Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: EFAIS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=1
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: 4082 Ticks: 16328 Ativos: 1
Lucro Líquido Total: 325.11 Rebaixamento Absoluto do Saldo : 6 301.36 Rebaixamento Absoluto do Capital Líquido: 23 575.00
Lucro Bruto: 25 938.49 Rebaixamento Máximo do Saldo : 8 023.63 (7.89%) Rebaixamento Máximo do Capital Líquido: 27 203.50 (26.25%)
Perda Bruta: -25 613.38 Rebaixamento Relativo do Saldo : 7.89% (8 023.63) Rebaixamento Relativo do Capital Líquido: 26.25% (27 203.50)
Fator de Lucro: 1.01 Retorno Esperado (Payoff): 13.00 Nível de Margem: 1577.43%
Fator de Recuperação: 0.01 Índice de Sharpe: 0.02 Z-Pontuação: 1.32 (81.32%)
AHPR: 1.0005 (0.05%) Correlação LR : 0.51 Resultado OnTester: 0
GHPR: 1.0001 (0.01%) Erro Padrão LR : 3 315.93
Total de Negociações: 25 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 25 (56.00%)
Ofertas Total: 50 Negociações com Lucro (% of total): 14 (56.00%) Negociações com Perda (% of total): 11 (44.00%)
Maior lucro da negociação: 3 147.28 Maior perda na Negociação: -7 755.82
Média lucro da negociação: 1 852.75 Média perda na Negociação: -2 328.49
Máximo ganhos consecutivos ($): 5 (8 339.70) Máximo perdas consecutivas ($): 2 (-3 448.03)
Máxima lucro consecutivo (contagem): 8 339.70 (5) Máxima perda consecutiva (contagem): -7 755.82 (1)
Média ganhos consecutivos: 2 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.46 Correlação (Lucros,MAE): 0.60 Correlação(MFE,MAE): 0.3645
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 624:00:00 Tempo médio de duração da posição: 150:43:12
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.03.13 00:00:002EFAISbuy limit3.418K / 0.0028.5252003.03.14 00:00:00canceledPlatinum
2003.07.17 00:00:003EFAISbuy2.768K / 2.768K36.1282003.07.17 00:00:00filledPlatinum
2003.07.21 00:00:004EFAISsell2.768K / 2.768K36.4462003.07.21 00:00:00filled
2003.08.07 00:00:005EFAISbuy limit2.727K / 0.0035.9872003.08.08 00:00:00canceledPlatinum
2004.08.13 00:00:006EFAISbuy limit2.227K / 0.0044.0212004.08.16 00:00:00canceledPlatinum
2004.12.13 00:00:007EFAISbuy limit1.925K / 0.0050.9912004.12.14 00:00:00canceledPlatinum
2005.03.22 00:00:008EFAISbuy limit1.85K / 1.85K53.5452005.03.22 00:00:00filledPlatinum
2005.04.08 00:00:009EFAISsell1.85K / 1.85K53.4992005.04.08 00:00:00filled
2005.07.01 00:00:0010EFAISbuy limit1.907K / 0.0051.8652005.07.05 00:00:00canceledPlatinum
2005.07.05 00:00:0011EFAISbuy limit1.925K / 0.0051.7962005.07.06 00:00:00canceledPlatinum
2005.10.11 00:00:0012EFAISbuy limit1.752K / 0.0056.1032005.10.12 00:00:00canceledPlatinum
