Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: ESP35IS
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: 4076 Ticks: 16304 Ativos: 1
Lucro Líquido Total: -738.33 Rebaixamento Absoluto do Saldo : 13 120.79 Rebaixamento Absoluto do Capital Líquido: 17 924.34
Lucro Bruto: 37 126.99 Rebaixamento Máximo do Saldo : 14 820.92 (14.57%) Rebaixamento Máximo do Capital Líquido: 19 839.68 (19.47%)
Perda Bruta: -37 865.32 Rebaixamento Relativo do Saldo : 14.57% (14 820.92) Rebaixamento Relativo do Capital Líquido: 19.47% (19 839.68)
Fator de Lucro: 0.98 Retorno Esperado (Payoff): -30.76 Nível de Margem: 3939.07%
Fator de Recuperação: -0.04 Índice de Sharpe: 0.02 Z-Pontuação: 1.00 (68.27%)
AHPR: 1.0007 (0.07%) Correlação LR : 0.20 Resultado OnTester: 0
GHPR: 0.9997 (-0.03%) Erro Padrão LR : 4 062.63
Total de Negociações: 24 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 24 (62.50%)
Ofertas Total: 48 Negociações com Lucro (% of total): 15 (62.50%) Negociações com Perda (% of total): 9 (37.50%)
Maior lucro da negociação: 6 965.74 Maior perda na Negociação: -11 271.21
Média lucro da negociação: 2 475.13 Média perda na Negociação: -4 207.26
Máximo ganhos consecutivos ($): 4 (11 408.20) Máximo perdas consecutivas ($): 2 (-5 326.03)
Máxima lucro consecutivo (contagem): 11 408.20 (4) Máxima perda consecutiva (contagem): -11 271.21 (1)
Média ganhos consecutivos: 2 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.64 Correlação (Lucros,MAE): 0.92 Correlação(MFE,MAE): 0.3928
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 408:00:00 Tempo médio de duração da posição: 161:00:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.28 00:00:002ESP35ISbuy limit1.48 / 1.4859632003.01.28 00:00:00filledPlatinum
2003.02.12 00:00:003ESP35ISsell1.48 / 1.4858712003.02.12 00:00:00filled
2003.09.15 00:00:004ESP35ISbuy limit1.28 / 0.0069532003.09.16 00:00:00canceledPlatinum
2003.09.30 00:00:005ESP35ISbuy limit1.32 / 1.3267042003.09.30 00:00:00filledPlatinum
2003.10.06 00:00:006ESP35ISsell1.32 / 1.3269112003.10.06 00:00:00filled
2003.10.27 00:00:007ESP35ISbuy limit1.30 / 0.0068002003.10.28 00:00:00canceledPlatinum
2005.04.19 00:00:008ESP35ISbuy limit0.89 / 0.0089362005.04.20 00:00:00canceledPlatinum
2005.08.19 00:00:009ESP35ISbuy limit0.80 / 0.0099382005.08.22 00:00:00canceledPlatinum
2005.10.28 00:00:0010ESP35ISbuy limit0.78 / 0.00102262005.10.31 00:00:00canceledPlatinum
2005.12.16 00:00:0011ESP35ISbuy limit0.77 / 0.00103782005.12.19 00:00:00canceledPlatinum
2006.05.19 00:00:0012ESP35ISbuy limit0.73 / 0.00110982006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0013ESP35ISbuy limit0.60 / 0.00135242006.12.05 00:00:00canceledPlatinum
