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=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: 4066 Ticks: 16264 Ativos: 1
Lucro Líquido Total: 17 420.62 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 1 330.48
Lucro Bruto: 48 803.13 Rebaixamento Máximo do Saldo : 12 348.07 (9.89%) Rebaixamento Máximo do Capital Líquido: 20 102.83 (15.74%)
Perda Bruta: -31 382.51 Rebaixamento Relativo do Saldo : 9.89% (12 348.07) Rebaixamento Relativo do Capital Líquido: 15.74% (20 102.83)
Fator de Lucro: 1.56 Retorno Esperado (Payoff): 725.86 Nível de Margem: 9562.95%
Fator de Recuperação: 0.87 Índice de Sharpe: 0.19 Z-Pontuação: -0.60 (45.15%)
AHPR: 1.0075 (0.75%) Correlação LR : 0.43 Resultado OnTester: 0
GHPR: 1.0067 (0.67%) Erro Padrão LR : 6 436.47
Total de Negociações: 24 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 24 (54.17%)
Ofertas Total: 48 Negociações com Lucro (% of total): 13 (54.17%) Negociações com Perda (% of total): 11 (45.83%)
Maior lucro da negociação: 14 957.67 Maior perda na Negociação: -10 614.17
Média lucro da negociação: 3 754.09 Média perda na Negociação: -2 852.96
Máximo ganhos consecutivos ($): 4 (10 428.97) Máximo perdas consecutivas ($): 5 (-7 752.45)
Máxima lucro consecutivo (contagem): 14 957.67 (1) Máxima perda consecutiva (contagem): -12 072.73 (2)
Média ganhos consecutivos: 2 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.87 Correlação (Lucros,MAE): 0.55 Correlação(MFE,MAE): 0.1326
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: 72:00:00
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 / 0.002600.52003.01.29 00:00:00canceledPlatinum
2003.03.13 00:00:003GER30ISbuy limit1.60 / 0.002156.02003.03.14 00:00:00canceledPlatinum
2003.09.30 00:00:004GER30ISbuy limit1.09 / 1.093258.52003.09.30 00:00:00filledPlatinum
2003.10.02 00:00:005GER30ISsell1.09 / 1.093354.52003.10.02 00:00:00filled
2004.03.16 00:00:006GER30ISbuy limit0.86 / 0.003734.02004.03.17 00:00:00canceledPlatinum
2004.07.07 00:00:007GER30ISbuy limit0.83 / 0.003880.02004.07.08 00:00:00canceledPlatinum
2004.07.08 00:00:008GER30ISbuy limit0.83 / 0.003886.02004.07.09 00:00:00canceledPlatinum
2004.07.09 00:00:009GER30ISbuy limit0.84 / 0.003851.02004.07.12 00:00:00canceledPlatinum
2004.07.12 00:00:0010GER30ISbuy limit0.84 / 0.003846.52004.07.13 00:00:00canceledPlatinum
2004.07.13 00:00:0011GER30ISbuy limit0.84 / 0.003827.02004.07.14 00:00:00canceledPlatinum
2004.07.19 00:00:0012GER30ISbuy limit0.85 / 0.003770.52004.07.20 00:00:00canceledPlatinum
2004.07.20 00:00:0013GER30ISbuy limit0.86 / 0.003737.52004.07.21 00:00:00canceledPlatinum
2004.08.10 00:00:0014GER30ISbuy limit0.89 / 0.003620.02004.08.11 00:00:00canceledPlatinum
2004.08.11 00:00:0015GER30ISbuy limit0.88 / 0.883654.02004.08.11 00:00:00filledPlatinum
2004.08.12 00:00:0016GER30ISsell0.88 / 0.883699.52004.08.12 00:00:00filled
2004.08.12 00:00:0017GER30ISbuy limit0.89 / 0.003605.02004.08.13 00:00:00canceledPlatinum
2004.08.13 00:00:0018GER30ISbuy limit0.90 / 0.003566.02004.08.16 00:00:00canceledPlatinum
2005.04.21 00:00:0019GER30ISbuy limit0.78 / 0.004077.02005.04.22 00:00:00canceledPlatinum
2005.10.21 00:00:0020GER30ISbuy limit0.67 / 0.004765.02005.10.24 00:00:00canceledPlatinum
