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=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: 4055 Ticks: 16220 Ativos: 1
Lucro Líquido Total: 15 874.28 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 14 985.12
Lucro Bruto: 29 843.03 Rebaixamento Máximo do Saldo : 7 994.25 (6.88%) Rebaixamento Máximo do Capital Líquido: 22 422.63 (20.87%)
Perda Bruta: -13 968.75 Rebaixamento Relativo do Saldo : 6.88% (7 994.25) Rebaixamento Relativo do Capital Líquido: 20.87% (22 422.63)
Fator de Lucro: 2.14 Retorno Esperado (Payoff): 835.49 Nível de Margem: 8580.69%
Fator de Recuperação: 0.71 Índice de Sharpe: 0.31 Z-Pontuação: -0.60 (45.15%)
AHPR: 1.0081 (0.81%) Correlação LR : 0.87 Resultado OnTester: 0
GHPR: 1.0078 (0.78%) Erro Padrão LR : 2 666.13
Total de Negociações: 19 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 19 (78.95%)
Ofertas Total: 38 Negociações com Lucro (% of total): 15 (78.95%) Negociações com Perda (% of total): 4 (21.05%)
Maior lucro da negociação: 5 165.88 Maior perda na Negociação: -7 994.25
Média lucro da negociação: 1 989.54 Média perda na Negociação: -3 492.19
Máximo ganhos consecutivos ($): 6 (15 389.76) Máximo perdas consecutivas ($): 2 (-1 392.00)
Máxima lucro consecutivo (contagem): 15 389.76 (6) Máxima perda consecutiva (contagem): -7 994.25 (1)
Média ganhos consecutivos: 5 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.63 Correlação (Lucros,MAE): 0.69 Correlação(MFE,MAE): 0.2532
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 288:00:00 Tempo médio de duração da posição: 104:50:31
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 / 2.45808.502003.02.13 00:00:00filledPlatinum
2003.02.17 00:00:003USA500ISsell2.45 / 2.45839.252003.02.17 00:00:00filled
2005.01.10 00:00:004USA500ISbuy limit1.68 / 1.681174.502005.01.11 00:00:00expiredexpired [2005.01.11 00:00]
2005.09.21 00:00:005USA500ISbuy limit1.63 / 1.631215.252005.09.21 00:00:00filledPlatinum
2005.09.30 00:00:006USA500ISsell1.63 / 1.631231.502005.09.30 00:00:00filled
2005.10.12 00:00:007USA500ISbuy limit1.68 / 1.681176.502005.10.13 00:00:00expiredexpired [2005.10.13 00:00]
2005.10.13 00:00:008USA500ISbuy limit1.70 / 1.701166.752005.10.14 00:00:00expiredexpired [2005.10.14 00:00]
2005.10.14 00:00:009USA500ISbuy limit1.70 / 1.701166.252005.10.17 00:00:00expiredexpired [2005.10.17 00:00]
2006.05.19 00:00:0010USA500ISbuy limit1.58 / 1.581250.252006.05.22 00:00:00expiredexpired [2006.05.22 00:00]
2006.06.14 00:00:0011USA500ISbuy limit1.62 / 1.621220.252006.06.15 00:00:00expiredexpired [2006.06.15 00:00]
2007.03.02 00:00:0012USA500ISbuy limit1.42 / 1.421391.002007.03.02 00:00:00filledPlatinum
2007.03.07 00:00:0013USA500ISsell1.42 / 1.421395.252007.03.07 00:00:00filled
2007.11.16 00:00:0014USA500ISbuy limit1.37 / 1.371443.502007.11.19 00:00:00expiredexpired [2007.11.19 00:00]
2008.01.08 00:00:0015USA500ISbuy limit1.41 / 1.411407.252008.01.08 00:00:00filledPlatinum
2008.01.24 00:00:0016USA500ISsell1.41 / 1.411342.252008.01.24 00:00:00filled
2008.10.08 00:00:0017USA500ISbuy limit1.99 / 1.99995.752008.10.08 00:00:00filledPlatinum
2008.10.14 00:00:0018USA500ISsell1.99 / 1.991012.002008.10.14 00:00:00filled
2008.10.16 00:00:0019USA500ISbuy limit2.21 / 2.21894.252008.10.16 00:00:00filledPlatinum
2008.10.17 00:00:0020USA500ISsell2.21 / 2.21941.002008.10.17 00:00:00filled
2008.12.24 00:00:0021USA500ISbuy limit2.33 / 2.33850.002008.12.26 00:00:00expiredexpired [2008.12.26 00:00]
2009.03.03 00:00:0022USA500ISbuy limit2.84 / 2.84698.502009.03.03 00:00:00filledPlatinum
