Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: BRA50IS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=3
InpExitType=0
InpExitCrsiLevel=70
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: 3988 Ticks: 15952 Ativos: 1
Lucro Líquido Total: 44.43 Rebaixamento Absoluto do Saldo : 1 056.87 Rebaixamento Absoluto do Capital Líquido: 3 996.91
Lucro Bruto: 1 101.30 Rebaixamento Máximo do Saldo : 1 056.87 (1.06%) Rebaixamento Máximo do Capital Líquido: 4 391.67 (4.37%)
Perda Bruta: -1 056.87 Rebaixamento Relativo do Saldo : 1.06% (1 056.87) Rebaixamento Relativo do Capital Líquido: 4.37% (4 391.67)
Fator de Lucro: 1.04 Retorno Esperado (Payoff): 4.94 Nível de Margem: 5662.66%
Fator de Recuperação: 0.01 Índice de Sharpe: 0.01 Z-Pontuação: 1.74 (91.81%)
AHPR: 1.0001 (0.01%) Correlação LR : -0.39 Resultado OnTester: 0
GHPR: 1.0000 (0.00%) Erro Padrão LR : 329.40
Total de Negociações: 9 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 9 (88.89%)
Ofertas Total: 18 Negociações com Lucro (% of total): 8 (88.89%) Negociações com Perda (% of total): 1 (11.11%)
Maior lucro da negociação: 1 101.30 Maior perda na Negociação: -1 056.87
Média lucro da negociação: 137.66 Média perda na Negociação: -1 056.87
Máximo ganhos consecutivos ($): 7 (0.00) Máximo perdas consecutivas ($): 1 (-1 056.87)
Máxima lucro consecutivo (contagem): 1 101.30 (1) Máxima perda consecutiva (contagem): -1 056.87 (1)
Média ganhos consecutivos: 4 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.49 Correlação (Lucros,MAE): 0.62 Correlação(MFE,MAE): -0.3786
Graph
Tempo mínimo de duração da posição: 48:00:00 Tempo máximo de duração da posição: 144:00:00 Tempo médio de duração da posição: 93:20:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.22 00:00:002BRA50ISbuy limit10.00 / 0.00110852003.01.23 00:00:00canceledPlatinum
2003.01.23 00:00:003BRA50ISbuy limit10.00 / 0.00108052003.01.24 00:00:00canceledPlatinum
2003.01.24 00:00:004BRA50ISbuy limit10.00 / 10.00108252003.01.24 00:00:00filledPlatinum
2003.01.30 00:00:005BRA50ISsell10.00 / 10.00108702003.01.30 00:00:00filled
2003.07.30 00:00:006BRA50ISbuy limit10.00 / 0.00132102003.07.31 00:00:00canceledPlatinum
2003.07.31 00:00:007BRA50ISbuy limit10.00 / 0.00130652003.08.01 00:00:00canceledPlatinum
2003.08.01 00:00:008BRA50ISbuy limit10.00 / 10.00131652003.08.01 00:00:00filledPlatinum
2003.08.08 00:00:009BRA50ISsell10.00 / 10.00133302003.08.08 00:00:00filled
2004.02.05 00:00:0010BRA50ISbuy limit10.00 / 0.00210302004.02.06 00:00:00canceledPlatinum
2004.02.06 00:00:0011BRA50ISbuy limit10.00 / 0.00204552004.02.09 00:00:00canceledPlatinum
2005.03.30 00:00:0012BRA50ISbuy limit10.00 / 0.00250652005.03.31 00:00:00canceledPlatinum
2005.05.16 00:00:0013BRA50ISbuy limit10.00 / 0.00231702005.05.17 00:00:00canceledPlatinum
2005.07.08 00:00:0014BRA50ISbuy limit10.00 / 0.00237102005.07.11 00:00:00canceledPlatinum
2005.07.11 00:00:0015BRA50ISbuy limit10.00 / 0.00236852005.07.12 00:00:00canceledPlatinum
