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=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: 3911 Ticks: 15479 Ativos: 1
Lucro Líquido Total: 27 480.12 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 2 514.86
Lucro Bruto: 27 787.78 Rebaixamento Máximo do Saldo : 154.78 (0.13%) Rebaixamento Máximo do Capital Líquido: 10 940.25 (8.52%)
Perda Bruta: -307.66 Rebaixamento Relativo do Saldo : 0.15% (152.88) Rebaixamento Relativo do Capital Líquido: 8.52% (10 940.25)
Fator de Lucro: 90.32 Retorno Esperado (Payoff): 3 053.35 Nível de Margem: 1983.14%
Fator de Recuperação: 2.51 Índice de Sharpe: 1.03 Z-Pontuação: 1.53 (87.40%)
AHPR: 1.0277 (2.77%) Correlação LR : 0.98 Resultado OnTester: 0
GHPR: 1.0273 (2.73%) Erro Padrão LR : 2 664.48
Total de Negociações: 9 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 9 (77.78%)
Ofertas Total: 18 Negociações com Lucro (% of total): 7 (77.78%) Negociações com Perda (% of total): 2 (22.22%)
Maior lucro da negociação: 8 824.24 Maior perda na Negociação: -154.78
Média lucro da negociação: 3 969.68 Média perda na Negociação: -153.83
Máximo ganhos consecutivos ($): 3 (18 301.50) Máximo perdas consecutivas ($): 1 (-154.78)
Máxima lucro consecutivo (contagem): 18 301.50 (3) Máxima perda consecutiva (contagem): -154.78 (1)
Média ganhos consecutivos: 2 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.89 Correlação (Lucros,MAE): 0.29 Correlação(MFE,MAE): 0.2993
Graph
Tempo mínimo de duração da posição: 48:00:00 Tempo máximo de duração da posição: 168:00:00 Tempo médio de duração da posição: 90:40:00
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
2004.05.05 00:00:006EEMISsell5.454K / 5.454K18.1762004.05.05 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
2005.03.31 00:00:0013EEMISsell4.362K / 4.362K22.2342005.03.31 00:00:00filled
2006.05.19 00:00:0014EEMISbuy limit3.053K / 0.0031.3302006.05.22 00:00:00canceledPlatinum
2006.06.13 00:00:0015EEMISbuy limit3.654K / 0.0027.0982006.06.14 00:00:00canceledPlatinum
2006.06.14 00:00:0016EEMISbuy limit3.607K / 0.0026.4972006.06.15 00:00:00canceledPlatinum
2006.06.15 00:00:0017EEMISbuy limit3.486K / 0.0027.2572006.06.16 00:00:00canceledPlatinum
2007.03.05 00:00:0018EEMISbuy limit2.842K / 2.842K34.9062007.03.05 00:00:00filledPlatinum
2007.03.07 00:00:0019EEMISsell2.842K / 2.842K36.3502007.03.07 00:00:00filled
2008.03.17 00:00:0020EEMISbuy2.376K / 2.376K42.0882008.03.17 00:00:00filledPlatinum
2008.03.19 00:00:0021EEMISsell2.376K / 2.376K44.3502008.03.19 00:00:00filled
2008.06.11 00:00:0022EEMISbuy limit2.12K / 0.0045.5932008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0023EEMISbuy limit2.144K / 0.0044.9102008.06.13 00:00:00canceledPlatinum
