Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: EFAIS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=2
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: 4082 Ticks: 16328 Ativos: 1
Lucro Líquido Total: 924.78 Rebaixamento Absoluto do Saldo : 1 109.44 Rebaixamento Absoluto do Capital Líquido: 18 383.98
Lucro Bruto: 15 527.27 Rebaixamento Máximo do Saldo : 6 843.37 (6.35%) Rebaixamento Máximo do Capital Líquido: 21 450.73 (20.81%)
Perda Bruta: -14 602.49 Rebaixamento Relativo do Saldo : 6.35% (6 843.37) Rebaixamento Relativo do Capital Líquido: 20.81% (21 450.73)
Fator de Lucro: 1.06 Retorno Esperado (Payoff): 77.07 Nível de Margem: 1701.75%
Fator de Recuperação: 0.04 Índice de Sharpe: 0.04 Z-Pontuação: 0.30 (23.58%)
AHPR: 1.0011 (0.11%) Correlação LR : 0.46 Resultado OnTester: 0
GHPR: 1.0008 (0.08%) Erro Padrão LR : 2 400.74
Total de Negociações: 12 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 12 (50.00%)
Ofertas Total: 24 Negociações com Lucro (% of total): 6 (50.00%) Negociações com Perda (% of total): 6 (50.00%)
Maior lucro da negociação: 3 394.17 Maior perda na Negociação: -4 385.27
Média lucro da negociação: 2 587.88 Média perda na Negociação: -2 433.75
Máximo ganhos consecutivos ($): 3 (6 930.86) Máximo perdas consecutivas ($): 3 (-6 843.37)
Máxima lucro consecutivo (contagem): 6 930.86 (3) Máxima perda consecutiva (contagem): -6 843.37 (3)
Média ganhos consecutivos: 2 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.70 Correlação (Lucros,MAE): 0.44 Correlação(MFE,MAE): 0.4117
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 360:00:00 Tempo médio de duração da posição: 162:00:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.03.13 00:00:002EFAISbuy limit3.418K / 0.0028.2372003.03.14 00:00:00canceledPlatinum
2003.07.17 00:00:003EFAISbuy limit2.768K / 0.0035.9062003.07.18 00:00:00canceledPlatinum
2003.07.18 00:00:004EFAISbuy limit2.756K / 0.0035.3452003.07.21 00:00:00canceledPlatinum
2003.08.07 00:00:005EFAISbuy limit2.727K / 0.0035.6232003.08.08 00:00:00canceledPlatinum
2004.08.13 00:00:006EFAISbuy limit2.227K / 0.0043.5772004.08.16 00:00:00canceledPlatinum
2004.12.13 00:00:007EFAISbuy limit1.925K / 0.0050.4762004.12.14 00:00:00canceledPlatinum
2005.03.22 00:00:008EFAISbuy limit1.85K / 0.0053.0042005.03.23 00:00:00canceledPlatinum
2005.03.23 00:00:009EFAISbuy limit1.875K / 0.0052.3972005.03.24 00:00:00canceledPlatinum
2005.03.24 00:00:0010EFAISbuy limit1.88K / 0.0052.0472005.03.28 00:00:00canceledPlatinum
2005.03.28 00:00:0011EFAISbuy limit1.882K / 0.0052.0382005.03.29 00:00:00canceledPlatinum
2005.03.29 00:00:0012EFAISbuy limit1.893K / 0.0052.0382005.03.30 00:00:00canceledPlatinum
2005.03.30 00:00:0013EFAISbuy limit1.892K / 0.0051.4982005.03.31 00:00:00canceledPlatinum
2005.07.01 00:00:0014EFAISbuy limit1.907K / 0.0051.3412005.07.05 00:00:00canceledPlatinum
2005.07.05 00:00:0015EFAISbuy limit1.925K / 0.0051.2732005.07.06 00:00:00canceledPlatinum
2005.10.11 00:00:0016EFAISbuy limit1.752K / 0.0055.5372005.10.12 00:00:00canceledPlatinum
2005.11.17 00:00:0017EFAISbuy limit1.754K / 0.0055.4472005.11.18 00:00:00canceledPlatinum
2006.05.17 00:00:0018EFAISbuy limit1.479K / 1.479K66.6992006.05.17 00:00:00filledPlatinum
2006.05.26 00:00:0019EFAISsell1.479K / 1.479K65.9502006.05.26 00:00:00filled
