Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: GER30IS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=2
InpExitType=1
InpExitCrsiLevel=50
InpExitMaPeriod=5
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: 4066 Ticks: 16264 Ativos: 1
Lucro Líquido Total: 10 959.84 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 2 812.39
Lucro Bruto: 33 137.65 Rebaixamento Máximo do Saldo : 9 352.86 (7.95%) Rebaixamento Máximo do Capital Líquido: 21 046.91 (17.47%)
Perda Bruta: -22 177.81 Rebaixamento Relativo do Saldo : 7.95% (9 352.86) Rebaixamento Relativo do Capital Líquido: 17.47% (21 046.91)
Fator de Lucro: 1.49 Retorno Esperado (Payoff): 608.88 Nível de Margem: 9562.95%
Fator de Recuperação: 0.52 Índice de Sharpe: 0.16 Z-Pontuação: 0.79 (57.05%)
AHPR: 1.0067 (0.67%) Correlação LR : 0.47 Resultado OnTester: 0
GHPR: 1.0058 (0.58%) Erro Padrão LR : 4 830.29
Total de Negociações: 18 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 18 (55.56%)
Ofertas Total: 36 Negociações com Lucro (% of total): 10 (55.56%) Negociações com Perda (% of total): 8 (44.44%)
Maior lucro da negociação: 14 957.67 Maior perda na Negociação: -6 674.88
Média lucro da negociação: 3 313.77 Média perda na Negociação: -2 772.23
Máximo ganhos consecutivos ($): 3 (6 164.98) Máximo perdas consecutivas ($): 2 (-8 207.40)
Máxima lucro consecutivo (contagem): 14 957.67 (1) Máxima perda consecutiva (contagem): -8 207.40 (2)
Média ganhos consecutivos: 2 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.86 Correlação (Lucros,MAE): 0.49 Correlação(MFE,MAE): 0.2000
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 240:00:00 Tempo médio de duração da posição: 110:40:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.28 00:00:002GER30ISbuy limit1.34 / 0.002600.52003.01.29 00:00:00canceledPlatinum
2003.03.13 00:00:003GER30ISbuy limit1.60 / 0.002156.02003.03.14 00:00:00canceledPlatinum
2003.09.30 00:00:004GER30ISbuy limit1.09 / 1.093258.52003.09.30 00:00:00filledPlatinum
2003.10.02 00:00:005GER30ISsell1.09 / 1.093354.52003.10.02 00:00:00filled
2004.03.16 00:00:006GER30ISbuy limit0.86 / 0.003734.02004.03.17 00:00:00canceledPlatinum
2004.07.07 00:00:007GER30ISbuy limit0.83 / 0.003880.02004.07.08 00:00:00canceledPlatinum
2004.07.08 00:00:008GER30ISbuy limit0.83 / 0.003886.02004.07.09 00:00:00canceledPlatinum
2004.07.09 00:00:009GER30ISbuy limit0.84 / 0.003851.02004.07.12 00:00:00canceledPlatinum
2004.07.12 00:00:0010GER30ISbuy limit0.84 / 0.003846.52004.07.13 00:00:00canceledPlatinum
2004.07.13 00:00:0011GER30ISbuy limit0.84 / 0.003827.02004.07.14 00:00:00canceledPlatinum
2004.07.19 00:00:0012GER30ISbuy limit0.85 / 0.003770.52004.07.20 00:00:00canceledPlatinum
2004.07.20 00:00:0013GER30ISbuy limit0.86 / 0.003737.52004.07.21 00:00:00canceledPlatinum
2004.08.10 00:00:0014GER30ISbuy limit0.89 / 0.003620.02004.08.11 00:00:00canceledPlatinum
2004.08.11 00:00:0015GER30ISbuy limit0.88 / 0.883654.02004.08.11 00:00:00filledPlatinum
2004.08.17 00:00:0016GER30ISsell0.88 / 0.883702.02004.08.17 00:00:00filled
2005.04.21 00:00:0017GER30ISbuy limit0.78 / 0.004077.02005.04.22 00:00:00canceledPlatinum
2005.10.21 00:00:0018GER30ISbuy limit0.67 / 0.004765.02005.10.24 00:00:00canceledPlatinum
2006.05.18 00:00:0019GER30ISbuy limit0.58 / 0.005557.02006.05.19 00:00:00canceledPlatinum
2006.05.19 00:00:0020GER30ISbuy limit0.58 / 0.005564.02006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0021GER30ISbuy limit0.52 / 0.006132.02006.12.05 00:00:00canceledPlatinum
