Relatório do Testador de Estratégia |
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ActivTrades-Server (Build 2007) |
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Configuração |
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Expert Advisor (Robô): | Platinum | |||||||||||
Ativo: | USA500IS | |||||||||||
Período: | Daily (2003.01.01 - 2019.01.01) | |||||||||||
Parâmetros de entrada: | InpOrderTypeAllowed=2 | |||||||||||
InpEntryDaysCloseAboveBelow=7 | ||||||||||||
InpEnableMa200Filter=false | ||||||||||||
InpEntryPercentageDifference=1 | ||||||||||||
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 |
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Qualidade do histórico: | 0% | |||||||||||
Barras: | 4055 | Ticks: | 16220 | Ativos: | 1 | |||||||
Lucro Líquido Total: | 30 799.15 | Rebaixamento Absoluto do Saldo : | 0.00 | Rebaixamento Absoluto do Capital Líquido: | 6 787.49 | |||||||
Lucro Bruto: | 40 395.78 | Rebaixamento Máximo do Saldo : | 8 204.63 (6.25%) | Rebaixamento Máximo do Capital Líquido: | 17 213.51 (15.59%) | |||||||
Perda Bruta: | -9 596.63 | Rebaixamento Relativo do Saldo : | 6.25% (8 204.63) | Rebaixamento Relativo do Capital Líquido: | 15.59% (17 213.51) | |||||||
Fator de Lucro: | 4.21 | Retorno Esperado (Payoff): | 1 539.96 | Nível de Margem: | 9408.09% | |||||||
Fator de Recuperação: | 1.79 | Índice de Sharpe: | 0.50 | Z-Pontuação: | -1.53 (87.40%) | |||||||
AHPR: | 1.0139 (1.39%) | Correlação LR : | 0.90 | Resultado OnTester: | 0 | |||||||
GHPR: | 1.0135 (1.35%) | Erro Padrão LR : | 4 819.80 | |||||||||
Total de Negociações: | 20 | Posições Vendidas (% e ganhos): | 0 (0.00%) | Posições Compradas (% de ganhos): | 20 (85.00%) | |||||||
Ofertas Total: | 40 | Negociações com Lucro (% of total): | 17 (85.00%) | Negociações com Perda (% of total): | 3 (15.00%) | |||||||
Maior lucro da negociação: | 10 884.25 | Maior perda na Negociação: | -8 204.63 | |||||||||
Média lucro da negociação: | 2 376.22 | Média perda na Negociação: | -3 198.88 | |||||||||
Máximo ganhos consecutivos ($): | 11 (31 237.52) | Máximo perdas consecutivas ($): | 2 (-1 392.00) | |||||||||
Máxima lucro consecutivo (contagem): | 31 237.52 (11) | Máxima perda consecutiva (contagem): | -8 204.63 (1) | |||||||||
Média ganhos consecutivos: | 9 | Média perdas consecutivas: | 2 | |||||||||
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Correlação (Lucros,MFE): | 0.83 | Correlação (Lucros,MAE): | 0.58 | Correlação(MFE,MAE): | 0.2896 | |||||||
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Tempo mínimo de duração da posição: | 24:00:00 | Tempo máximo de duração da posição: | 216:00:00 | Tempo médio de duração da posição: | 93:36:00 | |||||||
