Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: GER30IS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=1
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: 4066 Ticks: 16264 Ativos: 1
Lucro Líquido Total: 32 948.18 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 3 317.83
Lucro Bruto: 69 827.05 Rebaixamento Máximo do Saldo : 16 126.40 (12.24%) Rebaixamento Máximo do Capital Líquido: 22 023.13 (16.58%)
Perda Bruta: -36 878.87 Rebaixamento Relativo do Saldo : 12.24% (16 126.40) Rebaixamento Relativo do Capital Líquido: 16.58% (22 023.13)
Fator de Lucro: 1.89 Retorno Esperado (Payoff): 941.38 Nível de Margem: 9685.82%
Fator de Recuperação: 1.50 Índice de Sharpe: 0.25 Z-Pontuação: -0.40 (31.08%)
AHPR: 1.0088 (0.88%) Correlação LR : 0.84 Resultado OnTester: 0
GHPR: 1.0082 (0.82%) Erro Padrão LR : 5 634.06
Total de Negociações: 35 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 35 (74.29%)
Ofertas Total: 70 Negociações com Lucro (% of total): 26 (74.29%) Negociações com Perda (% of total): 9 (25.71%)
Maior lucro da negociação: 14 957.67 Maior perda na Negociação: -11 631.96
Média lucro da negociação: 2 685.66 Média perda na Negociação: -4 097.65
Máximo ganhos consecutivos ($): 8 (22 958.25) Máximo perdas consecutivas ($): 2 (-16 126.40)
Máxima lucro consecutivo (contagem): 22 958.25 (8) Máxima perda consecutiva (contagem): -16 126.40 (2)
Média ganhos consecutivos: 4 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.80 Correlação (Lucros,MAE): 0.68 Correlação(MFE,MAE): 0.2581
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 336:00:00 Tempo médio de duração da posição: 114:30:51
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.28 00:00:002GER30ISbuy limit1.34 / 1.342627.02003.01.28 00:00:00filledPlatinum
2003.02.17 00:00:003GER30ISsell1.34 / 1.342720.02003.02.17 00:00:00filled
2003.03.13 00:00:004GER30ISbuy limit1.60 / 0.002178.02003.03.14 00:00:00canceledPlatinum
2003.09.30 00:00:005GER30ISbuy limit1.09 / 1.093292.02003.09.30 00:00:00filledPlatinum
2003.10.02 00:00:006GER30ISsell1.09 / 1.093354.52003.10.02 00:00:00filled
2004.03.16 00:00:007GER30ISbuy limit0.86 / 0.003772.02004.03.17 00:00:00canceledPlatinum
2004.07.07 00:00:008GER30ISbuy limit0.83 / 0.003919.52004.07.08 00:00:00canceledPlatinum
2004.07.08 00:00:009GER30ISbuy limit0.83 / 0.833926.02004.07.08 00:00:00filledPlatinum
2004.07.28 00:00:0010GER30ISsell0.83 / 0.833849.02004.07.28 00:00:00filled
2004.08.10 00:00:0011GER30ISbuy limit0.89 / 0.003657.02004.08.11 00:00:00canceledPlatinum
2004.08.11 00:00:0012GER30ISbuy limit0.88 / 0.883691.02004.08.11 00:00:00filledPlatinum
2004.08.17 00:00:0013GER30ISsell0.88 / 0.883702.02004.08.17 00:00:00filled
2005.04.21 00:00:0014GER30ISbuy limit0.78 / 0.004118.52005.04.22 00:00:00canceledPlatinum
2005.10.21 00:00:0015GER30ISbuy limit0.67 / 0.004813.52005.10.24 00:00:00canceledPlatinum
2006.05.18 00:00:0016GER30ISbuy limit0.58 / 0.585614.02006.05.18 00:00:00filledPlatinum
2006.05.24 00:00:0017GER30ISsell0.58 / 0.585637.02006.05.24 00:00:00filled
2006.12.04 00:00:0018GER30ISbuy limit0.52 / 0.006194.52006.12.05 00:00:00canceledPlatinum
2007.10.23 00:00:0019GER30ISbuy limit0.37 / 0.007767.52007.10.24 00:00:00canceledPlatinum
