Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: ESP35IS
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: 4076 Ticks: 16304 Ativos: 1
Lucro Líquido Total: 7 107.45 Rebaixamento Absoluto do Saldo : 14 298.88 Rebaixamento Absoluto do Capital Líquido: 20 291.96
Lucro Bruto: 35 927.82 Rebaixamento Máximo do Saldo : 15 399.39 (15.23%) Rebaixamento Máximo do Capital Líquido: 21 508.54 (21.25%)
Perda Bruta: -28 820.37 Rebaixamento Relativo do Saldo : 15.23% (15 399.39) Rebaixamento Relativo do Capital Líquido: 21.25% (21 508.54)
Fator de Lucro: 1.25 Retorno Esperado (Payoff): 253.84 Nível de Margem: 3894.54%
Fator de Recuperação: 0.33 Índice de Sharpe: 0.08 Z-Pontuação: 0.27 (21.28%)
AHPR: 1.0032 (0.32%) Correlação LR : 0.71 Resultado OnTester: 0
GHPR: 1.0025 (0.25%) Erro Padrão LR : 4 817.79
Total de Negociações: 28 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 28 (64.29%)
Ofertas Total: 56 Negociações com Lucro (% of total): 18 (64.29%) Negociações com Perda (% of total): 10 (35.71%)
Maior lucro da negociação: 6 965.74 Maior perda na Negociação: -12 952.04
Média lucro da negociação: 1 995.99 Média perda na Negociação: -2 882.04
Máximo ganhos consecutivos ($): 4 (7 118.96) Máximo perdas consecutivas ($): 2 (-14 101.00)
Máxima lucro consecutivo (contagem): 11 360.14 (2) Máxima perda consecutiva (contagem): -14 101.00 (2)
Média ganhos consecutivos: 3 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.54 Correlação (Lucros,MAE): 0.93 Correlação(MFE,MAE): 0.2338
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 360:00:00 Tempo médio de duração da posição: 86:34:17
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.28 00:00:002ESP35ISbuy limit1.48 / 1.4859632003.01.28 00:00:00filledPlatinum
2003.01.31 00:00:003ESP35ISsell1.48 / 1.4859122003.01.31 00:00:00filled
2003.09.15 00:00:004ESP35ISbuy limit1.28 / 0.0069532003.09.16 00:00:00canceledPlatinum
2003.09.30 00:00:005ESP35ISbuy limit1.32 / 1.3267042003.09.30 00:00:00filledPlatinum
2003.10.02 00:00:006ESP35ISsell1.32 / 1.3268282003.10.02 00:00:00filled
2003.10.27 00:00:007ESP35ISbuy limit1.30 / 0.0068002003.10.28 00:00:00canceledPlatinum
2005.04.19 00:00:008ESP35ISbuy limit0.89 / 0.0089362005.04.20 00:00:00canceledPlatinum
2005.08.19 00:00:009ESP35ISbuy limit0.80 / 0.0099382005.08.22 00:00:00canceledPlatinum
2005.10.28 00:00:0010ESP35ISbuy limit0.78 / 0.00102262005.10.31 00:00:00canceledPlatinum
2005.12.16 00:00:0011ESP35ISbuy limit0.77 / 0.00103782005.12.19 00:00:00canceledPlatinum
2006.05.19 00:00:0012ESP35ISbuy limit0.73 / 0.00110982006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0013ESP35ISbuy limit0.60 / 0.00135242006.12.05 00:00:00canceledPlatinum
2007.03.06 00:00:0014ESP35ISbuy limit0.53 / 0.00136122007.03.07 00:00:00canceledPlatinum
2007.12.21 00:00:0015ESP35ISbuy limit0.48 / 0.00149902007.12.27 00:00:00canceledPlatinum
2008.01.02 00:00:0016ESP35ISbuy limit0.44 / 0.44150302008.01.02 00:00:00filledPlatinum
