Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: EEMIS
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: 3911 Ticks: 15479 Ativos: 1
Lucro Líquido Total: 44 062.81 Rebaixamento Absoluto do Saldo : 1 349.77 Rebaixamento Absoluto do Capital Líquido: 3 523.85
Lucro Bruto: 46 685.85 Rebaixamento Máximo do Saldo : 1 349.77 (1.35%) Rebaixamento Máximo do Capital Líquido: 11 482.14 (8.30%)
Perda Bruta: -2 623.04 Rebaixamento Relativo do Saldo : 1.35% (1 349.77) Rebaixamento Relativo do Capital Líquido: 8.30% (11 482.14)
Fator de Lucro: 17.80 Retorno Esperado (Payoff): 2 753.93 Nível de Margem: 1942.68%
Fator de Recuperação: 3.84 Índice de Sharpe: 0.93 Z-Pontuação: -0.35 (27.37%)
AHPR: 1.0234 (2.34%) Correlação LR : 0.98 Resultado OnTester: 0
GHPR: 1.0231 (2.31%) Erro Padrão LR : 3 389.30
Total de Negociações: 16 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 16 (75.00%)
Ofertas Total: 32 Negociações com Lucro (% of total): 12 (75.00%) Negociações com Perda (% of total): 4 (25.00%)
Maior lucro da negociação: 7 813.43 Maior perda na Negociação: -1 156.60
Média lucro da negociação: 3 890.49 Média perda na Negociação: -655.76
Máximo ganhos consecutivos ($): 6 (15 269.78) Máximo perdas consecutivas ($): 2 (-1 349.77)
Máxima lucro consecutivo (contagem): 24 209.45 (4) Máxima perda consecutiva (contagem): -1 349.77 (2)
Média ganhos consecutivos: 4 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.91 Correlação (Lucros,MAE): 0.29 Correlação(MFE,MAE): 0.2143
Graph
Tempo mínimo de duração da posição: 48:00:00 Tempo máximo de duração da posição: 168:00:00 Tempo médio de duração da posição: 90:00:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2004.02.02 00:00:002EEMISbuy limit5.353K / 0.0018.2822004.02.03 00:00:00canceledPlatinum
2004.02.05 00:00:003EEMISbuy limit5.454K / 0.0018.0202004.02.06 00:00:00canceledPlatinum
2004.02.06 00:00:004EEMISbuy limit5.383K / 0.0018.0152004.02.09 00:00:00canceledPlatinum
2004.04.29 00:00:005EEMISbuy limit5.454K / 5.454K18.2112004.04.29 00:00:00filledPlatinum
2004.05.05 00:00:006EEMISsell5.454K / 5.454K18.1762004.05.05 00:00:00filled
2004.12.13 00:00:007EEMISbuy limit4.702K / 0.0020.6342004.12.14 00:00:00canceledPlatinum
2005.03.16 00:00:008EEMISbuy limit4.337K / 0.0022.7132005.03.17 00:00:00canceledPlatinum
2005.03.17 00:00:009EEMISbuy limit4.351K / 0.0022.5212005.03.18 00:00:00canceledPlatinum
2005.03.18 00:00:0010EEMISbuy limit4.245K / 0.0022.9312005.03.21 00:00:00canceledPlatinum
2005.03.21 00:00:0011EEMISbuy limit4.291K / 0.0022.8282005.03.22 00:00:00canceledPlatinum
2005.03.22 00:00:0012EEMISbuy limit4.362K / 4.362K22.4982005.03.22 00:00:00filledPlatinum
2005.03.31 00:00:0013EEMISsell4.362K / 4.362K22.2342005.03.31 00:00:00filled
2006.05.19 00:00:0014EEMISbuy limit3.053K / 0.0031.6532006.05.22 00:00:00canceledPlatinum
2006.06.13 00:00:0015EEMISbuy3.654K / 3.654K27.3682006.06.13 00:00:00filledPlatinum
2006.06.16 00:00:0016EEMISsell3.654K / 3.654K29.4792006.06.16 00:00:00filled
2007.03.05 00:00:0017EEMISbuy2.842K / 2.842K35.1852007.03.05 00:00:00filledPlatinum