2008.01.23 00:00:0020GER30ISbuy limit0.39 / 0.396764.52008.01.23 00:00:00filledPlatinum
2008.01.25 00:00:0021GER30ISsell0.39 / 0.396955.02008.01.25 00:00:00filled
2008.01.25 00:00:0022GER30ISbuy limit0.39 / 0.396802.02008.01.25 00:00:00filledPlatinum
2008.01.30 00:00:0023GER30ISsell0.39 / 0.396901.02008.01.30 00:00:00filled
2008.03.10 00:00:0024GER30ISbuy limit0.42 / 0.426440.52008.03.10 00:00:00filledPlatinum
2008.03.19 00:00:0025GER30ISsell0.42 / 0.426476.02008.03.19 00:00:00filled
2008.07.03 00:00:0026GER30ISbuy limit0.42 / 0.426303.52008.07.03 00:00:00filledPlatinum
2008.07.08 00:00:0027GER30ISsell0.42 / 0.426318.52008.07.08 00:00:00filled
2008.09.12 00:00:0028GER30ISbuy limit0.43 / 0.436098.02008.09.12 00:00:00filledPlatinum
2008.09.22 00:00:0029GER30ISsell0.43 / 0.436244.52008.09.22 00:00:00filled
2008.10.10 00:00:0030GER30ISbuy0.58 / 0.584609.52008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0031GER30ISsell0.58 / 0.585367.02008.10.14 00:00:00filled
2009.01.15 00:00:0032GER30ISbuy0.68 / 0.684385.52009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0033GER30ISsell0.68 / 0.684329.52009.01.27 00:00:00filled
2009.02.19 00:00:0034GER30ISbuy limit0.71 / 0.714171.52009.02.19 00:00:00filledPlatinum
2009.03.05 00:00:0035GER30ISsell0.71 / 0.713833.02009.03.05 00:00:00filled
2009.07.09 00:00:0036GER30ISbuy limit0.65 / 0.004520.02009.07.10 00:00:00canceledPlatinum
2009.07.13 00:00:0037GER30ISbuy limit0.66 / 0.664529.02009.07.13 00:00:00filledPlatinum
2009.07.14 00:00:0038GER30ISsell0.66 / 0.664737.52009.07.14 00:00:00filled
2009.09.04 00:00:0039GER30ISbuy limit0.56 / 0.005247.52009.09.07 00:00:00canceledPlatinum
2009.10.02 00:00:0040GER30ISbuy limit0.54 / 0.545504.02009.10.02 00:00:00filledPlatinum
2009.10.07 00:00:0041GER30ISsell0.54 / 0.545640.02009.10.07 00:00:00filled
2009.10.29 00:00:0042GER30ISbuy limit0.55 / 0.005457.02009.10.30 00:00:00canceledPlatinum
2009.11.02 00:00:0043GER30ISbuy limit0.55 / 0.555349.52009.11.02 00:00:00filledPlatinum
2009.11.10 00:00:0044GER30ISsell0.55 / 0.555635.02009.11.10 00:00:00filled
2010.01.29 00:00:0045GER30ISbuy limit0.53 / 0.005515.02010.02.01 00:00:00canceledPlatinum
2010.07.01 00:00:0046GER30ISbuy0.50 / 0.505883.52010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0047GER30ISsell0.50 / 0.505902.52010.07.07 00:00:00filled
2010.08.16 00:00:0048GER30ISbuy limit0.48 / 0.006052.52010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0049GER30ISbuy limit0.48 / 0.006046.02010.08.18 00:00:00canceledPlatinum
2010.08.20 00:00:0050GER30ISbuy limit0.49 / 0.496022.52010.08.20 00:00:00filledPlatinum
2010.09.02 00:00:0051GER30ISsell0.49 / 0.496057.02010.09.02 00:00:00filled
2010.09.24 00:00:0052GER30ISbuy limit0.48 / 0.006124.02010.09.27 00:00:00canceledPlatinum
2011.03.10 00:00:0053GER30ISbuy limit0.41 / 0.417056.52011.03.10 00:00:00filledPlatinum
2011.03.18 00:00:0054GER30ISsell0.41 / 0.416744.02011.03.18 00:00:00filled
2011.03.18 00:00:0055GER30ISbuy limit0.43 / 0.006587.02011.03.21 00:00:00canceledPlatinum
2011.08.04 00:00:0056GER30ISbuy limit0.43 / 0.436578.52011.08.04 00:00:00filledPlatinum
2011.08.12 00:00:0057GER30ISsell0.43 / 0.435818.52011.08.12 00:00:00filled