2008.01.23 00:00:0017ESP35ISsell0.44 / 0.44130202008.01.23 00:00:00filled
2008.01.23 00:00:0018ESP35ISbuy limit0.51 / 0.51127112008.01.23 00:00:00filledPlatinum
2008.01.24 00:00:0019ESP35ISsell0.51 / 0.51125572008.01.24 00:00:00filled
2008.01.24 00:00:0020ESP35ISbuy limit0.53 / 0.00121322008.01.25 00:00:00canceledPlatinum
2008.03.10 00:00:0021ESP35ISbuy limit0.53 / 0.00125652008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0022ESP35ISbuy limit0.53 / 0.00125282008.03.12 00:00:00canceledPlatinum
2008.05.26 00:00:0023ESP35ISbuy limit0.50 / 0.00134412008.05.27 00:00:00canceledPlatinum
2008.06.11 00:00:0024ESP35ISbuy limit0.52 / 0.52126272008.06.11 00:00:00filledPlatinum
2008.06.13 00:00:0025ESP35ISsell0.52 / 0.52128482008.06.13 00:00:00filled
2008.06.25 00:00:0026ESP35ISbuy limit0.55 / 0.00120842008.06.26 00:00:00canceledPlatinum
2008.06.27 00:00:0027ESP35ISbuy limit0.56 / 0.56119572008.06.27 00:00:00filledPlatinum
2008.07.04 00:00:0028ESP35ISsell0.56 / 0.56120102008.07.04 00:00:00filled
2008.09.12 00:00:0029ESP35ISbuy limit0.60 / 0.00110262008.09.15 00:00:00canceledPlatinum
2008.10.29 00:00:0030ESP35ISbuy limit0.80 / 0.0078262008.10.30 00:00:00canceledPlatinum
2009.01.15 00:00:0031ESP35ISbuy limit0.86 / 0.8686062009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0032ESP35ISsell0.86 / 0.8684082009.01.27 00:00:00filled
2009.03.10 00:00:0033ESP35ISbuy limit1.10 / 0.0067492009.03.11 00:00:00canceledPlatinum
2009.10.05 00:00:0034ESP35ISbuy limit0.66 / 0.00112132009.10.06 00:00:00canceledPlatinum
2010.01.18 00:00:0035ESP35ISbuy limit0.62 / 0.00117272010.01.19 00:00:00canceledPlatinum
2010.01.29 00:00:0036ESP35ISbuy limit0.68 / 0.00107212010.02.01 00:00:00canceledPlatinum
2010.06.09 00:00:0037ESP35ISbuy limit0.85 / 0.0085822010.06.10 00:00:00canceledPlatinum
2010.08.13 00:00:0038ESP35ISbuy limit0.71 / 0.71102392010.08.13 00:00:00filledPlatinum
2010.08.18 00:00:0039ESP35ISsell0.71 / 0.71103232010.08.18 00:00:00filled
2010.11.30 00:00:0040ESP35ISbuy limit0.79 / 0.7992322010.11.30 00:00:00filledPlatinum
2010.12.02 00:00:0041ESP35ISsell0.79 / 0.7997882010.12.02 00:00:00filled
2011.03.11 00:00:0042ESP35ISbuy limit0.70 / 0.70103322011.03.11 00:00:00filledPlatinum
2011.03.18 00:00:0043ESP35ISsell0.70 / 0.70103832011.03.18 00:00:00filled
2011.05.10 00:00:0044ESP35ISbuy limit0.69 / 0.00102922011.05.11 00:00:00canceledPlatinum
2011.05.11 00:00:0045ESP35ISbuy limit0.68 / 0.00103702011.05.12 00:00:00canceledPlatinum
2011.07.12 00:00:0046ESP35ISbuy0.75 / 0.7595562011.07.12 00:00:00filledPlatinum
2011.07.14 00:00:0047ESP35ISsell0.75 / 0.7595642011.07.14 00:00:00filled
2011.07.14 00:00:0048ESP35ISbuy0.75 / 0.7595662011.07.14 00:00:00filledPlatinum
2011.07.20 00:00:0049ESP35ISsell0.75 / 0.7595472011.07.20 00:00:00filled
2011.08.03 00:00:0050ESP35ISbuy limit0.80 / 0.8090242011.08.03 00:00:00filledPlatinum
2011.08.12 00:00:0051ESP35ISsell0.80 / 0.8083032011.08.12 00:00:00filled
2011.08.12 00:00:0052ESP35ISbuy limit0.87 / 0.8781672011.08.12 00:00:00filledPlatinum
