.03.14 00:00:0053ESP35ISbuy limit0.69 / 0.00100862011.03.15 00:00:00canceledPlatinum
2011.05.10 00:00:0054ESP35ISbuy limit0.69 / 0.00100842011.05.11 00:00:00canceledPlatinum
2011.05.11 00:00:0055ESP35ISbuy limit0.68 / 0.00101612011.05.12 00:00:00canceledPlatinum
2011.07.12 00:00:0056ESP35ISbuy limit0.75 / 0.7593802011.07.12 00:00:00filledPlatinum
2011.07.14 00:00:0057ESP35ISsell0.75 / 0.7595642011.07.14 00:00:00filled
2011.07.14 00:00:0058ESP35ISbuy limit0.75 / 0.0093772011.07.15 00:00:00canceledPlatinum
2011.07.15 00:00:0059ESP35ISbuy limit0.75 / 0.0093112011.07.18 00:00:00canceledPlatinum
2011.07.18 00:00:0060ESP35ISbuy limit0.76 / 0.0091992011.07.19 00:00:00canceledPlatinum
2011.07.19 00:00:0061ESP35ISbuy limit0.77 / 0.0090682011.07.20 00:00:00canceledPlatinum
2011.08.03 00:00:0062ESP35ISbuy limit0.80 / 0.0088422011.08.04 00:00:00canceledPlatinum
2011.08.04 00:00:0063ESP35ISbuy limit0.78 / 0.7887672011.08.04 00:00:00filledPlatinum
2011.08.12 00:00:0064ESP35ISsell0.78 / 0.7883032011.08.12 00:00:00filled
2011.08.12 00:00:0065ESP35ISbuy limit0.87 / 0.0080022011.08.15 00:00:00canceledPlatinum
2011.11.03 00:00:0066ESP35ISbuy limit0.85 / 0.0083182011.11.04 00:00:00canceledPlatinum
2011.11.08 00:00:0067ESP35ISbuy limit0.85 / 0.0082232011.11.09 00:00:00canceledPlatinum
2012.03.28 00:00:0068ESP35ISbuy limit0.95 / 0.0078962012.03.29 00:00:00canceledPlatinum
2012.03.29 00:00:0069ESP35ISbuy limit0.97 / 0.0077422012.03.30 00:00:00canceledPlatinum
2012.03.30 00:00:0070ESP35ISbuy limit0.97 / 0.0076742012.04.02 00:00:00canceledPlatinum
2012.04.02 00:00:0071ESP35ISbuy limit0.96 / 0.0077682012.04.03 00:00:00canceledPlatinum
2012.05.17 00:00:0072ESP35ISbuy limit1.16 / 1.1664132012.05.17 00:00:00filledPlatinum
2012.05.23 00:00:0073ESP35ISsell1.16 / 1.1665792012.05.23 00:00:00filled
2012.10.29 00:00:0074ESP35ISbuy limit0.99 / 0.0075422012.10.30 00:00:00canceledPlatinum
2012.10.30 00:00:0075ESP35ISbuy limit0.99 / 0.0074962012.10.31 00:00:00canceledPlatinum
2013.02.05 00:00:0076ESP35ISbuy limit0.95 / 0.0076822013.02.06 00:00:00canceledPlatinum
2013.02.06 00:00:0077ESP35ISbuy limit0.92 / 0.0078512013.02.07 00:00:00canceledPlatinum
2013.02.07 00:00:0078ESP35ISbuy limit0.93 / 0.0078142013.02.08 00:00:00canceledPlatinum
2013.02.08 00:00:0079ESP35ISbuy limit0.93 / 0.0077752013.02.11 00:00:00canceledPlatinum
2013.03.20 00:00:0080ESP35ISbuy limit0.89 / 0.0080712013.03.21 00:00:00canceledPlatinum
2013.03.26 00:00:0081ESP35ISbuy limit0.92 / 0.0078972013.03.27 00:00:00canceledPlatinum
2013.03.27 00:00:0082ESP35ISbuy limit0.93 / 0.0077502013.03.28 00:00:00canceledPlatinum
2013.03.28 00:00:0083ESP35ISbuy limit0.95 / 0.0076632013.04.02 00:00:00canceledPlatinum
