Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: USA500IS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=2
InpExitType=0
InpExitCrsiLevel=50
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: 4055 Ticks: 16220 Ativos: 1
Lucro Líquido Total: 33 542.26 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 10 297.63
Lucro Bruto: 36 926.52 Rebaixamento Máximo do Saldo : 2 698.13 (2.13%) Rebaixamento Máximo do Capital Líquido: 17 213.51 (16.10%)
Perda Bruta: -3 384.26 Rebaixamento Relativo do Saldo : 2.13% (2 698.13) Rebaixamento Relativo do Capital Líquido: 16.10% (17 213.51)
Fator de Lucro: 10.91 Retorno Esperado (Payoff): 1 973.07 Nível de Margem: 9145.65%
Fator de Recuperação: 1.95 Índice de Sharpe: 0.82 Z-Pontuação: 0.27 (21.28%)
AHPR: 1.0174 (1.74%) Correlação LR : 0.92 Resultado OnTester: 0
GHPR: 1.0172 (1.72%) Erro Padrão LR : 3 961.25
Total de Negociações: 17 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 17 (76.47%)
Ofertas Total: 34 Negociações com Lucro (% of total): 13 (76.47%) Negociações com Perda (% of total): 4 (23.53%)
Maior lucro da negociação: 6 329.25 Maior perda na Negociação: -2 385.00
Média lucro da negociação: 2 840.50 Média perda na Negociação: -846.07
Máximo ganhos consecutivos ($): 5 (22 160.51) Máximo perdas consecutivas ($): 2 (-2 698.13)
Máxima lucro consecutivo (contagem): 22 160.51 (5) Máxima perda consecutiva (contagem): -2 698.13 (2)
Média ganhos consecutivos: 3 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.94 Correlação (Lucros,MAE): 0.23 Correlação(MFE,MAE): 0.1575
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 120:00:00 Tempo médio de duração da posição: 56:28:14
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.02.13 00:00:002USA500ISbuy limit2.45 / 2.45800.502003.02.14 00:00:00expiredexpired [2003.02.14 00:00]
2005.01.10 00:00:003USA500ISbuy limit1.68 / 1.681162.502005.01.11 00:00:00expiredexpired [2005.01.11 00:00]
2005.09.21 00:00:004USA500ISbuy limit1.63 / 1.631203.002005.09.22 00:00:00expiredexpired [2005.09.22 00:00]
2005.09.22 00:00:005USA500ISbuy limit1.64 / 1.641191.752005.09.23 00:00:00expiredexpired [2005.09.23 00:00]
2005.10.12 00:00:006USA500ISbuy limit1.68 / 1.681164.752005.10.13 00:00:00expiredexpired [2005.10.13 00:00]
2005.10.13 00:00:007USA500ISbuy limit1.70 / 1.701155.002005.10.14 00:00:00expiredexpired [2005.10.14 00:00]
2005.10.14 00:00:008USA500ISbuy limit1.70 / 1.701154.502005.10.17 00:00:00expiredexpired [2005.10.17 00:00]
2006.05.19 00:00:009USA500ISbuy limit1.58 / 1.581237.752006.05.22 00:00:00expiredexpired [2006.05.22 00:00]
2006.06.14 00:00:0010USA500ISbuy limit1.62 / 1.621207.752006.06.15 00:00:00expiredexpired [2006.06.15 00:00]
2007.03.02 00:00:0011USA500ISbuy limit1.42 / 1.421377.002007.03.05 00:00:00expiredexpired [2007.03.05 00:00]
2007.03.05 00:00:0012USA500ISbuy limit1.44 / 1.441358.002007.03.06 00:00:00expiredexpired [2007.03.06 00:00]
2007.03.06 00:00:0013USA500ISbuy limit1.46 / 1.461344.752007.03.07 00:00:00expiredexpired [2007.03.07 00:00]
2007.11.16 00:00:0014USA500ISbuy limit1.37 / 1.371428.752007.11.19 00:00:00expiredexpired [2007.11.19 00:00]
2008.01.08 00:00:0015USA500ISbuy limit1.41 / 1.411393.002008.01.09 00:00:00expiredexpired [2008.01.09 00:00]
