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=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: 4055 Ticks: 16220 Ativos: 1
Lucro Líquido Total: 26 440.51 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 10 297.63
Lucro Bruto: 33 166.76 Rebaixamento Máximo do Saldo : 6 708.00 (5.43%) Rebaixamento Máximo do Capital Líquido: 17 213.51 (16.10%)
Perda Bruta: -6 726.25 Rebaixamento Relativo do Saldo : 5.43% (6 708.00) Rebaixamento Relativo do Capital Líquido: 16.10% (17 213.51)
Fator de Lucro: 4.93 Retorno Esperado (Payoff): 2 403.68 Nível de Margem: 9145.65%
Fator de Recuperação: 1.54 Índice de Sharpe: 0.60 Z-Pontuação: 1.42 (84.44%)
AHPR: 1.0222 (2.22%) Correlação LR : 0.84 Resultado OnTester: 0
GHPR: 1.0216 (2.16%) Erro Padrão LR : 4 799.47
Total de Negociações: 11 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 11 (81.82%)
Ofertas Total: 22 Negociações com Lucro (% of total): 9 (81.82%) Negociações com Perda (% of total): 2 (18.18%)
Maior lucro da negociação: 11 878.75 Maior perda na Negociação: -6 708.00
Média lucro da negociação: 3 685.20 Média perda na Negociação: -3 363.13
Máximo ganhos consecutivos ($): 5 (23 562.13) Máximo perdas consecutivas ($): 1 (-6 708.00)
Máxima lucro consecutivo (contagem): 23 562.13 (5) Máxima perda consecutiva (contagem): -6 708.00 (1)
Média ganhos consecutivos: 3 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.89 Correlação (Lucros,MAE): 0.60 Correlação(MFE,MAE): 0.4094
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 192:00:00 Tempo médio de duração da posição: 106:54:32
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
2008.10.21 00:00:0022USA500ISsell2.21 / 2.21992.752008.10.21 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
2009.03.11 00:00:0025USA500ISsell2.84 / 2.84715.752009.03.11 00:00:00filled
2009.09.28 00:00:0026USA500ISbuy limit1.92 / 1.921020.252009.09.29 00:00:00expiredexpired [2009.09.29 00:00]
2009.10.02 00:00:0027USA500ISbuy limit1.95 / 1.951007.002009.10.05 00:00:00expiredexpired [2009.10.05 00:00]
2009.10.05 00:00:0028USA500ISbuy limit1.96 / 1.961001.252009.10.06 00:00:00expiredexpired [2009.10.06 00:00]
2009.10.29 00:00:0029USA500ISbuy limit1.92 / 1.921017.752009.10.30 00:00:00expiredexpired [2009.10.30 00:00]
2010.05.20 00:00:0030USA500ISbuy limit1.80 / 1.801087.752010.05.20 00:00:00filledPlatinum
2010.05.28 00:00:0031USA500ISsell1.80 / 1.801100.252010.05.28 00:00:00filled
2010.07.01 00:00:0032USA500ISbuy limit1.95 / 1.951006.002010.07.02 00:00:00expiredexpired [2010.07.02 00:00]
2010.07.02 00:00:0033USA500ISbuy limit1.96 / 1.961001.252010.07.06 00:00:00expiredexpired [2010.07.06 00:00]
2010.07.06 00:00:0034USA500ISbuy limit1.97 / 1.97994.002010.07.07 00:00:00expiredexpired [2010.07.07 00:00]
2010.08.16 00:00:0035USA500ISbuy limit1.86 / 1.861054.502010.08.17 00:00:00expiredexpired [2010.08.17 00:00]
2010.08.27 00:00:0036USA500ISbuy limit1.92 / 1.921023.752010.08.30 00:00:00expiredexpired [2010.08.30 00:00]
2011.08.01 00:00:0037USA500ISbuy limit1.53 / 1.531262.752011.08.02 00:00:00expiredexpired [2011.08.02 00:00]
2011.08.02 00:00:0038USA500ISbuy limit1.56 / 1.561254.252011.08.02 00:00:00filledPlatinum
2011.08.12 00:00:0039USA500ISsell1.56 / 1.561168.252011.08.12 00:00:00filled
2011.11.23 00:00:0040USA500ISbuy limit1.69 / 1.691159.002011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0041USA500ISsell1.69 / 1.691190.752011.11.29 00:00:00filled
2012.05.17 00:00:0042USA500ISbuy limit1.51 / 1.511296.002012.05.18 00:00:00expiredexpired [2012.05.18 00:00]
2012.05.18 00:00:0043USA500ISbuy limit1.54 / 1.541275.252012.05.21 00:00:00expiredexpired [2012.05.21 00:00]
2012.05.21 00:00:0044USA500ISbuy limit1.55 / 1.551265.002012.05.22 00:00:00expiredexpired [2012.05.22 00:00]
2012.08.31 00:00:0045USA500ISbuy limit1.43 / 1.431369.002012.09.04 00:00:00expiredexpired [2012.09.04 00:00]