2007.10.23 00:00:0022GER30ISbuy limit0.37 / 0.007689.02007.10.24 00:00:00canceledPlatinum
2008.01.23 00:00:0023GER30ISbuy limit0.39 / 0.396696.52008.01.23 00:00:00filledPlatinum
2008.01.28 00:00:0024GER30ISsell0.39 / 0.396615.02008.01.28 00:00:00filled
2008.03.10 00:00:0025GER30ISbuy limit0.42 / 0.006375.52008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0026GER30ISbuy limit0.41 / 0.006324.52008.03.12 00:00:00canceledPlatinum
2008.07.03 00:00:0027GER30ISbuy limit0.42 / 0.006239.52008.07.04 00:00:00canceledPlatinum
2008.07.07 00:00:0028GER30ISbuy limit0.42 / 0.006201.02008.07.08 00:00:00canceledPlatinum
2008.09.12 00:00:0029GER30ISbuy limit0.43 / 0.436036.52008.09.12 00:00:00filledPlatinum
2008.09.15 00:00:0030GER30ISsell0.43 / 0.436000.02008.09.15 00:00:00filled
2008.09.18 00:00:0031GER30ISbuy limit0.46 / 0.005710.52008.09.19 00:00:00canceledPlatinum
2008.10.10 00:00:0032GER30ISbuy0.58 / 0.584609.52008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0033GER30ISsell0.58 / 0.585367.02008.10.14 00:00:00filled
2009.01.15 00:00:0034GER30ISbuy limit0.68 / 0.684359.52009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0035GER30ISsell0.68 / 0.684329.52009.01.27 00:00:00filled
2009.02.19 00:00:0036GER30ISbuy limit0.71 / 0.714129.02009.02.19 00:00:00filledPlatinum
2009.03.05 00:00:0037GER30ISsell0.71 / 0.713833.02009.03.05 00:00:00filled
2009.07.09 00:00:0038GER30ISbuy limit0.65 / 0.004474.02009.07.10 00:00:00canceledPlatinum
2009.07.13 00:00:0039GER30ISbuy limit0.66 / 0.004483.02009.07.14 00:00:00canceledPlatinum
2009.09.04 00:00:0040GER30ISbuy limit0.56 / 0.005194.52009.09.07 00:00:00canceledPlatinum
2009.10.02 00:00:0041GER30ISbuy limit0.54 / 0.545448.52009.10.02 00:00:00filledPlatinum
2009.10.07 00:00:0042GER30ISsell0.54 / 0.545640.02009.10.07 00:00:00filled
2009.10.29 00:00:0043GER30ISbuy limit0.55 / 0.005402.02009.10.30 00:00:00canceledPlatinum
2009.11.02 00:00:0044GER30ISbuy limit0.55 / 0.005295.52009.11.03 00:00:00canceledPlatinum
2010.01.29 00:00:0045GER30ISbuy limit0.53 / 0.005459.02010.02.01 00:00:00canceledPlatinum
2010.07.01 00:00:0046GER30ISbuy limit0.50 / 0.505842.52010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0047GER30ISsell0.50 / 0.505902.52010.07.07 00:00:00filled
2010.08.16 00:00:0048GER30ISbuy limit0.48 / 0.005991.02010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0049GER30ISbuy limit0.48 / 0.005985.02010.08.18 00:00:00canceledPlatinum
2010.08.20 00:00:0050GER30ISbuy limit0.49 / 0.005962.02010.08.23 00:00:00canceledPlatinum
2010.08.23 00:00:0051GER30ISbuy limit0.49 / 0.005891.52010.08.24 00:00:00canceledPlatinum
2010.08.24 00:00:0052GER30ISbuy limit0.49 / 0.495886.52010.08.24 00:00:00filledPlatinum
2010.08.30 00:00:0053GER30ISsell0.49 / 0.495977.02010.08.30 00:00:00filled
2010.08.31 00:00:0054GER30ISbuy limit0.51 / 0.005799.02010.09.01 00:00:00canceledPlatinum
2010.09.01 00:00:0055GER30ISbuy limit0.50 / 0.005791.52010.09.02 00:00:00canceledPlatinum
2010.09.24 00:00:0056GER30ISbuy limit0.48 / 0.006062.52010.09.27 00:00:00canceledPlatinum
2011.03.10 00:00:0057GER30ISbuy limit0.41 / 0.006985.52011.03.11 00:00:00canceledPlatinum
2011.03.11 00:00:0058GER30ISbuy limit0.41 / 0.006914.02011.03.14 00:00:00canceledPlatinum
2011.03.14 00:00:0059GER30ISbuy limit0.42 / 0.426843.02011.03.14 00:00:00filledPlatinum
2011.03.21 00:00:0060GER30ISsell0.42 / 0.426740.02011.03.21 00:00:00filled
