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=1
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: -8 055.84 Rebaixamento Absoluto do Saldo : 8 055.84 Rebaixamento Absoluto do Capital Líquido: 23 344.77
Lucro Bruto: 18 137.04 Rebaixamento Máximo do Saldo : 9 627.75 (9.48%) Rebaixamento Máximo do Capital Líquido: 24 916.70 (24.53%)
Perda Bruta: -26 192.88 Rebaixamento Relativo do Saldo : 9.48% (9 627.75) Rebaixamento Relativo do Capital Líquido: 24.53% (24 916.70)
Fator de Lucro: 0.69 Retorno Esperado (Payoff): -277.79 Nível de Margem: 1582.18%
Fator de Recuperação: -0.32 Índice de Sharpe: -0.14 Z-Pontuação: -0.32 (25.10%)
AHPR: 0.9973 (-0.27%) Correlação LR : -0.46 Resultado OnTester: 0
GHPR: 0.9971 (-0.29%) Erro Padrão LR : 2 454.14
Total de Negociações: 29 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 29 (44.83%)
Ofertas Total: 58 Negociações com Lucro (% of total): 13 (44.83%) Negociações com Perda (% of total): 16 (55.17%)
Maior lucro da negociação: 2 630.71 Maior perda na Negociação: -4 482.13
Média lucro da negociação: 1 395.16 Média perda na Negociação: -1 637.06
Máximo ganhos consecutivos ($): 3 (4 769.19) Máximo perdas consecutivas ($): 5 (-8 952.51)
Máxima lucro consecutivo (contagem): 4 769.19 (3) Máxima perda consecutiva (contagem): -8 952.51 (5)
Média ganhos consecutivos: 2 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.52 Correlação (Lucros,MAE): 0.29 Correlação(MFE,MAE): 0.1249
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: 72:49:39
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 / 0.0028.5252003.03.14 00:00:00canceledPlatinum
2003.07.17 00:00:003EFAISbuy2.768K / 2.768K36.1282003.07.17 00:00:00filledPlatinum
2003.07.21 00:00:004EFAISsell2.768K / 2.768K36.4462003.07.21 00:00:00filled
2003.08.07 00:00:005EFAISbuy limit2.727K / 0.0035.9872003.08.08 00:00:00canceledPlatinum
2004.08.13 00:00:006EFAISbuy limit2.227K / 0.0044.0212004.08.16 00:00:00canceledPlatinum
2004.12.13 00:00:007EFAISbuy limit1.925K / 0.0050.9912004.12.14 00:00:00canceledPlatinum
2005.03.22 00:00:008EFAISbuy limit1.85K / 1.85K53.5452005.03.22 00:00:00filledPlatinum
2005.03.30 00:00:009EFAISsell1.85K / 1.85K52.8662005.03.30 00:00:00filled
2005.03.30 00:00:0010EFAISbuy limit1.892K / 0.0052.0242005.03.31 00:00:00canceledPlatinum
2005.07.01 00:00:0011EFAISbuy limit1.907K / 0.0051.8652005.07.05 00:00:00canceledPlatinum
2005.07.05 00:00:0012EFAISbuy limit1.925K / 0.0051.7962005.07.06 00:00:00canceledPlatinum
2005.10.11 00:00:0013EFAISbuy limit1.752K / 0.0056.1032005.10.12 00:00:00canceledPlatinum
2005.11.17 00:00:0014EFAISbuy limit1.754K / 0.0056.0132005.11.18 00:00:00canceledPlatinum
2006.05.17 00:00:0015EFAISbuy limit1.479K / 1.479K67.3792006.05.17 00:00:00filledPlatinum
2006.05.22 00:00:0016EFAISsell1.479K / 1.479K64.3492006.05.22 00:00:00filled
2006.05.22 00:00:0017EFAISbuy1.554K / 1.554K64.3512006.05.22 00:00:00filledPlatinum
2006.05.23 00:00:0018EFAISsell1.554K / 1.554K65.1202006.05.23 00:00:00filled