2006.05.18 00:00:0021GER30ISbuy limit0.58 / 0.005557.02006.05.19 00:00:00canceledPlatinum
2006.05.19 00:00:0022GER30ISbuy limit0.58 / 0.005564.02006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0023GER30ISbuy limit0.52 / 0.006132.02006.12.05 00:00:00canceledPlatinum
2007.10.23 00:00:0024GER30ISbuy limit0.37 / 0.007689.02007.10.24 00:00:00canceledPlatinum
2008.01.23 00:00:0025GER30ISbuy limit0.39 / 0.396696.52008.01.23 00:00:00filledPlatinum
2008.01.25 00:00:0026GER30ISsell0.39 / 0.396955.02008.01.25 00:00:00filled
2008.01.25 00:00:0027GER30ISbuy limit0.39 / 0.396733.02008.01.25 00:00:00filledPlatinum
2008.01.30 00:00:0028GER30ISsell0.39 / 0.396901.02008.01.30 00:00:00filled
2008.03.10 00:00:0029GER30ISbuy limit0.42 / 0.006375.52008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0030GER30ISbuy limit0.41 / 0.006324.52008.03.12 00:00:00canceledPlatinum
2008.07.03 00:00:0031GER30ISbuy limit0.42 / 0.006239.52008.07.04 00:00:00canceledPlatinum
2008.07.07 00:00:0032GER30ISbuy limit0.42 / 0.006201.02008.07.08 00:00:00canceledPlatinum
2008.09.12 00:00:0033GER30ISbuy limit0.43 / 0.436036.52008.09.12 00:00:00filledPlatinum
2008.09.15 00:00:0034GER30ISsell0.43 / 0.436000.02008.09.15 00:00:00filled
2008.09.18 00:00:0035GER30ISbuy limit0.46 / 0.005710.52008.09.19 00:00:00canceledPlatinum
2008.10.10 00:00:0036GER30ISbuy0.58 / 0.584609.52008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0037GER30ISsell0.58 / 0.585367.02008.10.14 00:00:00filled
2009.01.15 00:00:0038GER30ISbuy limit0.68 / 0.684359.52009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0039GER30ISsell0.68 / 0.684329.52009.01.27 00:00:00filled
2009.02.19 00:00:0040GER30ISbuy limit0.71 / 0.714129.02009.02.19 00:00:00filledPlatinum
2009.02.27 00:00:0041GER30ISsell0.71 / 0.713873.52009.02.27 00:00:00filled
2009.03.03 00:00:0042GER30ISbuy limit0.80 / 0.003625.02009.03.04 00:00:00canceledPlatinum
2009.07.09 00:00:0043GER30ISbuy limit0.65 / 0.004474.02009.07.10 00:00:00canceledPlatinum
2009.07.13 00:00:0044GER30ISbuy limit0.66 / 0.004483.02009.07.14 00:00:00canceledPlatinum
2009.09.04 00:00:0045GER30ISbuy limit0.56 / 0.005194.52009.09.07 00:00:00canceledPlatinum
2009.10.02 00:00:0046GER30ISbuy limit0.54 / 0.545448.52009.10.02 00:00:00filledPlatinum
2009.10.07 00:00:0047GER30ISsell0.54 / 0.545640.02009.10.07 00:00:00filled
2009.10.29 00:00:0048GER30ISbuy limit0.55 / 0.005402.02009.10.30 00:00:00canceledPlatinum
2009.11.02 00:00:0049GER30ISbuy limit0.55 / 0.005295.52009.11.03 00:00:00canceledPlatinum
2010.01.29 00:00:0050GER30ISbuy limit0.53 / 0.005459.02010.02.01 00:00:00canceledPlatinum
2010.07.01 00:00:0051GER30ISbuy limit0.50 / 0.505842.52010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0052GER30ISsell0.50 / 0.505902.52010.07.07 00:00:00filled
2010.08.16 00:00:0053GER30ISbuy limit0.48 / 0.005991.02010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0054GER30ISbuy limit0.48 / 0.005985.02010.08.18 00:00:00canceledPlatinum
2010.08.20 00:00:0055GER30ISbuy limit0.49 / 0.005962.02010.08.23 00:00:00canceledPlatinum
2010.08.23 00:00:0056GER30ISbuy limit0.49 / 0.005891.52010.08.24 00:00:00canceledPlatinum
2010.08.24 00:00:0057GER30ISbuy limit0.49 / 0.495886.52010.08.24 00:00:00filledPlatinum
