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=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: 4076 Ticks: 16304 Ativos: 1
Lucro Líquido Total: -6 619.90 Rebaixamento Absoluto do Saldo : 11 751.11 Rebaixamento Absoluto do Capital Líquido: 17 608.85
Lucro Bruto: 17 704.57 Rebaixamento Máximo do Saldo : 12 318.98 (12.25%) Rebaixamento Máximo do Capital Líquido: 20 959.28 (20.28%)
Perda Bruta: -24 324.47 Rebaixamento Relativo do Saldo : 12.25% (12 318.98) Rebaixamento Relativo do Capital Líquido: 20.28% (20 959.28)
Fator de Lucro: 0.73 Retorno Esperado (Payoff): -551.66 Nível de Margem: 4156.40%
Fator de Recuperação: -0.32 Índice de Sharpe: -0.09 Z-Pontuação: 1.67 (90.51%)
AHPR: 0.9955 (-0.45%) Correlação LR : -0.55 Resultado OnTester: 0
GHPR: 0.9943 (-0.57%) Erro Padrão LR : 3 485.19
Total de Negociações: 12 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 12 (58.33%)
Ofertas Total: 24 Negociações com Lucro (% of total): 7 (58.33%) Negociações com Perda (% of total): 5 (41.67%)
Maior lucro da negociação: 7 996.32 Maior perda na Negociação: -8 396.23
Média lucro da negociação: 2 529.22 Média perda na Negociação: -4 864.89
Máximo ganhos consecutivos ($): 2 (3 744.62) Máximo perdas consecutivas ($): 2 (-9 655.06)
Máxima lucro consecutivo (contagem): 7 996.32 (1) Máxima perda consecutiva (contagem): -9 655.06 (2)
Média ganhos consecutivos: 1 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.64 Correlação (Lucros,MAE): 0.92 Correlação(MFE,MAE): 0.3723
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: 168:00:00
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 / 0.0059032003.01.29 00:00:00canceledPlatinum
2003.01.29 00:00:003ESP35ISbuy limit1.51 / 1.5158362003.01.29 00:00:00filledPlatinum
2003.02.12 00:00:004ESP35ISsell1.51 / 1.5158712003.02.12 00:00:00filled
2003.09.15 00:00:005ESP35ISbuy limit1.28 / 0.0068832003.09.16 00:00:00canceledPlatinum
2003.09.30 00:00:006ESP35ISbuy limit1.32 / 0.0066372003.10.01 00:00:00canceledPlatinum
2003.10.01 00:00:007ESP35ISbuy limit1.34 / 0.0065702003.10.02 00:00:00canceledPlatinum
2003.10.27 00:00:008ESP35ISbuy limit1.30 / 0.0067322003.10.28 00:00:00canceledPlatinum
2005.04.19 00:00:009ESP35ISbuy limit0.89 / 0.0088452005.04.20 00:00:00canceledPlatinum
2005.08.19 00:00:0010ESP35ISbuy limit0.80 / 0.0098372005.08.22 00:00:00canceledPlatinum
2005.10.28 00:00:0011ESP35ISbuy limit0.78 / 0.00101222005.10.31 00:00:00canceledPlatinum
2005.12.16 00:00:0012ESP35ISbuy limit0.77 / 0.00102732005.12.19 00:00:00canceledPlatinum
2006.05.19 00:00:0013ESP35ISbuy limit0.73 / 0.00109862006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0014ESP35ISbuy limit0.60 / 0.00133882006.12.05 00:00:00canceledPlatinum
2007.03.06 00:00:0015ESP35ISbuy limit0.53 / 0.00134742007.03.07 00:00:00canceledPlatinum
2007.12.21 00:00:0016ESP35ISbuy limit0.48 / 0.00148382007.12.27 00:00:00canceledPlatinum
2008.01.02 00:00:0017ESP35ISbuy limit0.44 / 0.00148782008.01.03 00:00:00canceledPlatinum
2008.01.03 00:00:0018ESP35ISbuy limit0.45 / 0.00147032008.01.04 00:00:00canceledPlatinum
2008.01.04 00:00:0019ESP35ISbuy limit0.45 / 0.45145592008.01.04 00:00:00filledPlatinum