2007.03.06 00:00:0014ESP35ISbuy limit0.53 / 0.00136122007.03.07 00:00:00canceledPlatinum
2007.12.21 00:00:0015ESP35ISbuy limit0.48 / 0.00149902007.12.27 00:00:00canceledPlatinum
2008.01.02 00:00:0016ESP35ISbuy limit0.44 / 0.44150302008.01.02 00:00:00filledPlatinum
2008.01.25 00:00:0017ESP35ISsell0.44 / 0.44132962008.01.25 00:00:00filled
2008.03.10 00:00:0018ESP35ISbuy limit0.53 / 0.00125652008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0019ESP35ISbuy limit0.53 / 0.00125282008.03.12 00:00:00canceledPlatinum
2008.05.26 00:00:0020ESP35ISbuy limit0.50 / 0.00134412008.05.27 00:00:00canceledPlatinum
2008.06.11 00:00:0021ESP35ISbuy limit0.52 / 0.52126272008.06.11 00:00:00filledPlatinum
2008.06.13 00:00:0022ESP35ISsell0.52 / 0.52128482008.06.13 00:00:00filled
2008.06.25 00:00:0023ESP35ISbuy limit0.55 / 0.00120842008.06.26 00:00:00canceledPlatinum
2008.06.27 00:00:0024ESP35ISbuy limit0.56 / 0.56119572008.06.27 00:00:00filledPlatinum
2008.07.18 00:00:0025ESP35ISsell0.56 / 0.56116102008.07.18 00:00:00filled
2008.09.12 00:00:0026ESP35ISbuy limit0.60 / 0.00110262008.09.15 00:00:00canceledPlatinum
2008.10.29 00:00:0027ESP35ISbuy limit0.80 / 0.0078262008.10.30 00:00:00canceledPlatinum
2009.01.15 00:00:0028ESP35ISbuy limit0.86 / 0.8686062009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0029ESP35ISsell0.86 / 0.8684082009.01.27 00:00:00filled
2009.03.10 00:00:0030ESP35ISbuy limit1.10 / 0.0067492009.03.11 00:00:00canceledPlatinum
2009.10.05 00:00:0031ESP35ISbuy limit0.66 / 0.00112132009.10.06 00:00:00canceledPlatinum
2010.01.18 00:00:0032ESP35ISbuy limit0.62 / 0.00117272010.01.19 00:00:00canceledPlatinum
2010.01.29 00:00:0033ESP35ISbuy limit0.68 / 0.00107212010.02.01 00:00:00canceledPlatinum
2010.06.09 00:00:0034ESP35ISbuy limit0.85 / 0.0085822010.06.10 00:00:00canceledPlatinum
2010.08.13 00:00:0035ESP35ISbuy limit0.71 / 0.71102392010.08.13 00:00:00filledPlatinum
2010.09.02 00:00:0036ESP35ISsell0.71 / 0.71105142010.09.02 00:00:00filled
2010.11.30 00:00:0037ESP35ISbuy limit0.79 / 0.7992322010.11.30 00:00:00filledPlatinum
2010.12.02 00:00:0038ESP35ISsell0.79 / 0.7997882010.12.02 00:00:00filled
2011.03.11 00:00:0039ESP35ISbuy limit0.70 / 0.70103322011.03.11 00:00:00filledPlatinum
2011.03.18 00:00:0040ESP35ISsell0.70 / 0.70103832011.03.18 00:00:00filled
2011.05.10 00:00:0041ESP35ISbuy limit0.69 / 0.00102922011.05.11 00:00:00canceledPlatinum
2011.05.11 00:00:0042ESP35ISbuy limit0.68 / 0.00103702011.05.12 00:00:00canceledPlatinum
2011.07.12 00:00:0043ESP35ISbuy0.75 / 0.7595562011.07.12 00:00:00filledPlatinum
2011.07.21 00:00:0044ESP35ISsell0.75 / 0.7598032011.07.21 00:00:00filled
2011.08.03 00:00:0045ESP35ISbuy limit0.80 / 0.8090242011.08.03 00:00:00filledPlatinum