2006.06.13 00:00:0020EFAISbuy limit1.658K / 1.658K60.1522006.06.13 00:00:00filledPlatinum
2006.06.16 00:00:0021EFAISsell1.658K / 1.658K62.1392006.06.16 00:00:00filled
2006.08.28 00:00:0022EFAISbuy limit1.496K / 0.0065.4432006.08.29 00:00:00canceledPlatinum
2006.12.27 00:00:0023EFAISbuy limit1.372K / 0.0070.9122006.12.28 00:00:00canceledPlatinum
2007.05.02 00:00:0024EFAISbuy limit1.261K / 0.0077.4972007.05.03 00:00:00canceledPlatinum
2008.05.29 00:00:0025EFAISbuy limit1.318K / 0.0074.9212008.05.30 00:00:00canceledPlatinum
2008.05.30 00:00:0026EFAISbuy limit1.305K / 0.0074.7532008.06.02 00:00:00canceledPlatinum
2008.06.04 00:00:0027EFAISbuy limit1.328K / 0.0074.2342008.06.05 00:00:00canceledPlatinum
2008.06.05 00:00:0028EFAISbuy limit1.324K / 0.0073.8042008.06.06 00:00:00canceledPlatinum
2008.06.11 00:00:0029EFAISbuy limit1.372K / 0.0071.5392008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0030EFAISbuy limit1.392K / 0.0070.6282008.06.13 00:00:00canceledPlatinum
2008.06.13 00:00:0031EFAISbuy limit1.395K / 0.0070.3832008.06.16 00:00:00canceledPlatinum
2008.06.26 00:00:0032EFAISbuy limit1.445K / 1.445K68.4492008.06.26 00:00:00filledPlatinum
2008.07.17 00:00:0033EFAISsell1.445K / 1.445K66.6202008.07.17 00:00:00filled
2008.08.18 00:00:0034EFAISbuy limit1.568K / 0.0061.8962008.08.19 00:00:00canceledPlatinum
2008.08.19 00:00:0035EFAISbuy limit1.61K / 0.0061.5832008.08.20 00:00:00canceledPlatinum
2008.08.20 00:00:0036EFAISbuy limit1.605K / 0.0060.8872008.08.21 00:00:00canceledPlatinum
2008.08.21 00:00:0037EFAISbuy limit1.604K / 0.0061.2492008.08.22 00:00:00canceledPlatinum
2008.09.10 00:00:0038EFAISbuy limit1.676K / 0.0057.6232008.09.11 00:00:00canceledPlatinum
2008.10.07 00:00:0039EFAISbuy limit1.949K / 1.949K49.2152008.10.07 00:00:00filledPlatinum
2008.10.14 00:00:0040EFAISsell1.949K / 1.949K50.4092008.10.14 00:00:00filled
2008.10.16 00:00:0041EFAISbuy limit2.259K / 2.259K42.0912008.10.16 00:00:00filledPlatinum
2008.10.17 00:00:0042EFAISsell2.259K / 2.259K43.4092008.10.17 00:00:00filled
2009.02.19 00:00:0043EFAISbuy limit2.682K / 2.682K35.7402009.02.19 00:00:00filledPlatinum
2009.03.11 00:00:0044EFAISsell2.682K / 2.682K34.2492009.03.11 00:00:00filled
2009.08.12 00:00:0045EFAISbuy limit1.988K / 0.0049.3132009.08.13 00:00:00canceledPlatinum
2009.10.29 00:00:0046EFAISbuy limit1.833K / 0.0052.4892009.10.30 00:00:00canceledPlatinum
2009.12.14 00:00:0047EFAISbuy limit1.79K / 0.0054.3502009.12.15 00:00:00canceledPlatinum
2010.01.29 00:00:0048EFAISbuy limit1.875K / 0.0052.1842010.02.01 00:00:00canceledPlatinum
2010.02.01 00:00:0049EFAISbuy limit1.88K / 0.0051.4292010.02.02 00:00:00canceledPlatinum
2010.06.25 00:00:0050EFAISbuy limit2.06K / 0.0047.5982010.06.28 00:00:00canceledPlatinum
2010.06.29 00:00:0051EFAISbuy limit2.101K / 2.101K47.5202010.06.29 00:00:00filledPlatinum
2010.07.07 00:00:0052EFAISsell2.101K / 2.101K48.3192010.07.07 00:00:00filled
2010.08.27 00:00:0053EFAISbuy limit1.995K / 0.0048.5582010.08.30 00:00:00canceledPlatinum
2010.11.16 00:00:0054EFAISbuy limit1.757K / 1.757K56.2512010.11.16 00:00:00filledPlatinum
2010.11.19 00:00:0055EFAISsell1.757K / 1.757K57.3102010.11.19 00:00:00filled
2011.09.13 00:00:0056EFAISbuy limit2.06K / 0.0047.5682011.09.14 00:00:00canceledPlatinum