2009.03.11 00:00:0023USA500ISsell2.84 / 2.84715.752009.03.11 00:00:00filled
2009.09.28 00:00:0024USA500ISbuy limit1.92 / 1.921030.502009.09.29 00:00:00expiredexpired [2009.09.29 00:00]
2009.10.02 00:00:0025USA500ISbuy limit1.95 / 1.951017.252009.10.02 00:00:00filledPlatinum
2009.10.06 00:00:0026USA500ISsell1.95 / 1.951036.752009.10.06 00:00:00filled
2009.10.29 00:00:0027USA500ISbuy limit1.92 / 1.921028.002009.10.30 00:00:00expiredexpired [2009.10.30 00:00]
2010.05.20 00:00:0028USA500ISbuy limit1.80 / 1.801099.002010.05.20 00:00:00filledPlatinum
2010.05.28 00:00:0029USA500ISsell1.80 / 1.801100.252010.05.28 00:00:00filled
2010.07.01 00:00:0030USA500ISbuy limit1.95 / 1.951016.252010.07.01 00:00:00filledPlatinum
2010.07.08 00:00:0031USA500ISsell1.95 / 1.951058.752010.07.08 00:00:00filled
2010.08.16 00:00:0032USA500ISbuy limit1.86 / 1.861065.252010.08.17 00:00:00expiredexpired [2010.08.17 00:00]
2010.08.27 00:00:0033USA500ISbuy limit1.92 / 1.921034.252010.08.30 00:00:00expiredexpired [2010.08.30 00:00]
2011.08.01 00:00:0034USA500ISbuy limit1.53 / 1.531275.502011.08.01 00:00:00filledPlatinum
2011.08.10 00:00:0035USA500ISsell1.53 / 1.531171.002011.08.10 00:00:00filled
2011.11.23 00:00:0036USA500ISbuy limit1.69 / 1.691171.002011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0037USA500ISsell1.69 / 1.691190.752011.11.29 00:00:00filled
2012.05.17 00:00:0038USA500ISbuy limit1.51 / 1.511309.252012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0039USA500ISsell1.51 / 1.511315.252012.05.22 00:00:00filled
2012.08.31 00:00:0040USA500ISbuy limit1.43 / 1.431383.002012.09.04 00:00:00expiredexpired [2012.09.04 00:00]
2012.12.31 00:00:0041USA500ISbuy limit1.44 / 1.441370.252013.01.02 00:00:00expiredexpired [2013.01.02 00:00]
2013.09.30 00:00:0042USA500ISbuy limit1.19 / 1.191669.752013.09.30 00:00:00filledPlatinum
2013.10.02 00:00:0043USA500ISsell1.19 / 1.191691.502013.10.02 00:00:00filled
2014.10.08 00:00:0044USA500ISbuy limit1.04 / 1.041908.752014.10.09 00:00:00expiredexpired [2014.10.09 00:00]
2014.12.17 00:00:0045USA500ISbuy limit1.02 / 1.021945.252014.12.18 00:00:00expiredexpired [2014.12.18 00:00]
2015.11.13 00:00:0046USA500ISbuy limit0.98 / 0.982020.002015.11.13 00:00:00filledPlatinum
2015.11.17 00:00:0047USA500ISsell0.98 / 0.982047.752015.11.17 00:00:00filled
2016.01.11 00:00:0048USA500ISbuy limit1.05 / 1.051892.502016.01.12 00:00:00expiredexpired [2016.01.12 00:00]
2016.02.11 00:00:0049USA500ISbuy limit1.09 / 1.091828.252016.02.11 00:00:00filledPlatinum
2016.02.16 00:00:0050USA500ISsell1.09 / 1.091865.252016.02.16 00:00:00filled
2016.06.20 00:00:0051USA500ISbuy limit0.97 / 0.972038.502016.06.21 00:00:00expiredexpired [2016.06.21 00:00]
2016.09.02 00:00:0052USA500ISbuy limit0.92 / 0.922145.502016.09.06 00:00:00expiredexpired [2016.09.06 00:00]
2016.11.03 00:00:0053USA500ISbuy limit0.96 / 0.962071.252016.11.04 00:00:00expiredexpired [2016.11.04 00:00]
2016.11.04 00:00:0054USA500ISbuy limit0.96 / 0.962062.752016.11.07 00:00:00expiredexpired [2016.11.07 00:00]
2016.11.07 00:00:0055USA500ISbuy limit0.95 / 0.952059.252016.11.08 00:00:00expiredexpired [2016.11.08 00:00]
2017.03.09 00:00:0056USA500ISbuy limit0.85 / 0.852340.252017.03.10 00:00:00expiredexpired [2017.03.10 00:00]
2017.06.23 00:00:0057USA500ISbuy limit0.82 / 0.822407.502017.06.26 00:00:00expiredexpired [2017.06.26 00:00]
2017.07.31 00:00:0058USA500ISbuy limit0.81 / 0.812445.502017.08.01 00:00:00expiredexpired [2017.08.01 00:00]