2013.05.27 00:00:0084ESP35ISbuy limit0.90 / 0.0080172013.05.28 00:00:00canceledPlatinum
2013.06.07 00:00:0085ESP35ISbuy limit0.91 / 0.0079702013.06.10 00:00:00canceledPlatinum
2014.01.27 00:00:0086ESP35ISbuy limit0.77 / 0.0095732014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0087ESP35ISbuy limit0.77 / 0.0094652014.01.29 00:00:00canceledPlatinum
2014.01.29 00:00:0088ESP35ISbuy limit0.76 / 0.0095832014.01.30 00:00:00canceledPlatinum
2014.04.16 00:00:0089ESP35ISbuy limit0.74 / 0.0098012014.04.17 00:00:00canceledPlatinum
2014.07.01 00:00:0090ESP35ISbuy limit0.69 / 0.00105962014.07.02 00:00:00canceledPlatinum
2014.08.08 00:00:0091ESP35ISbuy limit0.76 / 0.0097772014.08.11 00:00:00canceledPlatinum
2014.08.11 00:00:0092ESP35ISbuy limit0.74 / 0.0098022014.08.12 00:00:00canceledPlatinum
2014.09.17 00:00:0093ESP35ISbuy limit0.70 / 0.00104752014.09.18 00:00:00canceledPlatinum
2015.07.08 00:00:0094ESP35ISbuy limit0.86 / 0.00100362015.07.09 00:00:00canceledPlatinum
2015.08.25 00:00:0095ESP35ISbuy limit0.90 / 0.0094642015.08.26 00:00:00canceledPlatinum
2015.08.27 00:00:0096ESP35ISbuy limit0.87 / 0.0096852015.08.28 00:00:00canceledPlatinum
2015.12.08 00:00:0097ESP35ISbuy limit0.89 / 0.0097412015.12.09 00:00:00canceledPlatinum
2015.12.09 00:00:0098ESP35ISbuy limit0.90 / 0.0095422015.12.10 00:00:00canceledPlatinum
2015.12.10 00:00:0099ESP35ISbuy limit0.91 / 0.0095402015.12.11 00:00:00canceledPlatinum
2015.12.11 00:00:00100ESP35ISbuy limit0.91 / 0.0094852015.12.14 00:00:00canceledPlatinum
2015.12.14 00:00:00101ESP35ISbuy limit0.92 / 0.0093422015.12.15 00:00:00canceledPlatinum
2015.12.15 00:00:00102ESP35ISbuy limit0.94 / 0.0091452015.12.16 00:00:00canceledPlatinum
2016.01.10 00:00:01103ESP35ISbuy limit1.02 / 0.0086422016.01.11 00:00:00canceledPlatinum
2016.06.17 00:00:00104ESP35ISbuy limit1.10 / 0.0079542016.06.20 00:00:00canceledPlatinum
2017.01.18 00:00:00105ESP35ISbuy limit0.95 / 0.0091132017.01.19 00:00:00canceledPlatinum
2017.01.19 00:00:00106ESP35ISbuy limit0.96 / 0.0091042017.01.20 00:00:00canceledPlatinum
2017.01.20 00:00:00107ESP35ISbuy limit0.96 / 0.0090982017.01.23 00:00:00canceledPlatinum
2017.07.10 00:00:00108ESP35ISbuy limit0.85 / 0.00101742017.07.11 00:00:00canceledPlatinum
2017.11.09 00:00:00109ESP35ISbuy limit0.88 / 0.0099212017.11.10 00:00:00canceledPlatinum
2017.11.10 00:00:00110ESP35ISbuy limit0.89 / 0.0098372017.11.13 00:00:00canceledPlatinum
2017.11.13 00:00:00111ESP35ISbuy limit0.89 / 0.0097902017.11.14 00:00:00canceledPlatinum
2017.11.14 00:00:00112ESP35ISbuy limit0.89 / 0.0097492017.11.15 00:00:00canceledPlatinum
2017.11.15 00:00:00113ESP35ISbuy limit0.91 / 0.0096912017.11.16 00:00:00canceledPlatinum