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Ordens |
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Horário da Abertura | Ordem | Ativo | Tipo | Volume | Preço | S / L | T / P | Horário | Estado | Comentário | ||
2003.02.13 00:00:00 | 2 | USA500IS | buy limit | 2.45 / 2.45 | 808.50 | 2003.02.13 00:00:00 | filled | Platinum | ||||
2003.02.17 00:00:00 | 3 | USA500IS | sell | 2.45 / 2.45 | 839.25 | 2003.02.17 00:00:00 | filled | |||||
2005.01.10 00:00:00 | 4 | USA500IS | buy limit | 1.68 / 1.68 | 1174.50 | 2005.01.11 00:00:00 | expired | expired [2005.01.11 00:00] | ||||
2005.09.21 00:00:00 | 5 | USA500IS | buy limit | 1.63 / 1.63 | 1215.25 | 2005.09.21 00:00:00 | filled | Platinum | ||||
2005.09.27 00:00:00 | 6 | USA500IS | sell | 1.63 / 1.63 | 1221.50 | 2005.09.27 00:00:00 | filled | |||||
2005.10.12 00:00:00 | 7 | USA500IS | buy limit | 1.68 / 1.68 | 1176.50 | 2005.10.13 00:00:00 | expired | expired [2005.10.13 00:00] | ||||
2005.10.13 00:00:00 | 8 | USA500IS | buy limit | 1.70 / 1.70 | 1166.75 | 2005.10.14 00:00:00 | expired | expired [2005.10.14 00:00] | ||||
2005.10.14 00:00:00 | 9 | USA500IS | buy limit | 1.70 / 1.70 | 1166.25 | 2005.10.17 00:00:00 | expired | expired [2005.10.17 00:00] | ||||
2006.05.19 00:00:00 | 10 | USA500IS | buy limit | 1.58 / 1.58 | 1250.25 | 2006.05.22 00:00:00 | expired | expired [2006.05.22 00:00] | ||||
2006.06.14 00:00:00 | 11 | USA500IS | buy limit | 1.62 / 1.62 | 1220.25 | 2006.06.15 00:00:00 | expired | expired [2006.06.15 00:00] | ||||
2007.03.02 00:00:00 | 12 | USA500IS | buy limit | 1.42 / 1.42 | 1391.00 | 2007.03.02 00:00:00 | filled | Platinum | ||||
2007.03.07 00:00:00 | 13 | USA500IS | sell | 1.42 / 1.42 | 1395.25 | 2007.03.07 00:00:00 | filled | |||||
2007.11.16 00:00:00 | 14 | USA500IS | buy limit | 1.37 / 1.37 | 1443.50 | 2007.11.19 00:00:00 | expired | expired [2007.11.19 00:00] | ||||
2008.01.08 00:00:00 | 15 | USA500IS | buy limit | 1.41 / 1.41 | 1407.25 | 2008.01.08 00:00:00 | filled | Platinum | ||||
2008.01.11 00:00:00 | 16 | USA500IS | sell | 1.41 / 1.41 | 1420.50 | 2008.01.11 00:00:00 | filled | |||||
2008.01.23 00:00:00 | 17 | USA500IS | buy limit | 1.52 / 1.52 | 1296.25 | 2008.01.23 00:00:00 | filled | Platinum | ||||
2008.01.24 00:00:00 | 18 | USA500IS | sell | 1.52 / 1.52 | 1342.25 | 2008.01.24 00:00:00 | filled | |||||
2008.10.08 00:00:00 | 19 | USA500IS | buy limit | 1.99 / 1.99 | 995.75 | 2008.10.08 00:00:00 | filled | Platinum | ||||
2008.10.14 00:00:00 | 20 | USA500IS | sell | 1.99 / 1.99 | 1012.00 | 2008.10.14 00:00:00 | filled | |||||