2011.11.23 00:00:0057EFAISbuy limit2.109K / 2.109K47.0492011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0058EFAISsell2.109K / 2.109K48.6592011.11.29 00:00:00filled
2012.05.17 00:00:0059EFAISbuy limit2.041K / 0.0048.0792012.05.18 00:00:00canceledPlatinum
2012.05.18 00:00:0060EFAISbuy limit2.054K / 0.0047.4902012.05.21 00:00:00canceledPlatinum
2012.05.21 00:00:0061EFAISbuy limit2.062K / 0.0047.1472012.05.22 00:00:00canceledPlatinum
2012.05.24 00:00:0062EFAISbuy limit2.061K / 0.0047.6182012.05.25 00:00:00canceledPlatinum
2012.05.25 00:00:0063EFAISbuy limit2.082K / 0.0047.3052012.05.29 00:00:00canceledPlatinum
2012.05.29 00:00:0064EFAISbuy limit2.054K / 0.0047.1382012.05.30 00:00:00canceledPlatinum
2012.08.31 00:00:0065EFAISbuy limit1.931K / 0.0050.1262012.09.04 00:00:00canceledPlatinum
2013.12.12 00:00:0066EFAISbuy limit1.556K / 0.0063.2872013.12.13 00:00:00canceledPlatinum
2013.12.13 00:00:0067EFAISbuy limit1.56K / 0.0062.8272013.12.16 00:00:00canceledPlatinum
2013.12.16 00:00:0068EFAISbuy limit1.55K / 0.0062.7882013.12.17 00:00:00canceledPlatinum
2013.12.18 00:00:0069EFAISbuy limit1.557K / 0.0062.9642013.12.19 00:00:00canceledPlatinum
2014.03.14 00:00:0070EFAISbuy limit1.542K / 0.0063.9552014.03.17 00:00:00canceledPlatinum
2014.03.17 00:00:0071EFAISbuy limit1.524K / 0.0063.8182014.03.18 00:00:00canceledPlatinum
2014.04.14 00:00:0072EFAISbuy limit1.501K / 0.0064.9352014.04.15 00:00:00canceledPlatinum
2014.08.07 00:00:0073EFAISbuy limit1.525K / 0.0064.1212014.08.08 00:00:00canceledPlatinum
2014.08.08 00:00:0074EFAISbuy limit1.542K / 0.0063.6022014.08.11 00:00:00canceledPlatinum
2014.12.12 00:00:0075EFAISbuy limit1.613K / 0.0060.9352014.12.15 00:00:00canceledPlatinum
2014.12.15 00:00:0076EFAISbuy limit1.635K / 0.0059.7592014.12.16 00:00:00canceledPlatinum
2014.12.16 00:00:0077EFAISbuy limit1.666K / 0.0058.7702014.12.17 00:00:00canceledPlatinum
2014.12.17 00:00:0078EFAISbuy limit1.666K / 0.0059.1912014.12.18 00:00:00canceledPlatinum
2015.01.07 00:00:0079EFAISbuy limit1.696K / 0.0057.3092015.01.08 00:00:00canceledPlatinum
2015.01.08 00:00:0080EFAISbuy limit1.681K / 0.0057.9472015.01.09 00:00:00canceledPlatinum
2015.07.28 00:00:0081EFAISbuy limit1.566K / 0.0062.1522015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0082EFAISbuy limit1.61K / 1.61K61.5832015.08.20 00:00:00filledPlatinum
2015.08.27 00:00:0083EFAISsell1.61K / 1.61K60.0692015.08.27 00:00:00filled
2015.09.29 00:00:0084EFAISbuy limit1.782K / 0.0055.2022015.09.30 00:00:00canceledPlatinum
2015.09.30 00:00:0085EFAISbuy limit1.75K / 0.0055.1242015.10.01 00:00:00canceledPlatinum
2015.11.09 00:00:0086EFAISbuy limit1.651K / 0.0059.7202015.11.10 00:00:00canceledPlatinum
2015.11.10 00:00:0087EFAISbuy limit1.666K / 0.0059.1042015.11.11 00:00:00canceledPlatinum
2015.11.11 00:00:0088EFAISbuy limit1.645K / 0.0059.0652015.11.12 00:00:00canceledPlatinum
2015.11.12 00:00:0089EFAISbuy limit1.665K / 0.0059.3672015.11.13 00:00:00canceledPlatinum
2015.11.13 00:00:0090EFAISbuy limit1.681K / 0.0058.5932015.11.16 00:00:00canceledPlatinum
2015.11.16 00:00:0091EFAISbuy limit1.685K / 0.0058.1032015.11.17 00:00:00canceledPlatinum
2016.01.06 00:00:0092EFAISbuy1.769K / 1.769K56.5312016.01.06 00:00:00filledPlatinum
2016.01.25 00:00:0093EFAISsell1.769K / 1.769K54.0542016.01.25 00:00:00filled