2011.08.12 00:00:0046ESP35ISsell0.80 / 0.8083032011.08.12 00:00:00filled
2011.08.12 00:00:0047ESP35ISbuy limit0.87 / 0.8781672011.08.12 00:00:00filledPlatinum
2011.08.15 00:00:0048ESP35ISsell0.87 / 0.8787282011.08.15 00:00:00filled
2011.11.03 00:00:0049ESP35ISbuy0.85 / 0.8584272011.11.03 00:00:00filledPlatinum
2011.11.14 00:00:0050ESP35ISsell0.85 / 0.8586162011.11.14 00:00:00filled
2012.03.28 00:00:0051ESP35ISbuy limit0.95 / 0.9580592012.03.28 00:00:00filledPlatinum
2012.04.18 00:00:0052ESP35ISsell0.95 / 0.9573552012.04.18 00:00:00filled
2012.05.17 00:00:0053ESP35ISbuy limit1.16 / 1.1665452012.05.17 00:00:00filledPlatinum
2012.05.23 00:00:0054ESP35ISsell1.16 / 1.1665792012.05.23 00:00:00filled
2012.10.29 00:00:0055ESP35ISbuy limit0.99 / 0.9976972012.10.29 00:00:00filledPlatinum
2012.11.05 00:00:0056ESP35ISsell0.99 / 0.9978922012.11.05 00:00:00filled
2013.02.05 00:00:0057ESP35ISbuy limit0.95 / 0.0078412013.02.06 00:00:00canceledPlatinum
2013.02.06 00:00:0058ESP35ISbuy limit0.92 / 0.0080132013.02.07 00:00:00canceledPlatinum
2013.02.07 00:00:0059ESP35ISbuy limit0.93 / 0.0079752013.02.08 00:00:00canceledPlatinum
2013.02.08 00:00:0060ESP35ISbuy limit0.93 / 0.0079352013.02.11 00:00:00canceledPlatinum
2013.03.20 00:00:0061ESP35ISbuy limit0.89 / 0.0082382013.03.21 00:00:00canceledPlatinum
2013.03.26 00:00:0062ESP35ISbuy limit0.92 / 0.9280602013.03.26 00:00:00filledPlatinum
2013.04.03 00:00:0063ESP35ISsell0.92 / 0.9280152013.04.03 00:00:00filled
2013.05.27 00:00:0064ESP35ISbuy limit0.90 / 0.0081822013.05.28 00:00:00canceledPlatinum
2013.06.07 00:00:0065ESP35ISbuy limit0.91 / 0.0081352013.06.10 00:00:00canceledPlatinum
2014.01.27 00:00:0066ESP35ISbuy limit0.77 / 0.7797702014.01.27 00:00:00filledPlatinum
2014.02.07 00:00:0067ESP35ISsell0.77 / 0.7799962014.02.07 00:00:00filled
2014.04.16 00:00:0068ESP35ISbuy limit0.74 / 0.00100032014.04.17 00:00:00canceledPlatinum
2014.07.01 00:00:0069ESP35ISbuy limit0.69 / 0.00108152014.07.02 00:00:00canceledPlatinum
2014.08.08 00:00:0070ESP35ISbuy limit0.76 / 0.7699782014.08.08 00:00:00filledPlatinum
2014.08.14 00:00:0071ESP35ISsell0.76 / 0.76102742014.08.14 00:00:00filled
2014.09.17 00:00:0072ESP35ISbuy limit0.70 / 0.00106912014.09.18 00:00:00canceledPlatinum
2015.07.08 00:00:0073ESP35ISbuy limit0.86 / 0.00102432015.07.09 00:00:00canceledPlatinum
2015.08.25 00:00:0074ESP35ISbuy limit0.90 / 0.0096592015.08.26 00:00:00canceledPlatinum
2015.08.27 00:00:0075ESP35ISbuy limit0.87 / 0.0098852015.08.28 00:00:00canceledPlatinum
2015.12.08 00:00:0076ESP35ISbuy limit0.89 / 0.8999422015.12.08 00:00:00filledPlatinum
2015.12.16 00:00:0077ESP35ISsell0.89 / 0.8997632015.12.16 00:00:00filled
