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=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: 4082 Ticks: 16328 Ativos: 1
Lucro Líquido Total: 6 814.27 Rebaixamento Absoluto do Saldo : 2 469.21 Rebaixamento Absoluto do Capital Líquido: 14 464.09
Lucro Bruto: 9 634.46 Rebaixamento Máximo do Saldo : 2 469.21 (2.47%) Rebaixamento Máximo do Capital Líquido: 17 190.99 (16.73%)
Perda Bruta: -2 820.19 Rebaixamento Relativo do Saldo : 2.47% (2 469.21) Rebaixamento Relativo do Capital Líquido: 16.73% (17 190.99)
Fator de Lucro: 3.42 Retorno Esperado (Payoff): 851.78 Nível de Margem: 1801.90%
Fator de Recuperação: 0.40 Índice de Sharpe: 0.47 Z-Pontuação: -0.54 (41.08%)
AHPR: 1.0084 (0.84%) Correlação LR : 0.92 Resultado OnTester: 0
GHPR: 1.0083 (0.83%) Erro Padrão LR : 1 714.23
Total de Negociações: 8 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 8 (75.00%)
Ofertas Total: 16 Negociações com Lucro (% of total): 6 (75.00%) Negociações com Perda (% of total): 2 (25.00%)
Maior lucro da negociação: 3 306.04 Maior perda na Negociação: -2 469.21
Média lucro da negociação: 1 605.74 Média perda na Negociação: -1 410.10
Máximo ganhos consecutivos ($): 6 (9 634.46) Máximo perdas consecutivas ($): 1 (-2 469.21)
Máxima lucro consecutivo (contagem): 9 634.46 (6) Máxima perda consecutiva (contagem): -2 469.21 (1)
Média ganhos consecutivos: 6 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.74 Correlação (Lucros,MAE): -0.36 Correlação(MFE,MAE): -0.4392
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: 78:00:00
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 / 0.0027.9492003.03.14 00:00:00canceledPlatinum
2003.07.17 00:00:003EFAISbuy limit2.768K / 0.0035.5402003.07.18 00:00:00canceledPlatinum
2003.07.18 00:00:004EFAISbuy limit2.756K / 0.0034.9842003.07.21 00:00:00canceledPlatinum
2003.08.07 00:00:005EFAISbuy limit2.727K / 0.0035.2602003.08.08 00:00:00canceledPlatinum
2004.08.13 00:00:006EFAISbuy limit2.227K / 0.0043.1322004.08.16 00:00:00canceledPlatinum
2004.12.13 00:00:007EFAISbuy limit1.925K / 0.0049.9612004.12.14 00:00:00canceledPlatinum
2005.03.22 00:00:008EFAISbuy limit1.85K / 0.0052.4632005.03.23 00:00:00canceledPlatinum
2005.03.23 00:00:009EFAISbuy limit1.875K / 0.0051.8622005.03.24 00:00:00canceledPlatinum
2005.03.24 00:00:0010EFAISbuy limit1.88K / 0.0051.5162005.03.28 00:00:00canceledPlatinum
2005.03.28 00:00:0011EFAISbuy limit1.882K / 0.0051.5072005.03.29 00:00:00canceledPlatinum
2005.03.29 00:00:0012EFAISbuy limit1.893K / 0.0051.5072005.03.30 00:00:00canceledPlatinum
2005.03.30 00:00:0013EFAISbuy limit1.892K / 0.0050.9732005.03.31 00:00:00canceledPlatinum