2008.08.20 00:00:0024EEMISbuy limit2.513K / 0.0038.0792008.08.21 00:00:00canceledPlatinum
2008.08.26 00:00:0025EEMISbuy limit2.534K / 0.0038.1602008.08.27 00:00:00canceledPlatinum
2008.11.20 00:00:0026EEMISbuy limit5.131K / 5.131K19.0802008.11.20 00:00:00filledPlatinum
2008.11.24 00:00:0027EEMISsell5.131K / 5.131K20.8002008.11.24 00:00:00filled
2009.02.24 00:00:0028EEMISbuy limit4.719K / 0.0020.3592009.02.25 00:00:00canceledPlatinum
2009.02.27 00:00:0029EEMISbuy limit4.759K / 4.759K20.9222009.02.27 00:00:00filledPlatinum
2009.03.05 00:00:0030EEMISsell4.759K / 4.759K20.8902009.03.05 00:00:00filled
2009.06.23 00:00:0031EEMISbuy limit3.272K / 0.0029.6822009.06.24 00:00:00canceledPlatinum
2009.06.24 00:00:0032EEMISbuy limit3.189K / 0.0029.6342009.06.25 00:00:00canceledPlatinum
2009.09.02 00:00:0033EEMISbuy limit2.883K / 0.0033.6002009.09.03 00:00:00canceledPlatinum
2009.09.03 00:00:0034EEMISbuy limit2.815K / 0.0033.9592009.09.04 00:00:00canceledPlatinum
2009.10.29 00:00:0035EEMISbuy limit2.604K / 0.0036.6082009.10.30 00:00:00canceledPlatinum
2010.01.29 00:00:0036EEMISbuy limit2.554K / 0.0037.5392010.02.01 00:00:00canceledPlatinum
2010.02.01 00:00:0037EEMISbuy limit2.588K / 0.0037.1322010.02.02 00:00:00canceledPlatinum
2010.05.20 00:00:0038EEMISbuy2.731K / 2.731K36.6112010.05.20 00:00:00filledPlatinum
2010.05.28 00:00:0039EEMISsell2.731K / 2.731K38.5202010.05.28 00:00:00filled
2010.07.01 00:00:0040EEMISbuy limit2.667K / 0.0036.1992010.07.02 00:00:00canceledPlatinum
2010.08.26 00:00:0041EEMISbuy limit2.495K / 0.0038.6732010.08.27 00:00:00canceledPlatinum
2010.08.27 00:00:0042EEMISbuy limit2.5K / 0.0038.4302010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0043EEMISbuy limit2.51K / 0.0038.6242010.09.01 00:00:00canceledPlatinum
2010.11.16 00:00:0044EEMISbuy limit2.178K / 0.0044.9972010.11.17 00:00:00canceledPlatinum
2010.11.17 00:00:0045EEMISbuy limit2.206K / 0.0043.8122010.11.18 00:00:00canceledPlatinum
2011.08.09 00:00:0046EEMISbuy limit2.5K / 0.0037.8592011.08.10 00:00:00canceledPlatinum
2011.08.10 00:00:0047EEMISbuy2.496K / 2.496K40.0622011.08.10 00:00:00filledPlatinum
2011.08.12 00:00:0048EEMISsell2.496K / 2.496K41.3192011.08.12 00:00:00filled
2011.09.13 00:00:0049EEMISbuy limit2.517K / 0.0038.7312011.09.14 00:00:00canceledPlatinum
2012.05.17 00:00:0050EEMISbuy limit2.621K / 0.0037.0252012.05.18 00:00:00canceledPlatinum
2012.05.18 00:00:0051EEMISbuy limit2.648K / 0.0036.5202012.05.21 00:00:00canceledPlatinum
2012.05.21 00:00:0052EEMISbuy limit2.667K / 0.0036.1702012.05.22 00:00:00canceledPlatinum
2012.05.23 00:00:0053EEMISbuy limit2.675K / 0.0036.6472012.05.24 00:00:00canceledPlatinum
2012.05.24 00:00:0054EEMISbuy limit2.657K / 0.0036.3942012.05.25 00:00:00canceledPlatinum
2012.05.25 00:00:0055EEMISbuy limit2.69K / 0.0036.2092012.05.29 00:00:00canceledPlatinum
