Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: EEMIS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=3
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: 3911 Ticks: 15479 Ativos: 1
Lucro Líquido Total: 25 116.72 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 2 514.86
Lucro Bruto: 29 647.42 Rebaixamento Máximo do Saldo : 2 366.24 (1.86%) Rebaixamento Máximo do Capital Líquido: 10 965.73 (8.52%)
Perda Bruta: -4 530.70 Rebaixamento Relativo do Saldo : 1.86% (2 366.24) Rebaixamento Relativo do Capital Líquido: 8.52% (10 965.73)
Fator de Lucro: 6.54 Retorno Esperado (Payoff): 2 283.34 Nível de Margem: 1983.14%
Fator de Recuperação: 2.29 Índice de Sharpe: 0.64 Z-Pontuação: 0.28 (22.05%)
AHPR: 1.0211 (2.11%) Correlação LR : 0.95 Resultado OnTester: 0
GHPR: 1.0206 (2.06%) Erro Padrão LR : 3 375.26
Total de Negociações: 11 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 11 (63.64%)
Ofertas Total: 22 Negociações com Lucro (% of total): 7 (63.64%) Negociações com Perda (% of total): 4 (36.36%)
Maior lucro da negociação: 8 824.24 Maior perda na Negociação: -2 333.01
Média lucro da negociação: 4 235.35 Média perda na Negociação: -1 132.68
Máximo ganhos consecutivos ($): 5 (18 984.23) Máximo perdas consecutivas ($): 2 (-2 366.24)
Máxima lucro consecutivo (contagem): 18 984.23 (5) Máxima perda consecutiva (contagem): -2 366.24 (2)
Média ganhos consecutivos: 2 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.93 Correlação (Lucros,MAE): 0.28 Correlação(MFE,MAE): 0.1286
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 120:00:00 Tempo médio de duração da posição: 63:16:21
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2004.02.02 00:00:002EEMISbuy limit5.353K / 0.0018.0952004.02.03 00:00:00canceledPlatinum
2004.02.05 00:00:003EEMISbuy limit5.454K / 0.0017.8362004.02.06 00:00:00canceledPlatinum
2004.02.06 00:00:004EEMISbuy limit5.383K / 0.0017.8322004.02.09 00:00:00canceledPlatinum
2004.04.29 00:00:005EEMISbuy limit5.454K / 5.454K18.0262004.04.29 00:00:00filledPlatinum
2004.05.04 00:00:006EEMISsell5.454K / 5.454K18.1362004.05.04 00:00:00filled
2004.12.13 00:00:007EEMISbuy limit4.702K / 0.0020.4232004.12.14 00:00:00canceledPlatinum
2005.03.16 00:00:008EEMISbuy limit4.337K / 0.0022.4822005.03.17 00:00:00canceledPlatinum
2005.03.17 00:00:009EEMISbuy limit4.351K / 0.0022.2922005.03.18 00:00:00canceledPlatinum
2005.03.18 00:00:0010EEMISbuy limit4.245K / 0.0022.6972005.03.21 00:00:00canceledPlatinum
2005.03.21 00:00:0011EEMISbuy limit4.291K / 0.0022.5952005.03.22 00:00:00canceledPlatinum
2005.03.22 00:00:0012EEMISbuy limit4.362K / 4.362K22.2682005.03.22 00:00:00filledPlatinum
2005.03.29 00:00:0013EEMISsell4.362K / 4.362K22.2882005.03.29 00:00:00filled
2005.03.30 00:00:0014EEMISbuy limit4.522K / 0.0021.1432005.03.31 00:00:00canceledPlatinum
2006.05.19 00:00:0015EEMISbuy limit3.053K / 0.0031.3302006.05.22 00:00:00canceledPlatinum
2006.06.13 00:00:0016EEMISbuy limit3.654K / 0.0027.0982006.06.14 00:00:00canceledPlatinum
2006.06.14 00:00:0017EEMISbuy limit3.607K / 0.0026.4972006.06.15 00:00:00canceledPlatinum
2006.06.15 00:00:0018EEMISbuy limit3.486K / 0.0027.2572006.06.16 00:00:00canceledPlatinum
