Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: GER30IS
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
Qualidade do histórico: 0%
Barras: 4066 Ticks: 16264 Ativos: 1
Lucro Líquido Total: 15 175.55 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 4 027.83
Lucro Bruto: 51 003.67 Rebaixamento Máximo do Saldo : 12 292.33 (10.19%) Rebaixamento Máximo do Capital Líquido: 21 579.64 (17.81%)
Perda Bruta: -35 828.12 Rebaixamento Relativo do Saldo : 10.19% (12 292.33) Rebaixamento Relativo do Capital Líquido: 17.81% (21 579.64)
Fator de Lucro: 1.42 Retorno Esperado (Payoff): 474.24 Nível de Margem: 9687.07%
Fator de Recuperação: 0.70 Índice de Sharpe: 0.14 Z-Pontuação: 1.34 (81.98%)
AHPR: 1.0051 (0.51%) Correlação LR : 0.61 Resultado OnTester: 0
GHPR: 1.0044 (0.44%) Erro Padrão LR : 4 665.28
Total de Negociações: 32 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 32 (62.50%)
Ofertas Total: 64 Negociações com Lucro (% of total): 20 (62.50%) Negociações com Perda (% of total): 12 (37.50%)
Maior lucro da negociação: 14 957.67 Maior perda na Negociação: -7 695.30
Média lucro da negociação: 2 550.18 Média perda na Negociação: -2 985.68
Máximo ganhos consecutivos ($): 4 (10 482.48) Máximo perdas consecutivas ($): 2 (-12 292.33)
Máxima lucro consecutivo (contagem): 14 957.67 (1) Máxima perda consecutiva (contagem): -12 292.33 (2)
Média ganhos consecutivos: 2 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.81 Correlação (Lucros,MAE): 0.56 Correlação(MFE,MAE): 0.1958
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 240:00:00 Tempo médio de duração da posição: 99:45:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.28 00:00:002GER30ISbuy limit1.34 / 1.342627.02003.01.28 00:00:00filledPlatinum
2003.01.30 00:00:003GER30ISsell1.34 / 1.342720.02003.01.30 00:00:00filled
2003.03.13 00:00:004GER30ISbuy limit1.60 / 0.002178.02003.03.14 00:00:00canceledPlatinum
2003.09.30 00:00:005GER30ISbuy limit1.09 / 1.093292.02003.09.30 00:00:00filledPlatinum
2003.10.02 00:00:006GER30ISsell1.09 / 1.093354.52003.10.02 00:00:00filled
2004.03.16 00:00:007GER30ISbuy limit0.86 / 0.003772.02004.03.17 00:00:00canceledPlatinum
2004.07.07 00:00:008GER30ISbuy limit0.83 / 0.003919.52004.07.08 00:00:00canceledPlatinum
2004.07.08 00:00:009GER30ISbuy limit0.83 / 0.833926.02004.07.08 00:00:00filledPlatinum
2004.07.22 00:00:0010GER30ISsell0.83 / 0.833830.52004.07.22 00:00:00filled
2004.08.10 00:00:0011GER30ISbuy limit0.89 / 0.003657.02004.08.11 00:00:00canceledPlatinum
2004.08.11 00:00:0012GER30ISbuy limit0.88 / 0.883691.02004.08.11 00:00:00filledPlatinum
2004.08.17 00:00:0013GER30ISsell0.88 / 0.883702.02004.08.17 00:00:00filled
2005.04.21 00:00:0014GER30ISbuy limit0.78 / 0.004118.52005.04.22 00:00:00canceledPlatinum
2005.10.21 00:00:0015GER30ISbuy limit0.67 / 0.004813.52005.10.24 00:00:00canceledPlatinum
2006.05.18 00:00:0016GER30ISbuy limit0.58 / 0.585614.02006.05.18 00:00:00filledPlatinum
2006.05.24 00:00:0017GER30ISsell0.58 / 0.585637.02006.05.24 00:00:00filled