2011.08.15 00:00:0053ESP35ISsell0.87 / 0.8787282011.08.15 00:00:00filled
2011.11.03 00:00:0054ESP35ISbuy0.85 / 0.8584272011.11.03 00:00:00filledPlatinum
2011.11.04 00:00:0055ESP35ISsell0.85 / 0.8588012011.11.04 00:00:00filled
2011.11.08 00:00:0056ESP35ISbuy limit0.85 / 0.0083922011.11.09 00:00:00canceledPlatinum
2012.03.28 00:00:0057ESP35ISbuy limit0.95 / 0.9580592012.03.28 00:00:00filledPlatinum
2012.04.02 00:00:0058ESP35ISsell0.95 / 0.9580252012.04.02 00:00:00filled
2012.04.02 00:00:0059ESP35ISbuy limit0.96 / 0.9679282012.04.02 00:00:00filledPlatinum
2012.04.03 00:00:0060ESP35ISsell0.96 / 0.9680322012.04.03 00:00:00filled
2012.05.17 00:00:0061ESP35ISbuy limit1.16 / 1.1665452012.05.17 00:00:00filledPlatinum
2012.05.23 00:00:0062ESP35ISsell1.16 / 1.1665792012.05.23 00:00:00filled
2012.10.29 00:00:0063ESP35ISbuy limit0.99 / 0.9976972012.10.29 00:00:00filledPlatinum
2012.10.31 00:00:0064ESP35ISsell0.99 / 0.9978312012.10.31 00:00:00filled
2013.02.05 00:00:0065ESP35ISbuy limit0.95 / 0.0078412013.02.06 00:00:00canceledPlatinum
2013.02.06 00:00:0066ESP35ISbuy limit0.92 / 0.0080132013.02.07 00:00:00canceledPlatinum
2013.02.07 00:00:0067ESP35ISbuy limit0.93 / 0.0079752013.02.08 00:00:00canceledPlatinum
2013.02.08 00:00:0068ESP35ISbuy limit0.93 / 0.0079352013.02.11 00:00:00canceledPlatinum
2013.03.20 00:00:0069ESP35ISbuy limit0.89 / 0.0082382013.03.21 00:00:00canceledPlatinum
2013.03.26 00:00:0070ESP35ISbuy limit0.92 / 0.9280602013.03.26 00:00:00filledPlatinum
2013.04.03 00:00:0071ESP35ISsell0.92 / 0.9280152013.04.03 00:00:00filled
2013.05.27 00:00:0072ESP35ISbuy limit0.90 / 0.0081822013.05.28 00:00:00canceledPlatinum
2013.06.07 00:00:0073ESP35ISbuy limit0.91 / 0.0081352013.06.10 00:00:00canceledPlatinum
2014.01.27 00:00:0074ESP35ISbuy limit0.77 / 0.7797702014.01.27 00:00:00filledPlatinum
2014.01.29 00:00:0075ESP35ISsell0.77 / 0.7799862014.01.29 00:00:00filled
2014.01.29 00:00:0076ESP35ISbuy limit0.76 / 0.7697802014.01.29 00:00:00filledPlatinum
2014.01.31 00:00:0077ESP35ISsell0.76 / 0.7699742014.01.31 00:00:00filled
2014.04.16 00:00:0078ESP35ISbuy limit0.74 / 0.00100032014.04.17 00:00:00canceledPlatinum
2014.07.01 00:00:0079ESP35ISbuy limit0.69 / 0.00108152014.07.02 00:00:00canceledPlatinum
2014.08.08 00:00:0080ESP35ISbuy limit0.76 / 0.7699782014.08.08 00:00:00filledPlatinum
2014.08.12 00:00:0081ESP35ISsell0.76 / 0.76101962014.08.12 00:00:00filled
2014.09.17 00:00:0082ESP35ISbuy limit0.70 / 0.00106912014.09.18 00:00:00canceledPlatinum
2015.07.08 00:00:0083ESP35ISbuy limit0.86 / 0.00102432015.07.09 00:00:00canceledPlatinum
2015.08.25 00:00:0084ESP35ISbuy limit0.90 / 0.0096592015.08.26 00:00:00canceledPlatinum
2015.08.27 00:00:0085ESP35ISbuy limit0.87 / 0.0098852015.08.28 00:00:00canceledPlatinum
2015.12.08 00:00:0086ESP35ISbuy limit0.89 / 0.8999422015.12.08 00:00:00filledPlatinum
2015.12.16 00:00:0087ESP35ISsell0.89 / 0.8997632015.12.16 00:00:00filled
2016.01.10 00:00:0188ESP35ISbuy limit1.02 / 0.0088202016.01.11 00:00:00canceledPlatinum