2010.08.30 00:00:0058GER30ISsell0.49 / 0.495977.02010.08.30 00:00:00filled
2010.08.31 00:00:0059GER30ISbuy limit0.51 / 0.005799.02010.09.01 00:00:00canceledPlatinum
2010.09.01 00:00:0060GER30ISbuy limit0.50 / 0.005791.52010.09.02 00:00:00canceledPlatinum
2010.09.24 00:00:0061GER30ISbuy limit0.48 / 0.006062.52010.09.27 00:00:00canceledPlatinum
2011.03.10 00:00:0062GER30ISbuy limit0.41 / 0.006985.52011.03.11 00:00:00canceledPlatinum
2011.03.11 00:00:0063GER30ISbuy limit0.41 / 0.006914.02011.03.14 00:00:00canceledPlatinum
2011.03.14 00:00:0064GER30ISbuy limit0.42 / 0.426843.02011.03.14 00:00:00filledPlatinum
2011.03.18 00:00:0065GER30ISsell0.42 / 0.426744.02011.03.18 00:00:00filled
2011.03.18 00:00:0066GER30ISbuy limit0.43 / 0.006520.52011.03.21 00:00:00canceledPlatinum
2011.08.04 00:00:0067GER30ISbuy limit0.43 / 0.436512.02011.08.04 00:00:00filledPlatinum
2011.08.12 00:00:0068GER30ISsell0.43 / 0.435818.52011.08.12 00:00:00filled
2011.08.12 00:00:0069GER30ISbuy limit0.49 / 0.495696.52011.08.12 00:00:00filledPlatinum
2011.08.15 00:00:0070GER30ISsell0.49 / 0.496077.02011.08.15 00:00:00filled
2011.11.22 00:00:0071GER30ISbuy limit0.51 / 0.515509.52011.11.22 00:00:00filledPlatinum
2011.11.29 00:00:0072GER30ISsell0.51 / 0.515757.02011.11.29 00:00:00filled
2011.12.15 00:00:0073GER30ISbuy limit0.51 / 0.005572.02011.12.16 00:00:00canceledPlatinum
2012.06.06 00:00:0074GER30ISbuy limit0.51 / 0.005847.02012.06.07 00:00:00canceledPlatinum
2013.03.26 00:00:0075GER30ISbuy limit0.38 / 0.007731.02013.03.27 00:00:00canceledPlatinum
2013.04.09 00:00:0076GER30ISbuy limit0.39 / 0.007511.52013.04.10 00:00:00canceledPlatinum
2013.04.10 00:00:0077GER30ISbuy limit0.39 / 0.007481.02013.04.11 00:00:00canceledPlatinum
2013.04.22 00:00:0078GER30ISbuy limit0.40 / 0.007313.52013.04.23 00:00:00canceledPlatinum
2013.04.23 00:00:0079GER30ISbuy limit0.40 / 0.007331.52013.04.24 00:00:00canceledPlatinum
2014.08.05 00:00:0080GER30ISbuy limit0.33 / 0.008979.52014.08.06 00:00:00canceledPlatinum
2014.08.08 00:00:0081GER30ISbuy limit0.34 / 0.008860.02014.08.11 00:00:00canceledPlatinum
2014.08.11 00:00:0082GER30ISbuy limit0.33 / 0.008834.02014.08.12 00:00:00canceledPlatinum
2015.07.08 00:00:0083GER30ISbuy limit0.33 / 0.0010454.52015.07.09 00:00:00canceledPlatinum
2015.07.28 00:00:0084GER30ISbuy limit0.32 / 0.0010855.02015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0085GER30ISbuy limit0.33 / 0.3310472.52015.08.20 00:00:00filledPlatinum
2015.08.26 00:00:0086GER30ISsell0.33 / 0.339993.02015.08.26 00:00:00filled
2015.08.26 00:00:0087GER30ISbuy limit0.36 / 0.369959.52015.08.26 00:00:00filledPlatinum
2015.08.27 00:00:0088GER30ISsell0.36 / 0.3610217.52015.08.27 00:00:00filled
2015.08.27 00:00:0089GER30ISbuy limit0.35 / 0.009832.52015.08.28 00:00:00canceledPlatinum
2015.12.10 00:00:0090GER30ISbuy limit0.34 / 0.0010398.52015.12.11 00:00:00canceledPlatinum
2016.01.12 00:00:0091GER30ISbuy limit0.37 / 0.009660.02016.01.13 00:00:00canceledPlatinum
2016.01.15 00:00:0092GER30ISbuy limit0.37 / 0.379621.02016.01.15 00:00:00filledPlatinum
2016.01.20 00:00:0093GER30ISsell0.37 / 0.379390.52016.01.20 00:00:00filled
2016.02.08 00:00:0094GER30ISbuy limit0.39 / 0.399081.02016.02.08 00:00:00filledPlatinum