2006.12.04 00:00:0018GER30ISbuy limit0.52 / 0.006194.52006.12.05 00:00:00canceledPlatinum
2007.10.23 00:00:0019GER30ISbuy limit0.37 / 0.007767.52007.10.24 00:00:00canceledPlatinum
2008.01.23 00:00:0020GER30ISbuy limit0.39 / 0.396764.52008.01.23 00:00:00filledPlatinum
2008.01.28 00:00:0021GER30ISsell0.39 / 0.396615.02008.01.28 00:00:00filled
2008.03.10 00:00:0022GER30ISbuy limit0.42 / 0.426440.52008.03.10 00:00:00filledPlatinum
2008.03.13 00:00:0023GER30ISsell0.42 / 0.426512.02008.03.13 00:00:00filled
2008.07.03 00:00:0024GER30ISbuy limit0.42 / 0.426303.52008.07.03 00:00:00filledPlatinum
2008.07.08 00:00:0025GER30ISsell0.42 / 0.426318.52008.07.08 00:00:00filled
2008.09.12 00:00:0026GER30ISbuy limit0.43 / 0.436098.02008.09.12 00:00:00filledPlatinum
2008.09.15 00:00:0027GER30ISsell0.43 / 0.436000.02008.09.15 00:00:00filled
2008.09.18 00:00:0028GER30ISbuy limit0.46 / 0.005768.52008.09.19 00:00:00canceledPlatinum
2008.10.10 00:00:0029GER30ISbuy0.58 / 0.584609.52008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0030GER30ISsell0.58 / 0.585367.02008.10.14 00:00:00filled
2009.01.15 00:00:0031GER30ISbuy0.68 / 0.684385.52009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0032GER30ISsell0.68 / 0.684329.52009.01.27 00:00:00filled
2009.02.19 00:00:0033GER30ISbuy limit0.71 / 0.714171.52009.02.19 00:00:00filledPlatinum
2009.03.05 00:00:0034GER30ISsell0.71 / 0.713833.02009.03.05 00:00:00filled
2009.07.09 00:00:0035GER30ISbuy limit0.65 / 0.004520.02009.07.10 00:00:00canceledPlatinum
2009.07.13 00:00:0036GER30ISbuy limit0.66 / 0.664529.02009.07.13 00:00:00filledPlatinum
2009.07.14 00:00:0037GER30ISsell0.66 / 0.664737.52009.07.14 00:00:00filled
2009.09.04 00:00:0038GER30ISbuy limit0.56 / 0.005247.52009.09.07 00:00:00canceledPlatinum
2009.10.02 00:00:0039GER30ISbuy limit0.54 / 0.545504.02009.10.02 00:00:00filledPlatinum
2009.10.07 00:00:0040GER30ISsell0.54 / 0.545640.02009.10.07 00:00:00filled
2009.10.29 00:00:0041GER30ISbuy limit0.55 / 0.005457.02009.10.30 00:00:00canceledPlatinum
2009.11.02 00:00:0042GER30ISbuy limit0.55 / 0.555349.52009.11.02 00:00:00filledPlatinum
2009.11.06 00:00:0043GER30ISsell0.55 / 0.555480.02009.11.06 00:00:00filled
2010.01.29 00:00:0044GER30ISbuy limit0.53 / 0.005515.02010.02.01 00:00:00canceledPlatinum
2010.07.01 00:00:0045GER30ISbuy0.50 / 0.505883.52010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0046GER30ISsell0.50 / 0.505902.52010.07.07 00:00:00filled
2010.08.16 00:00:0047GER30ISbuy limit0.48 / 0.006052.52010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0048GER30ISbuy limit0.48 / 0.006046.02010.08.18 00:00:00canceledPlatinum
2010.08.20 00:00:0049GER30ISbuy limit0.49 / 0.496022.52010.08.20 00:00:00filledPlatinum
2010.08.30 00:00:0050GER30ISsell0.49 / 0.495977.02010.08.30 00:00:00filled
2010.08.31 00:00:0051GER30ISbuy0.51 / 0.515851.02010.08.31 00:00:00filledPlatinum
2010.09.02 00:00:0052GER30ISsell0.51 / 0.516057.02010.09.02 00:00:00filled
2010.09.24 00:00:0053GER30ISbuy limit0.48 / 0.006124.02010.09.27 00:00:00canceledPlatinum