2008.01.09 00:00:0016USA500ISbuy limit1.43 / 1.431369.002008.01.10 00:00:00expiredexpired [2008.01.10 00:00]
2008.01.23 00:00:0017USA500ISbuy limit1.52 / 1.521283.002008.01.23 00:00:00filledPlatinum
2008.01.24 00:00:0018USA500ISsell1.52 / 1.521342.252008.01.24 00:00:00filled
2008.10.08 00:00:0019USA500ISbuy limit1.99 / 1.99985.752008.10.08 00:00:00filledPlatinum
2008.10.14 00:00:0020USA500ISsell1.99 / 1.991012.002008.10.14 00:00:00filled
2008.10.16 00:00:0021USA500ISbuy limit2.21 / 2.21885.252008.10.16 00:00:00filledPlatinum
2008.10.17 00:00:0022USA500ISsell2.21 / 2.21941.002008.10.17 00:00:00filled
2008.12.24 00:00:0023USA500ISbuy limit2.33 / 2.33841.252008.12.26 00:00:00expiredexpired [2008.12.26 00:00]
2009.03.03 00:00:0024USA500ISbuy limit2.84 / 2.84691.502009.03.03 00:00:00filledPlatinum
2009.03.05 00:00:0025USA500ISsell2.84 / 2.84709.502009.03.05 00:00:00filled
2009.03.06 00:00:0026USA500ISbuy limit2.91 / 2.91672.252009.03.06 00:00:00filledPlatinum
2009.03.11 00:00:0027USA500ISsell2.91 / 2.91715.752009.03.11 00:00:00filled
2009.09.28 00:00:0028USA500ISbuy limit1.92 / 1.921020.252009.09.29 00:00:00expiredexpired [2009.09.29 00:00]
2009.10.02 00:00:0029USA500ISbuy limit1.95 / 1.951007.002009.10.05 00:00:00expiredexpired [2009.10.05 00:00]
2009.10.05 00:00:0030USA500ISbuy limit1.96 / 1.961001.252009.10.06 00:00:00expiredexpired [2009.10.06 00:00]
2009.10.29 00:00:0031USA500ISbuy limit1.92 / 1.921017.752009.10.30 00:00:00expiredexpired [2009.10.30 00:00]
2010.05.20 00:00:0032USA500ISbuy limit1.80 / 1.801087.752010.05.20 00:00:00filledPlatinum
2010.05.24 00:00:0033USA500ISsell1.80 / 1.801085.502010.05.24 00:00:00filled
2010.05.24 00:00:0034USA500ISbuy limit1.84 / 1.841062.752010.05.25 00:00:00expiredexpired [2010.05.25 00:00]
2010.05.25 00:00:0035USA500ISbuy limit1.87 / 1.871049.502010.05.25 00:00:00filledPlatinum
2010.05.28 00:00:0036USA500ISsell1.87 / 1.871100.252010.05.28 00:00:00filled
2010.07.01 00:00:0037USA500ISbuy limit1.95 / 1.951006.002010.07.02 00:00:00expiredexpired [2010.07.02 00:00]
2010.07.02 00:00:0038USA500ISbuy limit1.96 / 1.961001.252010.07.06 00:00:00expiredexpired [2010.07.06 00:00]
2010.07.06 00:00:0039USA500ISbuy limit1.97 / 1.97994.002010.07.07 00:00:00expiredexpired [2010.07.07 00:00]
2010.08.16 00:00:0040USA500ISbuy limit1.86 / 1.861054.502010.08.17 00:00:00expiredexpired [2010.08.17 00:00]
2010.08.27 00:00:0041USA500ISbuy limit1.92 / 1.921023.752010.08.30 00:00:00expiredexpired [2010.08.30 00:00]
2011.08.01 00:00:0042USA500ISbuy limit1.53 / 1.531262.752011.08.02 00:00:00expiredexpired [2011.08.02 00:00]
2011.08.02 00:00:0043USA500ISbuy limit1.56 / 1.561254.252011.08.02 00:00:00filledPlatinum
2011.08.04 00:00:0044USA500ISsell1.56 / 1.561254.252011.08.04 00:00:00filled
2011.08.04 00:00:0045USA500ISbuy limit1.59 / 1.591229.502011.08.04 00:00:00filledPlatinum
2011.08.05 00:00:0046USA500ISsell1.59 / 1.591199.502011.08.05 00:00:00filled
2011.08.05 00:00:0047USA500ISbuy limit1.67 / 1.671174.752011.08.05 00:00:00filledPlatinum
2011.08.10 00:00:0048USA500ISsell1.67 / 1.671171.002011.08.10 00:00:00filled
