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=3
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: 4055 Ticks: 16220 Ativos: 1
Lucro Líquido Total: 23 580.75 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 8 289.75
Lucro Bruto: 27 436.50 Rebaixamento Máximo do Saldo : 3 855.75 (3.11%) Rebaixamento Máximo do Capital Líquido: 17 213.50 (15.80%)
Perda Bruta: -3 855.75 Rebaixamento Relativo do Saldo : 3.11% (3 855.75) Rebaixamento Relativo do Capital Líquido: 15.80% (17 213.50)
Fator de Lucro: 7.12 Retorno Esperado (Payoff): 3 368.68 Nível de Margem: 9448.63%
Fator de Recuperação: 1.37 Índice de Sharpe: 0.74 Z-Pontuação: 1.74 (91.81%)
AHPR: 1.0316 (3.16%) Correlação LR : 0.83 Resultado OnTester: 0
GHPR: 1.0307 (3.07%) Erro Padrão LR : 5 057.76
Total de Negociações: 7 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 7 (85.71%)
Ofertas Total: 14 Negociações com Lucro (% of total): 6 (85.71%) Negociações com Perda (% of total): 1 (14.29%)
Maior lucro da negociação: 12 873.25 Maior perda na Negociação: -3 855.75
Média lucro da negociação: 4 572.75 Média perda na Negociação: -3 855.75
Máximo ganhos consecutivos ($): 4 (24 111.00) Máximo perdas consecutivas ($): 1 (-3 855.75)
Máxima lucro consecutivo (contagem): 24 111.00 (4) Máxima perda consecutiva (contagem): -3 855.75 (1)
Média ganhos consecutivos: 3 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.97 Correlação (Lucros,MAE): 0.55 Correlação(MFE,MAE): 0.4896
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 144:00:00 Tempo médio de duração da posição: 99:25:42
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 / 2.45792.252003.02.14 00:00:00expiredexpired [2003.02.14 00:00]
2005.01.10 00:00:003USA500ISbuy limit1.68 / 1.681150.752005.01.11 00:00:00expiredexpired [2005.01.11 00:00]
2005.09.21 00:00:004USA500ISbuy limit1.63 / 1.631190.752005.09.22 00:00:00expiredexpired [2005.09.22 00:00]
2005.09.22 00:00:005USA500ISbuy limit1.64 / 1.641179.502005.09.23 00:00:00expiredexpired [2005.09.23 00:00]
2005.10.12 00:00:006USA500ISbuy limit1.68 / 1.681152.752005.10.13 00:00:00expiredexpired [2005.10.13 00:00]
2005.10.13 00:00:007USA500ISbuy limit1.70 / 1.701143.252005.10.14 00:00:00expiredexpired [2005.10.14 00:00]
2005.10.14 00:00:008USA500ISbuy limit1.70 / 1.701142.752005.10.17 00:00:00expiredexpired [2005.10.17 00:00]
2006.05.19 00:00:009USA500ISbuy limit1.58 / 1.581225.002006.05.22 00:00:00expiredexpired [2006.05.22 00:00]
2006.06.14 00:00:0010USA500ISbuy limit1.62 / 1.621195.502006.06.15 00:00:00expiredexpired [2006.06.15 00:00]
2007.03.02 00:00:0011USA500ISbuy limit1.42 / 1.421362.752007.03.05 00:00:00expiredexpired [2007.03.05 00:00]
2007.03.05 00:00:0012USA500ISbuy limit1.44 / 1.441344.252007.03.06 00:00:00expiredexpired [2007.03.06 00:00]
2007.03.06 00:00:0013USA500ISbuy limit1.46 / 1.461331.002007.03.07 00:00:00expiredexpired [2007.03.07 00:00]
2007.11.16 00:00:0014USA500ISbuy limit1.37 / 1.371414.252007.11.19 00:00:00expiredexpired [2007.11.19 00:00]
2008.01.08 00:00:0015USA500ISbuy limit1.41 / 1.411378.752008.01.09 00:00:00expiredexpired [2008.01.09 00:00]
2008.01.09 00:00:0016USA500ISbuy limit1.43 / 1.431355.002008.01.10 00:00:00expiredexpired [2008.01.10 00:00]
2008.01.23 00:00:0017USA500ISbuy limit1.52 / 1.521270.002008.01.23 00:00:00filledPlatinum
2008.01.24 00:00:0018USA500ISsell1.52 / 1.521342.252008.01.24 00:00:00filled
2008.10.08 00:00:0019USA500ISbuy limit1.99 / 1.99975.502008.10.08 00:00:00filledPlatinum
2008.10.14 00:00:0020USA500ISsell1.99 / 1.991012.002008.10.14 00:00:00filled