2011.08.04 00:00:0061GER30ISbuy limit0.43 / 0.436512.02011.08.04 00:00:00filledPlatinum
2011.08.15 00:00:0062GER30ISsell0.43 / 0.436077.02011.08.15 00:00:00filled
2011.11.22 00:00:0063GER30ISbuy limit0.51 / 0.515509.52011.11.22 00:00:00filledPlatinum
2011.11.29 00:00:0064GER30ISsell0.51 / 0.515757.02011.11.29 00:00:00filled
2011.12.15 00:00:0065GER30ISbuy limit0.51 / 0.005572.02011.12.16 00:00:00canceledPlatinum
2012.06.06 00:00:0066GER30ISbuy limit0.51 / 0.005847.02012.06.07 00:00:00canceledPlatinum
2013.03.26 00:00:0067GER30ISbuy limit0.38 / 0.007731.02013.03.27 00:00:00canceledPlatinum
2013.04.09 00:00:0068GER30ISbuy limit0.39 / 0.007511.52013.04.10 00:00:00canceledPlatinum
2013.04.10 00:00:0069GER30ISbuy limit0.39 / 0.007481.02013.04.11 00:00:00canceledPlatinum
2013.04.22 00:00:0070GER30ISbuy limit0.40 / 0.007313.52013.04.23 00:00:00canceledPlatinum
2013.04.23 00:00:0071GER30ISbuy limit0.40 / 0.007331.52013.04.24 00:00:00canceledPlatinum
2014.08.05 00:00:0072GER30ISbuy limit0.33 / 0.008979.52014.08.06 00:00:00canceledPlatinum
2014.08.08 00:00:0073GER30ISbuy limit0.34 / 0.008860.02014.08.11 00:00:00canceledPlatinum
2014.08.11 00:00:0074GER30ISbuy limit0.33 / 0.008834.02014.08.12 00:00:00canceledPlatinum
2015.07.08 00:00:0075GER30ISbuy limit0.33 / 0.0010454.52015.07.09 00:00:00canceledPlatinum
2015.07.28 00:00:0076GER30ISbuy limit0.32 / 0.0010855.02015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0077GER30ISbuy limit0.33 / 0.3310472.52015.08.20 00:00:00filledPlatinum
2015.08.28 00:00:0078GER30ISsell0.33 / 0.3310313.02015.08.28 00:00:00filled
2015.12.10 00:00:0079GER30ISbuy limit0.34 / 0.0010398.52015.12.11 00:00:00canceledPlatinum
2016.01.12 00:00:0080GER30ISbuy limit0.37 / 0.009660.02016.01.13 00:00:00canceledPlatinum
2016.01.15 00:00:0081GER30ISbuy limit0.37 / 0.379621.02016.01.15 00:00:00filledPlatinum
2016.01.22 00:00:0082GER30ISsell0.37 / 0.379720.02016.01.22 00:00:00filled
2016.02.08 00:00:0083GER30ISbuy limit0.39 / 0.399081.02016.02.08 00:00:00filledPlatinum
2016.02.15 00:00:0084GER30ISsell0.39 / 0.399108.02016.02.15 00:00:00filled
2016.06.17 00:00:0085GER30ISbuy limit0.38 / 0.009377.52016.06.20 00:00:00canceledPlatinum
2016.11.03 00:00:0086GER30ISbuy limit0.35 / 0.0010168.02016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:0087GER30ISbuy limit0.35 / 0.0010120.02016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:0088GER30ISbuy limit0.35 / 0.0010053.02016.11.08 00:00:00canceledPlatinum
2017.04.20 00:00:0089GER30ISbuy limit0.30 / 0.0011803.02017.04.21 00:00:00canceledPlatinum
2017.07.07 00:00:0090GER30ISbuy limit0.29 / 0.0012119.52017.07.10 00:00:00canceledPlatinum
2017.07.24 00:00:0091GER30ISbuy limit0.29 / 0.0011980.02017.07.25 00:00:00canceledPlatinum
2017.07.25 00:00:0092GER30ISbuy limit0.29 / 0.0011946.52017.07.26 00:00:00canceledPlatinum
2017.11.15 00:00:0093GER30ISbuy limit0.28 / 0.0012772.52017.11.16 00:00:00canceledPlatinum
2017.11.16 00:00:0094GER30ISbuy limit0.28 / 0.0012726.52017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:0095GER30ISbuy limit0.28 / 0.0012732.02017.11.21 00:00:00canceledPlatinum
2018.02.02 00:00:0096GER30ISbuy limit0.26 / 0.2612710.02018.02.02 00:00:00filledPlatinum
2018.02.13 00:00:0097GER30ISsell0.26 / 0.2612278.02018.02.13 00:00:00filled
2018.09.07 00:00:0098GER30ISbuy limit0.28 / 0.0011712.02018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:0099GER30ISbuy limit0.28 / 0.0011708.52018.09.11 00:00:00canceledPlatinum