2011.11.23 00:00:0049USA500ISbuy limit1.69 / 1.691159.002011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0050USA500ISsell1.69 / 1.691190.752011.11.29 00:00:00filled
2012.05.17 00:00:0051USA500ISbuy limit1.51 / 1.511296.002012.05.18 00:00:00expiredexpired [2012.05.18 00:00]
2012.05.18 00:00:0052USA500ISbuy limit1.54 / 1.541275.252012.05.21 00:00:00expiredexpired [2012.05.21 00:00]
2012.05.21 00:00:0053USA500ISbuy limit1.55 / 1.551265.002012.05.22 00:00:00expiredexpired [2012.05.22 00:00]
2012.08.31 00:00:0054USA500ISbuy limit1.43 / 1.431369.002012.09.04 00:00:00expiredexpired [2012.09.04 00:00]
2012.12.31 00:00:0055USA500ISbuy limit1.44 / 1.441356.252013.01.02 00:00:00expiredexpired [2013.01.02 00:00]
2013.09.30 00:00:0056USA500ISbuy limit1.19 / 1.191652.752013.10.01 00:00:00expiredexpired [2013.10.01 00:00]
2013.10.01 00:00:0057USA500ISbuy limit1.19 / 1.191640.752013.10.02 00:00:00expiredexpired [2013.10.02 00:00]
2014.10.08 00:00:0058USA500ISbuy limit1.04 / 1.041889.502014.10.09 00:00:00expiredexpired [2014.10.09 00:00]
2014.12.17 00:00:0059USA500ISbuy limit1.02 / 1.021925.752014.12.18 00:00:00expiredexpired [2014.12.18 00:00]
2015.11.13 00:00:0060USA500ISbuy limit0.98 / 0.981999.752015.11.16 00:00:00expiredexpired [2015.11.16 00:00]
2015.11.16 00:00:0061USA500ISbuy limit1.00 / 1.001978.252015.11.17 00:00:00expiredexpired [2015.11.17 00:00]
2016.01.11 00:00:0062USA500ISbuy limit1.05 / 1.051873.252016.01.12 00:00:00expiredexpired [2016.01.12 00:00]
2016.02.11 00:00:0063USA500ISbuy limit1.09 / 1.091809.752016.02.11 00:00:00filledPlatinum
2016.02.16 00:00:0064USA500ISsell1.09 / 1.091865.252016.02.16 00:00:00filled
2016.06.20 00:00:0065USA500ISbuy limit0.97 / 0.972017.752016.06.21 00:00:00expiredexpired [2016.06.21 00:00]
2016.09.02 00:00:0066USA500ISbuy limit0.92 / 0.922124.002016.09.06 00:00:00expiredexpired [2016.09.06 00:00]
2016.11.03 00:00:0067USA500ISbuy limit0.96 / 0.962050.502016.11.04 00:00:00expiredexpired [2016.11.04 00:00]
2016.11.04 00:00:0068USA500ISbuy limit0.96 / 0.962041.752016.11.07 00:00:00expiredexpired [2016.11.07 00:00]
2016.11.07 00:00:0069USA500ISbuy limit0.95 / 0.952038.502016.11.08 00:00:00expiredexpired [2016.11.08 00:00]
2017.03.09 00:00:0070USA500ISbuy limit0.85 / 0.852316.752017.03.10 00:00:00expiredexpired [2017.03.10 00:00]
2017.06.23 00:00:0071USA500ISbuy limit0.82 / 0.822383.002017.06.26 00:00:00expiredexpired [2017.06.26 00:00]
2017.07.31 00:00:0072USA500ISbuy limit0.81 / 0.812420.752017.08.01 00:00:00expiredexpired [2017.08.01 00:00]
2017.08.01 00:00:0073USA500ISbuy limit0.81 / 0.812418.752017.08.02 00:00:00expiredexpired [2017.08.02 00:00]
2018.10.11 00:00:0074USA500ISbuy limit0.72 / 0.722725.502018.10.11 00:00:00filledPlatinum
2018.10.15 00:00:0075USA500ISsell0.72 / 0.722770.002018.10.15 00:00:00filled
2018.10.15 00:00:0076USA500ISbuy limit0.72 / 0.722713.252018.10.16 00:00:00expiredexpired [2018.10.16 00:00]
2018.10.16 00:00:0077USA500ISbuy limit0.73 / 0.732694.002018.10.17 00:00:00expiredexpired [2018.10.17 00:00]
2018.10.24 00:00:0078USA500ISbuy limit0.73 / 0.732691.252018.10.24 00:00:00filledPlatinum
2018.10.26 00:00:0079USA500ISsell0.73 / 0.732678.002018.10.26 00:00:00filled
2018.10.26 00:00:0080USA500ISbuy limit0.75 / 0.752634.502018.10.26 00:00:00filledPlatinum