2008.10.16 00:00:0021USA500ISbuy limit2.21 / 2.21876.252008.10.16 00:00:00filledPlatinum
2008.10.21 00:00:0022USA500ISsell2.21 / 2.21992.752008.10.21 00:00:00filled
2008.12.24 00:00:0023USA500ISbuy limit2.33 / 2.33832.752008.12.26 00:00:00expiredexpired [2008.12.26 00:00]
2009.03.03 00:00:0024USA500ISbuy limit2.84 / 2.84684.252009.03.04 00:00:00expiredexpired [2009.03.04 00:00]
2009.03.04 00:00:0025USA500ISbuy limit2.90 / 2.90668.752009.03.05 00:00:00expiredexpired [2009.03.05 00:00]
2009.03.06 00:00:0026USA500ISbuy limit2.91 / 2.91665.502009.03.09 00:00:00expiredexpired [2009.03.09 00:00]
2009.09.28 00:00:0027USA500ISbuy limit1.92 / 1.921009.752009.09.29 00:00:00expiredexpired [2009.09.29 00:00]
2009.10.02 00:00:0028USA500ISbuy limit1.95 / 1.95996.752009.10.05 00:00:00expiredexpired [2009.10.05 00:00]
2009.10.05 00:00:0029USA500ISbuy limit1.96 / 1.96991.002009.10.06 00:00:00expiredexpired [2009.10.06 00:00]
2009.10.29 00:00:0030USA500ISbuy limit1.92 / 1.921007.252009.10.30 00:00:00expiredexpired [2009.10.30 00:00]
2010.05.20 00:00:0031USA500ISbuy limit1.80 / 1.801076.752010.05.20 00:00:00filledPlatinum
2010.05.28 00:00:0032USA500ISsell1.80 / 1.801100.252010.05.28 00:00:00filled
2010.07.01 00:00:0033USA500ISbuy limit1.95 / 1.95995.752010.07.02 00:00:00expiredexpired [2010.07.02 00:00]
2010.07.02 00:00:0034USA500ISbuy limit1.96 / 1.96991.002010.07.06 00:00:00expiredexpired [2010.07.06 00:00]
2010.07.06 00:00:0035USA500ISbuy limit1.97 / 1.97983.752010.07.07 00:00:00expiredexpired [2010.07.07 00:00]
2010.08.16 00:00:0036USA500ISbuy limit1.86 / 1.861043.752010.08.17 00:00:00expiredexpired [2010.08.17 00:00]
2010.08.27 00:00:0037USA500ISbuy limit1.92 / 1.921013.502010.08.30 00:00:00expiredexpired [2010.08.30 00:00]
2011.08.01 00:00:0038USA500ISbuy limit1.53 / 1.531249.752011.08.02 00:00:00expiredexpired [2011.08.02 00:00]
2011.08.02 00:00:0039USA500ISbuy limit1.56 / 1.561241.252011.08.03 00:00:00expiredexpired [2011.08.03 00:00]
2011.08.03 00:00:0040USA500ISbuy limit1.60 / 1.601209.752011.08.04 00:00:00expiredexpired [2011.08.04 00:00]
2011.08.04 00:00:0041USA500ISbuy limit1.59 / 1.591216.752011.08.04 00:00:00filledPlatinum
2011.08.12 00:00:0042USA500ISsell1.59 / 1.591168.252011.08.12 00:00:00filled
2011.11.23 00:00:0043USA500ISbuy limit1.69 / 1.691147.252011.11.25 00:00:00expiredexpired [2011.11.25 00:00]
2011.11.25 00:00:0044USA500ISbuy limit1.72 / 1.721125.252011.11.28 00:00:00expiredexpired [2011.11.28 00:00]
2011.11.28 00:00:0045USA500ISbuy limit1.71 / 1.711119.002011.11.29 00:00:00expiredexpired [2011.11.29 00:00]
2012.05.17 00:00:0046USA500ISbuy limit1.51 / 1.511282.752012.05.18 00:00:00expiredexpired [2012.05.18 00:00]
2012.05.18 00:00:0047USA500ISbuy limit1.54 / 1.541262.252012.05.21 00:00:00expiredexpired [2012.05.21 00:00]
2012.05.21 00:00:0048USA500ISbuy limit1.55 / 1.551252.002012.05.22 00:00:00expiredexpired [2012.05.22 00:00]
2012.08.31 00:00:0049USA500ISbuy limit1.43 / 1.431355.002012.09.04 00:00:00expiredexpired [2012.09.04 00:00]
2012.12.31 00:00:0050USA500ISbuy limit1.44 / 1.441342.502013.01.02 00:00:00expiredexpired [2013.01.02 00:00]
2013.09.30 00:00:0051USA500ISbuy limit1.19 / 1.191636.002013.10.01 00:00:00expiredexpired [2013.10.01 00:00]
2013.10.01 00:00:0052USA500ISbuy limit1.19 / 1.191624.002013.10.02 00:00:00expiredexpired [2013.10.02 00:00]
2014.10.08 00:00:0053USA500ISbuy limit1.04 / 1.041870.252014.10.09 00:00:00expiredexpired [2014.10.09 00:00]
2014.12.17 00:00:0054USA500ISbuy limit1.02 / 1.021906.002014.12.18 00:00:00expiredexpired [2014.12.18 00:00]