2007.03.07 00:00:0018EEMISsell2.842K / 2.842K36.3502007.03.07 00:00:00filled
2008.03.17 00:00:0019EEMISbuy2.376K / 2.376K42.0882008.03.17 00:00:00filledPlatinum
2008.03.19 00:00:0020EEMISsell2.376K / 2.376K44.3502008.03.19 00:00:00filled
2008.06.11 00:00:0021EEMISbuy limit2.12K / 0.0046.0632008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0022EEMISbuy limit2.144K / 0.0045.3732008.06.13 00:00:00canceledPlatinum
2008.08.20 00:00:0023EEMISbuy limit2.513K / 0.0038.4722008.08.21 00:00:00canceledPlatinum
2008.08.26 00:00:0024EEMISbuy limit2.534K / 0.0038.5532008.08.27 00:00:00canceledPlatinum
2008.11.20 00:00:0025EEMISbuy limit5.131K / 5.131K19.2772008.11.20 00:00:00filledPlatinum
2008.11.24 00:00:0026EEMISsell5.131K / 5.131K20.8002008.11.24 00:00:00filled
2009.02.24 00:00:0027EEMISbuy limit4.719K / 0.0020.5692009.02.25 00:00:00canceledPlatinum
2009.02.27 00:00:0028EEMISbuy4.759K / 4.759K21.0122009.02.27 00:00:00filledPlatinum
2009.03.05 00:00:0029EEMISsell4.759K / 4.759K20.8902009.03.05 00:00:00filled
2009.06.23 00:00:0030EEMISbuy limit3.272K / 0.0029.9882009.06.24 00:00:00canceledPlatinum
2009.06.24 00:00:0031EEMISbuy limit3.189K / 0.0029.9392009.06.25 00:00:00canceledPlatinum
2009.09.02 00:00:0032EEMISbuy limit2.883K / 0.0033.9462009.09.03 00:00:00canceledPlatinum
2009.09.03 00:00:0033EEMISbuy limit2.815K / 0.0034.3092009.09.04 00:00:00canceledPlatinum
2009.10.29 00:00:0034EEMISbuy limit2.604K / 0.0036.9852009.10.30 00:00:00canceledPlatinum
2010.01.29 00:00:0035EEMISbuy limit2.554K / 0.0037.9262010.02.01 00:00:00canceledPlatinum
2010.02.01 00:00:0036EEMISbuy limit2.588K / 0.0037.5142010.02.02 00:00:00canceledPlatinum
2010.05.20 00:00:0037EEMISbuy2.731K / 2.731K36.6112010.05.20 00:00:00filledPlatinum
2010.05.28 00:00:0038EEMISsell2.731K / 2.731K38.5202010.05.28 00:00:00filled
2010.07.01 00:00:0039EEMISbuy limit2.667K / 0.0036.5732010.07.02 00:00:00canceledPlatinum
2010.08.26 00:00:0040EEMISbuy limit2.495K / 0.0039.0722010.08.27 00:00:00canceledPlatinum
2010.08.27 00:00:0041EEMISbuy limit2.5K / 0.0038.8272010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0042EEMISbuy limit2.51K / 0.0039.0232010.09.01 00:00:00canceledPlatinum
2010.11.16 00:00:0043EEMISbuy limit2.178K / 2.178K45.4612010.11.16 00:00:00filledPlatinum
2010.11.19 00:00:0044EEMISsell2.178K / 2.178K46.2592010.11.19 00:00:00filled
2011.08.09 00:00:0045EEMISbuy limit2.5K / 0.0038.2492011.08.10 00:00:00canceledPlatinum
2011.08.10 00:00:0046EEMISbuy2.496K / 2.496K40.0622011.08.10 00:00:00filledPlatinum
2011.08.12 00:00:0047EEMISsell2.496K / 2.496K41.3192011.08.12 00:00:00filled
2011.09.13 00:00:0048EEMISbuy limit2.517K / 0.0039.1302011.09.14 00:00:00canceledPlatinum
2012.05.17 00:00:0049EEMISbuy limit2.621K / 0.0037.4072012.05.18 00:00:00canceledPlatinum
2012.05.18 00:00:0050EEMISbuy limit2.648K / 0.0036.8962012.05.21 00:00:00canceledPlatinum
2012.05.21 00:00:0051EEMISbuy limit2.667K / 0.0036.5432012.05.22 00:00:00canceledPlatinum
2012.05.23 00:00:0052EEMISbuy limit2.675K / 2.675K37.0242012.05.23 00:00:00filledPlatinum