2008.10.16 00:00:00 | 21 | USA500IS | buy limit | 2.21 / 2.21 | 894.25 | 2008.10.16 00:00:00 | filled | Platinum | ||||
2008.10.21 00:00:00 | 22 | USA500IS | sell | 2.21 / 2.21 | 992.75 | 2008.10.21 00:00:00 | filled | |||||
2008.12.24 00:00:00 | 23 | USA500IS | buy limit | 2.33 / 2.33 | 850.00 | 2008.12.26 00:00:00 | expired | expired [2008.12.26 00:00] | ||||
2009.03.03 00:00:00 | 24 | USA500IS | buy limit | 2.84 / 2.84 | 698.50 | 2009.03.03 00:00:00 | filled | Platinum | ||||
2009.03.11 00:00:00 | 25 | USA500IS | sell | 2.84 / 2.84 | 715.75 | 2009.03.11 00:00:00 | filled | |||||
2009.09.28 00:00:00 | 26 | USA500IS | buy limit | 1.92 / 1.92 | 1030.50 | 2009.09.29 00:00:00 | expired | expired [2009.09.29 00:00] | ||||
2009.10.02 00:00:00 | 27 | USA500IS | buy limit | 1.95 / 1.95 | 1017.25 | 2009.10.02 00:00:00 | filled | Platinum | ||||
2009.10.07 00:00:00 | 28 | USA500IS | sell | 1.95 / 1.95 | 1048.25 | 2009.10.07 00:00:00 | filled | |||||
2009.10.29 00:00:00 | 29 | USA500IS | buy limit | 1.92 / 1.92 | 1028.00 | 2009.10.30 00:00:00 | expired | expired [2009.10.30 00:00] | ||||
2010.05.20 00:00:00 | 30 | USA500IS | buy limit | 1.80 / 1.80 | 1099.00 | 2010.05.20 00:00:00 | filled | Platinum | ||||
2010.05.28 00:00:00 | 31 | USA500IS | sell | 1.80 / 1.80 | 1100.25 | 2010.05.28 00:00:00 | filled | |||||
2010.07.01 00:00:00 | 32 | USA500IS | buy limit | 1.95 / 1.95 | 1016.25 | 2010.07.01 00:00:00 | filled | Platinum | ||||
2010.07.08 00:00:00 | 33 | USA500IS | sell | 1.95 / 1.95 | 1058.75 | 2010.07.08 00:00:00 | filled | |||||
2010.08.16 00:00:00 | 34 | USA500IS | buy limit | 1.86 / 1.86 | 1065.25 | 2010.08.17 00:00:00 | expired | expired [2010.08.17 00:00] | ||||
2010.08.27 00:00:00 | 35 | USA500IS | buy limit | 1.92 / 1.92 | 1034.25 | 2010.08.30 00:00:00 | expired | expired [2010.08.30 00:00] | ||||
2011.08.01 00:00:00 | 36 | USA500IS | buy limit | 1.53 / 1.53 | 1275.50 | 2011.08.01 00:00:00 | filled | Platinum | ||||
2011.08.12 00:00:00 | 37 | USA500IS | sell | 1.53 / 1.53 | 1168.25 | 2011.08.12 00:00:00 | filled | |||||
2011.11.23 00:00:00 | 38 | USA500IS | buy limit | 1.69 / 1.69 | 1171.00 | 2011.11.23 00:00:00 | filled | Platinum | ||||
2011.11.29 00:00:00 | 39 | USA500IS | sell | 1.69 / 1.69 | 1190.75 | 2011.11.29 00:00:00 | filled | |||||
2012.05.17 00:00:00 | 40 | USA500IS | buy limit | 1.51 / 1.51 | 1309.25 | 2012.05.17 00:00:00 | filled | Platinum | ||||
2012.05.22 00:00:00 | 41 | USA500IS | sell | 1.51 / 1.51 | 1315.25 | 2012.05.22 00:00:00 | filled | |||||
2012.08.31 00:00:00 | 42 | USA500IS | buy limit | 1.43 / 1.43 | 1383.00 | 2012.09.04 00:00:00 | expired | expired [2012.09.04 00:00] | ||||