2008.01.25 00:00:0020ESP35ISsell0.45 / 0.45132962008.01.25 00:00:00filled
2008.03.10 00:00:0021ESP35ISbuy limit0.53 / 0.00124382008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0022ESP35ISbuy limit0.53 / 0.00124022008.03.12 00:00:00canceledPlatinum
2008.05.26 00:00:0023ESP35ISbuy limit0.50 / 0.00133052008.05.27 00:00:00canceledPlatinum
2008.06.11 00:00:0024ESP35ISbuy limit0.52 / 0.00125002008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0025ESP35ISbuy limit0.53 / 0.00123332008.06.13 00:00:00canceledPlatinum
2008.06.25 00:00:0026ESP35ISbuy limit0.55 / 0.00119622008.06.26 00:00:00canceledPlatinum
2008.06.27 00:00:0027ESP35ISbuy limit0.56 / 0.00118362008.06.30 00:00:00canceledPlatinum
2008.09.12 00:00:0028ESP35ISbuy limit0.60 / 0.00109142008.09.15 00:00:00canceledPlatinum
2008.10.29 00:00:0029ESP35ISbuy limit0.80 / 0.0077472008.10.30 00:00:00canceledPlatinum
2009.01.15 00:00:0030ESP35ISbuy limit0.86 / 0.8685192009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0031ESP35ISsell0.86 / 0.8684082009.01.27 00:00:00filled
2009.03.10 00:00:0032ESP35ISbuy limit1.10 / 0.0066812009.03.11 00:00:00canceledPlatinum
2009.10.05 00:00:0033ESP35ISbuy limit0.66 / 0.00110992009.10.06 00:00:00canceledPlatinum
2010.01.18 00:00:0034ESP35ISbuy limit0.62 / 0.00116082010.01.19 00:00:00canceledPlatinum
2010.01.29 00:00:0035ESP35ISbuy limit0.68 / 0.00106122010.02.01 00:00:00canceledPlatinum
2010.06.09 00:00:0036ESP35ISbuy limit0.85 / 0.0084962010.06.10 00:00:00canceledPlatinum
2010.08.13 00:00:0037ESP35ISbuy limit0.71 / 0.00101352010.08.16 00:00:00canceledPlatinum
2010.08.16 00:00:0038ESP35ISbuy limit0.72 / 0.00100702010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0039ESP35ISbuy limit0.72 / 0.00100542010.08.18 00:00:00canceledPlatinum
2010.11.30 00:00:0040ESP35ISbuy limit0.79 / 0.0091392010.12.01 00:00:00canceledPlatinum
2010.12.01 00:00:0041ESP35ISbuy limit0.79 / 0.0090822010.12.02 00:00:00canceledPlatinum
2011.03.11 00:00:0042ESP35ISbuy limit0.70 / 0.00102272011.03.14 00:00:00canceledPlatinum
2011.03.14 00:00:0043ESP35ISbuy limit0.69 / 0.00101902011.03.15 00:00:00canceledPlatinum
2011.05.10 00:00:0044ESP35ISbuy limit0.69 / 0.00101882011.05.11 00:00:00canceledPlatinum
2011.05.11 00:00:0045ESP35ISbuy limit0.68 / 0.00102662011.05.12 00:00:00canceledPlatinum
2011.07.12 00:00:0046ESP35ISbuy limit0.75 / 0.7594772011.07.12 00:00:00filledPlatinum
2011.07.21 00:00:0047ESP35ISsell0.75 / 0.7598032011.07.21 00:00:00filled
2011.08.03 00:00:0048ESP35ISbuy limit0.80 / 0.0089332011.08.04 00:00:00canceledPlatinum
2011.08.04 00:00:0049ESP35ISbuy limit0.78 / 0.7888572011.08.04 00:00:00filledPlatinum
2011.08.12 00:00:0050ESP35ISsell0.78 / 0.7883032011.08.12 00:00:00filled
2011.08.12 00:00:0051ESP35ISbuy limit0.87 / 0.8780842011.08.12 00:00:00filledPlatinum
2011.08.15 00:00:0052ESP35ISsell0.87 / 0.8787282011.08.15 00:00:00filled
2011.11.03 00:00:0053ESP35ISbuy limit0.85 / 0.0084042011.11.04 00:00:00canceledPlatinum
2011.11.08 00:00:0054ESP35ISbuy limit0.85 / 0.0083072011.11.09 00:00:00canceledPlatinum
2012.03.28 00:00:0055ESP35ISbuy limit0.95 / 0.9579772012.03.28 00:00:00filledPlatinum
2012.04.18 00:00:0056ESP35ISsell0.95 / 0.9573552012.04.18 00:00:00filled