2006.05.23 00:00:0019EFAISbuy limit1.536K / 0.0063.9232006.05.24 00:00:00canceledPlatinum
2006.06.13 00:00:0020EFAISbuy1.658K / 1.658K60.3012006.06.13 00:00:00filledPlatinum
2006.06.15 00:00:0021EFAISsell1.658K / 1.658K61.5092006.06.15 00:00:00filled
2006.06.15 00:00:0022EFAISbuy limit1.626K / 0.0059.7162006.06.16 00:00:00canceledPlatinum
2006.08.28 00:00:0023EFAISbuy limit1.496K / 0.0066.1112006.08.29 00:00:00canceledPlatinum
2006.12.27 00:00:0024EFAISbuy limit1.372K / 0.0071.6352006.12.28 00:00:00canceledPlatinum
2007.05.02 00:00:0025EFAISbuy limit1.261K / 0.0078.2882007.05.03 00:00:00canceledPlatinum
2008.05.29 00:00:0026EFAISbuy limit1.318K / 0.0075.6862008.05.30 00:00:00canceledPlatinum
2008.05.30 00:00:0027EFAISbuy limit1.305K / 0.0075.5162008.06.02 00:00:00canceledPlatinum
2008.06.04 00:00:0028EFAISbuy limit1.328K / 0.0074.9922008.06.05 00:00:00canceledPlatinum
2008.06.05 00:00:0029EFAISbuy limit1.324K / 0.0074.5572008.06.06 00:00:00canceledPlatinum
2008.06.11 00:00:0030EFAISbuy limit1.372K / 1.372K72.2692008.06.11 00:00:00filledPlatinum
2008.06.16 00:00:0031EFAISsell1.372K / 1.372K72.4002008.06.16 00:00:00filled
2008.06.26 00:00:0032EFAISbuy limit1.445K / 1.445K69.1482008.06.26 00:00:00filledPlatinum
2008.07.01 00:00:0033EFAISsell1.445K / 1.445K67.5492008.07.01 00:00:00filled
2008.08.18 00:00:0034EFAISbuy limit1.568K / 1.568K62.5272008.08.18 00:00:00filledPlatinum
2008.08.21 00:00:0035EFAISsell1.568K / 1.568K62.3402008.08.21 00:00:00filled
2008.08.21 00:00:0036EFAISbuy limit1.604K / 0.0061.8742008.08.22 00:00:00canceledPlatinum
2008.09.10 00:00:0037EFAISbuy limit1.676K / 1.676K58.2112008.09.10 00:00:00filledPlatinum
2008.09.11 00:00:0038EFAISsell1.676K / 1.676K57.9992008.09.11 00:00:00filled
2008.10.07 00:00:0039EFAISbuy limit1.949K / 1.949K49.7172008.10.07 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 / 2.259K42.5212008.10.16 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 / 2.682K36.1042009.02.19 00:00:00filledPlatinum
2009.02.25 00:00:0044EFAISsell2.682K / 2.682K35.4292009.02.25 00:00:00filled
2009.02.26 00:00:0045EFAISbuy limit2.81K / 2.81K34.6192009.02.26 00:00:00filledPlatinum
2009.03.05 00:00:0046EFAISsell2.81K / 2.81K33.0602009.03.05 00:00:00filled
2009.08.12 00:00:0047EFAISbuy limit1.988K / 0.0049.8162009.08.13 00:00:00canceledPlatinum
2009.10.29 00:00:0048EFAISbuy limit1.833K / 0.0053.0242009.10.30 00:00:00canceledPlatinum
2009.12.14 00:00:0049EFAISbuy limit1.79K / 0.0054.9042009.12.15 00:00:00canceledPlatinum
2010.01.29 00:00:0050EFAISbuy limit1.875K / 1.875K52.7172010.01.29 00:00:00filledPlatinum
2010.02.02 00:00:0051EFAISsell1.875K / 1.875K53.8192010.02.02 00:00:00filled
2010.06.25 00:00:0052EFAISbuy limit2.06K / 0.0048.0832010.06.28 00:00:00canceledPlatinum
2010.06.29 00:00:0053EFAISbuy2.101K / 2.101K47.6022010.06.29 00:00:00filledPlatinum
2010.07.02 00:00:0054EFAISsell2.101K / 2.101K47.4692010.07.02 00:00:00filled
2010.08.27 00:00:0055EFAISbuy limit1.995K / 0.0049.0542010.08.30 00:00:00canceledPlatinum
2010.11.16 00:00:0056EFAISbuy limit1.757K / 1.757K56.8252010.11.16 00:00:00filledPlatinum