2012.12.31 00:00:00 | 43 | USA500IS | buy limit | 1.44 / 1.44 | 1370.25 | 2013.01.02 00:00:00 | expired | expired [2013.01.02 00:00] | ||||
2013.09.30 00:00:00 | 44 | USA500IS | buy limit | 1.19 / 1.19 | 1669.75 | 2013.09.30 00:00:00 | filled | Platinum | ||||
2013.10.02 00:00:00 | 45 | USA500IS | sell | 1.19 / 1.19 | 1691.50 | 2013.10.02 00:00:00 | filled | |||||
2014.10.08 00:00:00 | 46 | USA500IS | buy limit | 1.04 / 1.04 | 1908.75 | 2014.10.09 00:00:00 | expired | expired [2014.10.09 00:00] | ||||
2014.12.17 00:00:00 | 47 | USA500IS | buy limit | 1.02 / 1.02 | 1945.25 | 2014.12.18 00:00:00 | expired | expired [2014.12.18 00:00] | ||||
2015.11.13 00:00:00 | 48 | USA500IS | buy limit | 0.98 / 0.98 | 2020.00 | 2015.11.13 00:00:00 | filled | Platinum | ||||
2015.11.18 00:00:00 | 49 | USA500IS | sell | 0.98 / 0.98 | 2049.75 | 2015.11.18 00:00:00 | filled | |||||
2016.01.11 00:00:00 | 50 | USA500IS | buy limit | 1.05 / 1.05 | 1892.50 | 2016.01.12 00:00:00 | expired | expired [2016.01.12 00:00] | ||||
2016.02.11 00:00:00 | 51 | USA500IS | buy limit | 1.09 / 1.09 | 1828.25 | 2016.02.11 00:00:00 | filled | Platinum | ||||
2016.02.16 00:00:00 | 52 | USA500IS | sell | 1.09 / 1.09 | 1865.25 | 2016.02.16 00:00:00 | filled | |||||
2016.06.20 00:00:00 | 53 | USA500IS | buy limit | 0.97 / 0.97 | 2038.50 | 2016.06.21 00:00:00 | expired | expired [2016.06.21 00:00] | ||||
2016.09.02 00:00:00 | 54 | USA500IS | buy limit | 0.92 / 0.92 | 2145.50 | 2016.09.06 00:00:00 | expired | expired [2016.09.06 00:00] | ||||
2016.11.03 00:00:00 | 55 | USA500IS | buy limit | 0.96 / 0.96 | 2071.25 | 2016.11.04 00:00:00 | expired | expired [2016.11.04 00:00] | ||||
2016.11.04 00:00:00 | 56 | USA500IS | buy limit | 0.96 / 0.96 | 2062.75 | 2016.11.07 00:00:00 | expired | expired [2016.11.07 00:00] | ||||
2016.11.07 00:00:00 | 57 | USA500IS | buy limit | 0.95 / 0.95 | 2059.25 | 2016.11.08 00:00:00 | expired | expired [2016.11.08 00:00] | ||||
2017.03.09 00:00:00 | 58 | USA500IS | buy limit | 0.85 / 0.85 | 2340.25 | 2017.03.10 00:00:00 | expired | expired [2017.03.10 00:00] | ||||
2017.06.23 00:00:00 | 59 | USA500IS | buy limit | 0.82 / 0.82 | 2407.50 | 2017.06.26 00:00:00 | expired | expired [2017.06.26 00:00] | ||||
2017.07.31 00:00:00 | 60 | USA500IS | buy limit | 0.81 / 0.81 | 2445.50 | 2017.08.01 00:00:00 | expired | expired [2017.08.01 00:00] | ||||
2017.08.01 00:00:00 | 61 | USA500IS | buy limit | 0.81 / 0.81 | 2443.25 | 2017.08.02 00:00:00 | expired | expired [2017.08.02 00:00] | ||||
2018.10.11 00:00:00 | 62 | USA500IS | buy limit | 0.72 / 0.72 | 2753.25 | 2018.10.11 00:00:00 | filled | Platinum | ||||
2018.10.17 00:00:00 | 63 | USA500IS | sell | 0.72 / 0.72 | 2816.25 | 2018.10.17 00:00:00 | filled | |||||