2005.07.01 00:00:0014EFAISbuy limit1.907K / 0.0050.8172005.07.05 00:00:00canceledPlatinum
2005.07.05 00:00:0015EFAISbuy limit1.925K / 0.0050.7492005.07.06 00:00:00canceledPlatinum
2005.10.11 00:00:0016EFAISbuy limit1.752K / 0.0054.9702005.10.12 00:00:00canceledPlatinum
2005.11.17 00:00:0017EFAISbuy limit1.754K / 0.0054.8822005.11.18 00:00:00canceledPlatinum
2006.05.17 00:00:0018EFAISbuy limit1.479K / 1.479K66.0182006.05.17 00:00:00filledPlatinum
2006.05.22 00:00:0019EFAISsell1.479K / 1.479K64.3492006.05.22 00:00:00filled
2006.05.22 00:00:0020EFAISbuy limit1.554K / 1.554K64.0382006.05.22 00:00:00filledPlatinum
2006.05.23 00:00:0021EFAISsell1.554K / 1.554K65.1202006.05.23 00:00:00filled
2006.05.23 00:00:0022EFAISbuy limit1.536K / 0.0062.6322006.05.24 00:00:00canceledPlatinum
2006.06.13 00:00:0023EFAISbuy limit1.658K / 1.658K59.5392006.06.13 00:00:00filledPlatinum
2006.06.15 00:00:0024EFAISsell1.658K / 1.658K61.5092006.06.15 00:00:00filled
2006.06.15 00:00:0025EFAISbuy limit1.626K / 0.0058.5092006.06.16 00:00:00canceledPlatinum
2006.08.28 00:00:0026EFAISbuy limit1.496K / 0.0064.7762006.08.29 00:00:00canceledPlatinum
2006.12.27 00:00:0027EFAISbuy limit1.372K / 0.0070.1882006.12.28 00:00:00canceledPlatinum
2007.05.02 00:00:0028EFAISbuy limit1.261K / 0.0076.7072007.05.03 00:00:00canceledPlatinum
2008.05.29 00:00:0029EFAISbuy limit1.318K / 0.0074.1572008.05.30 00:00:00canceledPlatinum
2008.05.30 00:00:0030EFAISbuy limit1.305K / 0.0073.9912008.06.02 00:00:00canceledPlatinum
2008.06.04 00:00:0031EFAISbuy limit1.328K / 0.0073.4772008.06.05 00:00:00canceledPlatinum
2008.06.05 00:00:0032EFAISbuy limit1.324K / 0.0073.0512008.06.06 00:00:00canceledPlatinum
2008.06.11 00:00:0033EFAISbuy limit1.372K / 0.0070.8092008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0034EFAISbuy limit1.392K / 0.0069.9072008.06.13 00:00:00canceledPlatinum
2008.06.13 00:00:0035EFAISbuy limit1.395K / 0.0069.6642008.06.16 00:00:00canceledPlatinum
2008.06.26 00:00:0036EFAISbuy limit1.445K / 0.0067.7512008.06.27 00:00:00canceledPlatinum
2008.06.27 00:00:0037EFAISbuy limit1.455K / 0.0066.0372008.06.30 00:00:00canceledPlatinum
2008.06.30 00:00:0038EFAISbuy limit1.455K / 0.0066.2122008.07.01 00:00:00canceledPlatinum
2008.08.18 00:00:0039EFAISbuy limit1.568K / 0.0061.2642008.08.19 00:00:00canceledPlatinum
2008.08.19 00:00:0040EFAISbuy limit1.61K / 0.0060.9552008.08.20 00:00:00canceledPlatinum
2008.08.20 00:00:0041EFAISbuy limit1.605K / 0.0060.2662008.08.21 00:00:00canceledPlatinum
2008.08.21 00:00:0042EFAISbuy limit1.604K / 0.0060.6242008.08.22 00:00:00canceledPlatinum
2008.09.10 00:00:0043EFAISbuy limit1.676K / 0.0057.0352008.09.11 00:00:00canceledPlatinum