2015.11.13 00:00:0055USA500ISbuy limit0.98 / 0.981979.252015.11.16 00:00:00expiredexpired [2015.11.16 00:00]
2015.11.16 00:00:0056USA500ISbuy limit1.00 / 1.001958.002015.11.17 00:00:00expiredexpired [2015.11.17 00:00]
2016.01.11 00:00:0057USA500ISbuy limit1.05 / 1.051854.252016.01.12 00:00:00expiredexpired [2016.01.12 00:00]
2016.02.11 00:00:0058USA500ISbuy limit1.09 / 1.091791.252016.02.12 00:00:00expiredexpired [2016.02.12 00:00]
2016.02.12 00:00:0059USA500ISbuy limit1.09 / 1.091769.752016.02.16 00:00:00expiredexpired [2016.02.16 00:00]
2016.06.20 00:00:0060USA500ISbuy limit0.97 / 0.971997.252016.06.21 00:00:00expiredexpired [2016.06.21 00:00]
2016.09.02 00:00:0061USA500ISbuy limit0.92 / 0.922102.252016.09.06 00:00:00expiredexpired [2016.09.06 00:00]
2016.11.03 00:00:0062USA500ISbuy limit0.96 / 0.962029.502016.11.04 00:00:00expiredexpired [2016.11.04 00:00]
2016.11.04 00:00:0063USA500ISbuy limit0.96 / 0.962021.002016.11.07 00:00:00expiredexpired [2016.11.07 00:00]
2016.11.07 00:00:0064USA500ISbuy limit0.95 / 0.952017.502016.11.08 00:00:00expiredexpired [2016.11.08 00:00]
2017.03.09 00:00:0065USA500ISbuy limit0.85 / 0.852293.002017.03.10 00:00:00expiredexpired [2017.03.10 00:00]
2017.06.23 00:00:0066USA500ISbuy limit0.82 / 0.822358.752017.06.26 00:00:00expiredexpired [2017.06.26 00:00]
2017.07.31 00:00:0067USA500ISbuy limit0.81 / 0.812396.252017.08.01 00:00:00expiredexpired [2017.08.01 00:00]
2017.08.01 00:00:0068USA500ISbuy limit0.81 / 0.812394.002017.08.02 00:00:00expiredexpired [2017.08.02 00:00]
2018.10.11 00:00:0069USA500ISbuy limit0.72 / 0.722697.502018.10.12 00:00:00expiredexpired [2018.10.12 00:00]
2018.10.12 00:00:0070USA500ISbuy limit0.73 / 0.732663.252018.10.15 00:00:00expiredexpired [2018.10.15 00:00]
2018.10.15 00:00:0071USA500ISbuy limit0.72 / 0.722685.502018.10.16 00:00:00expiredexpired [2018.10.16 00:00]
2018.10.16 00:00:0072USA500ISbuy limit0.73 / 0.732666.502018.10.17 00:00:00expiredexpired [2018.10.17 00:00]
2018.10.24 00:00:0073USA500ISbuy limit0.73 / 0.732663.752018.10.24 00:00:00filledPlatinum
2018.10.31 00:00:0074USA500ISsell0.73 / 0.732690.752018.10.31 00:00:00filled
2018.12.20 00:00:0075USA500ISbuy limit0.80 / 0.802429.252018.12.21 00:00:00expiredexpired [2018.12.21 00:00]
2018.12.21 00:00:0076USA500ISbuy limit0.80 / 0.802411.752018.12.21 00:00:00filledPlatinum
2018.12.27 00:00:0077USA500ISsell0.80 / 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
2008.01.23 00:00:002USA500ISbuyin1.521270.00170.000.000.00100 000.00Platinum
2008.01.24 00:00:003USA500ISsellout1.521342.25180.000.005 491.00105 491.00
2008.10.08 00:00:004USA500ISbuyin1.99975.50190.000.000.00105 491.00Platinum
2008.10.14 00:00:005USA500ISsellout1.991012.00200.000.003 631.75109 122.75
2008.10.16 00:00:006USA500ISbuyin2.21876.25210.000.000.00109 122.75Platinum
2008.10.21 00:00:007USA500ISsellout2.21992.75220.000.0012 873.25121 996.00
2010.05.20 00:00:008USA500ISbuyin1.801076.75310.000.000.00121 996.00Platinum
2010.05.28 00:00:009USA500ISsellout1.801100.25320.000.002 115.00124 111.00
2011.08.04 00:00:0010USA500ISbuyin1.591216.75410.000.000.00124 111.00Platinum
2011.08.12 00:00:0011USA500ISsellout1.591168.25420.000.00-3 855.75120 255.25
2018.10.24 00:00:0012USA500ISbuyin0.732663.75730.000.000.00120 255.25Platinum
2018.10.31 00:00:0013USA500ISsellout0.732690.75740.000.00985.50121 240.75
2018.12.21 00:00:0014USA500ISbuyin0.802411.75760.000.000.00121 240.75Platinum
2018.12.27 00:00:0015USA500ISsellout0.802470.25770.000.002 340.00123 580.75
0.00 0.00 23 580.75 123 580.75