2017.11.16 00:00:00114ESP35ISbuy limit0.89 / 0.0097142017.11.17 00:00:00canceledPlatinum
2018.01.02 00:00:00115ESP35ISbuy limit0.83 / 0.0097432018.01.03 00:00:00canceledPlatinum
2018.02.07 00:00:00116ESP35ISbuy limit0.84 / 0.0095162018.02.08 00:00:00canceledPlatinum
2018.02.12 00:00:00117ESP35ISbuy limit0.86 / 0.0093512018.02.13 00:00:00canceledPlatinum
2018.05.29 00:00:00118ESP35ISbuy limit0.87 / 0.8794712018.05.29 00:00:00filledPlatinum
2018.05.31 00:00:00119ESP35ISsell0.87 / 0.8796252018.05.31 00:00:00filled
2018.06.01 00:00:00120ESP35ISbuy limit0.88 / 0.0091812018.06.04 00:00:00canceledPlatinum
2018.09.06 00:00:00121ESP35ISbuy limit0.91 / 0.0090222018.09.07 00:00:00canceledPlatinum
2018.09.07 00:00:00122ESP35ISbuy limit0.91 / 0.0089332018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:00123ESP35ISbuy limit0.92 / 0.0088962018.09.11 00:00:00canceledPlatinum
2018.10.15 00:00:00124ESP35ISbuy limit0.95 / 0.0086352018.10.16 00:00:00canceledPlatinum
2018.11.20 00:00:00125ESP35ISbuy limit0.94 / 0.0087362018.11.21 00:00:00canceledPlatinum
2018.11.21 00:00:00126ESP35ISbuy limit0.94 / 0.0086012018.11.22 00:00:00canceledPlatinum
2018.11.23 00:00:00127ESP35ISbuy limit0.94 / 0.0086392018.11.26 00:00:00canceledPlatinum
2018.12.27 00:00:00128ESP35ISbuy limit0.98 / 0.0082262018.12.28 00:00:00canceledPlatinum
2018.12.28 00:00:00129ESP35ISbuy limit1.00 / 0.0081132018.12.31 00:00:00canceledPlatinum
Ofertas
Horário Oferta Ativo Tipo Direção Volume Preço Ordem Comissão Swap Lucro Saldo Comentário
2003.01.01 00:00:001balance0.000.00100 000.00100 000.00
2008.01.21 00:00:002ESP35ISbuyin0.5013245230.000.000.00100 000.00Platinum
2008.01.23 00:00:003ESP35ISsellout0.5013020240.000.00-1 647.5698 352.44
2008.01.23 00:00:004ESP35ISbuyin0.5112454250.000.000.0098 352.44Platinum
2008.01.24 00:00:005ESP35ISsellout0.5112557260.000.00768.3699 120.80
2009.01.20 00:00:006ESP35ISbuyin0.898240400.000.000.0099 120.80Platinum
2009.01.27 00:00:007ESP35ISsellout0.898408410.000.001 971.42101 092.22
2011.07.12 00:00:008ESP35ISbuyin0.759380560.000.000.00101 092.22Platinum
2011.07.14 00:00:009ESP35ISsellout0.759564570.000.001 963.59103 055.81
2011.08.04 00:00:0010ESP35ISbuyin0.788767630.000.000.00103 055.81Platinum
2011.08.12 00:00:0011ESP35ISsellout0.788303640.000.00-5 152.8097 903.01
2012.05.17 00:00:0012ESP35ISbuyin1.166413720.000.000.0097 903.01Platinum
2012.05.23 00:00:0013ESP35ISsellout1.166579730.000.002 441.78100 344.79
2018.05.29 00:00:0014ESP35ISbuyin0.8794711180.000.000.00100 344.79Platinum
2018.05.31 00:00:0015ESP35ISsellout0.8796251190.000.001 563.09101 907.88
0.00 0.00 1 907.88 101 907.88