2010.11.19 00:00:0057EFAISsell1.757K / 1.757K57.3102010.11.19 00:00:00filled
2011.09.13 00:00:0058EFAISbuy limit2.06K / 0.0048.0542011.09.14 00:00:00canceledPlatinum
2011.11.23 00:00:0059EFAISbuy2.109K / 2.109K47.4112011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0060EFAISsell2.109K / 2.109K48.6592011.11.29 00:00:00filled
2012.05.17 00:00:0061EFAISbuy limit2.041K / 2.041K48.5692012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0062EFAISsell2.041K / 2.041K49.2002012.05.22 00:00:00filled
2012.05.24 00:00:0063EFAISbuy limit2.061K / 2.061K48.1042012.05.24 00:00:00filledPlatinum
2012.05.30 00:00:0064EFAISsell2.061K / 2.061K47.9692012.05.30 00:00:00filled
2012.08.31 00:00:0065EFAISbuy limit1.931K / 0.0050.6382012.09.04 00:00:00canceledPlatinum
2013.12.12 00:00:0066EFAISbuy limit1.556K / 0.0063.9332013.12.13 00:00:00canceledPlatinum
2013.12.13 00:00:0067EFAISbuy limit1.56K / 0.0063.4682013.12.16 00:00:00canceledPlatinum
2013.12.16 00:00:0068EFAISbuy limit1.55K / 0.0063.4282013.12.17 00:00:00canceledPlatinum
2013.12.18 00:00:0069EFAISbuy limit1.557K / 1.557K63.6072013.12.18 00:00:00filledPlatinum
2013.12.19 00:00:0070EFAISsell1.557K / 1.557K64.4892013.12.19 00:00:00filled
2014.03.14 00:00:0071EFAISbuy limit1.542K / 0.0064.6072014.03.17 00:00:00canceledPlatinum
2014.03.17 00:00:0072EFAISbuy limit1.524K / 0.0064.4692014.03.18 00:00:00canceledPlatinum
2014.04.14 00:00:0073EFAISbuy limit1.501K / 0.0065.5972014.04.15 00:00:00canceledPlatinum
2014.08.07 00:00:0074EFAISbuy limit1.525K / 1.525K64.7762014.08.07 00:00:00filledPlatinum
2014.08.11 00:00:0075EFAISsell1.525K / 1.525K65.5692014.08.11 00:00:00filled
2014.12.12 00:00:0076EFAISbuy limit1.613K / 1.613K61.5572014.12.12 00:00:00filledPlatinum
2014.12.17 00:00:0077EFAISsell1.613K / 1.613K60.0202014.12.17 00:00:00filled
2014.12.17 00:00:0078EFAISbuy limit1.666K / 0.0059.7952014.12.18 00:00:00canceledPlatinum
2015.01.07 00:00:0079EFAISbuy limit1.696K / 0.0057.8942015.01.08 00:00:00canceledPlatinum
2015.01.08 00:00:0080EFAISbuy limit1.681K / 0.0058.5392015.01.09 00:00:00canceledPlatinum
2015.07.28 00:00:0081EFAISbuy limit1.566K / 0.0062.7862015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0082EFAISbuy1.61K / 1.61K62.1212015.08.20 00:00:00filledPlatinum
2015.08.26 00:00:0083EFAISsell1.61K / 1.61K59.6792015.08.26 00:00:00filled
2015.08.26 00:00:0084EFAISbuy limit1.676K / 0.0057.8152015.08.27 00:00:00canceledPlatinum
2015.09.29 00:00:0085EFAISbuy limit1.782K / 0.0055.7662015.09.30 00:00:00canceledPlatinum
2015.09.30 00:00:0086EFAISbuy limit1.75K / 0.0055.6872015.10.01 00:00:00canceledPlatinum
2015.11.09 00:00:0087EFAISbuy limit1.651K / 1.651K60.3302015.11.09 00:00:00filledPlatinum
2015.11.12 00:00:0088EFAISsell1.651K / 1.651K60.0602015.11.12 00:00:00filled
2015.11.12 00:00:0089EFAISbuy limit1.665K / 1.665K59.9732015.11.12 00:00:00filledPlatinum
2015.11.13 00:00:0090EFAISsell1.665K / 1.665K59.4942015.11.13 00:00:00filled