2017.08.01 00:00:0059USA500ISbuy limit0.81 / 0.812443.252017.08.02 00:00:00expiredexpired [2017.08.02 00:00]
2018.10.11 00:00:0060USA500ISbuy limit0.72 / 0.722753.252018.10.11 00:00:00filledPlatinum
2018.10.17 00:00:0061USA500ISsell0.72 / 0.722816.252018.10.17 00:00:00filled
2018.10.24 00:00:0062USA500ISbuy limit0.73 / 0.732718.752018.10.24 00:00:00filledPlatinum
2018.10.31 00:00:0063USA500ISsell0.73 / 0.732690.752018.10.31 00:00:00filled
2018.12.20 00:00:0064USA500ISbuy limit0.80 / 0.802479.502018.12.20 00:00:00filledPlatinum
2018.12.27 00:00:0065USA500ISsell0.80 / 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
2003.02.13 00:00:002USA500ISbuyin2.45808.5020.000.000.00100 000.00Platinum
2003.02.17 00:00:003USA500ISsellout2.45839.2530.000.003 766.88103 766.88
2005.09.21 00:00:004USA500ISbuyin1.631215.2550.000.000.00103 766.88Platinum
2005.09.30 00:00:005USA500ISsellout1.631231.5060.000.001 324.38105 091.26
2007.03.02 00:00:006USA500ISbuyin1.421391.00120.000.000.00105 091.26Platinum
2007.03.07 00:00:007USA500ISsellout1.421395.25130.000.00301.75105 393.01
2008.01.08 00:00:008USA500ISbuyin1.411407.25150.000.000.00105 393.01Platinum
2008.01.24 00:00:009USA500ISsellout1.411342.25160.000.00-4 582.50100 810.51
2008.10.08 00:00:0010USA500ISbuyin1.99995.75170.000.000.00100 810.51Platinum
2008.10.14 00:00:0011USA500ISsellout1.991012.00180.000.001 616.88102 427.39
2008.10.16 00:00:0012USA500ISbuyin2.21894.25190.000.000.00102 427.39Platinum
2008.10.17 00:00:0013USA500ISsellout2.21941.00200.000.005 165.88107 593.27
2009.03.03 00:00:0014USA500ISbuyin2.84698.50220.000.000.00107 593.27Platinum
2009.03.11 00:00:0015USA500ISsellout2.84715.75230.000.002 449.50110 042.77
2009.10.02 00:00:0016USA500ISbuyin1.951017.25250.000.000.00110 042.77Platinum
2009.10.06 00:00:0017USA500ISsellout1.951036.75260.000.001 901.25111 944.02
2010.05.20 00:00:0018USA500ISbuyin1.801099.00280.000.000.00111 944.02Platinum
2010.05.28 00:00:0019USA500ISsellout1.801100.25290.000.00112.50112 056.52
2010.07.01 00:00:0020USA500ISbuyin1.951016.25300.000.000.00112 056.52Platinum
2010.07.08 00:00:0021USA500ISsellout1.951058.75310.000.004 143.75116 200.27
2011.08.01 00:00:0022USA500ISbuyin1.531275.50340.000.000.00116 200.27Platinum
2011.08.10 00:00:0023USA500ISsellout1.531171.00350.000.00-7 994.25108 206.02
2011.11.23 00:00:0024USA500ISbuyin1.691171.00360.000.000.00108 206.02Platinum
2011.11.29 00:00:0025USA500ISsellout1.691190.75370.000.001 668.88109 874.90
2012.05.17 00:00:0026USA500ISbuyin1.511309.25380.000.000.00109 874.90Platinum
2012.05.22 00:00:0027USA500ISsellout1.511315.25390.000.00453.00110 327.90
2013.09.30 00:00:0028USA500ISbuyin1.191669.75420.000.000.00110 327.90Platinum
2013.10.02 00:00:0029USA500ISsellout1.191691.50430.000.001 294.13111 622.03
2015.11.13 00:00:0030USA500ISbuyin0.982020.00460.000.000.00111 622.03Platinum
2015.11.17 00:00:0031USA500ISsellout0.982047.75470.000.001 359.75112 981.78
2016.02.11 00:00:0032USA500ISbuyin1.091828.25490.000.000.00112 981.78Platinum
2016.02.16 00:00:0033USA500ISsellout1.091865.25500.000.002 016.50114 998.28
2018.10.11 00:00:0034USA500ISbuyin0.722753.25600.000.000.00114 998.28Platinum
2018.10.17 00:00:0035USA500ISsellout0.722816.25610.000.002 268.00117 266.28
2018.10.24 00:00:0036USA500ISbuyin0.732718.75620.000.000.00117 266.28Platinum
2018.10.31 00:00:0037USA500ISsellout0.732690.75630.000.00-1 022.00116 244.28
2018.12.20 00:00:0038USA500ISbuyin0.802479.50640.000.000.00116 244.28Platinum
2018.12.27 00:00:0039USA500ISsellout0.802470.25650.000.00-370.00115 874.28
0.00 0.00 15 874.28 115 874.28