2012.05.29 00:00:0056EEMISbuy limit2.621K / 0.0036.0352012.05.30 00:00:00canceledPlatinum
2012.08.22 00:00:0057EEMISbuy limit2.491K / 0.0039.1772012.08.23 00:00:00canceledPlatinum
2012.09.06 00:00:0058EEMISbuy limit2.558K / 0.0037.6932012.09.07 00:00:00canceledPlatinum
2013.01.31 00:00:0059EEMISbuy limit2.263K / 0.0042.8062013.02.01 00:00:00canceledPlatinum
2013.03.20 00:00:0060EEMISbuy limit2.363K / 0.0040.7302013.03.21 00:00:00canceledPlatinum
2013.06.13 00:00:0061EEMISbuy limit2.558K / 0.0037.9362013.06.14 00:00:00canceledPlatinum
2013.08.07 00:00:0062EEMISbuy limit2.591K / 0.0037.7912013.08.08 00:00:00canceledPlatinum
2013.08.08 00:00:0063EEMISbuy limit2.566K / 0.0037.3832013.08.09 00:00:00canceledPlatinum
2014.01.27 00:00:0064EEMISbuy limit2.612K / 0.0037.0932014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0065EEMISbuy limit2.608K / 0.0036.9472014.01.29 00:00:00canceledPlatinum
2014.09.15 00:00:0066EEMISbuy limit2.29K / 0.0042.4752014.09.16 00:00:00canceledPlatinum
2014.09.16 00:00:0067EEMISbuy limit2.297K / 0.0042.2622014.09.17 00:00:00canceledPlatinum
2014.09.18 00:00:0068EEMISbuy limit2.279K / 0.0042.4172014.09.19 00:00:00canceledPlatinum
2014.12.15 00:00:0069EEMISbuy limit2.603K / 0.0037.1902014.12.16 00:00:00canceledPlatinum
2014.12.16 00:00:0070EEMISbuy limit2.676K / 0.0036.6552014.12.17 00:00:00canceledPlatinum
2014.12.17 00:00:0071EEMISbuy limit2.677K / 0.0036.5972014.12.18 00:00:00canceledPlatinum
2014.12.18 00:00:0072EEMISbuy limit2.589K / 0.0036.9082014.12.19 00:00:00canceledPlatinum
2015.03.06 00:00:0073EEMISbuy limit2.529K / 0.0038.6732015.03.09 00:00:00canceledPlatinum
2015.03.09 00:00:0074EEMISbuy limit2.548K / 0.0038.0812015.03.10 00:00:00canceledPlatinum
2015.03.10 00:00:0075EEMISbuy limit2.596K / 0.0037.9362015.03.11 00:00:00canceledPlatinum
2015.03.11 00:00:0076EEMISbuy limit2.599K / 0.0037.0932015.03.12 00:00:00canceledPlatinum
2015.03.12 00:00:0077EEMISbuy limit2.561K / 0.0037.3742015.03.13 00:00:00canceledPlatinum
2015.06.08 00:00:0078EEMISbuy limit2.489K / 0.0038.9062015.06.09 00:00:00canceledPlatinum
2015.06.09 00:00:0079EEMISbuy limit2.504K / 0.0038.8972015.06.10 00:00:00canceledPlatinum
2015.06.10 00:00:0080EEMISbuy limit2.485K / 0.0038.6632015.06.11 00:00:00canceledPlatinum
2015.07.28 00:00:0081EEMISbuy limit2.729K / 0.0035.2682015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0082EEMISbuy limit2.952K / 2.952K33.2992015.08.20 00:00:00filledPlatinum
2015.08.27 00:00:0083EEMISsell2.952K / 2.952K33.4092015.08.27 00:00:00filled
2015.09.25 00:00:0084EEMISbuy limit3.036K / 0.0031.4952015.09.28 00:00:00canceledPlatinum
2015.09.28 00:00:0085EEMISbuy limit3.111K / 0.0031.4272015.09.29 00:00:00canceledPlatinum