2011.08.12 00:00:0058GER30ISbuy limit0.49 / 0.495754.52011.08.12 00:00:00filledPlatinum
2011.08.15 00:00:0059GER30ISsell0.49 / 0.496077.02011.08.15 00:00:00filled
2011.11.22 00:00:0060GER30ISbuy limit0.51 / 0.515566.02011.11.22 00:00:00filledPlatinum
2011.11.29 00:00:0061GER30ISsell0.51 / 0.515757.02011.11.29 00:00:00filled
2011.12.15 00:00:0062GER30ISbuy limit0.51 / 0.005628.52011.12.16 00:00:00canceledPlatinum
2012.06.06 00:00:0063GER30ISbuy limit0.51 / 0.005907.02012.06.07 00:00:00canceledPlatinum
2013.03.26 00:00:0064GER30ISbuy limit0.38 / 0.007810.02013.03.27 00:00:00canceledPlatinum
2013.04.09 00:00:0065GER30ISbuy limit0.39 / 0.007588.52013.04.10 00:00:00canceledPlatinum
2013.04.10 00:00:0066GER30ISbuy limit0.39 / 0.007557.02013.04.11 00:00:00canceledPlatinum
2013.04.22 00:00:0067GER30ISbuy limit0.40 / 0.007388.02013.04.23 00:00:00canceledPlatinum
2013.04.23 00:00:0068GER30ISbuy limit0.40 / 0.007406.02013.04.24 00:00:00canceledPlatinum
2014.08.05 00:00:0069GER30ISbuy limit0.33 / 0.009071.52014.08.06 00:00:00canceledPlatinum
2014.08.08 00:00:0070GER30ISbuy0.34 / 0.348950.52014.08.08 00:00:00filledPlatinum
2014.08.12 00:00:0071GER30ISsell0.34 / 0.349173.02014.08.12 00:00:00filled
2015.07.08 00:00:0072GER30ISbuy limit0.33 / 0.0010561.52015.07.09 00:00:00canceledPlatinum
2015.07.28 00:00:0073GER30ISbuy limit0.32 / 0.0010965.52015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0074GER30ISbuy limit0.33 / 0.3310579.02015.08.20 00:00:00filledPlatinum
2015.08.26 00:00:0075GER30ISsell0.33 / 0.339993.02015.08.26 00:00:00filled
2015.08.26 00:00:0076GER30ISbuy0.36 / 0.369993.52015.08.26 00:00:00filledPlatinum
2015.08.28 00:00:0077GER30ISsell0.36 / 0.3610313.02015.08.28 00:00:00filled
2015.12.10 00:00:0078GER30ISbuy limit0.34 / 0.3410504.52015.12.10 00:00:00filledPlatinum
2015.12.16 00:00:0079GER30ISsell0.34 / 0.3410481.02015.12.16 00:00:00filled
2016.01.12 00:00:0080GER30ISbuy limit0.37 / 0.009758.52016.01.13 00:00:00canceledPlatinum
2016.01.15 00:00:0081GER30ISbuy limit0.37 / 0.379719.52016.01.15 00:00:00filledPlatinum
2016.01.25 00:00:0082GER30ISsell0.37 / 0.379840.02016.01.25 00:00:00filled
2016.02.08 00:00:0083GER30ISbuy limit0.39 / 0.399174.02016.02.08 00:00:00filledPlatinum
2016.02.16 00:00:0084GER30ISsell0.39 / 0.399262.02016.02.16 00:00:00filled
2016.06.17 00:00:0085GER30ISbuy limit0.38 / 0.009473.52016.06.20 00:00:00canceledPlatinum
2016.11.03 00:00:0086GER30ISbuy limit0.35 / 0.0010271.52016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:0087GER30ISbuy limit0.35 / 0.3510223.02016.11.04 00:00:00filledPlatinum
2016.11.08 00:00:0088GER30ISsell0.35 / 0.3510440.02016.11.08 00:00:00filled
2017.04.20 00:00:0089GER30ISbuy limit0.30 / 0.0011923.52017.04.21 00:00:00canceledPlatinum
2017.07.07 00:00:0090GER30ISbuy limit0.29 / 0.0012243.52017.07.10 00:00:00canceledPlatinum
2017.07.24 00:00:0091GER30ISbuy limit0.29 / 0.0012102.52017.07.25 00:00:00canceledPlatinum
2017.07.25 00:00:0092GER30ISbuy limit0.29 / 0.0012068.52017.07.26 00:00:00canceledPlatinum
2017.11.15 00:00:0093GER30ISbuy limit0.28 / 0.2812902.52017.11.15 00:00:00filledPlatinum
2017.11.22 00:00:0094GER30ISsell0.28 / 0.2813175.02017.11.22 00:00:00filled