2016.10.31 00:00:0094EFAISbuy limit1.732K / 0.0056.6332016.11.01 00:00:00canceledPlatinum
2016.11.01 00:00:0095EFAISbuy limit1.725K / 0.0056.6632016.11.02 00:00:00canceledPlatinum
2016.11.02 00:00:0096EFAISbuy limit1.738K / 0.0056.4182016.11.03 00:00:00canceledPlatinum
2016.11.03 00:00:0097EFAISbuy limit1.743K / 0.0056.0352016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:0098EFAISbuy limit1.762K / 0.0055.9772016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:0099EFAISbuy limit1.746K / 0.0055.4382016.11.08 00:00:00canceledPlatinum
2017.04.10 00:00:00100EFAISbuy limit1.62K / 0.0060.5832017.04.11 00:00:00canceledPlatinum
2017.04.11 00:00:00101EFAISbuy limit1.613K / 0.0060.5142017.04.12 00:00:00canceledPlatinum
2017.11.16 00:00:00102EFAISbuy limit1.448K / 0.0067.2372017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:00103EFAISbuy limit1.447K / 0.0067.5312017.11.21 00:00:00canceledPlatinum
2018.08.16 00:00:00104EFAISbuy limit1.516K / 0.0064.2182018.08.17 00:00:00canceledPlatinum
2018.10.10 00:00:00105EFAISbuy limit1.522K / 1.522K64.6022018.10.10 00:00:00filledPlatinum
2018.10.17 00:00:00106EFAISsell1.522K / 1.522K64.5902018.10.17 00:00:00filled
2018.12.21 00:00:00107EFAISbuy limit1.719K / 0.0057.4072018.12.22 00:00:01canceledPlatinum
2018.12.22 00:00:01108EFAISbuy limit1.737K / 0.0056.4092018.12.24 00:00:00canceledPlatinum
2018.12.26 00:00:00109EFAISbuy limit1.747K / 0.0055.7512018.12.27 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
2006.05.17 00:00:002EFAISbuyin1.479K66.699180.000.000.00100 000.00Platinum
2006.05.26 00:00:003EFAISsellout1.479K65.950190.00-1.67-1 107.7798 890.56
2006.06.13 00:00:004EFAISbuyin1.658K60.152200.000.000.0098 890.56Platinum
2006.06.16 00:00:005EFAISsellout1.658K62.139210.00-0.863 294.45102 184.15
2008.06.26 00:00:006EFAISbuyin1.445K68.449320.000.000.00102 184.15Platinum
2008.07.17 00:00:007EFAISsellout1.445K66.620330.00-3.15-2 642.9199 538.09
2008.10.07 00:00:008EFAISbuyin1.949K49.215390.000.000.0099 538.09Platinum
2008.10.14 00:00:009EFAISsellout1.949K50.409400.00-1.412 327.11101 863.79
2008.10.16 00:00:0010EFAISbuyin2.259K42.091410.000.000.00101 863.79Platinum
2008.10.17 00:00:0011EFAISsellout2.259K43.409420.00-0.242 977.36104 840.91
2009.02.19 00:00:0012EFAISbuyin2.682K35.740430.000.000.00104 840.91Platinum
2009.03.11 00:00:0013EFAISsellout2.682K34.249440.00-4.76-3 998.86100 837.29
2010.06.29 00:00:0014EFAISbuyin2.101K47.520510.000.000.00100 837.29Platinum
2010.07.07 00:00:0015EFAISsellout2.101K48.319520.00-1.761 678.70102 514.23
2010.11.16 00:00:0016EFAISbuyin1.757K56.251540.000.000.00102 514.23Platinum
2010.11.19 00:00:0017EFAISsellout1.757K57.310550.00-0.911 860.66104 373.98
2011.11.23 00:00:0018EFAISbuyin2.109K47.049570.000.000.00104 373.98Platinum
2011.11.29 00:00:0019EFAISsellout2.109K48.659580.00-1.323 395.49107 768.15
2015.08.20 00:00:0020EFAISbuyin1.61K61.583820.000.000.00107 768.15Platinum
2015.08.27 00:00:0021EFAISsellout1.61K60.069830.00-1.18-2 437.54105 329.43
2016.01.06 00:00:0022EFAISbuyin1.769K56.531920.000.000.00105 329.43Platinum
2016.01.25 00:00:0023EFAISsellout1.769K54.054930.00-3.46-4 381.81100 944.16
2018.10.10 00:00:0024EFAISbuyin1.522K64.6021050.000.000.00100 944.16Platinum
2018.10.17 00:00:0025EFAISsellout1.522K64.5901060.00-1.12-18.26100 924.78
0.00 -21.84 946.62 100 924.78