2008.10.07 00:00:0044EFAISbuy limit1.949K / 1.949K48.7122008.10.07 00:00:00filledPlatinum
2008.10.14 00:00:0045EFAISsell1.949K / 1.949K50.4092008.10.14 00:00:00filled
2008.10.16 00:00:0046EFAISbuy limit2.259K / 0.0041.6622008.10.17 00:00:00canceledPlatinum
2009.02.19 00:00:0047EFAISbuy limit2.682K / 2.682K35.3752009.02.19 00:00:00filledPlatinum
2009.02.25 00:00:0048EFAISsell2.682K / 2.682K35.4292009.02.25 00:00:00filled
2009.02.26 00:00:0049EFAISbuy limit2.81K / 0.0033.9202009.02.27 00:00:00canceledPlatinum
2009.02.27 00:00:0050EFAISbuy limit2.913K / 0.0033.6392009.03.02 00:00:00canceledPlatinum
2009.08.12 00:00:0051EFAISbuy limit1.988K / 0.0048.8092009.08.13 00:00:00canceledPlatinum
2009.10.29 00:00:0052EFAISbuy limit1.833K / 0.0051.9532009.10.30 00:00:00canceledPlatinum
2009.12.14 00:00:0053EFAISbuy limit1.79K / 0.0053.7952009.12.15 00:00:00canceledPlatinum
2010.01.29 00:00:0054EFAISbuy limit1.875K / 0.0051.6522010.02.01 00:00:00canceledPlatinum
2010.02.01 00:00:0055EFAISbuy limit1.88K / 0.0050.9052010.02.02 00:00:00canceledPlatinum
2010.06.25 00:00:0056EFAISbuy limit2.06K / 0.0047.1122010.06.28 00:00:00canceledPlatinum
2010.06.29 00:00:0057EFAISbuy limit2.101K / 2.101K47.0352010.06.29 00:00:00filledPlatinum
2010.07.02 00:00:0058EFAISsell2.101K / 2.101K47.4692010.07.02 00:00:00filled
2010.08.27 00:00:0059EFAISbuy limit1.995K / 0.0048.0632010.08.30 00:00:00canceledPlatinum
2010.11.16 00:00:0060EFAISbuy limit1.757K / 0.0055.6772010.11.17 00:00:00canceledPlatinum
2010.11.17 00:00:0061EFAISbuy limit1.775K / 0.0054.3682010.11.18 00:00:00canceledPlatinum
2011.09.13 00:00:0062EFAISbuy limit2.06K / 0.0047.0832011.09.14 00:00:00canceledPlatinum
2011.11.23 00:00:0063EFAISbuy limit2.109K / 0.0046.5692011.11.25 00:00:00canceledPlatinum
2011.11.25 00:00:0064EFAISbuy limit2.146K / 0.0045.2882011.11.28 00:00:00canceledPlatinum
2011.11.28 00:00:0065EFAISbuy limit2.063K / 0.0045.0572011.11.29 00:00:00canceledPlatinum
2012.05.17 00:00:0066EFAISbuy limit2.041K / 0.0047.5882012.05.18 00:00:00canceledPlatinum
2012.05.18 00:00:0067EFAISbuy limit2.054K / 0.0047.0052012.05.21 00:00:00canceledPlatinum
2012.05.21 00:00:0068EFAISbuy limit2.062K / 0.0046.6662012.05.22 00:00:00canceledPlatinum
2012.05.24 00:00:0069EFAISbuy limit2.061K / 0.0047.1322012.05.25 00:00:00canceledPlatinum
2012.05.25 00:00:0070EFAISbuy limit2.082K / 0.0046.8222012.05.29 00:00:00canceledPlatinum
2012.05.29 00:00:0071EFAISbuy limit2.054K / 0.0046.6572012.05.30 00:00:00canceledPlatinum
2012.08.31 00:00:0072EFAISbuy limit1.931K / 0.0049.6152012.09.04 00:00:00canceledPlatinum
2013.12.12 00:00:0073EFAISbuy limit1.556K / 0.0062.6422013.12.13 00:00:00canceledPlatinum
2013.12.13 00:00:0074EFAISbuy limit1.56K / 0.0062.1862013.12.16 00:00:00canceledPlatinum