2006.05.19 00:00:0016BRA50ISbuy limit10.00 / 0.00366702006.05.22 00:00:00canceledPlatinum
2006.05.22 00:00:0017BRA50ISbuy limit10.00 / 10.00366002006.05.22 00:00:00filledPlatinum
2006.05.26 00:00:0018BRA50ISsell10.00 / 10.00375702006.05.26 00:00:00filled
2006.06.14 00:00:0019BRA50ISbuy limit10.00 / 0.00318602006.06.16 00:00:00canceledPlatinum
2007.08.17 00:00:0020BRA50ISbuy limit10.00 / 0.00465752007.08.20 00:00:00canceledPlatinum
2007.08.20 00:00:0021BRA50ISbuy limit10.00 / 0.00471002007.08.21 00:00:00canceledPlatinum
2007.12.18 00:00:0022BRA50ISbuy limit10.00 / 0.00580302007.12.19 00:00:00canceledPlatinum
2008.06.11 00:00:0023BRA50ISbuy limit10.00 / 0.00657352008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0024BRA50ISbuy limit10.00 / 0.00647852008.06.13 00:00:00canceledPlatinum
2008.07.28 00:00:0025BRA50ISbuy limit10.00 / 0.00554802008.07.29 00:00:00canceledPlatinum
2008.07.29 00:00:0026BRA50ISbuy limit10.00 / 0.00551602008.07.30 00:00:00canceledPlatinum
2008.09.09 00:00:0027BRA50ISbuy limit10.00 / 10.00491952008.09.09 00:00:00filledPlatinum
2008.09.12 00:00:0028BRA50ISsell10.00 / 10.00512652008.09.12 00:00:00filled
2008.10.10 00:00:0029BRA50ISbuy limit10.00 / 10.00359702008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0030BRA50ISsell10.00 / 10.00408302008.10.14 00:00:00filled
2008.10.24 00:00:0031BRA50ISbuy limit10.00 / 10.00328002008.10.24 00:00:00filledPlatinum
2008.10.29 00:00:0032BRA50ISsell10.00 / 10.00333852008.10.29 00:00:00filled
2008.11.24 00:00:0033BRA50ISbuy limit10.00 / 0.00303152008.11.25 00:00:00canceledPlatinum
2008.12.26 00:00:0034BRA50ISbuy limit10.00 / 0.00353752008.12.29 00:00:00canceledPlatinum
2009.07.10 00:00:0035BRA50ISbuy limit10.00 / 0.00477002009.07.13 00:00:00canceledPlatinum
2009.07.14 00:00:0036BRA50ISbuy limit10.00 / 0.00477102009.07.15 00:00:00canceledPlatinum
2009.07.15 00:00:0037BRA50ISbuy limit10.00 / 0.00474052009.07.16 00:00:00canceledPlatinum
2010.02.01 00:00:0038BRA50ISbuy limit10.00 / 0.00634402010.02.02 00:00:00canceledPlatinum
2010.03.22 00:00:0039BRA50ISbuy limit10.00 / 0.00667602010.03.23 00:00:00canceledPlatinum
2010.05.20 00:00:0040BRA50ISbuy limit10.00 / 10.00578952010.05.20 00:00:00filledPlatinum
2010.05.24 00:00:0041BRA50ISsell10.00 / 10.00602502010.05.24 00:00:00filled
2010.05.24 00:00:0042BRA50ISbuy limit10.00 / 0.00584452010.05.25 00:00:00canceledPlatinum
2010.05.26 00:00:0043BRA50ISbuy limit10.00 / 0.00574052010.05.27 00:00:00canceledPlatinum
2010.08.27 00:00:0044BRA50ISbuy limit10.00 / 0.00619502010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0045BRA50ISbuy limit10.00 / 0.00623302010.09.01 00:00:00canceledPlatinum
2010.11.17 00:00:0046BRA50ISbuy limit10.00 / 0.00671152010.11.18 00:00:00canceledPlatinum
2010.12.01 00:00:0047BRA50ISbuy limit10.00 / 0.00656752010.12.02 00:00:00canceledPlatinum
2011.01.31 00:00:0048BRA50ISbuy limit10.00 / 0.00646952011.02.01 00:00:00canceledPlatinum