2012.05.30 00:00:0053EEMISsell2.675K / 2.675K37.4692012.05.30 00:00:00filled
2012.08.22 00:00:0054EEMISbuy limit2.491K / 0.0039.5812012.08.23 00:00:00canceledPlatinum
2012.09.06 00:00:0055EEMISbuy limit2.558K / 0.0038.0822012.09.07 00:00:00canceledPlatinum
2013.01.31 00:00:0056EEMISbuy limit2.263K / 0.0043.2472013.02.01 00:00:00canceledPlatinum
2013.03.20 00:00:0057EEMISbuy limit2.363K / 0.0041.1502013.03.21 00:00:00canceledPlatinum
2013.06.13 00:00:0058EEMISbuy limit2.558K / 0.0038.3272013.06.14 00:00:00canceledPlatinum
2013.08.07 00:00:0059EEMISbuy limit2.591K / 0.0038.1812013.08.08 00:00:00canceledPlatinum
2013.08.08 00:00:0060EEMISbuy limit2.566K / 0.0037.7682013.08.09 00:00:00canceledPlatinum
2014.01.27 00:00:0061EEMISbuy limit2.612K / 0.0037.4752014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0062EEMISbuy limit2.608K / 0.0037.3282014.01.29 00:00:00canceledPlatinum
2014.09.15 00:00:0063EEMISbuy limit2.29K / 0.0042.9132014.09.16 00:00:00canceledPlatinum
2014.09.16 00:00:0064EEMISbuy limit2.297K / 0.0042.6982014.09.17 00:00:00canceledPlatinum
2014.09.18 00:00:0065EEMISbuy limit2.279K / 0.0042.8542014.09.19 00:00:00canceledPlatinum
2014.12.15 00:00:0066EEMISbuy limit2.603K / 2.603K37.5732014.12.15 00:00:00filledPlatinum
2014.12.19 00:00:0067EEMISsell2.603K / 2.603K38.6392014.12.19 00:00:00filled
2015.03.06 00:00:0068EEMISbuy limit2.529K / 0.0039.0722015.03.09 00:00:00canceledPlatinum
2015.03.09 00:00:0069EEMISbuy limit2.548K / 0.0038.4742015.03.10 00:00:00canceledPlatinum
2015.03.10 00:00:0070EEMISbuy limit2.596K / 2.596K38.3272015.03.10 00:00:00filledPlatinum
2015.03.17 00:00:0071EEMISsell2.596K / 2.596K38.7992015.03.17 00:00:00filled
2015.06.08 00:00:0072EEMISbuy limit2.489K / 0.0039.3072015.06.09 00:00:00canceledPlatinum
2015.06.09 00:00:0073EEMISbuy limit2.504K / 0.0039.2982015.06.10 00:00:00canceledPlatinum
2015.06.10 00:00:0074EEMISbuy limit2.485K / 0.0039.0622015.06.11 00:00:00canceledPlatinum
2015.07.28 00:00:0075EEMISbuy limit2.729K / 0.0035.6322015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0076EEMISbuy limit2.952K / 2.952K33.6422015.08.20 00:00:00filledPlatinum
2015.08.27 00:00:0077EEMISsell2.952K / 2.952K33.4092015.08.27 00:00:00filled
2015.09.25 00:00:0078EEMISbuy limit3.036K / 0.0031.8202015.09.28 00:00:00canceledPlatinum
2015.09.28 00:00:0079EEMISbuy limit3.111K / 3.111K31.7512015.09.28 00:00:00filledPlatinum
2015.10.01 00:00:0080EEMISsell3.111K / 3.111K33.0492015.10.01 00:00:00filled
2015.12.11 00:00:0081EEMISbuy3.146K / 3.146K31.7912015.12.11 00:00:00filledPlatinum
2015.12.16 00:00:0082EEMISsell3.146K / 3.146K32.7992015.12.16 00:00:00filled
2016.01.11 00:00:0083EEMISbuy limit3.357K / 0.0028.9202016.01.12 00:00:00canceledPlatinum
2016.01.12 00:00:0084EEMISbuy limit3.366K / 0.0028.9092016.01.13 00:00:00canceledPlatinum
2016.05.06 00:00:0085EEMISbuy limit3.061K / 0.0032.1242016.05.09 00:00:00canceledPlatinum
2016.05.09 00:00:0086EEMISbuy limit3.052K / 0.0032.1722016.05.10 00:00:00canceledPlatinum
2016.05.10 00:00:0087EEMISbuy limit3.051K / 0.0031.7612016.05.11 00:00:00canceledPlatinum