2013.12.16 00:00:0075EFAISbuy limit1.55K / 0.0062.1472013.12.17 00:00:00canceledPlatinum
2013.12.18 00:00:0076EFAISbuy limit1.557K / 0.0062.3222013.12.19 00:00:00canceledPlatinum
2014.03.14 00:00:0077EFAISbuy limit1.542K / 0.0063.3022014.03.17 00:00:00canceledPlatinum
2014.03.17 00:00:0078EFAISbuy limit1.524K / 0.0063.1662014.03.18 00:00:00canceledPlatinum
2014.04.14 00:00:0079EFAISbuy limit1.501K / 0.0064.2722014.04.15 00:00:00canceledPlatinum
2014.08.07 00:00:0080EFAISbuy limit1.525K / 0.0063.4672014.08.08 00:00:00canceledPlatinum
2014.08.08 00:00:0081EFAISbuy limit1.542K / 0.0062.9532014.08.11 00:00:00canceledPlatinum
2014.12.12 00:00:0082EFAISbuy limit1.613K / 0.0060.3142014.12.15 00:00:00canceledPlatinum
2014.12.15 00:00:0083EFAISbuy limit1.635K / 0.0059.1502014.12.16 00:00:00canceledPlatinum
2014.12.16 00:00:0084EFAISbuy limit1.666K / 0.0058.1702014.12.17 00:00:00canceledPlatinum
2014.12.17 00:00:0085EFAISbuy limit1.666K / 0.0058.5872014.12.18 00:00:00canceledPlatinum
2015.01.07 00:00:0086EFAISbuy limit1.696K / 0.0056.7252015.01.08 00:00:00canceledPlatinum
2015.01.08 00:00:0087EFAISbuy limit1.681K / 0.0057.3562015.01.09 00:00:00canceledPlatinum
2015.07.28 00:00:0088EFAISbuy limit1.566K / 0.0061.5172015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0089EFAISbuy limit1.61K / 0.0060.9552015.08.21 00:00:00canceledPlatinum
2015.08.21 00:00:0090EFAISbuy limit1.636K / 1.636K59.4792015.08.21 00:00:00filledPlatinum
2015.08.26 00:00:0091EFAISsell1.636K / 1.636K59.6792015.08.26 00:00:00filled
2015.08.26 00:00:0092EFAISbuy limit1.676K / 0.0056.6472015.08.27 00:00:00canceledPlatinum
2015.09.29 00:00:0093EFAISbuy limit1.782K / 0.0054.6392015.09.30 00:00:00canceledPlatinum
2015.09.30 00:00:0094EFAISbuy limit1.75K / 0.0054.5622015.10.01 00:00:00canceledPlatinum
2015.11.09 00:00:0095EFAISbuy limit1.651K / 0.0059.1112015.11.10 00:00:00canceledPlatinum
2015.11.10 00:00:0096EFAISbuy limit1.666K / 0.0058.5012015.11.11 00:00:00canceledPlatinum
2015.11.11 00:00:0097EFAISbuy limit1.645K / 0.0058.4622015.11.12 00:00:00canceledPlatinum
2015.11.12 00:00:0098EFAISbuy limit1.665K / 0.0058.7622015.11.13 00:00:00canceledPlatinum
2015.11.13 00:00:0099EFAISbuy limit1.681K / 0.0057.9952015.11.16 00:00:00canceledPlatinum
2015.11.16 00:00:00100EFAISbuy limit1.685K / 0.0057.5102015.11.17 00:00:00canceledPlatinum
2016.01.06 00:00:00101EFAISbuy limit1.769K / 1.769K55.9972016.01.06 00:00:00filledPlatinum
2016.01.13 00:00:00102EFAISsell1.769K / 1.769K55.7992016.01.13 00:00:00filled
2016.10.31 00:00:00103EFAISbuy limit1.732K / 0.0056.0552016.11.01 00:00:00canceledPlatinum