2011.03.10 00:00:0054GER30ISbuy limit0.41 / 0.417056.52011.03.10 00:00:00filledPlatinum
2011.03.21 00:00:0055GER30ISsell0.41 / 0.416740.02011.03.21 00:00:00filled
2011.08.04 00:00:0056GER30ISbuy limit0.43 / 0.436578.52011.08.04 00:00:00filledPlatinum
2011.08.15 00:00:0057GER30ISsell0.43 / 0.436077.02011.08.15 00:00:00filled
2011.11.22 00:00:0058GER30ISbuy limit0.51 / 0.515566.02011.11.22 00:00:00filledPlatinum
2011.11.29 00:00:0059GER30ISsell0.51 / 0.515757.02011.11.29 00:00:00filled
2011.12.15 00:00:0060GER30ISbuy limit0.51 / 0.005628.52011.12.16 00:00:00canceledPlatinum
2012.06.06 00:00:0061GER30ISbuy limit0.51 / 0.005907.02012.06.07 00:00:00canceledPlatinum
2013.03.26 00:00:0062GER30ISbuy limit0.38 / 0.007810.02013.03.27 00:00:00canceledPlatinum
2013.04.09 00:00:0063GER30ISbuy limit0.39 / 0.007588.52013.04.10 00:00:00canceledPlatinum
2013.04.10 00:00:0064GER30ISbuy limit0.39 / 0.007557.02013.04.11 00:00:00canceledPlatinum
2013.04.22 00:00:0065GER30ISbuy limit0.40 / 0.007388.02013.04.23 00:00:00canceledPlatinum
2013.04.23 00:00:0066GER30ISbuy limit0.40 / 0.007406.02013.04.24 00:00:00canceledPlatinum
2014.08.05 00:00:0067GER30ISbuy limit0.33 / 0.009071.52014.08.06 00:00:00canceledPlatinum
2014.08.08 00:00:0068GER30ISbuy0.34 / 0.348950.52014.08.08 00:00:00filledPlatinum
2014.08.12 00:00:0069GER30ISsell0.34 / 0.349173.02014.08.12 00:00:00filled
2015.07.08 00:00:0070GER30ISbuy limit0.33 / 0.0010561.52015.07.09 00:00:00canceledPlatinum
2015.07.28 00:00:0071GER30ISbuy limit0.32 / 0.0010965.52015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0072GER30ISbuy limit0.33 / 0.3310579.02015.08.20 00:00:00filledPlatinum
2015.08.28 00:00:0073GER30ISsell0.33 / 0.3310313.02015.08.28 00:00:00filled
2015.12.10 00:00:0074GER30ISbuy limit0.34 / 0.3410504.52015.12.10 00:00:00filledPlatinum
2015.12.16 00:00:0075GER30ISsell0.34 / 0.3410481.02015.12.16 00:00:00filled
2016.01.12 00:00:0076GER30ISbuy limit0.37 / 0.009758.52016.01.13 00:00:00canceledPlatinum
2016.01.15 00:00:0077GER30ISbuy limit0.37 / 0.379719.52016.01.15 00:00:00filledPlatinum
2016.01.22 00:00:0078GER30ISsell0.37 / 0.379720.02016.01.22 00:00:00filled
2016.02.08 00:00:0079GER30ISbuy limit0.39 / 0.399174.02016.02.08 00:00:00filledPlatinum
2016.02.15 00:00:0080GER30ISsell0.39 / 0.399108.02016.02.15 00:00:00filled
2016.06.17 00:00:0081GER30ISbuy limit0.38 / 0.009473.52016.06.20 00:00:00canceledPlatinum
2016.11.03 00:00:0082GER30ISbuy limit0.35 / 0.0010271.52016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:0083GER30ISbuy limit0.35 / 0.3510223.02016.11.04 00:00:00filledPlatinum
2016.11.08 00:00:0084GER30ISsell0.35 / 0.3510440.02016.11.08 00:00:00filled
2017.04.20 00:00:0085GER30ISbuy limit0.30 / 0.0011923.52017.04.21 00:00:00canceledPlatinum
2017.07.07 00:00:0086GER30ISbuy limit0.29 / 0.0012243.52017.07.10 00:00:00canceledPlatinum
2017.07.24 00:00:0087GER30ISbuy limit0.29 / 0.0012102.52017.07.25 00:00:00canceledPlatinum
2017.07.25 00:00:0088GER30ISbuy limit0.29 / 0.0012068.52017.07.26 00:00:00canceledPlatinum