2016.05.20 00:00:0088EEMISbuy limit3.106K / 0.0031.2512016.05.23 00:00:00canceledPlatinum
2016.11.04 00:00:0089EEMISbuy limit2.777K / 0.0035.5732016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:0090EEMISbuy limit2.717K / 0.0035.2102016.11.08 00:00:00canceledPlatinum
2017.04.17 00:00:0091EEMISbuy limit2.543K / 0.0038.3562017.04.18 00:00:00canceledPlatinum
2017.09.29 00:00:0092EEMISbuy limit2.24K / 0.0043.4132017.10.02 00:00:00canceledPlatinum
2017.11.16 00:00:0093EEMISbuy limit2.159K / 0.0044.7262017.11.17 00:00:00canceledPlatinum
2018.06.20 00:00:0094EEMISbuy limit2.257K / 0.0043.0212018.06.21 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
2004.04.29 00:00:002EEMISbuyin5.454K18.21150.000.000.00100 000.00Platinum
2004.05.05 00:00:003EEMISsellout5.454K18.17660.00-2.28-190.8999 806.83
2005.03.22 00:00:004EEMISbuyin4.362K22.498120.000.000.0099 806.83Platinum
2005.03.31 00:00:005EEMISsellout4.362K22.234130.00-5.03-1 151.5798 650.23
2006.06.13 00:00:006EEMISbuyin3.654K27.368150.000.000.0098 650.23Platinum
2006.06.16 00:00:007EEMISsellout3.654K29.479160.00-1.917 713.59106 361.91
2007.03.05 00:00:008EEMISbuyin2.842K35.185170.000.000.00106 361.91Platinum
2007.03.07 00:00:009EEMISsellout2.842K36.350180.00-0.603 310.93109 672.24
2008.03.17 00:00:0010EEMISbuyin2.376K42.088190.000.000.00109 672.24Platinum
2008.03.19 00:00:0011EEMISsellout2.376K44.350200.00-0.505 374.51115 046.25
2008.11.20 00:00:0012EEMISbuyin5.131K19.277250.000.000.00115 046.25Platinum
2008.11.24 00:00:0013EEMISsellout5.131K20.800260.00-1.087 814.51122 859.68
2009.02.27 00:00:0014EEMISbuyin4.759K21.012280.000.000.00122 859.68Platinum
2009.03.05 00:00:0015EEMISsellout4.759K20.890290.00-2.99-580.60122 276.09
2010.05.20 00:00:0016EEMISbuyin2.731K36.611370.000.000.00122 276.09Platinum
2010.05.28 00:00:0017EEMISsellout2.731K38.520380.00-2.315 213.48127 487.26
2010.11.16 00:00:0018EEMISbuyin2.178K45.461430.000.000.00127 487.26Platinum
2010.11.19 00:00:0019EEMISsellout2.178K46.259440.00-1.141 738.04129 224.16
2011.08.10 00:00:0020EEMISbuyin2.496K40.062460.000.000.00129 224.16Platinum
2011.08.12 00:00:0021EEMISsellout2.496K41.319470.00-1.043 137.47132 360.59
2012.05.23 00:00:0022EEMISbuyin2.675K37.024520.000.000.00132 360.59Platinum
2012.05.30 00:00:0023EEMISsellout2.675K37.469530.00-1.961 190.38133 549.01
2014.12.15 00:00:0024EEMISbuyin2.603K37.573660.000.000.00133 549.01Platinum
2014.12.19 00:00:0025EEMISsellout2.603K38.639670.00-1.362 774.80136 322.45
2015.03.10 00:00:0026EEMISbuyin2.596K38.327700.000.000.00136 322.45Platinum
2015.03.17 00:00:0027EEMISsellout2.596K38.799710.00-1.891 225.31137 545.87
2015.08.20 00:00:0028EEMISbuyin2.952K33.642760.000.000.00137 545.87Platinum
2015.08.27 00:00:0029EEMISsellout2.952K33.409770.00-1.86-687.82136 856.19
2015.09.28 00:00:0030EEMISbuyin3.111K31.751790.000.000.00136 856.19Platinum
2015.10.01 00:00:0031EEMISsellout3.111K33.049800.00-1.644 038.08140 892.63
2015.12.11 00:00:0032EEMISbuyin3.146K31.791810.000.000.00140 892.63Platinum
2015.12.16 00:00:0033EEMISsellout3.146K32.799820.00-0.993 171.17144 062.81
0.00 -28.58 44 091.39 144 062.81