2007.03.05 00:00:0019EEMISbuy limit2.842K / 2.842K34.9062007.03.05 00:00:00filledPlatinum
2007.03.07 00:00:0020EEMISsell2.842K / 2.842K36.3502007.03.07 00:00:00filled
2008.03.17 00:00:0021EEMISbuy2.376K / 2.376K42.0882008.03.17 00:00:00filledPlatinum
2008.03.19 00:00:0022EEMISsell2.376K / 2.376K44.3502008.03.19 00:00:00filled
2008.06.11 00:00:0023EEMISbuy limit2.12K / 0.0045.5932008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0024EEMISbuy limit2.144K / 0.0044.9102008.06.13 00:00:00canceledPlatinum
2008.08.20 00:00:0025EEMISbuy limit2.513K / 0.0038.0792008.08.21 00:00:00canceledPlatinum
2008.08.26 00:00:0026EEMISbuy limit2.534K / 0.0038.1602008.08.27 00:00:00canceledPlatinum
2008.11.20 00:00:0027EEMISbuy limit5.131K / 5.131K19.0802008.11.20 00:00:00filledPlatinum
2008.11.24 00:00:0028EEMISsell5.131K / 5.131K20.8002008.11.24 00:00:00filled
2009.02.24 00:00:0029EEMISbuy limit4.719K / 0.0020.3592009.02.25 00:00:00canceledPlatinum
2009.02.27 00:00:0030EEMISbuy limit4.759K / 4.759K20.9222009.02.27 00:00:00filledPlatinum
2009.03.05 00:00:0031EEMISsell4.759K / 4.759K20.8902009.03.05 00:00:00filled
2009.06.23 00:00:0032EEMISbuy limit3.272K / 0.0029.6822009.06.24 00:00:00canceledPlatinum
2009.06.24 00:00:0033EEMISbuy limit3.189K / 0.0029.6342009.06.25 00:00:00canceledPlatinum
2009.09.02 00:00:0034EEMISbuy limit2.883K / 0.0033.6002009.09.03 00:00:00canceledPlatinum
2009.09.03 00:00:0035EEMISbuy limit2.815K / 0.0033.9592009.09.04 00:00:00canceledPlatinum
2009.10.29 00:00:0036EEMISbuy limit2.604K / 0.0036.6082009.10.30 00:00:00canceledPlatinum
2010.01.29 00:00:0037EEMISbuy limit2.554K / 0.0037.5392010.02.01 00:00:00canceledPlatinum
2010.02.01 00:00:0038EEMISbuy limit2.588K / 0.0037.1322010.02.02 00:00:00canceledPlatinum
2010.05.20 00:00:0039EEMISbuy2.731K / 2.731K36.6112010.05.20 00:00:00filledPlatinum
2010.05.24 00:00:0040EEMISsell2.731K / 2.731K37.3692010.05.24 00:00:00filled
2010.05.24 00:00:0041EEMISbuy limit2.676K / 2.676K36.2202010.05.24 00:00:00filledPlatinum
2010.05.25 00:00:0042EEMISsell2.676K / 2.676K35.4692010.05.25 00:00:00filled
2010.05.25 00:00:0043EEMISbuy2.819K / 2.819K35.4712010.05.25 00:00:00filledPlatinum
2010.05.28 00:00:0044EEMISsell2.819K / 2.819K38.5202010.05.28 00:00:00filled
2010.07.01 00:00:0045EEMISbuy limit2.667K / 0.0036.1992010.07.02 00:00:00canceledPlatinum
2010.08.26 00:00:0046EEMISbuy limit2.495K / 0.0038.6732010.08.27 00:00:00canceledPlatinum
2010.08.27 00:00:0047EEMISbuy limit2.5K / 0.0038.4302010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0048EEMISbuy limit2.51K / 0.0038.6242010.09.01 00:00:00canceledPlatinum
2010.11.16 00:00:0049EEMISbuy limit2.178K / 0.0044.9972010.11.17 00:00:00canceledPlatinum
2010.11.17 00:00:0050EEMISbuy limit2.206K / 0.0043.8122010.11.18 00:00:00canceledPlatinum
2011.08.09 00:00:0051EEMISbuy limit2.5K / 0.0037.8592011.08.10 00:00:00canceledPlatinum
2011.08.10 00:00:0052EEMISbuy2.496K / 2.496K40.0622011.08.10 00:00:00filledPlatinum
2011.08.11 00:00:0053EEMISsell2.496K / 2.496K40.0492011.08.11 00:00:00filled
2011.08.11 00:00:0054EEMISbuy limit2.497K / 0.0037.9562011.08.12 00:00:00canceledPlatinum
2011.09.13 00:00:0055EEMISbuy limit2.517K / 0.0038.7312011.09.14 00:00:00canceledPlatinum
2012.05.17 00:00:0056EEMISbuy limit2.621K / 0.0037.0252012.05.18 00:00:00canceledPlatinum