2017.11.15 00:00:0089GER30ISbuy limit0.28 / 0.2812902.52017.11.15 00:00:00filledPlatinum
2017.11.21 00:00:0090GER30ISsell0.28 / 0.2813053.02017.11.21 00:00:00filled
2018.02.02 00:00:0091GER30ISbuy limit0.26 / 0.2612840.02018.02.02 00:00:00filledPlatinum
2018.02.13 00:00:0092GER30ISsell0.26 / 0.2612278.02018.02.13 00:00:00filled
2018.09.07 00:00:0093GER30ISbuy limit0.28 / 0.0011831.52018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:0094GER30ISbuy limit0.28 / 0.0011828.02018.09.11 00:00:00canceledPlatinum
2018.09.11 00:00:0095GER30ISbuy limit0.28 / 0.2811871.52018.09.11 00:00:00filledPlatinum
2018.09.13 00:00:0096GER30ISsell0.28 / 0.2812002.52018.09.13 00:00:00filled
2018.10.12 00:00:0097GER30ISbuy limit0.29 / 0.2911424.02018.10.12 00:00:00filledPlatinum
2018.10.17 00:00:0098GER30ISsell0.29 / 0.2911794.52018.10.17 00:00:00filled
2018.10.25 00:00:0099GER30ISbuy limit0.30 / 0.0011064.52018.10.26 00:00:00canceledPlatinum
2018.10.26 00:00:00100GER30ISbuy0.30 / 0.3011170.52018.10.26 00:00:00filledPlatinum
2018.10.30 00:00:00101GER30ISsell0.30 / 0.3011336.02018.10.30 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 00:00:002GER30ISbuyin1.342627.020.000.000.00100 000.00Platinum
2003.01.30 00:00:003GER30ISsellout1.342720.030.000.003 369.72103 369.72
2003.09.30 00:00:004GER30ISbuyin1.093292.050.000.000.00103 369.72Platinum
2003.10.02 00:00:005GER30ISsellout1.093354.560.000.001 994.88105 364.60
2004.07.08 00:00:006GER30ISbuyin0.833926.090.000.000.00105 364.60Platinum
2004.07.22 00:00:007GER30ISsellout0.833830.5100.000.00-2 430.27102 934.33
2004.08.11 00:00:008GER30ISbuyin0.883691.0120.000.000.00102 934.33Platinum
2004.08.17 00:00:009GER30ISsellout0.883702.0130.000.00299.06103 233.39
2006.05.18 00:00:0010GER30ISbuyin0.585614.0160.000.000.00103 233.39Platinum
2006.05.24 00:00:0011GER30ISsellout0.585637.0170.000.00426.18103 659.57
2008.01.23 00:00:0012GER30ISbuyin0.396764.5200.000.000.00103 659.57Platinum
2008.01.28 00:00:0013GER30ISsellout0.396615.0210.000.00-2 141.70101 517.87
2008.03.10 00:00:0014GER30ISbuyin0.426440.5220.000.000.00101 517.87Platinum
2008.03.13 00:00:0015GER30ISsellout0.426512.0230.000.001 166.59102 684.46
2008.07.03 00:00:0016GER30ISbuyin0.426303.5240.000.000.00102 684.46Platinum
2008.07.08 00:00:0017GER30ISsellout0.426318.5250.000.00247.53102 931.99
2008.09.12 00:00:0018GER30ISbuyin0.436098.0260.000.000.00102 931.99Platinum
2008.09.15 00:00:0019GER30ISsellout0.436000.0270.000.00-1 507.24101 424.75
2008.10.10 00:00:0020GER30ISbuyin0.584609.5290.000.000.00101 424.75Platinum
2008.10.14 00:00:0021GER30ISsellout0.585367.0300.000.0014 957.67116 382.42
2009.01.15 00:00:0022GER30ISbuyin0.684385.5310.000.000.00116 382.42Platinum
2009.01.27 00:00:0023GER30ISsellout0.684329.5320.000.00-1 255.40115 127.02
2009.02.19 00:00:0024GER30ISbuyin0.714171.5330.000.000.00115 127.02Platinum
2009.03.05 00:00:0025GER30ISsellout0.713833.0340.000.00-7 590.99107 536.03
2009.07.13 00:00:0026GER30ISbuyin0.664529.0360.000.000.00107 536.03Platinum