2018.02.02 00:00:0095GER30ISbuy limit0.26 / 0.2612840.02018.02.02 00:00:00filledPlatinum
2018.02.08 00:00:0096GER30ISsell0.26 / 0.2612500.02018.02.08 00:00:00filled
2018.02.08 00:00:0097GER30ISbuy limit0.27 / 0.2712457.02018.02.08 00:00:00filledPlatinum
2018.02.13 00:00:0098GER30ISsell0.27 / 0.2712278.02018.02.13 00:00:00filled
2018.09.07 00:00:0099GER30ISbuy limit0.28 / 0.0011831.52018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:00100GER30ISbuy limit0.28 / 0.0011828.02018.09.11 00:00:00canceledPlatinum
2018.09.11 00:00:00101GER30ISbuy limit0.28 / 0.2811871.52018.09.11 00:00:00filledPlatinum
2018.09.17 00:00:00102GER30ISsell0.28 / 0.2812070.02018.09.17 00:00:00filled
2018.10.12 00:00:00103GER30ISbuy limit0.29 / 0.2911424.02018.10.12 00:00:00filledPlatinum
2018.10.17 00:00:00104GER30ISsell0.29 / 0.2911794.52018.10.17 00:00:00filled
2018.10.25 00:00:00105GER30ISbuy limit0.30 / 0.0011064.52018.10.26 00:00:00canceledPlatinum
2018.10.26 00:00:00106GER30ISbuy0.30 / 0.3011170.52018.10.26 00:00:00filledPlatinum
2018.10.30 00:00:00107GER30ISsell0.30 / 0.3011336.02018.10.30 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
2003.01.28 00:00:002GER30ISbuyin1.342627.020.000.000.00100 000.00Platinum
2003.02.17 00:00:003GER30ISsellout1.342720.030.000.003 356.64103 356.64
2003.09.30 00:00:004GER30ISbuyin1.093292.050.000.000.00103 356.64Platinum
2003.10.02 00:00:005GER30ISsellout1.093354.560.000.001 994.88105 351.52
2004.07.08 00:00:006GER30ISbuyin0.833926.090.000.000.00105 351.52Platinum
2004.07.28 00:00:007GER30ISsellout0.833849.0100.000.00-1 927.21103 424.31
2004.08.11 00:00:008GER30ISbuyin0.883691.0120.000.000.00103 424.31Platinum
2004.08.17 00:00:009GER30ISsellout0.883702.0130.000.00299.06103 723.37
2006.05.18 00:00:0010GER30ISbuyin0.585614.0160.000.000.00103 723.37Platinum
2006.05.24 00:00:0011GER30ISsellout0.585637.0170.000.00426.18104 149.55
2008.01.23 00:00:0012GER30ISbuyin0.396764.5200.000.000.00104 149.55Platinum
2008.01.25 00:00:0013GER30ISsellout0.396955.0210.000.002 743.35106 892.90
2008.01.25 00:00:0014GER30ISbuyin0.396802.0220.000.000.00106 892.90Platinum
2008.01.30 00:00:0015GER30ISsellout0.396901.0230.000.001 425.38108 318.28
2008.03.10 00:00:0016GER30ISbuyin0.426440.5240.000.000.00108 318.28Platinum
2008.03.19 00:00:0017GER30ISsellout0.426476.0250.000.00583.54108 901.82
2008.07.03 00:00:0018GER30ISbuyin0.426303.5260.000.000.00108 901.82Platinum
2008.07.08 00:00:0019GER30ISsellout0.426318.5270.000.00247.53109 149.35
2008.09.12 00:00:0020GER30ISbuyin0.436098.0280.000.000.00109 149.35Platinum
2008.09.22 00:00:0021GER30ISsellout0.436244.5290.000.002 275.54111 424.89
2008.10.10 00:00:0022GER30ISbuyin0.584609.5300.000.000.00111 424.89Platinum
2008.10.14 00:00:0023GER30ISsellout0.585367.0310.000.0014 957.67126 382.56
2009.01.15 00:00:0024GER30ISbuyin0.684385.5320.000.000.00126 382.56Platinum
2009.01.27 00:00:0025GER30ISsellout0.684329.5330.000.00-1 255.40125 127.16
2009.02.19 00:00:0026GER30ISbuyin0.714171.5340.000.000.00125 127.16Platinum
2009.03.05 00:00:0027GER30ISsellout0.713833.0350.000.00-7 590.99117 536.17
2009.07.13 00:00:0028GER30ISbuyin0.664529.0370.000.000.00117 536.17Platinum
2009.07.14 00:00:0029GER30ISsellout0.664737.5380.000.004 811.26122 347.43