2018.10.24 00:00:00 | 64 | USA500IS | buy limit | 0.73 / 0.73 | 2718.75 | 2018.10.24 00:00:00 | filled | Platinum | ||||
2018.10.31 00:00:00 | 65 | USA500IS | sell | 0.73 / 0.73 | 2690.75 | 2018.10.31 00:00:00 | filled | |||||
2018.12.20 00:00:00 | 66 | USA500IS | buy limit | 0.80 / 0.80 | 2479.50 | 2018.12.20 00:00:00 | filled | Platinum | ||||
2018.12.27 00:00:00 | 67 | USA500IS | sell | 0.80 / 0.80 | 2470.25 | 2018.12.27 00:00:00 | filled | |||||
Ofertas |
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Horário | Oferta | Ativo | Tipo | Direção | Volume | Preço | Ordem | Comissão | Swap | Lucro | Saldo | Comentário |
2003.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 100 000.00 | 100 000.00 | ||||||
2003.02.13 00:00:00 | 2 | USA500IS | buy | in | 2.45 | 808.50 | 2 | 0.00 | 0.00 | 0.00 | 100 000.00 | Platinum |
2003.02.17 00:00:00 | 3 | USA500IS | sell | out | 2.45 | 839.25 | 3 | 0.00 | 0.00 | 3 766.88 | 103 766.88 | |
2005.09.21 00:00:00 | 4 | USA500IS | buy | in | 1.63 | 1215.25 | 5 | 0.00 | 0.00 | 0.00 | 103 766.88 | Platinum |
2005.09.27 00:00:00 | 5 | USA500IS | sell | out | 1.63 | 1221.50 | 6 | 0.00 | 0.00 | 509.38 | 104 276.26 | |
2007.03.02 00:00:00 | 6 | USA500IS | buy | in | 1.42 | 1391.00 | 12 | 0.00 | 0.00 | 0.00 | 104 276.26 | Platinum |
2007.03.07 00:00:00 | 7 | USA500IS | sell | out | 1.42 | 1395.25 | 13 | 0.00 | 0.00 | 301.75 | 104 578.01 | |
2008.01.08 00:00:00 | 8 | USA500IS | buy | in | 1.41 | 1407.25 | 15 | 0.00 | 0.00 | 0.00 | 104 578.01 | Platinum |
2008.01.11 00:00:00 | 9 | USA500IS | sell | out | 1.41 | 1420.50 | 16 | 0.00 | 0.00 | 934.13 | 105 512.14 | |
2008.01.23 00:00:00 | 10 | USA500IS | buy | in | 1.52 | 1296.25 | 17 | 0.00 | 0.00 | 0.00 | 105 512.14 | Platinum |
2008.01.24 00:00:00 | 11 | USA500IS | sell | out | 1.52 | 1342.25 | 18 | 0.00 | 0.00 | 3 496.00 | 109 008.14 | |
2008.10.08 00:00:00 | 12 | USA500IS | buy | in | 1.99 | 995.75 | 19 | 0.00 | 0.00 | 0.00 | 109 008.14 | Platinum |
2008.10.14 00:00:00 | 13 | USA500IS | sell | out | 1.99 | 1012.00 | 20 | 0.00 | 0.00 | 1 616.88 | 110 625.02 | |
2008.10.16 00:00:00 | 14 | USA500IS | buy | in | 2.21 | 894.25 | 21 | 0.00 | 0.00 | 0.00 | 110 625.02 | Platinum |
2008.10.21 00:00:00 | 15 | USA500IS | sell | out | 2.21 | 992.75 | 22 | 0.00 | 0.00 | 10 884.25 | 121 509.27 | |
2009.03.03 00:00:00 | 16 | USA500IS | buy | in | 2.84 | 698.50 | 24 | 0.00 | 0.00 | 0.00 | 121 509.27 | Platinum |
2009.03.11 00:00:00 | 17 | USA500IS | sell | out | 2.84 | 715.75 | 25 | 0.00 | 0.00 | 2 449.50 | 123 958.77 | |
2009.10.02 00:00:00 | 18 | USA500IS | buy | in | 1.95 | 1017.25 | 27 | 0.00 | 0.00 | 0.00 | 123 958.77 | Platinum |