2016.06.17 00:00:0089ESP35ISbuy limit1.10 / 0.0081182016.06.20 00:00:00canceledPlatinum
2017.01.18 00:00:0090ESP35ISbuy limit0.95 / 0.0093012017.01.19 00:00:00canceledPlatinum
2017.01.19 00:00:0091ESP35ISbuy limit0.96 / 0.0092922017.01.20 00:00:00canceledPlatinum
2017.01.20 00:00:0092ESP35ISbuy limit0.96 / 0.0092852017.01.23 00:00:00canceledPlatinum
2017.07.10 00:00:0093ESP35ISbuy limit0.85 / 0.00103842017.07.11 00:00:00canceledPlatinum
2017.11.09 00:00:0094ESP35ISbuy limit0.88 / 0.88101262017.11.09 00:00:00filledPlatinum
2017.11.17 00:00:0095ESP35ISsell0.88 / 0.88100742017.11.17 00:00:00filled
2018.01.02 00:00:0096ESP35ISbuy limit0.83 / 0.0099442018.01.03 00:00:00canceledPlatinum
2018.02.07 00:00:0097ESP35ISbuy limit0.84 / 0.0097122018.02.08 00:00:00canceledPlatinum
2018.02.12 00:00:0098ESP35ISbuy limit0.86 / 0.0095442018.02.13 00:00:00canceledPlatinum
2018.05.30 00:00:0099ESP35ISbuy limit0.88 / 0.0094262018.05.31 00:00:00canceledPlatinum
2018.06.01 00:00:00100ESP35ISbuy limit0.88 / 0.0093702018.06.04 00:00:00canceledPlatinum
2018.09.06 00:00:00101ESP35ISbuy limit0.91 / 0.0092082018.09.07 00:00:00canceledPlatinum
2018.09.07 00:00:00102ESP35ISbuy limit0.91 / 0.9191172018.09.07 00:00:00filledPlatinum
2018.09.11 00:00:00103ESP35ISsell0.91 / 0.9193012018.09.11 00:00:00filled
2018.10.15 00:00:00104ESP35ISbuy limit0.95 / 0.0088132018.10.16 00:00:00canceledPlatinum
2018.11.20 00:00:00105ESP35ISbuy limit0.94 / 0.9489162018.11.20 00:00:00filledPlatinum
2018.11.22 00:00:00106ESP35ISsell0.94 / 0.9489172018.11.22 00:00:00filled
2018.11.23 00:00:00107ESP35ISbuy limit0.94 / 0.0088172018.11.26 00:00:00canceledPlatinum
2018.12.27 00:00:00108ESP35ISbuy limit0.98 / 0.9883952018.12.27 00:00:00filledPlatinum
2018.12.31 00:00:00109ESP35ISsell0.98 / 0.9885112018.12.31 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 00:00:002ESP35ISbuyin1.48596320.000.000.00100 000.00Platinum
2003.01.31 00:00:003ESP35ISsellout1.48591230.000.00-817.0099 183.00
2003.09.30 00:00:004ESP35ISbuyin1.32670450.000.000.0099 183.00Platinum
2003.10.02 00:00:005ESP35ISsellout1.32682860.000.001 917.51101 100.51
2008.01.02 00:00:006ESP35ISbuyin0.4415030160.000.000.00101 100.51Platinum
2008.01.23 00:00:007ESP35ISsellout0.4413020170.000.00-12 952.0488 148.47
2008.01.23 00:00:008ESP35ISbuyin0.5112711180.000.000.0088 148.47Platinum
2008.01.24 00:00:009ESP35ISsellout0.5112557190.000.00-1 148.9686 999.51
2008.06.11 00:00:0010ESP35ISbuyin0.5212627240.000.000.0086 999.51Platinum
2008.06.13 00:00:0011ESP35ISsellout0.5212848250.000.001 776.3288 775.83
2008.06.27 00:00:0012ESP35ISbuyin0.5611957270.000.000.0088 775.83Platinum
2008.07.04 00:00:0013ESP35ISsellout0.5612010280.000.00465.8989 241.72
2009.01.15 00:00:0014ESP35ISbuyin0.868606310.000.000.0089 241.72Platinum
2009.01.27 00:00:0015ESP35ISsellout0.868408320.000.00-2 245.4886 996.24
2010.08.13 00:00:0016ESP35ISbuyin0.7110239380.000.000.0086 996.24Platinum