2016.02.11 00:00:0095GER30ISsell0.39 / 0.398885.02016.02.11 00:00:00filled
2016.02.11 00:00:0096GER30ISbuy limit0.41 / 0.418844.02016.02.11 00:00:00filledPlatinum
2016.02.12 00:00:0097GER30ISsell0.41 / 0.418831.02016.02.12 00:00:00filled
2016.02.12 00:00:0098GER30ISbuy limit0.41 / 0.008598.02016.02.15 00:00:00canceledPlatinum
2016.06.17 00:00:0099GER30ISbuy limit0.38 / 0.009377.52016.06.20 00:00:00canceledPlatinum
2016.11.03 00:00:00100GER30ISbuy limit0.35 / 0.0010168.02016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:00101GER30ISbuy limit0.35 / 0.0010120.02016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:00102GER30ISbuy limit0.35 / 0.0010053.02016.11.08 00:00:00canceledPlatinum
2017.04.20 00:00:00103GER30ISbuy limit0.30 / 0.0011803.02017.04.21 00:00:00canceledPlatinum
2017.07.07 00:00:00104GER30ISbuy limit0.29 / 0.0012119.52017.07.10 00:00:00canceledPlatinum
2017.07.24 00:00:00105GER30ISbuy limit0.29 / 0.0011980.02017.07.25 00:00:00canceledPlatinum
2017.07.25 00:00:00106GER30ISbuy limit0.29 / 0.0011946.52017.07.26 00:00:00canceledPlatinum
2017.11.15 00:00:00107GER30ISbuy limit0.28 / 0.0012772.52017.11.16 00:00:00canceledPlatinum
2017.11.16 00:00:00108GER30ISbuy limit0.28 / 0.0012726.52017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:00109GER30ISbuy limit0.28 / 0.0012732.02017.11.21 00:00:00canceledPlatinum
2018.02.02 00:00:00110GER30ISbuy limit0.26 / 0.2612710.02018.02.02 00:00:00filledPlatinum
2018.02.08 00:00:00111GER30ISsell0.26 / 0.2612500.02018.02.08 00:00:00filled
2018.02.08 00:00:00112GER30ISbuy limit0.27 / 0.2712331.52018.02.08 00:00:00filledPlatinum
2018.02.09 00:00:00113GER30ISsell0.27 / 0.2712156.52018.02.09 00:00:00filled
2018.02.09 00:00:00114GER30ISbuy limit0.28 / 0.2811947.52018.02.09 00:00:00filledPlatinum
2018.02.13 00:00:00115GER30ISsell0.28 / 0.2812278.02018.02.13 00:00:00filled
2018.09.07 00:00:00116GER30ISbuy limit0.28 / 0.0011712.02018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:00117GER30ISbuy limit0.28 / 0.0011708.52018.09.11 00:00:00canceledPlatinum
2018.09.11 00:00:00118GER30ISbuy limit0.28 / 0.0011751.52018.09.12 00:00:00canceledPlatinum
2018.09.12 00:00:00119GER30ISbuy limit0.28 / 0.0011724.52018.09.13 00:00:00canceledPlatinum
2018.10.12 00:00:00120GER30ISbuy limit0.29 / 0.0011308.52018.10.15 00:00:00canceledPlatinum
2018.10.15 00:00:00121GER30ISbuy limit0.29 / 0.0011273.52018.10.16 00:00:00canceledPlatinum
2018.10.25 00:00:00122GER30ISbuy limit0.30 / 0.0010953.02018.10.26 00:00:00canceledPlatinum
2018.10.26 00:00:00123GER30ISbuy limit0.30 / 0.3011083.52018.10.26 00:00:00filledPlatinum
2018.10.29 00:00:00124GER30ISsell0.30 / 0.3011192.02018.10.29 00:00:00filled
2018.10.29 00:00:00125GER30ISbuy limit0.30 / 0.0010924.02018.10.30 00:00:00canceledPlatinum
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
2003.09.30 00:00:002GER30ISbuyin1.093258.540.000.000.00100 000.00Platinum
2003.10.02 00:00:003GER30ISsellout1.093354.550.000.003 064.12103 064.12
2004.08.11 00:00:004GER30ISbuyin0.883654.0150.000.000.00103 064.12Platinum
2004.08.12 00:00:005GER30ISsellout0.883699.5160.000.001 223.42104 287.54
2008.01.23 00:00:006GER30ISbuyin0.396696.5250.000.000.00104 287.54Platinum
2008.01.25 00:00:007GER30ISsellout0.396955.0260.000.003 722.60108 010.14