2015.11.13 00:00:0091EFAISbuy limit1.681K / 0.0059.1912015.11.16 00:00:00canceledPlatinum
2015.11.16 00:00:0092EFAISbuy limit1.685K / 0.0058.6962015.11.17 00:00:00canceledPlatinum
2016.01.06 00:00:0093EFAISbuy1.769K / 1.769K56.5312016.01.06 00:00:00filledPlatinum
2016.01.13 00:00:0094EFAISsell1.769K / 1.769K55.7992016.01.13 00:00:00filled
2016.10.31 00:00:0095EFAISbuy limit1.732K / 0.0057.2112016.11.01 00:00:00canceledPlatinum
2016.11.01 00:00:0096EFAISbuy limit1.725K / 0.0057.2412016.11.02 00:00:00canceledPlatinum
2016.11.02 00:00:0097EFAISbuy limit1.738K / 0.0056.9932016.11.03 00:00:00canceledPlatinum
2016.11.03 00:00:0098EFAISbuy limit1.743K / 0.0056.6072016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:0099EFAISbuy limit1.762K / 1.762K56.5482016.11.04 00:00:00filledPlatinum
2016.11.08 00:00:00100EFAISsell1.762K / 1.762K57.1792016.11.08 00:00:00filled
2017.04.10 00:00:00101EFAISbuy limit1.62K / 0.0061.2012017.04.11 00:00:00canceledPlatinum
2017.04.11 00:00:00102EFAISbuy limit1.613K / 0.0061.1322017.04.12 00:00:00canceledPlatinum
2017.11.16 00:00:00103EFAISbuy limit1.448K / 0.0067.9232017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:00104EFAISbuy limit1.447K / 0.0068.2202017.11.21 00:00:00canceledPlatinum
2018.08.16 00:00:00105EFAISbuy limit1.516K / 0.0064.8742018.08.17 00:00:00canceledPlatinum
2018.10.10 00:00:00106EFAISbuy limit1.522K / 1.522K65.2612018.10.10 00:00:00filledPlatinum
2018.10.17 00:00:00107EFAISsell1.522K / 1.522K64.5902018.10.17 00:00:00filled
2018.12.21 00:00:00108EFAISbuy limit1.719K / 1.719K57.9932018.12.21 00:00:00filledPlatinum
2018.12.27 00:00:00109EFAISsell1.719K / 1.719K57.5492018.12.27 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
2003.07.17 00:00:002EFAISbuyin2.768K36.12830.000.000.00100 000.00Platinum
2003.07.21 00:00:003EFAISsellout2.768K36.44640.00-0.58880.22100 879.64
2005.03.22 00:00:004EFAISbuyin1.85K53.54580.000.000.00100 879.64Platinum
2005.03.30 00:00:005EFAISsellout1.85K52.86690.00-1.54-1 256.1599 621.95
2006.05.17 00:00:006EFAISbuyin1.479K67.379150.000.000.0099 621.95Platinum
2006.05.22 00:00:007EFAISsellout1.479K64.349160.00-0.76-4 481.3795 139.82
2006.05.22 00:00:008EFAISbuyin1.554K64.351170.000.000.0095 139.82Platinum
2006.05.23 00:00:009EFAISsellout1.554K65.120180.00-0.161 195.0396 334.69
2006.06.13 00:00:0010EFAISbuyin1.658K60.301200.000.000.0096 334.69Platinum
2006.06.15 00:00:0011EFAISsellout1.658K61.509210.00-0.692 002.8698 336.86
2008.06.11 00:00:0012EFAISbuyin1.372K72.269300.000.000.0098 336.86Platinum
2008.06.16 00:00:0013EFAISsellout1.372K72.400310.00-0.71179.7398 515.88
2008.06.26 00:00:0014EFAISbuyin1.445K69.148320.000.000.0098 515.88Platinum
2008.07.01 00:00:0015EFAISsellout1.445K67.549330.00-0.45-2 310.5696 204.87
2008.08.18 00:00:0016EFAISbuyin1.568K62.527340.000.000.0096 204.87Platinum
2008.08.21 00:00:0017EFAISsellout1.568K62.340350.00-0.65-293.2295 911.00
2008.09.10 00:00:0018EFAISbuyin1.676K58.211370.000.000.0095 911.00Platinum
2008.09.11 00:00:0019EFAISsellout1.676K57.999380.000.00-355.3195 555.69