2016.01.10 00:00:0178ESP35ISbuy limit1.02 / 0.0088202016.01.11 00:00:00canceledPlatinum
2016.06.17 00:00:0079ESP35ISbuy limit1.10 / 0.0081182016.06.20 00:00:00canceledPlatinum
2017.01.18 00:00:0080ESP35ISbuy limit0.95 / 0.0093012017.01.19 00:00:00canceledPlatinum
2017.01.19 00:00:0081ESP35ISbuy limit0.96 / 0.0092922017.01.20 00:00:00canceledPlatinum
2017.01.20 00:00:0082ESP35ISbuy limit0.96 / 0.0092852017.01.23 00:00:00canceledPlatinum
2017.07.10 00:00:0083ESP35ISbuy limit0.85 / 0.00103842017.07.11 00:00:00canceledPlatinum
2017.11.09 00:00:0084ESP35ISbuy limit0.88 / 0.88101262017.11.09 00:00:00filledPlatinum
2017.11.17 00:00:0085ESP35ISsell0.88 / 0.88100742017.11.17 00:00:00filled
2018.01.02 00:00:0086ESP35ISbuy limit0.83 / 0.0099442018.01.03 00:00:00canceledPlatinum
2018.02.07 00:00:0087ESP35ISbuy limit0.84 / 0.0097122018.02.08 00:00:00canceledPlatinum
2018.02.12 00:00:0088ESP35ISbuy limit0.86 / 0.0095442018.02.13 00:00:00canceledPlatinum
2018.05.30 00:00:0089ESP35ISbuy limit0.88 / 0.0094262018.05.31 00:00:00canceledPlatinum
2018.06.01 00:00:0090ESP35ISbuy limit0.88 / 0.0093702018.06.04 00:00:00canceledPlatinum
2018.09.06 00:00:0091ESP35ISbuy limit0.91 / 0.0092082018.09.07 00:00:00canceledPlatinum
2018.09.07 00:00:0092ESP35ISbuy limit0.91 / 0.9191172018.09.07 00:00:00filledPlatinum
2018.09.11 00:00:0093ESP35ISsell0.91 / 0.9193012018.09.11 00:00:00filled
2018.10.15 00:00:0094ESP35ISbuy limit0.95 / 0.0088132018.10.16 00:00:00canceledPlatinum
2018.11.20 00:00:0095ESP35ISbuy limit0.94 / 0.9489162018.11.20 00:00:00filledPlatinum
2018.11.22 00:00:0096ESP35ISsell0.94 / 0.9489172018.11.22 00:00:00filled
2018.11.23 00:00:0097ESP35ISbuy limit0.94 / 0.0088172018.11.26 00:00:00canceledPlatinum
2018.12.27 00:00:0098ESP35ISbuy limit0.98 / 0.9883952018.12.27 00:00:00filledPlatinum
2018.12.31 00:00:0099ESP35ISsell0.98 / 0.9885112018.12.31 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
2003.01.28 00:00:002ESP35ISbuyin1.48596320.000.000.00100 000.00Platinum
2003.02.12 00:00:003ESP35ISsellout1.48587130.000.00-1 463.7298 536.28
2003.09.30 00:00:004ESP35ISbuyin1.32670450.000.000.0098 536.28Platinum
2003.10.06 00:00:005ESP35ISsellout1.32691160.000.003 163.85101 700.13
2008.01.02 00:00:006ESP35ISbuyin0.4415030160.000.000.00101 700.13Platinum
2008.01.25 00:00:007ESP35ISsellout0.4413296170.000.00-11 271.2190 428.92
2008.06.11 00:00:008ESP35ISbuyin0.5212627210.000.000.0090 428.92Platinum
2008.06.13 00:00:009ESP35ISsellout0.5212848220.000.001 776.3292 205.24
2008.06.27 00:00:0010ESP35ISbuyin0.5611957240.000.000.0092 205.24Platinum
2008.07.18 00:00:0011ESP35ISsellout0.5611610250.000.00-3 080.5589 124.69
2009.01.15 00:00:0012ESP35ISbuyin0.868606280.000.000.0089 124.69Platinum