2011.02.01 00:00:0049BRA50ISbuy limit10.00 / 0.00645752011.02.02 00:00:00canceledPlatinum
2011.04.15 00:00:0050BRA50ISbuy limit10.00 / 0.00642852011.04.18 00:00:00canceledPlatinum
2011.04.19 00:00:0051BRA50ISbuy limit10.00 / 0.00634552011.04.20 00:00:00canceledPlatinum
2011.05.06 00:00:0052BRA50ISbuy limit10.00 / 0.00615052011.05.09 00:00:00canceledPlatinum
2011.07.13 00:00:0053BRA50ISbuy limit10.00 / 0.00579102011.07.14 00:00:00canceledPlatinum
2011.07.14 00:00:0054BRA50ISbuy limit10.00 / 0.00588452011.07.15 00:00:00canceledPlatinum
2011.07.15 00:00:0055BRA50ISbuy limit10.00 / 0.00578852011.07.18 00:00:00canceledPlatinum
2011.07.18 00:00:0056BRA50ISbuy limit10.00 / 0.00576902011.07.19 00:00:00canceledPlatinum
2011.07.19 00:00:0057BRA50ISbuy limit10.00 / 0.00570702011.07.20 00:00:00canceledPlatinum
2011.11.24 00:00:0058BRA50ISbuy limit10.00 / 0.00533202011.11.25 00:00:00canceledPlatinum
2011.11.28 00:00:0059BRA50ISbuy limit10.00 / 0.00532452011.11.29 00:00:00canceledPlatinum
2012.03.23 00:00:0060BRA50ISbuy limit10.00 / 0.00638502012.03.26 00:00:00canceledPlatinum
2012.03.26 00:00:0061BRA50ISbuy limit10.00 / 0.00638352012.03.27 00:00:00canceledPlatinum
2012.03.29 00:00:0062BRA50ISbuy limit10.00 / 0.00631252012.03.30 00:00:00canceledPlatinum
2012.03.30 00:00:0063BRA50ISbuy limit10.00 / 0.00629252012.04.02 00:00:00canceledPlatinum
2012.04.02 00:00:0064BRA50ISbuy limit10.00 / 0.00625752012.04.03 00:00:00canceledPlatinum
2012.04.05 00:00:0065BRA50ISbuy limit10.00 / 0.00616202012.04.09 00:00:00canceledPlatinum
2012.05.14 00:00:0066BRA50ISbuy limit10.00 / 10.00576602012.05.14 00:00:00filledPlatinum
2012.05.22 00:00:0067BRA50ISsell10.00 / 10.00565852012.05.22 00:00:00filled
2012.06.29 00:00:0068BRA50ISbuy limit10.00 / 0.00510702012.07.02 00:00:00canceledPlatinum
2012.09.03 00:00:0069BRA50ISbuy limit10.00 / 0.00553502012.09.04 00:00:00canceledPlatinum
2012.10.04 00:00:0070BRA50ISbuy limit10.00 / 0.00568652012.10.05 00:00:00canceledPlatinum
2012.10.05 00:00:0071BRA50ISbuy limit10.00 / 0.00567002012.10.08 00:00:00canceledPlatinum
2012.10.29 00:00:0072BRA50ISbuy limit10.00 / 0.00555552012.10.30 00:00:00canceledPlatinum
2012.10.30 00:00:0073BRA50ISbuy limit10.00 / 0.00554602012.10.31 00:00:00canceledPlatinum
2012.11.19 00:00:0074BRA50ISbuy limit10.00 / 0.00537402012.11.21 00:00:00canceledPlatinum
2013.02.15 00:00:0075BRA50ISbuy limit10.00 / 0.00563352013.02.18 00:00:00canceledPlatinum
2013.02.18 00:00:0076BRA50ISbuy limit10.00 / 0.00561652013.02.19 00:00:00canceledPlatinum
2013.02.19 00:00:0077BRA50ISbuy limit10.00 / 0.00558802013.02.20 00:00:00canceledPlatinum
2013.02.20 00:00:0078BRA50ISbuy limit10.00 / 0.00555902013.02.21 00:00:00canceledPlatinum
2013.02.21 00:00:0079BRA50ISbuy limit10.00 / 0.00544902013.02.22 00:00:00canceledPlatinum
2013.02.22 00:00:0080BRA50ISbuy limit10.00 / 0.00544652013.02.25 00:00:00canceledPlatinum