2009.10.02 00:00:0030GER30ISbuyin0.545504.0400.000.000.00122 347.43Platinum
2009.10.07 00:00:0031GER30ISsellout0.545640.0410.000.002 702.22125 049.65
2009.11.02 00:00:0032GER30ISbuyin0.555349.5430.000.000.00125 049.65Platinum
2009.11.10 00:00:0033GER30ISsellout0.555635.0440.000.005 886.95130 936.60
2010.07.01 00:00:0034GER30ISbuyin0.505883.5460.000.000.00130 936.60Platinum
2010.07.07 00:00:0035GER30ISsellout0.505902.5470.000.00299.64131 236.24
2010.08.20 00:00:0036GER30ISbuyin0.496022.5500.000.000.00131 236.24Platinum
2010.09.02 00:00:0037GER30ISsellout0.496057.0510.000.00541.07131 777.31
2011.03.10 00:00:0038GER30ISbuyin0.417056.5530.000.000.00131 777.31Platinum
2011.03.18 00:00:0039GER30ISsellout0.416744.0540.000.00-4 494.44127 282.87
2011.08.04 00:00:0040GER30ISbuyin0.436578.5560.000.000.00127 282.87Platinum
2011.08.12 00:00:0041GER30ISsellout0.435818.5570.000.00-11 631.96115 650.91
2011.08.12 00:00:0042GER30ISbuyin0.495754.5580.000.000.00115 650.91Platinum
2011.08.15 00:00:0043GER30ISsellout0.496077.0590.000.005 638.34121 289.25
2011.11.22 00:00:0044GER30ISbuyin0.515566.0600.000.000.00121 289.25Platinum
2011.11.29 00:00:0045GER30ISsellout0.515757.0610.000.003 241.85124 531.10
2014.08.08 00:00:0046GER30ISbuyin0.348950.5700.000.000.00124 531.10Platinum
2014.08.12 00:00:0047GER30ISsellout0.349173.0710.000.002 531.32127 062.42
2015.08.20 00:00:0048GER30ISbuyin0.3310579.0740.000.000.00127 062.42Platinum
2015.08.26 00:00:0049GER30ISsellout0.339993.0750.000.00-5 567.46121 494.96
2015.08.26 00:00:0050GER30ISbuyin0.369993.5760.000.000.00121 494.96Platinum
2015.08.28 00:00:0051GER30ISsellout0.3610313.0770.000.003 233.64124 728.60
2015.12.10 00:00:0052GER30ISbuyin0.3410504.5780.000.000.00124 728.60Platinum
2015.12.16 00:00:0053GER30ISsellout0.3410481.0790.000.00-218.38124 510.22
2016.01.15 00:00:0054GER30ISbuyin0.379719.5810.000.000.00124 510.22Platinum
2016.01.25 00:00:0055GER30ISsellout0.379840.0820.000.001 202.96125 713.18
2016.02.08 00:00:0056GER30ISbuyin0.399174.0830.000.000.00125 713.18Platinum
2016.02.16 00:00:0057GER30ISsellout0.399262.0840.000.00957.81126 670.99
2016.11.04 00:00:0058GER30ISbuyin0.3510223.0870.000.000.00126 670.99Platinum
2016.11.08 00:00:0059GER30ISsellout0.3510440.0880.000.002 096.64128 767.63
2017.11.15 00:00:0060GER30ISbuyin0.2812902.5930.000.000.00128 767.63Platinum
2017.11.22 00:00:0061GER30ISsellout0.2813175.0940.000.002 238.24131 005.87
2018.02.02 00:00:0062GER30ISbuyin0.2612840.0950.000.000.00131 005.87Platinum
2018.02.08 00:00:0063GER30ISsellout0.2612500.0960.000.00-2 708.02128 297.85
2018.02.08 00:00:0064GER30ISbuyin0.2712457.0970.000.000.00128 297.85Platinum
2018.02.13 00:00:0065GER30ISsellout0.2712278.0980.000.00-1 485.01126 812.84
2018.09.11 00:00:0066GER30ISbuyin0.2811871.51010.000.000.00126 812.84Platinum
2018.09.17 00:00:0067GER30ISsellout0.2812070.01020.000.001 615.49128 428.33
2018.10.12 00:00:0068GER30ISbuyin0.2911424.01030.000.000.00128 428.33Platinum
2018.10.17 00:00:0069GER30ISsellout0.2911794.51040.000.003 108.23131 536.56
2018.10.26 00:00:0070GER30ISbuyin0.3011170.51060.000.000.00131 536.56Platinum
2018.10.30 00:00:0071GER30ISsellout0.3011336.01070.000.001 411.62132 948.18
0.00 0.00 32 948.18 132 948.18