2005.11.17 00:00:0013EFAISbuy limit1.754K / 0.0056.0132005.11.18 00:00:00canceledPlatinum
2006.05.17 00:00:0014EFAISbuy limit1.479K / 1.479K67.3792006.05.17 00:00:00filledPlatinum
2006.05.26 00:00:0015EFAISsell1.479K / 1.479K65.9502006.05.26 00:00:00filled
2006.06.13 00:00:0016EFAISbuy1.658K / 1.658K60.3012006.06.13 00:00:00filledPlatinum
2006.06.16 00:00:0017EFAISsell1.658K / 1.658K62.1392006.06.16 00:00:00filled
2006.08.28 00:00:0018EFAISbuy limit1.496K / 0.0066.1112006.08.29 00:00:00canceledPlatinum
2006.12.27 00:00:0019EFAISbuy limit1.372K / 0.0071.6352006.12.28 00:00:00canceledPlatinum
2007.05.02 00:00:0020EFAISbuy limit1.261K / 0.0078.2882007.05.03 00:00:00canceledPlatinum
2008.05.29 00:00:0021EFAISbuy limit1.318K / 0.0075.6862008.05.30 00:00:00canceledPlatinum
2008.05.30 00:00:0022EFAISbuy limit1.305K / 0.0075.5162008.06.02 00:00:00canceledPlatinum
2008.06.04 00:00:0023EFAISbuy limit1.328K / 0.0074.9922008.06.05 00:00:00canceledPlatinum
2008.06.05 00:00:0024EFAISbuy limit1.324K / 0.0074.5572008.06.06 00:00:00canceledPlatinum
2008.06.11 00:00:0025EFAISbuy limit1.372K / 1.372K72.2692008.06.11 00:00:00filledPlatinum
2008.07.17 00:00:0026EFAISsell1.372K / 1.372K66.6202008.07.17 00:00:00filled
2008.08.18 00:00:0027EFAISbuy limit1.568K / 1.568K62.5272008.08.18 00:00:00filledPlatinum
2008.08.29 00:00:0028EFAISsell1.568K / 1.568K63.8892008.08.29 00:00:00filled
2008.09.10 00:00:0029EFAISbuy limit1.676K / 1.676K58.2112008.09.10 00:00:00filledPlatinum
2008.09.15 00:00:0030EFAISsell1.676K / 1.676K57.7492008.09.15 00:00:00filled
2008.10.07 00:00:0031EFAISbuy limit1.949K / 1.949K49.7172008.10.07 00:00:00filledPlatinum
2008.10.14 00:00:0032EFAISsell1.949K / 1.949K50.4092008.10.14 00:00:00filled
2008.10.16 00:00:0033EFAISbuy limit2.259K / 2.259K42.5212008.10.16 00:00:00filledPlatinum
2008.10.17 00:00:0034EFAISsell2.259K / 2.259K43.4092008.10.17 00:00:00filled
2009.02.19 00:00:0035EFAISbuy limit2.682K / 2.682K36.1042009.02.19 00:00:00filledPlatinum
2009.03.11 00:00:0036EFAISsell2.682K / 2.682K34.2492009.03.11 00:00:00filled
2009.08.12 00:00:0037EFAISbuy limit1.988K / 0.0049.8162009.08.13 00:00:00canceledPlatinum
2009.10.29 00:00:0038EFAISbuy limit1.833K / 0.0053.0242009.10.30 00:00:00canceledPlatinum
2009.12.14 00:00:0039EFAISbuy limit1.79K / 0.0054.9042009.12.15 00:00:00canceledPlatinum
2010.01.29 00:00:0040EFAISbuy limit1.875K / 1.875K52.7172010.01.29 00:00:00filledPlatinum
2010.02.02 00:00:0041EFAISsell1.875K / 1.875K53.8192010.02.02 00:00:00filled
2010.06.25 00:00:0042EFAISbuy limit2.06K / 0.0048.0832010.06.28 00:00:00canceledPlatinum
2010.06.29 00:00:0043EFAISbuy2.101K / 2.101K47.6022010.06.29 00:00:00filledPlatinum
2010.07.07 00:00:0044EFAISsell2.101K / 2.101K48.3192010.07.07 00:00:00filled