2009.10.07 00:00:00 | 19 | USA500IS | sell | out | 1.95 | 1048.25 | 28 | 0.00 | 0.00 | 3 022.50 | 126 981.27 | |
2010.05.20 00:00:00 | 20 | USA500IS | buy | in | 1.80 | 1099.00 | 30 | 0.00 | 0.00 | 0.00 | 126 981.27 | Platinum |
2010.05.28 00:00:00 | 21 | USA500IS | sell | out | 1.80 | 1100.25 | 31 | 0.00 | 0.00 | 112.50 | 127 093.77 | |
2010.07.01 00:00:00 | 22 | USA500IS | buy | in | 1.95 | 1016.25 | 32 | 0.00 | 0.00 | 0.00 | 127 093.77 | Platinum |
2010.07.08 00:00:00 | 23 | USA500IS | sell | out | 1.95 | 1058.75 | 33 | 0.00 | 0.00 | 4 143.75 | 131 237.52 | |
2011.08.01 00:00:00 | 24 | USA500IS | buy | in | 1.53 | 1275.50 | 36 | 0.00 | 0.00 | 0.00 | 131 237.52 | Platinum |
2011.08.12 00:00:00 | 25 | USA500IS | sell | out | 1.53 | 1168.25 | 37 | 0.00 | 0.00 | -8 204.63 | 123 032.89 | |
2011.11.23 00:00:00 | 26 | USA500IS | buy | in | 1.69 | 1171.00 | 38 | 0.00 | 0.00 | 0.00 | 123 032.89 | Platinum |
2011.11.29 00:00:00 | 27 | USA500IS | sell | out | 1.69 | 1190.75 | 39 | 0.00 | 0.00 | 1 668.88 | 124 701.77 | |
2012.05.17 00:00:00 | 28 | USA500IS | buy | in | 1.51 | 1309.25 | 40 | 0.00 | 0.00 | 0.00 | 124 701.77 | Platinum |
2012.05.22 00:00:00 | 29 | USA500IS | sell | out | 1.51 | 1315.25 | 41 | 0.00 | 0.00 | 453.00 | 125 154.77 | |
2013.09.30 00:00:00 | 30 | USA500IS | buy | in | 1.19 | 1669.75 | 44 | 0.00 | 0.00 | 0.00 | 125 154.77 | Platinum |
2013.10.02 00:00:00 | 31 | USA500IS | sell | out | 1.19 | 1691.50 | 45 | 0.00 | 0.00 | 1 294.13 | 126 448.90 | |
2015.11.13 00:00:00 | 32 | USA500IS | buy | in | 0.98 | 2020.00 | 48 | 0.00 | 0.00 | 0.00 | 126 448.90 | Platinum |
2015.11.18 00:00:00 | 33 | USA500IS | sell | out | 0.98 | 2049.75 | 49 | 0.00 | 0.00 | 1 457.75 | 127 906.65 | |
2016.02.11 00:00:00 | 34 | USA500IS | buy | in | 1.09 | 1828.25 | 51 | 0.00 | 0.00 | 0.00 | 127 906.65 | Platinum |
2016.02.16 00:00:00 | 35 | USA500IS | sell | out | 1.09 | 1865.25 | 52 | 0.00 | 0.00 | 2 016.50 | 129 923.15 | |
2018.10.11 00:00:00 | 36 | USA500IS | buy | in | 0.72 | 2753.25 | 62 | 0.00 | 0.00 | 0.00 | 129 923.15 | Platinum |
2018.10.17 00:00:00 | 37 | USA500IS | sell | out | 0.72 | 2816.25 | 63 | 0.00 | 0.00 | 2 268.00 | 132 191.15 | |
2018.10.24 00:00:00 | 38 | USA500IS | buy | in | 0.73 | 2718.75 | 64 | 0.00 | 0.00 | 0.00 | 132 191.15 | Platinum |
2018.10.31 00:00:00 | 39 | USA500IS | sell | out | 0.73 | 2690.75 | 65 | 0.00 | 0.00 | -1 022.00 | 131 169.15 | |
2018.12.20 00:00:00 | 40 | USA500IS | buy | in | 0.80 | 2479.50 | 66 | 0.00 | 0.00 | 0.00 | 131 169.15 | Platinum |
2018.12.27 00:00:00 | 41 | USA500IS | sell | out | 0.80 | 2470.25 | 67 | 0.00 | 0.00 | -370.00 | 130 799.15 | |
0.00 | 0.00 | 30 799.15 | 130 799.15 | |||||||||