2010.08.18 00:00:0017ESP35ISsellout0.7110323390.000.00768.0087 764.24
2010.11.30 00:00:0018ESP35ISbuyin0.799232400.000.000.0087 764.24Platinum
2010.12.02 00:00:0019ESP35ISsellout0.799788410.000.005 764.7293 528.96
2011.03.11 00:00:0020ESP35ISbuyin0.7010332420.000.000.0093 528.96Platinum
2011.03.18 00:00:0021ESP35ISsellout0.7010383430.000.00500.8794 029.83
2011.07.12 00:00:0022ESP35ISbuyin0.759556460.000.000.0094 029.83Platinum
2011.07.14 00:00:0023ESP35ISsellout0.759564470.000.0085.3794 115.20
2011.07.14 00:00:0024ESP35ISbuyin0.759566480.000.000.0094 115.20Platinum
2011.07.20 00:00:0025ESP35ISsellout0.759547490.000.00-201.9593 913.25
2011.08.03 00:00:0026ESP35ISbuyin0.809024500.000.000.0093 913.25Platinum
2011.08.12 00:00:0027ESP35ISsellout0.808303510.000.00-8 212.1385 701.12
2011.08.12 00:00:0028ESP35ISbuyin0.878167520.000.000.0085 701.12Platinum
2011.08.15 00:00:0029ESP35ISsellout0.878728530.000.006 965.7492 666.86
2011.11.03 00:00:0030ESP35ISbuyin0.858427540.000.000.0092 666.86Platinum
2011.11.04 00:00:0031ESP35ISsellout0.858801550.000.004 394.4097 061.26
2012.03.28 00:00:0032ESP35ISbuyin0.958059570.000.000.0097 061.26Platinum
2012.04.02 00:00:0033ESP35ISsellout0.958025580.000.00-431.5296 629.74
2012.04.02 00:00:0034ESP35ISbuyin0.967928590.000.000.0096 629.74Platinum
2012.04.03 00:00:0035ESP35ISsellout0.968032600.000.001 329.4597 959.19
2012.05.17 00:00:0036ESP35ISbuyin1.166545610.000.000.0097 959.19Platinum
2012.05.23 00:00:0037ESP35ISsellout1.166579620.000.00500.1298 459.31
2012.10.29 00:00:0038ESP35ISbuyin0.997697630.000.000.0098 459.31Platinum
2012.10.31 00:00:0039ESP35ISsellout0.997831640.000.001 720.12100 179.43
2013.03.26 00:00:0040ESP35ISbuyin0.928060700.000.000.00100 179.43Platinum
2013.04.03 00:00:0041ESP35ISsellout0.928015710.000.00-530.8899 648.55
2014.01.27 00:00:0042ESP35ISbuyin0.779770740.000.000.0099 648.55Platinum
2014.01.29 00:00:0043ESP35ISsellout0.779986750.000.002 270.55101 919.10
2014.01.29 00:00:0044ESP35ISbuyin0.769780760.000.000.00101 919.10Platinum
2014.01.31 00:00:0045ESP35ISsellout0.769974770.000.001 998.76103 917.86
2014.08.08 00:00:0046ESP35ISbuyin0.769978800.000.000.00103 917.86Platinum
2014.08.12 00:00:0047ESP35ISsellout0.7610196810.000.002 217.54106 135.40
2015.12.08 00:00:0048ESP35ISbuyin0.899942860.000.000.00106 135.40Platinum
2015.12.16 00:00:0049ESP35ISsellout0.899763870.000.00-1 741.77104 393.63
2017.11.09 00:00:0050ESP35ISbuyin0.8810126940.000.000.00104 393.63Platinum
2017.11.17 00:00:0051ESP35ISsellout0.8810074950.000.00-538.64103 854.99
2018.09.07 00:00:0052ESP35ISbuyin0.9191171020.000.000.00103 854.99Platinum
2018.09.11 00:00:0053ESP35ISsellout0.9193011030.000.001 941.52105 796.51
2018.11.20 00:00:0054ESP35ISbuyin0.9489161050.000.000.00105 796.51Platinum
2018.11.22 00:00:0055ESP35ISsellout0.9489171060.000.0010.70105 807.21
2018.12.27 00:00:0056ESP35ISbuyin0.9883951080.000.000.00105 807.21Platinum
2018.12.31 00:00:0057ESP35ISsellout0.9885111090.000.001 300.24107 107.45
0.00 0.00 7 107.45 107 107.45