2016.11.01 00:00:00104EFAISbuy limit1.725K / 0.0056.0842016.11.02 00:00:00canceledPlatinum
2016.11.02 00:00:00105EFAISbuy limit1.738K / 0.0055.8422016.11.03 00:00:00canceledPlatinum
2016.11.03 00:00:00106EFAISbuy limit1.743K / 0.0055.4642016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:00107EFAISbuy limit1.762K / 0.0055.4052016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:00108EFAISbuy limit1.746K / 0.0054.8722016.11.08 00:00:00canceledPlatinum
2017.04.10 00:00:00109EFAISbuy limit1.62K / 0.0059.9642017.04.11 00:00:00canceledPlatinum
2017.04.11 00:00:00110EFAISbuy limit1.613K / 0.0059.8972017.04.12 00:00:00canceledPlatinum
2017.11.16 00:00:00111EFAISbuy limit1.448K / 0.0066.5512017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:00112EFAISbuy limit1.447K / 0.0066.8422017.11.21 00:00:00canceledPlatinum
2018.08.16 00:00:00113EFAISbuy limit1.516K / 0.0063.5632018.08.17 00:00:00canceledPlatinum
2018.10.10 00:00:00114EFAISbuy limit1.522K / 0.0063.9422018.10.11 00:00:00canceledPlatinum
2018.10.11 00:00:00115EFAISbuy limit1.554K / 0.0062.5832018.10.12 00:00:00canceledPlatinum
2018.10.12 00:00:00116EFAISbuy limit1.56K / 0.0061.7102018.10.13 00:00:01canceledPlatinum
2018.12.21 00:00:00117EFAISbuy limit1.719K / 0.0056.8222018.12.22 00:00:01canceledPlatinum
2018.12.22 00:00:01118EFAISbuy limit1.737K / 0.0055.8332018.12.24 00:00:00canceledPlatinum
2018.12.26 00:00:00119EFAISbuy limit1.747K / 0.0055.1822018.12.27 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 00:00:002EFAISbuyin1.479K66.018180.000.000.00100 000.00Platinum
2006.05.22 00:00:003EFAISsellout1.479K64.349190.00-0.76-2 468.4597 530.79
2006.05.22 00:00:004EFAISbuyin1.554K64.038200.000.000.0097 530.79Platinum
2006.05.23 00:00:005EFAISsellout1.554K65.120210.00-0.161 681.4399 212.06
2006.06.13 00:00:006EFAISbuyin1.658K59.539230.000.000.0099 212.06Platinum
2006.06.15 00:00:007EFAISsellout1.658K61.509240.00-0.693 266.26102 477.63
2008.10.07 00:00:008EFAISbuyin1.949K48.712440.000.000.00102 477.63Platinum
2008.10.14 00:00:009EFAISsellout1.949K50.409450.00-1.413 307.45105 783.67
2009.02.19 00:00:0010EFAISbuyin2.682K35.375470.000.000.00105 783.67Platinum
2009.02.25 00:00:0011EFAISsellout2.682K35.429480.00-0.84144.83105 927.66
2010.06.29 00:00:0012EFAISbuyin2.101K47.035570.000.000.00105 927.66Platinum
2010.07.02 00:00:0013EFAISsellout2.101K47.469580.00-1.10911.83106 838.39
2015.08.21 00:00:0014EFAISbuyin1.636K59.479900.000.000.00106 838.39Platinum
2015.08.26 00:00:0015EFAISsellout1.636K59.679910.00-0.34327.20107 165.25
2016.01.06 00:00:0016EFAISbuyin1.769K55.9971010.000.000.00107 165.25Platinum
2016.01.13 00:00:0017EFAISsellout1.769K55.7991020.00-0.72-350.26106 814.27
0.00 -6.02 6 820.29 106 814.27