2015.09.29 00:00:0086EEMISbuy limit3.143K / 0.0030.7592015.09.30 00:00:00canceledPlatinum
2015.09.30 00:00:0087EEMISbuy limit3.059K / 0.0030.9032015.10.01 00:00:00canceledPlatinum
2015.12.11 00:00:0088EEMISbuy limit3.146K / 0.0031.4852015.12.14 00:00:00canceledPlatinum
2015.12.14 00:00:0089EEMISbuy limit3.137K / 0.0030.6042015.12.15 00:00:00canceledPlatinum
2016.01.11 00:00:0090EEMISbuy limit3.357K / 0.0028.6252016.01.12 00:00:00canceledPlatinum
2016.01.12 00:00:0091EEMISbuy limit3.366K / 0.0028.6142016.01.13 00:00:00canceledPlatinum
2016.05.06 00:00:0092EEMISbuy limit3.061K / 0.0031.7972016.05.09 00:00:00canceledPlatinum
2016.05.09 00:00:0093EEMISbuy limit3.052K / 0.0031.8442016.05.10 00:00:00canceledPlatinum
2016.05.10 00:00:0094EEMISbuy limit3.051K / 0.0031.4372016.05.11 00:00:00canceledPlatinum
2016.05.20 00:00:0095EEMISbuy limit3.106K / 0.0030.9322016.05.23 00:00:00canceledPlatinum
2016.11.04 00:00:0096EEMISbuy limit2.777K / 0.0035.2102016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:0097EEMISbuy limit2.717K / 0.0034.8512016.11.08 00:00:00canceledPlatinum
2017.04.17 00:00:0098EEMISbuy limit2.543K / 0.0037.9652017.04.18 00:00:00canceledPlatinum
2017.09.29 00:00:0099EEMISbuy limit2.24K / 0.0042.9702017.10.02 00:00:00canceledPlatinum
2017.11.16 00:00:00100EEMISbuy limit2.159K / 0.0044.2702017.11.17 00:00:00canceledPlatinum
2018.06.20 00:00:00101EEMISbuy 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
2004.05.05 00:00:003EEMISsellout5.454K18.17660.00-2.28818.10100 815.82
2005.03.22 00:00:004EEMISbuyin4.362K22.268120.000.000.00100 815.82Platinum
2005.03.31 00:00:005EEMISsellout4.362K22.234130.00-4.57-148.31100 662.94
2007.03.05 00:00:006EEMISbuyin2.842K34.906180.000.000.00100 662.94Platinum
2007.03.07 00:00:007EEMISsellout2.842K36.350190.00-0.604 103.85104 766.19
2008.03.17 00:00:008EEMISbuyin2.376K42.088200.000.000.00104 766.19Platinum
2008.03.19 00:00:009EEMISsellout2.376K44.350210.00-0.505 374.51110 140.20
2008.11.20 00:00:0010EEMISbuyin5.131K19.080260.000.000.00110 140.20Platinum
2008.11.24 00:00:0011EEMISsellout5.131K20.800270.00-1.088 825.32118 964.44
2009.02.27 00:00:0012EEMISbuyin4.759K20.922290.000.000.00118 964.44Platinum
2009.03.05 00:00:0013EEMISsellout4.759K20.890300.00-2.49-152.29118 809.66
2010.05.20 00:00:0014EEMISbuyin2.731K36.611380.000.000.00118 809.66Platinum
2010.05.28 00:00:0015EEMISsellout2.731K38.520390.00-2.315 213.48124 020.83
2011.08.10 00:00:0016EEMISbuyin2.496K40.062470.000.000.00124 020.83Platinum
2011.08.12 00:00:0017EEMISsellout2.496K41.319480.00-1.043 137.47127 157.26
2015.08.20 00:00:0018EEMISbuyin2.952K33.299820.000.000.00127 157.26Platinum
2015.08.27 00:00:0019EEMISsellout2.952K33.409830.00-1.86324.72127 480.12
0.00 -16.73 27 496.85 127 480.12