2012.05.18 00:00:0057EEMISbuy limit2.648K / 0.0036.5202012.05.21 00:00:00canceledPlatinum
2012.05.21 00:00:0058EEMISbuy limit2.667K / 0.0036.1702012.05.22 00:00:00canceledPlatinum
2012.05.23 00:00:0059EEMISbuy limit2.675K / 0.0036.6472012.05.24 00:00:00canceledPlatinum
2012.05.24 00:00:0060EEMISbuy limit2.657K / 0.0036.3942012.05.25 00:00:00canceledPlatinum
2012.05.25 00:00:0061EEMISbuy limit2.69K / 0.0036.2092012.05.29 00:00:00canceledPlatinum
2012.05.29 00:00:0062EEMISbuy limit2.621K / 0.0036.0352012.05.30 00:00:00canceledPlatinum
2012.08.22 00:00:0063EEMISbuy limit2.491K / 0.0039.1772012.08.23 00:00:00canceledPlatinum
2012.09.06 00:00:0064EEMISbuy limit2.558K / 0.0037.6932012.09.07 00:00:00canceledPlatinum
2013.01.31 00:00:0065EEMISbuy limit2.263K / 0.0042.8062013.02.01 00:00:00canceledPlatinum
2013.03.20 00:00:0066EEMISbuy limit2.363K / 0.0040.7302013.03.21 00:00:00canceledPlatinum
2013.06.13 00:00:0067EEMISbuy limit2.558K / 0.0037.9362013.06.14 00:00:00canceledPlatinum
2013.08.07 00:00:0068EEMISbuy limit2.591K / 0.0037.7912013.08.08 00:00:00canceledPlatinum
2013.08.08 00:00:0069EEMISbuy limit2.566K / 0.0037.3832013.08.09 00:00:00canceledPlatinum
2014.01.27 00:00:0070EEMISbuy limit2.612K / 0.0037.0932014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0071EEMISbuy limit2.608K / 0.0036.9472014.01.29 00:00:00canceledPlatinum
2014.09.15 00:00:0072EEMISbuy limit2.29K / 0.0042.4752014.09.16 00:00:00canceledPlatinum
2014.09.16 00:00:0073EEMISbuy limit2.297K / 0.0042.2622014.09.17 00:00:00canceledPlatinum
2014.09.18 00:00:0074EEMISbuy limit2.279K / 0.0042.4172014.09.19 00:00:00canceledPlatinum
2014.12.15 00:00:0075EEMISbuy limit2.603K / 0.0037.1902014.12.16 00:00:00canceledPlatinum
2014.12.16 00:00:0076EEMISbuy limit2.676K / 0.0036.6552014.12.17 00:00:00canceledPlatinum
2014.12.17 00:00:0077EEMISbuy limit2.677K / 0.0036.5972014.12.18 00:00:00canceledPlatinum
2014.12.18 00:00:0078EEMISbuy limit2.589K / 0.0036.9082014.12.19 00:00:00canceledPlatinum
2015.03.06 00:00:0079EEMISbuy limit2.529K / 0.0038.6732015.03.09 00:00:00canceledPlatinum
2015.03.09 00:00:0080EEMISbuy limit2.548K / 0.0038.0812015.03.10 00:00:00canceledPlatinum
2015.03.10 00:00:0081EEMISbuy limit2.596K / 0.0037.9362015.03.11 00:00:00canceledPlatinum
2015.03.11 00:00:0082EEMISbuy limit2.599K / 0.0037.0932015.03.12 00:00:00canceledPlatinum
2015.03.12 00:00:0083EEMISbuy limit2.561K / 0.0037.3742015.03.13 00:00:00canceledPlatinum
2015.06.08 00:00:0084EEMISbuy limit2.489K / 0.0038.9062015.06.09 00:00:00canceledPlatinum
2015.06.09 00:00:0085EEMISbuy limit2.504K / 0.0038.8972015.06.10 00:00:00canceledPlatinum
2015.06.10 00:00:0086EEMISbuy limit2.485K / 0.0038.6632015.06.11 00:00:00canceledPlatinum
2015.07.28 00:00:0087EEMISbuy limit2.729K / 0.0035.2682015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0088EEMISbuy limit2.952K / 2.952K33.2992015.08.20 00:00:00filledPlatinum
2015.08.26 00:00:0089EEMISsell2.952K / 2.952K32.5092015.08.26 00:00:00filled
2015.08.26 00:00:0090EEMISbuy limit3.076K / 0.0030.7672015.08.27 00:00:00canceledPlatinum
2015.09.25 00:00:0091EEMISbuy limit3.036K / 0.0031.4952015.09.28 00:00:00canceledPlatinum