2018.09.11 00:00:00100GER30ISbuy limit0.28 / 0.0011751.52018.09.12 00:00:00canceledPlatinum
2018.09.12 00:00:00101GER30ISbuy limit0.28 / 0.0011724.52018.09.13 00:00:00canceledPlatinum
2018.10.12 00:00:00102GER30ISbuy limit0.29 / 0.0011308.52018.10.15 00:00:00canceledPlatinum
2018.10.15 00:00:00103GER30ISbuy limit0.29 / 0.0011273.52018.10.16 00:00:00canceledPlatinum
2018.10.25 00:00:00104GER30ISbuy limit0.30 / 0.0010953.02018.10.26 00:00:00canceledPlatinum
2018.10.26 00:00:00105GER30ISbuy limit0.30 / 0.3011083.52018.10.26 00:00:00filledPlatinum
2018.10.30 00:00:00106GER30ISsell0.30 / 0.3011336.02018.10.30 00:00:00filled
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
2003.09.30 00:00:002GER30ISbuyin1.093258.540.000.000.00100 000.00Platinum
2003.10.02 00:00:003GER30ISsellout1.093354.550.000.003 064.12103 064.12
2004.08.11 00:00:004GER30ISbuyin0.883654.0150.000.000.00103 064.12Platinum
2004.08.17 00:00:005GER30ISsellout0.883702.0160.000.001 305.00104 369.12
2008.01.23 00:00:006GER30ISbuyin0.396696.5230.000.000.00104 369.12Platinum
2008.01.28 00:00:007GER30ISsellout0.396615.0240.000.00-1 167.55103 201.57
2008.09.12 00:00:008GER30ISbuyin0.436036.5290.000.000.00103 201.57Platinum
2008.09.15 00:00:009GER30ISsellout0.436000.0300.000.00-561.38102 640.19
2008.10.10 00:00:0010GER30ISbuyin0.584609.5320.000.000.00102 640.19Platinum
2008.10.14 00:00:0011GER30ISsellout0.585367.0330.000.0014 957.67117 597.86
2009.01.15 00:00:0012GER30ISbuyin0.684359.5340.000.000.00117 597.86Platinum
2009.01.27 00:00:0013GER30ISsellout0.684329.5350.000.00-672.54116 925.32
2009.02.19 00:00:0014GER30ISbuyin0.714129.0360.000.000.00116 925.32Platinum
2009.03.05 00:00:0015GER30ISsellout0.713833.0370.000.00-6 637.90110 287.42
2009.10.02 00:00:0016GER30ISbuyin0.545448.5410.000.000.00110 287.42Platinum
2009.10.07 00:00:0017GER30ISsellout0.545640.0420.000.003 804.97114 092.39
2010.07.01 00:00:0018GER30ISbuyin0.505842.5460.000.000.00114 092.39Platinum
2010.07.07 00:00:0019GER30ISsellout0.505902.5470.000.00946.25115 038.64
2010.08.24 00:00:0020GER30ISbuyin0.495886.5520.000.000.00115 038.64Platinum
2010.08.30 00:00:0021GER30ISsellout0.495977.0530.000.001 413.76116 452.40
2011.03.14 00:00:0022GER30ISbuyin0.426843.0590.000.000.00116 452.40Platinum
2011.03.21 00:00:0023GER30ISsellout0.426740.0600.000.00-1 532.52114 919.88
2011.08.04 00:00:0024GER30ISbuyin0.436512.0610.000.000.00114 919.88Platinum
2011.08.15 00:00:0025GER30ISsellout0.436077.0620.000.00-6 674.88108 245.00
2011.11.22 00:00:0026GER30ISbuyin0.515509.5630.000.000.00108 245.00Platinum
2011.11.29 00:00:0027GER30ISsellout0.515757.0640.000.004 200.84112 445.84
2015.08.20 00:00:0028GER30ISbuyin0.3310472.5770.000.000.00112 445.84Platinum
2015.08.28 00:00:0029GER30ISsellout0.3310313.0780.000.00-1 479.84110 966.00
2016.01.15 00:00:0030GER30ISbuyin0.379621.0810.000.000.00110 966.00Platinum
2016.01.22 00:00:0031GER30ISsellout0.379720.0820.000.00995.50111 961.50
2016.02.08 00:00:0032GER30ISbuyin0.399081.0830.000.000.00111 961.50Platinum
2016.02.15 00:00:0033GER30ISsellout0.399108.0840.000.00295.85112 257.35
2018.02.02 00:00:0034GER30ISbuyin0.2612710.0960.000.000.00112 257.35Platinum
2018.02.13 00:00:0035GER30ISsellout0.2612278.0970.000.00-3 451.20108 806.15
2018.10.26 00:00:0036GER30ISbuyin0.3011083.51050.000.000.00108 806.15Platinum
2018.10.30 00:00:0037GER30ISsellout0.3011336.01060.000.002 153.69110 959.84
0.00 0.00 10 959.84 110 959.84