2008.10.07 00:00:0020EFAISbuyin1.949K49.717390.000.000.0095 555.69Platinum
2008.10.14 00:00:0021EFAISsellout1.949K50.409400.00-1.411 348.7196 902.99
2008.10.16 00:00:0022EFAISbuyin2.259K42.521410.000.000.0096 902.99Platinum
2008.10.17 00:00:0023EFAISsellout2.259K43.409420.00-0.242 005.9998 908.74
2009.02.19 00:00:0024EFAISbuyin2.682K36.104430.000.000.0098 908.74Platinum
2009.02.25 00:00:0025EFAISsellout2.682K35.429440.00-0.84-1 810.3597 097.55
2009.02.26 00:00:0026EFAISbuyin2.81K34.619450.000.000.0097 097.55Platinum
2009.03.05 00:00:0027EFAISsellout2.81K33.060460.00-2.04-4 380.7992 714.72
2010.01.29 00:00:0028EFAISbuyin1.875K52.717500.000.000.0092 714.72Platinum
2010.02.02 00:00:0029EFAISsellout1.875K53.819510.00-0.402 066.2594 780.57
2010.06.29 00:00:0030EFAISbuyin2.101K47.602530.000.000.0094 780.57Platinum
2010.07.02 00:00:0031EFAISsellout2.101K47.469540.00-1.10-279.4394 500.04
2010.11.16 00:00:0032EFAISbuyin1.757K56.825560.000.000.0094 500.04Platinum
2010.11.19 00:00:0033EFAISsellout1.757K57.310570.00-0.91852.1595 351.28
2011.11.23 00:00:0034EFAISbuyin2.109K47.411590.000.000.0095 351.28Platinum
2011.11.29 00:00:0035EFAISsellout2.109K48.659600.00-1.322 632.0397 981.99
2012.05.17 00:00:0036EFAISbuyin2.041K48.569610.000.000.0097 981.99Platinum
2012.05.22 00:00:0037EFAISsellout2.041K49.200620.00-0.631 287.8799 269.23
2012.05.24 00:00:0038EFAISbuyin2.061K48.104630.000.000.0099 269.23Platinum
2012.05.30 00:00:0039EFAISsellout2.061K47.969640.00-0.87-278.2498 990.12
2013.12.18 00:00:0040EFAISbuyin1.557K63.607690.000.000.0098 990.12Platinum
2013.12.19 00:00:0041EFAISsellout1.557K64.489700.00-0.491 373.27100 362.90
2014.08.07 00:00:0042EFAISbuyin1.525K64.776740.000.000.00100 362.90Platinum
2014.08.11 00:00:0043EFAISsellout1.525K65.569750.00-0.321 209.33101 571.91
2014.12.12 00:00:0044EFAISbuyin1.613K61.557760.000.000.00101 571.91Platinum
2014.12.17 00:00:0045EFAISsellout1.613K60.020770.00-0.51-2 479.1899 092.22
2015.08.20 00:00:0046EFAISbuyin1.61K62.121820.000.000.0099 092.22Platinum
2015.08.26 00:00:0047EFAISsellout1.61K59.679830.00-0.68-3 931.6295 159.92
2015.11.09 00:00:0048EFAISbuyin1.651K60.330870.000.000.0095 159.92Platinum
2015.11.12 00:00:0049EFAISsellout1.651K60.060880.00-0.86-445.7794 713.29
2015.11.12 00:00:0050EFAISbuyin1.665K59.973890.000.000.0094 713.29Platinum
2015.11.13 00:00:0051EFAISsellout1.665K59.494900.00-0.17-797.5493 915.58
2016.01.06 00:00:0052EFAISbuyin1.769K56.531930.000.000.0093 915.58Platinum
2016.01.13 00:00:0053EFAISsellout1.769K55.799940.00-1.27-1 294.9192 619.40
2016.11.04 00:00:0054EFAISbuyin1.762K56.548990.000.000.0092 619.40Platinum
2016.11.08 00:00:0055EFAISsellout1.762K57.1791000.00-0.361 111.8293 730.86
2018.10.10 00:00:0056EFAISbuyin1.522K65.2611060.000.000.0093 730.86Platinum
2018.10.17 00:00:0057EFAISsellout1.522K64.5901070.00-1.12-1 021.2692 708.48
2018.12.21 00:00:0058EFAISbuyin1.719K57.9931080.000.000.0092 708.48Platinum
2018.12.27 00:00:0059EFAISsellout1.719K57.5491090.00-1.08-763.2491 944.16
0.00 -22.16 -8 033.68 91 944.16