2010.08.27 00:00:0045EFAISbuy limit1.995K / 0.0049.0542010.08.30 00:00:00canceledPlatinum
2010.11.16 00:00:0046EFAISbuy limit1.757K / 1.757K56.8252010.11.16 00:00:00filledPlatinum
2010.11.19 00:00:0047EFAISsell1.757K / 1.757K57.3102010.11.19 00:00:00filled
2011.09.13 00:00:0048EFAISbuy limit2.06K / 0.0048.0542011.09.14 00:00:00canceledPlatinum
2011.11.23 00:00:0049EFAISbuy2.109K / 2.109K47.4112011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0050EFAISsell2.109K / 2.109K48.6592011.11.29 00:00:00filled
2012.05.17 00:00:0051EFAISbuy limit2.041K / 2.041K48.5692012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0052EFAISsell2.041K / 2.041K49.2002012.05.22 00:00:00filled
2012.05.24 00:00:0053EFAISbuy limit2.061K / 2.061K48.1042012.05.24 00:00:00filledPlatinum
2012.05.30 00:00:0054EFAISsell2.061K / 2.061K47.9692012.05.30 00:00:00filled
2012.08.31 00:00:0055EFAISbuy limit1.931K / 0.0050.6382012.09.04 00:00:00canceledPlatinum
2013.12.12 00:00:0056EFAISbuy limit1.556K / 0.0063.9332013.12.13 00:00:00canceledPlatinum
2013.12.13 00:00:0057EFAISbuy limit1.56K / 0.0063.4682013.12.16 00:00:00canceledPlatinum
2013.12.16 00:00:0058EFAISbuy limit1.55K / 0.0063.4282013.12.17 00:00:00canceledPlatinum
2013.12.18 00:00:0059EFAISbuy limit1.557K / 1.557K63.6072013.12.18 00:00:00filledPlatinum
2013.12.24 00:00:0060EFAISsell1.557K / 1.557K65.6292013.12.24 00:00:00filled
2014.03.14 00:00:0061EFAISbuy limit1.542K / 0.0064.6072014.03.17 00:00:00canceledPlatinum
2014.03.17 00:00:0062EFAISbuy limit1.524K / 0.0064.4692014.03.18 00:00:00canceledPlatinum
2014.04.14 00:00:0063EFAISbuy limit1.501K / 0.0065.5972014.04.15 00:00:00canceledPlatinum
2014.08.07 00:00:0064EFAISbuy limit1.525K / 1.525K64.7762014.08.07 00:00:00filledPlatinum
2014.08.15 00:00:0065EFAISsell1.525K / 1.525K66.5102014.08.15 00:00:00filled
2014.12.12 00:00:0066EFAISbuy limit1.613K / 1.613K61.5572014.12.12 00:00:00filledPlatinum
2014.12.19 00:00:0067EFAISsell1.613K / 1.613K61.4692014.12.19 00:00:00filled
2015.01.07 00:00:0068EFAISbuy limit1.696K / 0.0057.8942015.01.08 00:00:00canceledPlatinum
2015.01.08 00:00:0069EFAISbuy limit1.681K / 0.0058.5392015.01.09 00:00:00canceledPlatinum
2015.07.28 00:00:0070EFAISbuy limit1.566K / 0.0062.7862015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0071EFAISbuy1.61K / 1.61K62.1212015.08.20 00:00:00filledPlatinum
2015.08.27 00:00:0072EFAISsell1.61K / 1.61K60.0692015.08.27 00:00:00filled
2015.09.29 00:00:0073EFAISbuy limit1.782K / 0.0055.7662015.09.30 00:00:00canceledPlatinum
2015.09.30 00:00:0074EFAISbuy limit1.75K / 0.0055.6872015.10.01 00:00:00canceledPlatinum
2015.11.09 00:00:0075EFAISbuy limit1.651K / 1.651K60.3302015.11.09 00:00:00filledPlatinum