2012.05.17 00:00:0057ESP35ISbuy limit1.16 / 1.1664792012.05.17 00:00:00filledPlatinum
2012.05.23 00:00:0058ESP35ISsell1.16 / 1.1665792012.05.23 00:00:00filled
2012.10.29 00:00:0059ESP35ISbuy limit0.99 / 0.0076202012.10.30 00:00:00canceledPlatinum
2012.10.30 00:00:0060ESP35ISbuy limit0.99 / 0.0075732012.10.31 00:00:00canceledPlatinum
2013.02.05 00:00:0061ESP35ISbuy limit0.95 / 0.0077622013.02.06 00:00:00canceledPlatinum
2013.02.06 00:00:0062ESP35ISbuy limit0.92 / 0.0079322013.02.07 00:00:00canceledPlatinum
2013.02.07 00:00:0063ESP35ISbuy limit0.93 / 0.0078952013.02.08 00:00:00canceledPlatinum
2013.02.08 00:00:0064ESP35ISbuy limit0.93 / 0.0078552013.02.11 00:00:00canceledPlatinum
2013.03.20 00:00:0065ESP35ISbuy limit0.89 / 0.0081552013.03.21 00:00:00canceledPlatinum
2013.03.26 00:00:0066ESP35ISbuy limit0.92 / 0.9279782013.03.26 00:00:00filledPlatinum
2013.04.03 00:00:0067ESP35ISsell0.92 / 0.9280152013.04.03 00:00:00filled
2013.05.27 00:00:0068ESP35ISbuy limit0.90 / 0.0081002013.05.28 00:00:00canceledPlatinum
2013.06.07 00:00:0069ESP35ISbuy limit0.91 / 0.0080532013.06.10 00:00:00canceledPlatinum
2014.01.27 00:00:0070ESP35ISbuy limit0.77 / 0.0096722014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0071ESP35ISbuy limit0.77 / 0.0095632014.01.29 00:00:00canceledPlatinum
2014.01.29 00:00:0072ESP35ISbuy limit0.76 / 0.0096812014.01.30 00:00:00canceledPlatinum
2014.04.16 00:00:0073ESP35ISbuy limit0.74 / 0.0099022014.04.17 00:00:00canceledPlatinum
2014.07.01 00:00:0074ESP35ISbuy limit0.69 / 0.00107062014.07.02 00:00:00canceledPlatinum
2014.08.08 00:00:0075ESP35ISbuy limit0.76 / 0.0098772014.08.11 00:00:00canceledPlatinum
2014.08.11 00:00:0076ESP35ISbuy limit0.74 / 0.0099032014.08.12 00:00:00canceledPlatinum
2014.09.17 00:00:0077ESP35ISbuy limit0.70 / 0.00105832014.09.18 00:00:00canceledPlatinum
2015.07.08 00:00:0078ESP35ISbuy limit0.86 / 0.00101392015.07.09 00:00:00canceledPlatinum
2015.08.25 00:00:0079ESP35ISbuy limit0.90 / 0.0095622015.08.26 00:00:00canceledPlatinum
2015.08.27 00:00:0080ESP35ISbuy limit0.87 / 0.0097852015.08.28 00:00:00canceledPlatinum
2015.12.08 00:00:0081ESP35ISbuy limit0.89 / 0.8998412015.12.08 00:00:00filledPlatinum
2015.12.16 00:00:0082ESP35ISsell0.89 / 0.8997632015.12.16 00:00:00filled
2016.01.10 00:00:0183ESP35ISbuy limit1.02 / 0.0087312016.01.11 00:00:00canceledPlatinum
2016.06.17 00:00:0084ESP35ISbuy limit1.10 / 0.0080362016.06.20 00:00:00canceledPlatinum
2017.01.18 00:00:0085ESP35ISbuy limit0.95 / 0.0092072017.01.19 00:00:00canceledPlatinum
2017.01.19 00:00:0086ESP35ISbuy limit0.96 / 0.0091982017.01.20 00:00:00canceledPlatinum
2017.01.20 00:00:0087ESP35ISbuy limit0.96 / 0.0091912017.01.23 00:00:00canceledPlatinum
2017.07.10 00:00:0088ESP35ISbuy limit0.85 / 0.00102792017.07.11 00:00:00canceledPlatinum
2017.11.09 00:00:0089ESP35ISbuy limit0.88 / 0.00100232017.11.10 00:00:00canceledPlatinum
2017.11.10 00:00:0090ESP35ISbuy limit0.89 / 0.0099382017.11.13 00:00:00canceledPlatinum
2017.11.13 00:00:0091ESP35ISbuy limit0.89 / 0.0098912017.11.14 00:00:00canceledPlatinum
2017.11.14 00:00:0092ESP35ISbuy limit0.89 / 0.0098492017.11.15 00:00:00canceledPlatinum