2009.01.27 00:00:0013ESP35ISsellout0.868408290.000.00-2 245.4886 879.21
2010.08.13 00:00:0014ESP35ISbuyin0.7110239350.000.000.0086 879.21Platinum
2010.09.02 00:00:0015ESP35ISsellout0.7110514360.000.002 499.5989 378.80
2010.11.30 00:00:0016ESP35ISbuyin0.799232370.000.000.0089 378.80Platinum
2010.12.02 00:00:0017ESP35ISsellout0.799788380.000.005 764.7295 143.52
2011.03.11 00:00:0018ESP35ISbuyin0.7010332390.000.000.0095 143.52Platinum
2011.03.18 00:00:0019ESP35ISsellout0.7010383400.000.00500.8795 644.39
2011.07.12 00:00:0020ESP35ISbuyin0.759556430.000.000.0095 644.39Platinum
2011.07.21 00:00:0021ESP35ISsellout0.759803440.000.002 643.0298 287.41
2011.08.03 00:00:0022ESP35ISbuyin0.809024450.000.000.0098 287.41Platinum
2011.08.12 00:00:0023ESP35ISsellout0.808303460.000.00-8 212.1390 075.28
2011.08.12 00:00:0024ESP35ISbuyin0.878167470.000.000.0090 075.28Platinum
2011.08.15 00:00:0025ESP35ISsellout0.878728480.000.006 965.7497 041.02
2011.11.03 00:00:0026ESP35ISbuyin0.858427490.000.000.0097 041.02Platinum
2011.11.14 00:00:0027ESP35ISsellout0.858616500.000.002 214.4599 255.47
2012.03.28 00:00:0028ESP35ISbuyin0.958059510.000.000.0099 255.47Platinum
2012.04.18 00:00:0029ESP35ISsellout0.957355520.000.00-8 780.9490 474.53
2012.05.17 00:00:0030ESP35ISbuyin1.166545530.000.000.0090 474.53Platinum
2012.05.23 00:00:0031ESP35ISsellout1.166579540.000.00500.1290 974.65
2012.10.29 00:00:0032ESP35ISbuyin0.997697550.000.000.0090 974.65Platinum
2012.11.05 00:00:0033ESP35ISsellout0.997892560.000.002 474.8093 449.45
2013.03.26 00:00:0034ESP35ISbuyin0.928060620.000.000.0093 449.45Platinum
2013.04.03 00:00:0035ESP35ISsellout0.928015630.000.00-530.8892 918.57
2014.01.27 00:00:0036ESP35ISbuyin0.779770660.000.000.0092 918.57Platinum
2014.02.07 00:00:0037ESP35ISsellout0.779996670.000.002 364.8695 283.43
2014.08.08 00:00:0038ESP35ISbuyin0.769978700.000.000.0095 283.43Platinum
2014.08.14 00:00:0039ESP35ISsellout0.7610274710.000.003 006.1998 289.62
2015.12.08 00:00:0040ESP35ISbuyin0.899942760.000.000.0098 289.62Platinum
2015.12.16 00:00:0041ESP35ISsellout0.899763770.000.00-1 741.7796 547.85
2017.11.09 00:00:0042ESP35ISbuyin0.8810126840.000.000.0096 547.85Platinum
2017.11.17 00:00:0043ESP35ISsellout0.8810074850.000.00-538.6496 009.21
2018.09.07 00:00:0044ESP35ISbuyin0.919117920.000.000.0096 009.21Platinum
2018.09.11 00:00:0045ESP35ISsellout0.919301930.000.001 941.5297 950.73
2018.11.20 00:00:0046ESP35ISbuyin0.948916950.000.000.0097 950.73Platinum
2018.11.22 00:00:0047ESP35ISsellout0.948917960.000.0010.7097 961.43
2018.12.27 00:00:0048ESP35ISbuyin0.988395980.000.000.0097 961.43Platinum
2018.12.31 00:00:0049ESP35ISsellout0.988511990.000.001 300.2499 261.67
0.00 0.00 -738.33 99 261.67