2015.11.19 00:00:0076EFAISsell1.651K / 1.651K61.1092015.11.19 00:00:00filled
2016.01.06 00:00:0077EFAISbuy1.769K / 1.769K56.5312016.01.06 00:00:00filledPlatinum
2016.01.25 00:00:0078EFAISsell1.769K / 1.769K54.0542016.01.25 00:00:00filled
2016.10.31 00:00:0079EFAISbuy limit1.732K / 0.0057.2112016.11.01 00:00:00canceledPlatinum
2016.11.01 00:00:0080EFAISbuy limit1.725K / 0.0057.2412016.11.02 00:00:00canceledPlatinum
2016.11.02 00:00:0081EFAISbuy limit1.738K / 0.0056.9932016.11.03 00:00:00canceledPlatinum
2016.11.03 00:00:0082EFAISbuy limit1.743K / 0.0056.6072016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:0083EFAISbuy limit1.762K / 1.762K56.5482016.11.04 00:00:00filledPlatinum
2016.11.08 00:00:0084EFAISsell1.762K / 1.762K57.1792016.11.08 00:00:00filled
2017.04.10 00:00:0085EFAISbuy limit1.62K / 0.0061.2012017.04.11 00:00:00canceledPlatinum
2017.04.11 00:00:0086EFAISbuy limit1.613K / 0.0061.1322017.04.12 00:00:00canceledPlatinum
2017.11.16 00:00:0087EFAISbuy limit1.448K / 0.0067.9232017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:0088EFAISbuy limit1.447K / 0.0068.2202017.11.21 00:00:00canceledPlatinum
2018.08.16 00:00:0089EFAISbuy limit1.516K / 0.0064.8742018.08.17 00:00:00canceledPlatinum
2018.10.10 00:00:0090EFAISbuy limit1.522K / 1.522K65.2612018.10.10 00:00:00filledPlatinum
2018.10.17 00:00:0091EFAISsell1.522K / 1.522K64.5902018.10.17 00:00:00filled
2018.12.21 00:00:0092EFAISbuy limit1.719K / 1.719K57.9932018.12.21 00:00:00filledPlatinum
2018.12.27 00:00:0093EFAISsell1.719K / 1.719K57.5492018.12.27 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
2003.07.17 00:00:002EFAISbuyin2.768K36.12830.000.000.00100 000.00Platinum
2003.07.21 00:00:003EFAISsellout2.768K36.44640.00-0.58880.22100 879.64
2005.03.22 00:00:004EFAISbuyin1.85K53.54580.000.000.00100 879.64Platinum
2005.04.08 00:00:005EFAISsellout1.85K53.49990.00-3.65-85.10100 790.89
2006.05.17 00:00:006EFAISbuyin1.479K67.379140.000.000.00100 790.89Platinum
2006.05.26 00:00:007EFAISsellout1.479K65.950150.00-1.67-2 113.4998 675.73
2006.06.13 00:00:008EFAISbuyin1.658K60.301160.000.000.0098 675.73Platinum
2006.06.16 00:00:009EFAISsellout1.658K62.139170.00-0.863 047.40101 722.27
2008.06.11 00:00:0010EFAISbuyin1.372K72.269250.000.000.00101 722.27Platinum
2008.07.17 00:00:0011EFAISsellout1.372K66.620260.00-5.39-7 750.4393 966.45
2008.08.18 00:00:0012EFAISbuyin1.568K62.527270.000.000.0093 966.45Platinum
2008.08.29 00:00:0013EFAISsellout1.568K63.889280.00-1.942 135.6296 100.13
2008.09.10 00:00:0014EFAISbuyin1.676K58.211290.000.000.0096 100.13Platinum
2008.09.15 00:00:0015EFAISsellout1.676K57.749300.00-0.36-774.3195 325.46
2008.10.07 00:00:0016EFAISbuyin1.949K49.717310.000.000.0095 325.46Platinum