2018.10.29 00:00:0081USA500ISsell0.75 / 0.752667.002018.10.29 00:00:00filled
2018.10.29 00:00:0082USA500ISbuy limit0.75 / 0.752616.002018.10.29 00:00:00filledPlatinum
2018.10.30 00:00:0083USA500ISsell0.75 / 0.752639.002018.10.30 00:00:00filled
2018.10.30 00:00:0084USA500ISbuy limit0.76 / 0.762590.752018.10.31 00:00:00expiredexpired [2018.10.31 00:00]
2018.12.20 00:00:0085USA500ISbuy limit0.80 / 0.802454.502018.12.20 00:00:00filledPlatinum
2018.12.27 00:00:0086USA500ISsell0.80 / 0.802470.252018.12.27 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
2008.01.23 00:00:002USA500ISbuyin1.521283.00170.000.000.00100 000.00Platinum
2008.01.24 00:00:003USA500ISsellout1.521342.25180.000.004 503.00104 503.00
2008.10.08 00:00:004USA500ISbuyin1.99985.75190.000.000.00104 503.00Platinum
2008.10.14 00:00:005USA500ISsellout1.991012.00200.000.002 611.88107 114.88
2008.10.16 00:00:006USA500ISbuyin2.21885.25210.000.000.00107 114.88Platinum
2008.10.17 00:00:007USA500ISsellout2.21941.00220.000.006 160.38113 275.26
2009.03.03 00:00:008USA500ISbuyin2.84691.50240.000.000.00113 275.26Platinum
2009.03.05 00:00:009USA500ISsellout2.84709.50250.000.002 556.00115 831.26
2009.03.06 00:00:0010USA500ISbuyin2.91672.25260.000.000.00115 831.26Platinum
2009.03.11 00:00:0011USA500ISsellout2.91715.75270.000.006 329.25122 160.51
2010.05.20 00:00:0012USA500ISbuyin1.801087.75320.000.000.00122 160.51Platinum
2010.05.24 00:00:0013USA500ISsellout1.801085.50330.000.00-202.50121 958.01
2010.05.25 00:00:0014USA500ISbuyin1.871049.50350.000.000.00121 958.01Platinum
2010.05.28 00:00:0015USA500ISsellout1.871100.25360.000.004 745.13126 703.14
2011.08.02 00:00:0016USA500ISbuyin1.561254.25430.000.000.00126 703.14Platinum
2011.08.04 00:00:0017USA500ISsellout1.561254.25440.000.000.00126 703.14
2011.08.04 00:00:0018USA500ISbuyin1.591229.50450.000.000.00126 703.14Platinum
2011.08.05 00:00:0019USA500ISsellout1.591199.50460.000.00-2 385.00124 318.14
2011.08.05 00:00:0020USA500ISbuyin1.671174.75470.000.000.00124 318.14Platinum
2011.08.10 00:00:0021USA500ISsellout1.671171.00480.000.00-313.13124 005.01
2011.11.23 00:00:0022USA500ISbuyin1.691159.00490.000.000.00124 005.01Platinum
2011.11.29 00:00:0023USA500ISsellout1.691190.75500.000.002 682.88126 687.89
2016.02.11 00:00:0024USA500ISbuyin1.091809.75630.000.000.00126 687.89Platinum
2016.02.16 00:00:0025USA500ISsellout1.091865.25640.000.003 024.75129 712.64
2018.10.11 00:00:0026USA500ISbuyin0.722725.50740.000.000.00129 712.64Platinum
2018.10.15 00:00:0027USA500ISsellout0.722770.00750.000.001 602.00131 314.64
2018.10.24 00:00:0028USA500ISbuyin0.732691.25780.000.000.00131 314.64Platinum
2018.10.26 00:00:0029USA500ISsellout0.732678.00790.000.00-483.63130 831.01
2018.10.26 00:00:0030USA500ISbuyin0.752634.50800.000.000.00130 831.01Platinum
2018.10.29 00:00:0031USA500ISsellout0.752667.00810.000.001 218.75132 049.76
2018.10.29 00:00:0032USA500ISbuyin0.752616.00820.000.000.00132 049.76Platinum
2018.10.30 00:00:0033USA500ISsellout0.752639.00830.000.00862.50132 912.26
2018.12.20 00:00:0034USA500ISbuyin0.802454.50850.000.000.00132 912.26Platinum
2018.12.27 00:00:0035USA500ISsellout0.802470.25860.000.00630.00133 542.26
0.00 0.00 33 542.26 133 542.26