2013.02.25 00:00:0081BRA50ISbuy limit10.00 / 0.00549952013.02.26 00:00:00canceledPlatinum
2013.03.21 00:00:0082BRA50ISbuy limit10.00 / 0.00543502013.03.22 00:00:00canceledPlatinum
2013.03.22 00:00:0083BRA50ISbuy limit10.00 / 0.00539102013.03.25 00:00:00canceledPlatinum
2013.03.25 00:00:0084BRA50ISbuy limit10.00 / 0.00535852013.03.26 00:00:00canceledPlatinum
2013.03.26 00:00:0085BRA50ISbuy limit10.00 / 0.00532252013.03.27 00:00:00canceledPlatinum
2013.06.18 00:00:0086BRA50ISbuy limit10.00 / 0.00476102013.06.19 00:00:00canceledPlatinum
2013.07.10 00:00:0087BRA50ISbuy limit10.00 / 0.00437252013.07.11 00:00:00canceledPlatinum
2013.08.07 00:00:0088BRA50ISbuy limit10.00 / 0.00459952013.08.08 00:00:00canceledPlatinum
2013.09.30 00:00:0089BRA50ISbuy limit10.00 / 0.00521252013.10.01 00:00:00canceledPlatinum
2013.10.01 00:00:0090BRA50ISbuy limit10.00 / 0.00507652013.10.02 00:00:00canceledPlatinum
2013.10.03 00:00:0091BRA50ISbuy limit10.00 / 0.00515052013.10.04 00:00:00canceledPlatinum
2013.10.04 00:00:0092BRA50ISbuy limit10.00 / 0.00509102013.10.07 00:00:00canceledPlatinum
2014.01.27 00:00:0093BRA50ISbuy limit10.00 / 0.00463502014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0094BRA50ISbuy limit10.00 / 0.00462702014.01.29 00:00:00canceledPlatinum
2014.09.10 00:00:0095BRA50ISbuy limit10.00 / 0.00569152014.09.11 00:00:00canceledPlatinum
2014.09.11 00:00:0096BRA50ISbuy limit10.00 / 0.00564502014.09.12 00:00:00canceledPlatinum
2014.09.12 00:00:0097BRA50ISbuy limit10.00 / 0.00565852014.09.13 00:00:01canceledPlatinum
2014.09.13 00:00:0198BRA50ISbuy limit10.00 / 0.00552152014.09.15 00:00:00canceledPlatinum
2014.09.26 00:00:0099BRA50ISbuy limit10.00 / 0.00542802014.09.27 00:00:01canceledPlatinum
2014.10.24 00:00:00100BRA50ISbuy limit10.00 / 0.00491902014.10.27 00:00:00canceledPlatinum
2015.03.06 00:00:00101BRA50ISbuy limit10.00 / 0.00488552015.03.09 00:00:00canceledPlatinum
2015.03.09 00:00:00102BRA50ISbuy limit10.00 / 0.00484802015.03.10 00:00:00canceledPlatinum
2015.03.10 00:00:00103BRA50ISbuy limit10.00 / 0.00477052015.03.11 00:00:00canceledPlatinum
2015.03.11 00:00:00104BRA50ISbuy limit10.00 / 0.00468402015.03.12 00:00:00canceledPlatinum
2015.03.13 00:00:00105BRA50ISbuy limit10.00 / 0.00474152015.03.16 00:00:00canceledPlatinum
2015.03.16 00:00:00106BRA50ISbuy limit10.00 / 0.00471352015.03.17 00:00:00canceledPlatinum
2015.07.25 00:00:01107BRA50ISbuy limit10.00 / 0.00477702015.07.27 00:00:00canceledPlatinum
2015.07.28 00:00:00108BRA50ISbuy limit10.00 / 0.00472752015.07.29 00:00:00canceledPlatinum
2015.08.17 00:00:00109BRA50ISbuy limit10.00 / 0.00460802015.08.18 00:00:00canceledPlatinum
2015.08.18 00:00:00110BRA50ISbuy limit10.00 / 0.00458002015.08.19 00:00:00canceledPlatinum
2015.08.20 00:00:00111BRA50ISbuy limit10.00 / 0.00451852015.08.21 00:00:00canceledPlatinum
2015.09.27 00:00:01112BRA50ISbuy limit10.00 / 0.00434852015.09.28 00:00:00canceledPlatinum
2015.09.28 00:00:00113BRA50ISbuy limit10.00 / 0.00434852015.09.29 00:00:00canceledPlatinum