2008.10.14 00:00:0017EFAISsellout1.949K50.409320.00-1.411 348.7196 672.76
2008.10.16 00:00:0018EFAISbuyin2.259K42.521330.000.000.0096 672.76Platinum
2008.10.17 00:00:0019EFAISsellout2.259K43.409340.00-0.242 005.9998 678.51
2009.02.19 00:00:0020EFAISbuyin2.682K36.104350.000.000.0098 678.51Platinum
2009.03.11 00:00:0021EFAISsellout2.682K34.249360.00-4.76-4 975.1193 698.64
2010.01.29 00:00:0022EFAISbuyin1.875K52.717400.000.000.0093 698.64Platinum
2010.02.02 00:00:0023EFAISsellout1.875K53.819410.00-0.402 066.2595 764.49
2010.06.29 00:00:0024EFAISbuyin2.101K47.602430.000.000.0095 764.49Platinum
2010.07.07 00:00:0025EFAISsellout2.101K48.319440.00-1.761 506.4297 269.15
2010.11.16 00:00:0026EFAISbuyin1.757K56.825460.000.000.0097 269.15Platinum
2010.11.19 00:00:0027EFAISsellout1.757K57.310470.00-0.91852.1598 120.39
2011.11.23 00:00:0028EFAISbuyin2.109K47.411490.000.000.0098 120.39Platinum
2011.11.29 00:00:0029EFAISsellout2.109K48.659500.00-1.322 632.03100 751.10
2012.05.17 00:00:0030EFAISbuyin2.041K48.569510.000.000.00100 751.10Platinum
2012.05.22 00:00:0031EFAISsellout2.041K49.200520.00-0.631 287.87102 038.34
2012.05.24 00:00:0032EFAISbuyin2.061K48.104530.000.000.00102 038.34Platinum
2012.05.30 00:00:0033EFAISsellout2.061K47.969540.00-0.87-278.24101 759.23
2013.12.18 00:00:0034EFAISbuyin1.557K63.607590.000.000.00101 759.23Platinum
2013.12.24 00:00:0035EFAISsellout1.557K65.629600.00-0.973 148.25104 906.51
2014.08.07 00:00:0036EFAISbuyin1.525K64.776640.000.000.00104 906.51Platinum
2014.08.15 00:00:0037EFAISsellout1.525K66.510650.00-1.282 644.35107 549.58
2014.12.12 00:00:0038EFAISbuyin1.613K61.557660.000.000.00107 549.58Platinum
2014.12.19 00:00:0039EFAISsellout1.613K61.469670.00-1.19-141.94107 406.45
2015.08.20 00:00:0040EFAISbuyin1.61K62.121710.000.000.00107 406.45Platinum
2015.08.27 00:00:0041EFAISsellout1.61K60.069720.00-1.18-3 303.72104 101.55
2015.11.09 00:00:0042EFAISbuyin1.651K60.330750.000.000.00104 101.55Platinum
2015.11.19 00:00:0043EFAISsellout1.651K61.109760.00-2.061 286.13105 385.62
2016.01.06 00:00:0044EFAISbuyin1.769K56.531770.000.000.00105 385.62Platinum
2016.01.25 00:00:0045EFAISsellout1.769K54.054780.00-3.46-4 381.81101 000.35
2016.11.04 00:00:0046EFAISbuyin1.762K56.548830.000.000.00101 000.35Platinum
2016.11.08 00:00:0047EFAISsellout1.762K57.179840.00-0.361 111.82102 111.81
2018.10.10 00:00:0048EFAISbuyin1.522K65.261900.000.000.00102 111.81Platinum
2018.10.17 00:00:0049EFAISsellout1.522K64.590910.00-1.12-1 021.26101 089.43
2018.12.21 00:00:0050EFAISbuyin1.719K57.993920.000.000.00101 089.43Platinum
2018.12.27 00:00:0051EFAISsellout1.719K57.549930.00-1.08-763.24100 325.11
0.00 -39.45 364.56 100 325.11