2008.01.25 00:00:008GER30ISbuyin0.396733.0270.000.000.00108 010.14Platinum
2008.01.30 00:00:009GER30ISsellout0.396901.0280.000.002 418.83110 428.97
2008.09.12 00:00:0010GER30ISbuyin0.436036.5330.000.000.00110 428.97Platinum
2008.09.15 00:00:0011GER30ISsellout0.436000.0340.000.00-561.38109 867.59
2008.10.10 00:00:0012GER30ISbuyin0.584609.5360.000.000.00109 867.59Platinum
2008.10.14 00:00:0013GER30ISsellout0.585367.0370.000.0014 957.67124 825.26
2009.01.15 00:00:0014GER30ISbuyin0.684359.5380.000.000.00124 825.26Platinum
2009.01.27 00:00:0015GER30ISsellout0.684329.5390.000.00-672.54124 152.72
2009.02.19 00:00:0016GER30ISbuyin0.714129.0400.000.000.00124 152.72Platinum
2009.02.27 00:00:0017GER30ISsellout0.713873.5410.000.00-5 767.78118 384.94
2009.10.02 00:00:0018GER30ISbuyin0.545448.5460.000.000.00118 384.94Platinum
2009.10.07 00:00:0019GER30ISsellout0.545640.0470.000.003 804.97122 189.91
2010.07.01 00:00:0020GER30ISbuyin0.505842.5510.000.000.00122 189.91Platinum
2010.07.07 00:00:0021GER30ISsellout0.505902.5520.000.00946.25123 136.16
2010.08.24 00:00:0022GER30ISbuyin0.495886.5570.000.000.00123 136.16Platinum
2010.08.30 00:00:0023GER30ISsellout0.495977.0580.000.001 413.76124 549.92
2011.03.14 00:00:0024GER30ISbuyin0.426843.0640.000.000.00124 549.92Platinum
2011.03.18 00:00:0025GER30ISsellout0.426744.0650.000.00-1 458.56123 091.36
2011.08.04 00:00:0026GER30ISbuyin0.436512.0670.000.000.00123 091.36Platinum
2011.08.12 00:00:0027GER30ISsellout0.435818.5680.000.00-10 614.17112 477.19
2011.08.12 00:00:0028GER30ISbuyin0.495696.5690.000.000.00112 477.19Platinum
2011.08.15 00:00:0029GER30ISsellout0.496077.0700.000.006 652.36119 129.55
2011.11.22 00:00:0030GER30ISbuyin0.515509.5710.000.000.00119 129.55Platinum
2011.11.29 00:00:0031GER30ISsellout0.515757.0720.000.004 200.84123 330.39
2015.08.20 00:00:0032GER30ISbuyin0.3310472.5850.000.000.00123 330.39Platinum
2015.08.26 00:00:0033GER30ISsellout0.339993.0860.000.00-4 555.63118 774.76
2015.08.26 00:00:0034GER30ISbuyin0.369959.5870.000.000.00118 774.76Platinum
2015.08.27 00:00:0035GER30ISsellout0.3610217.5880.000.002 627.04121 401.80
2016.01.15 00:00:0036GER30ISbuyin0.379621.0920.000.000.00121 401.80Platinum
2016.01.20 00:00:0037GER30ISsellout0.379390.5930.000.00-2 326.99119 074.81
2016.02.08 00:00:0038GER30ISbuyin0.399081.0940.000.000.00119 074.81Platinum
2016.02.11 00:00:0039GER30ISsellout0.398885.0950.000.00-2 155.36116 919.45
2016.02.11 00:00:0040GER30ISbuyin0.418844.0960.000.000.00116 919.45Platinum
2016.02.12 00:00:0041GER30ISsellout0.418831.0970.000.00-150.76116 768.69
2018.02.02 00:00:0042GER30ISbuyin0.2612710.01100.000.000.00116 768.69Platinum
2018.02.08 00:00:0043GER30ISsellout0.2612500.01110.000.00-1 672.60115 096.09
2018.02.08 00:00:0044GER30ISbuyin0.2712331.51120.000.000.00115 096.09Platinum
2018.02.09 00:00:0045GER30ISsellout0.2712156.51130.000.00-1 446.74113 649.35
2018.02.09 00:00:0046GER30ISbuyin0.2811947.51140.000.000.00113 649.35Platinum
2018.02.13 00:00:0047GER30ISsellout0.2812278.01150.000.002 843.31116 492.66
2018.10.26 00:00:0048GER30ISbuyin0.3011083.51230.000.000.00116 492.66Platinum
2018.10.29 00:00:0049GER30ISsellout0.3011192.01240.000.00927.96117 420.62
0.00 0.00 17 420.62 117 420.62