2012.12.31 00:00:0046USA500ISbuy limit1.44 / 1.441356.252013.01.02 00:00:00expiredexpired [2013.01.02 00:00]
2013.09.30 00:00:0047USA500ISbuy limit1.19 / 1.191652.752013.10.01 00:00:00expiredexpired [2013.10.01 00:00]
2013.10.01 00:00:0048USA500ISbuy limit1.19 / 1.191640.752013.10.02 00:00:00expiredexpired [2013.10.02 00:00]
2014.10.08 00:00:0049USA500ISbuy limit1.04 / 1.041889.502014.10.09 00:00:00expiredexpired [2014.10.09 00:00]
2014.12.17 00:00:0050USA500ISbuy limit1.02 / 1.021925.752014.12.18 00:00:00expiredexpired [2014.12.18 00:00]
2015.11.13 00:00:0051USA500ISbuy limit0.98 / 0.981999.752015.11.16 00:00:00expiredexpired [2015.11.16 00:00]
2015.11.16 00:00:0052USA500ISbuy limit1.00 / 1.001978.252015.11.17 00:00:00expiredexpired [2015.11.17 00:00]
2016.01.11 00:00:0053USA500ISbuy limit1.05 / 1.051873.252016.01.12 00:00:00expiredexpired [2016.01.12 00:00]
2016.02.11 00:00:0054USA500ISbuy limit1.09 / 1.091809.752016.02.11 00:00:00filledPlatinum
2016.02.16 00:00:0055USA500ISsell1.09 / 1.091865.252016.02.16 00:00:00filled
2016.06.20 00:00:0056USA500ISbuy limit0.97 / 0.972017.752016.06.21 00:00:00expiredexpired [2016.06.21 00:00]
2016.09.02 00:00:0057USA500ISbuy limit0.92 / 0.922124.002016.09.06 00:00:00expiredexpired [2016.09.06 00:00]
2016.11.03 00:00:0058USA500ISbuy limit0.96 / 0.962050.502016.11.04 00:00:00expiredexpired [2016.11.04 00:00]
2016.11.04 00:00:0059USA500ISbuy limit0.96 / 0.962041.752016.11.07 00:00:00expiredexpired [2016.11.07 00:00]
2016.11.07 00:00:0060USA500ISbuy limit0.95 / 0.952038.502016.11.08 00:00:00expiredexpired [2016.11.08 00:00]
2017.03.09 00:00:0061USA500ISbuy limit0.85 / 0.852316.752017.03.10 00:00:00expiredexpired [2017.03.10 00:00]
2017.06.23 00:00:0062USA500ISbuy limit0.82 / 0.822383.002017.06.26 00:00:00expiredexpired [2017.06.26 00:00]
2017.07.31 00:00:0063USA500ISbuy limit0.81 / 0.812420.752017.08.01 00:00:00expiredexpired [2017.08.01 00:00]
2017.08.01 00:00:0064USA500ISbuy limit0.81 / 0.812418.752017.08.02 00:00:00expiredexpired [2017.08.02 00:00]
2018.10.11 00:00:0065USA500ISbuy limit0.72 / 0.722725.502018.10.11 00:00:00filledPlatinum
2018.10.17 00:00:0066USA500ISsell0.72 / 0.722816.252018.10.17 00:00:00filled
2018.10.24 00:00:0067USA500ISbuy limit0.73 / 0.732691.252018.10.24 00:00:00filledPlatinum
2018.10.31 00:00:0068USA500ISsell0.73 / 0.732690.752018.10.31 00:00:00filled
2018.12.20 00:00:0069USA500ISbuy limit0.80 / 0.802454.502018.12.20 00:00:00filledPlatinum
2018.12.27 00:00:0070USA500ISsell0.80 / 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
2008.10.21 00:00:007USA500ISsellout2.21992.75220.000.0011 878.75118 993.63
2009.03.03 00:00:008USA500ISbuyin2.84691.50240.000.000.00118 993.63Platinum
2009.03.11 00:00:009USA500ISsellout2.84715.75250.000.003 443.50122 437.13
2010.05.20 00:00:0010USA500ISbuyin1.801087.75300.000.000.00122 437.13Platinum
2010.05.28 00:00:0011USA500ISsellout1.801100.25310.000.001 125.00123 562.13
2011.08.02 00:00:0012USA500ISbuyin1.561254.25380.000.000.00123 562.13Platinum
2011.08.12 00:00:0013USA500ISsellout1.561168.25390.000.00-6 708.00116 854.13
2011.11.23 00:00:0014USA500ISbuyin1.691159.00400.000.000.00116 854.13Platinum
2011.11.29 00:00:0015USA500ISsellout1.691190.75410.000.002 682.88119 537.01
2016.02.11 00:00:0016USA500ISbuyin1.091809.75540.000.000.00119 537.01Platinum
2016.02.16 00:00:0017USA500ISsellout1.091865.25550.000.003 024.75122 561.76
2018.10.11 00:00:0018USA500ISbuyin0.722725.50650.000.000.00122 561.76Platinum
2018.10.17 00:00:0019USA500ISsellout0.722816.25660.000.003 267.00125 828.76
2018.10.24 00:00:0020USA500ISbuyin0.732691.25670.000.000.00125 828.76Platinum
2018.10.31 00:00:0021USA500ISsellout0.732690.75680.000.00-18.25125 810.51
2018.12.20 00:00:0022USA500ISbuyin0.802454.50690.000.000.00125 810.51Platinum
2018.12.27 00:00:0023USA500ISsellout0.802470.25700.000.00630.00126 440.51
0.00 0.00 26 440.51 126 440.51