2009.07.14 00:00:0027GER30ISsellout0.664737.5370.000.004 811.26112 347.29
2009.10.02 00:00:0028GER30ISbuyin0.545504.0390.000.000.00112 347.29Platinum
2009.10.07 00:00:0029GER30ISsellout0.545640.0400.000.002 702.22115 049.51
2009.11.02 00:00:0030GER30ISbuyin0.555349.5420.000.000.00115 049.51Platinum
2009.11.06 00:00:0031GER30ISsellout0.555480.0430.000.002 669.36117 718.87
2010.07.01 00:00:0032GER30ISbuyin0.505883.5450.000.000.00117 718.87Platinum
2010.07.07 00:00:0033GER30ISsellout0.505902.5460.000.00299.64118 018.51
2010.08.20 00:00:0034GER30ISbuyin0.496022.5490.000.000.00118 018.51Platinum
2010.08.30 00:00:0035GER30ISsellout0.495977.0500.000.00-710.88117 307.63
2010.08.31 00:00:0036GER30ISbuyin0.515851.0510.000.000.00117 307.63Platinum
2010.09.02 00:00:0037GER30ISsellout0.516057.0520.000.003 362.55120 670.18
2011.03.10 00:00:0038GER30ISbuyin0.417056.5540.000.000.00120 670.18Platinum
2011.03.21 00:00:0039GER30ISsellout0.416740.0550.000.00-4 597.03116 073.15
2011.08.04 00:00:0040GER30ISbuyin0.436578.5560.000.000.00116 073.15Platinum
2011.08.15 00:00:0041GER30ISsellout0.436077.0570.000.00-7 695.30108 377.85
2011.11.22 00:00:0042GER30ISbuyin0.515566.0580.000.000.00108 377.85Platinum
2011.11.29 00:00:0043GER30ISsellout0.515757.0590.000.003 241.85111 619.70
2014.08.08 00:00:0044GER30ISbuyin0.348950.5680.000.000.00111 619.70Platinum
2014.08.12 00:00:0045GER30ISsellout0.349173.0690.000.002 531.32114 151.02
2015.08.20 00:00:0046GER30ISbuyin0.3310579.0720.000.000.00114 151.02Platinum
2015.08.28 00:00:0047GER30ISsellout0.3310313.0730.000.00-2 467.93111 683.09
2015.12.10 00:00:0048GER30ISbuyin0.3410504.5740.000.000.00111 683.09Platinum
2015.12.16 00:00:0049GER30ISsellout0.3410481.0750.000.00-218.38111 464.71
2016.01.15 00:00:0050GER30ISbuyin0.379719.5770.000.000.00111 464.71Platinum
2016.01.22 00:00:0051GER30ISsellout0.379720.0780.000.005.03111 469.74
2016.02.08 00:00:0052GER30ISbuyin0.399174.0790.000.000.00111 469.74Platinum
2016.02.15 00:00:0053GER30ISsellout0.399108.0800.000.00-723.24110 746.50
2016.11.04 00:00:0054GER30ISbuyin0.3510223.0830.000.000.00110 746.50Platinum
2016.11.08 00:00:0055GER30ISsellout0.3510440.0840.000.002 096.64112 843.14
2017.11.15 00:00:0056GER30ISbuyin0.2812902.5890.000.000.00112 843.14Platinum
2017.11.21 00:00:0057GER30ISsellout0.2813053.0900.000.001 236.11114 079.25
2018.02.02 00:00:0058GER30ISbuyin0.2612840.0910.000.000.00114 079.25Platinum
2018.02.13 00:00:0059GER30ISsellout0.2612278.0920.000.00-4 489.76109 589.49
2018.09.11 00:00:0060GER30ISbuyin0.2811871.5950.000.000.00109 589.49Platinum
2018.09.13 00:00:0061GER30ISsellout0.2812002.5960.000.001 066.21110 655.70
2018.10.12 00:00:0062GER30ISbuyin0.2911424.0970.000.000.00110 655.70Platinum
2018.10.17 00:00:0063GER30ISsellout0.2911794.5980.000.003 108.23113 763.93
2018.10.26 00:00:0064GER30ISbuyin0.3011170.51000.000.000.00113 763.93Platinum
2018.10.30 00:00:0065GER30ISsellout0.3011336.01010.000.001 411.62115 175.55
0.00 0.00 15 175.55 115 175.55