2015.09.29 00:00:00114BRA50ISbuy limit10.00 / 0.00426352015.09.30 00:00:00canceledPlatinum
2015.10.29 00:00:00115BRA50ISbuy limit10.00 / 0.00453402015.10.30 00:00:00canceledPlatinum
2015.10.30 00:00:00116BRA50ISbuy limit10.00 / 0.00442552015.11.03 00:00:00canceledPlatinum
2015.12.08 00:00:00117BRA50ISbuy limit10.00 / 0.00438652015.12.09 00:00:00canceledPlatinum
2015.12.09 00:00:00118BRA50ISbuy limit10.00 / 0.00431052015.12.10 00:00:00canceledPlatinum
2015.12.15 00:00:00119BRA50ISbuy limit10.00 / 0.00434052015.12.16 00:00:00canceledPlatinum
2016.01.14 00:00:00120BRA50ISbuy limit10.00 / 0.00377702016.01.15 00:00:00canceledPlatinum
2016.05.24 00:00:00121BRA50ISbuy limit10.00 / 0.00478502016.05.25 00:00:00canceledPlatinum
2017.09.28 00:00:00122BRA50ISbuy limit10.00 / 0.00715802017.09.29 00:00:00canceledPlatinum
2017.09.29 00:00:00123BRA50ISbuy limit10.00 / 0.00713602017.10.02 00:00:00canceledPlatinum
2017.12.01 00:00:00124BRA50ISbuy limit10.00 / 0.00698102017.12.04 00:00:00canceledPlatinum
2018.05.28 00:00:00125BRA50ISbuy limit10.00 / 10.00765302018.05.28 00:00:00filledPlatinum
2018.06.05 00:00:00126BRA50ISsell10.00 / 10.00785952018.06.05 00:00:00filled
2018.06.14 00:00:00127BRA50ISbuy limit10.00 / 0.00699552018.06.15 00:00:00canceledPlatinum
2018.06.15 00:00:00128BRA50ISbuy limit10.00 / 0.00692752018.06.18 00:00:00canceledPlatinum
2018.06.18 00:00:00129BRA50ISbuy limit10.00 / 0.00686302018.06.19 00:00:00canceledPlatinum
2018.06.19 00:00:00130BRA50ISbuy limit10.00 / 0.00677152018.06.20 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
2003.01.24 00:00:002BRA50ISbuyin10.001082540.000.000.00100 000.00Platinum
2003.01.30 00:00:003BRA50ISsellout10.001087050.000.000.00100 000.00
2003.08.01 00:00:004BRA50ISbuyin10.001316580.000.000.00100 000.00Platinum
2003.08.08 00:00:005BRA50ISsellout10.001333090.000.000.00100 000.00
2006.05.22 00:00:006BRA50ISbuyin10.0036600170.000.000.00100 000.00Platinum
2006.05.26 00:00:007BRA50ISsellout10.0037570180.000.000.00100 000.00
2008.09.09 00:00:008BRA50ISbuyin10.0049195270.000.000.00100 000.00Platinum
2008.09.12 00:00:009BRA50ISsellout10.0051265280.000.000.00100 000.00
2008.10.10 00:00:0010BRA50ISbuyin10.0035970290.000.000.00100 000.00Platinum
2008.10.14 00:00:0011BRA50ISsellout10.0040830300.000.000.00100 000.00
2008.10.24 00:00:0012BRA50ISbuyin10.0032800310.000.000.00100 000.00Platinum
2008.10.29 00:00:0013BRA50ISsellout10.0033385320.000.000.00100 000.00
2010.05.20 00:00:0014BRA50ISbuyin10.0057895400.000.000.00100 000.00Platinum
2010.05.24 00:00:0015BRA50ISsellout10.0060250410.000.000.00100 000.00
2012.05.14 00:00:0016BRA50ISbuyin10.0057660660.000.000.00100 000.00Platinum
2012.05.22 00:00:0017BRA50ISsellout10.0056585670.000.00-1 056.8798 943.13
2018.05.28 00:00:0018BRA50ISbuyin10.00765301250.000.000.0098 943.13Platinum
2018.06.05 00:00:0019BRA50ISsellout10.00785951260.000.001 101.30100 044.43
0.00 0.00 44.43 100 044.43