2015.09.28 00:00:0092EEMISbuy limit3.111K / 0.0031.4272015.09.29 00:00:00canceledPlatinum
2015.09.29 00:00:0093EEMISbuy limit3.143K / 0.0030.7592015.09.30 00:00:00canceledPlatinum
2015.09.30 00:00:0094EEMISbuy limit3.059K / 0.0030.9032015.10.01 00:00:00canceledPlatinum
2015.12.11 00:00:0095EEMISbuy limit3.146K / 0.0031.4852015.12.14 00:00:00canceledPlatinum
2015.12.14 00:00:0096EEMISbuy limit3.137K / 0.0030.6042015.12.15 00:00:00canceledPlatinum
2016.01.11 00:00:0097EEMISbuy limit3.357K / 0.0028.6252016.01.12 00:00:00canceledPlatinum
2016.01.12 00:00:0098EEMISbuy limit3.366K / 0.0028.6142016.01.13 00:00:00canceledPlatinum
2016.05.06 00:00:0099EEMISbuy limit3.061K / 0.0031.7972016.05.09 00:00:00canceledPlatinum
2016.05.09 00:00:00100EEMISbuy limit3.052K / 0.0031.8442016.05.10 00:00:00canceledPlatinum
2016.05.10 00:00:00101EEMISbuy limit3.051K / 0.0031.4372016.05.11 00:00:00canceledPlatinum
2016.05.20 00:00:00102EEMISbuy limit3.106K / 0.0030.9322016.05.23 00:00:00canceledPlatinum
2016.11.04 00:00:00103EEMISbuy limit2.777K / 0.0035.2102016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:00104EEMISbuy limit2.717K / 0.0034.8512016.11.08 00:00:00canceledPlatinum
2017.04.17 00:00:00105EEMISbuy limit2.543K / 0.0037.9652017.04.18 00:00:00canceledPlatinum
2017.09.29 00:00:00106EEMISbuy limit2.24K / 0.0042.9702017.10.02 00:00:00canceledPlatinum
2017.11.16 00:00:00107EEMISbuy limit2.159K / 0.0044.2702017.11.17 00:00:00canceledPlatinum
2018.06.20 00:00:00108EEMISbuy limit2.257K / 0.0042.5822018.06.21 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
2004.04.29 00:00:002EEMISbuyin5.454K18.02650.000.000.00100 000.00Platinum
2004.05.04 00:00:003EEMISsellout5.454K18.13660.00-1.71599.94100 598.23
2005.03.22 00:00:004EEMISbuyin4.362K22.268120.000.000.00100 598.23Platinum
2005.03.29 00:00:005EEMISsellout4.362K22.288130.00-2.7487.24100 682.73
2007.03.05 00:00:006EEMISbuyin2.842K34.906190.000.000.00100 682.73Platinum
2007.03.07 00:00:007EEMISsellout2.842K36.350200.00-0.604 103.85104 785.98
2008.03.17 00:00:008EEMISbuyin2.376K42.088210.000.000.00104 785.98Platinum
2008.03.19 00:00:009EEMISsellout2.376K44.350220.00-0.505 374.51110 159.99
2008.11.20 00:00:0010EEMISbuyin5.131K19.080270.000.000.00110 159.99Platinum
2008.11.24 00:00:0011EEMISsellout5.131K20.800280.00-1.088 825.32118 984.23
2009.02.27 00:00:0012EEMISbuyin4.759K20.922300.000.000.00118 984.23Platinum
2009.03.05 00:00:0013EEMISsellout4.759K20.890310.00-2.49-152.29118 829.45
2010.05.20 00:00:0014EEMISbuyin2.731K36.611390.000.000.00118 829.45Platinum
2010.05.24 00:00:0015EEMISsellout2.731K37.369400.00-0.582 070.10120 898.97
2010.05.24 00:00:0016EEMISbuyin2.676K36.220410.000.000.00120 898.97Platinum
2010.05.25 00:00:0017EEMISsellout2.676K35.469420.000.00-2 009.68118 889.29
2010.05.25 00:00:0018EEMISbuyin2.819K35.471430.000.000.00118 889.29Platinum
2010.05.28 00:00:0019EEMISsellout2.819K38.520440.00-1.468 595.13127 482.96
2011.08.10 00:00:0020EEMISbuyin2.496K40.062520.000.000.00127 482.96Platinum
2011.08.11 00:00:0021EEMISsellout2.496K40.049530.00-0.78-32.45127 449.73
2015.08.20 00:00:0022EEMISbuyin2.952K33.299880.000.000.00127 449.73Platinum
2015.08.26 00:00:0023EEMISsellout2.952K32.509890.00-0.93-2 332.08125 116.72
0.00 -12.87 25 129.59 125 116.72