2017.11.15 00:00:0093ESP35ISbuy limit0.91 / 0.0097912017.11.16 00:00:00canceledPlatinum
2017.11.16 00:00:0094ESP35ISbuy limit0.89 / 0.0098142017.11.17 00:00:00canceledPlatinum
2018.01.02 00:00:0095ESP35ISbuy limit0.83 / 0.0098432018.01.03 00:00:00canceledPlatinum
2018.02.07 00:00:0096ESP35ISbuy limit0.84 / 0.0096142018.02.08 00:00:00canceledPlatinum
2018.02.12 00:00:0097ESP35ISbuy limit0.86 / 0.0094472018.02.13 00:00:00canceledPlatinum
2018.05.29 00:00:0098ESP35ISbuy limit0.87 / 0.8795692018.05.29 00:00:00filledPlatinum
2018.06.04 00:00:0099ESP35ISsell0.87 / 0.8797162018.06.04 00:00:00filled
2018.09.06 00:00:00100ESP35ISbuy limit0.91 / 0.0091152018.09.07 00:00:00canceledPlatinum
2018.09.07 00:00:00101ESP35ISbuy limit0.91 / 0.0090252018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:00102ESP35ISbuy limit0.92 / 0.0089882018.09.11 00:00:00canceledPlatinum
2018.10.15 00:00:00103ESP35ISbuy limit0.95 / 0.0087242018.10.16 00:00:00canceledPlatinum
2018.11.20 00:00:00104ESP35ISbuy limit0.94 / 0.0088262018.11.21 00:00:00canceledPlatinum
2018.11.21 00:00:00105ESP35ISbuy limit0.94 / 0.0086902018.11.22 00:00:00canceledPlatinum
2018.11.23 00:00:00106ESP35ISbuy limit0.94 / 0.0087282018.11.26 00:00:00canceledPlatinum
2018.12.27 00:00:00107ESP35ISbuy limit0.98 / 0.9883102018.12.27 00:00:00filledPlatinum
2018.12.31 00:00:00108ESP35ISsell0.98 / 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
2003.01.29 00:00:002ESP35ISbuyin1.51583630.000.000.00100 000.00Platinum
2003.02.12 00:00:003ESP35ISsellout1.51587140.000.00567.87100 567.87
2008.01.04 00:00:004ESP35ISbuyin0.4514559190.000.000.00100 567.87Platinum
2008.01.25 00:00:005ESP35ISsellout0.4513296200.000.00-8 396.2392 171.64
2009.01.15 00:00:006ESP35ISbuyin0.868519300.000.000.0092 171.64Platinum
2009.01.27 00:00:007ESP35ISsellout0.868408310.000.00-1 258.8390 912.81
2011.07.12 00:00:008ESP35ISbuyin0.759477460.000.000.0090 912.81Platinum
2011.07.21 00:00:009ESP35ISsellout0.759803470.000.003 488.3594 401.16
2011.08.04 00:00:0010ESP35ISbuyin0.788857490.000.000.0094 401.16Platinum
2011.08.12 00:00:0011ESP35ISsellout0.788303500.000.00-6 152.2788 248.89
2011.08.12 00:00:0012ESP35ISbuyin0.878084510.000.000.0088 248.89Platinum
2011.08.15 00:00:0013ESP35ISsellout0.878728520.000.007 996.3296 245.21
2012.03.28 00:00:0014ESP35ISbuyin0.957977550.000.000.0096 245.21Platinum
2012.04.18 00:00:0015ESP35ISsellout0.957355560.000.00-7 758.1688 487.05
2012.05.17 00:00:0016ESP35ISbuyin1.166479570.000.000.0088 487.05Platinum
2012.05.23 00:00:0017ESP35ISsellout1.166579580.000.001 470.9589 958.00
2013.03.26 00:00:0018ESP35ISbuyin0.927978660.000.000.0089 958.00Platinum
2013.04.03 00:00:0019ESP35ISsellout0.928015670.000.00436.4690 394.46
2015.12.08 00:00:0020ESP35ISbuyin0.899841810.000.000.0090 394.46Platinum
2015.12.16 00:00:0021ESP35ISsellout0.899763820.000.00-758.9889 635.48
2018.05.29 00:00:0022ESP35ISbuyin0.879569980.000.000.0089 635.48Platinum
2018.06.04 00:00:0023ESP35ISsellout0.879716990.000.001 491.6291 127.10
2018.12.27 00:00:0024ESP35ISbuyin0.9883101070.000.000.0091 127.10Platinum
2018.12.31 00:00:0025ESP35ISsellout0.9885111080.000.002 253.0093 380.10
0.00 0.00 -6 619.90 93 380.10