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=2
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: -2 994.77 Rebaixamento Absoluto do Saldo : 15 569.98 Rebaixamento Absoluto do Capital Líquido: 21 427.72
Lucro Bruto: 15 504.22 Rebaixamento Máximo do Saldo : 16 811.57 (16.61%) Rebaixamento Máximo do Capital Líquido: 24 743.15 (23.95%)
Perda Bruta: -18 498.99 Rebaixamento Relativo do Saldo : 16.61% (16 811.57) Rebaixamento Relativo do Capital Líquido: 23.95% (24 743.15)
Fator de Lucro: 0.84 Retorno Esperado (Payoff): -230.37 Nível de Margem: 3963.75%
Fator de Recuperação: -0.12 Índice de Sharpe: -0.03 Z-Pontuação: 0.21 (16.63%)
AHPR: 0.9986 (-0.14%) Correlação LR : -0.00 Resultado OnTester: 0
GHPR: 0.9977 (-0.23%) Erro Padrão LR : 4 460.51
Total de Negociações: 13 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 13 (61.54%)
Ofertas Total: 26 Negociações com Lucro (% of total): 8 (61.54%) Negociações com Perda (% of total): 5 (38.46%)
Maior lucro da negociação: 7 996.32 Maior perda na Negociação: -10 142.39
Média lucro da negociação: 1 938.03 Média perda na Negociação: -3 699.80
Máximo ganhos consecutivos ($): 4 (10 512.79) Máximo perdas consecutivas ($): 3 (-11 587.74)
Máxima lucro consecutivo (contagem): 10 512.79 (4) Máxima perda consecutiva (contagem): -11 587.74 (3)
Média ganhos consecutivos: 2 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.50 Correlação (Lucros,MAE): 0.91 Correlação(MFE,MAE): 0.1579
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 312:00:00 Tempo médio de duração da posição: 103:23:04
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 / 0.0059032003.01.29 00:00:00canceledPlatinum
2003.01.29 00:00:003ESP35ISbuy limit1.51 / 1.5158362003.01.29 00:00:00filledPlatinum
2003.01.31 00:00:004ESP35ISsell1.51 / 1.5159122003.01.31 00:00:00filled
2003.09.15 00:00:005ESP35ISbuy limit1.28 / 0.0068832003.09.16 00:00:00canceledPlatinum
2003.09.30 00:00:006ESP35ISbuy limit1.32 / 0.0066372003.10.01 00:00:00canceledPlatinum
2003.10.01 00:00:007ESP35ISbuy limit1.34 / 0.0065702003.10.02 00:00:00canceledPlatinum
2003.10.27 00:00:008ESP35ISbuy limit1.30 / 0.0067322003.10.28 00:00:00canceledPlatinum
2005.04.19 00:00:009ESP35ISbuy limit0.89 / 0.0088452005.04.20 00:00:00canceledPlatinum
2005.08.19 00:00:0010ESP35ISbuy limit0.80 / 0.0098372005.08.22 00:00:00canceledPlatinum
2005.10.28 00:00:0011ESP35ISbuy limit0.78 / 0.00101222005.10.31 00:00:00canceledPlatinum
2005.12.16 00:00:0012ESP35ISbuy limit0.77 / 0.00102732005.12.19 00:00:00canceledPlatinum
2006.05.19 00:00:0013ESP35ISbuy limit0.73 / 0.00109862006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0014ESP35ISbuy limit0.60 / 0.00133882006.12.05 00:00:00canceledPlatinum
2007.03.06 00:00:0015ESP35ISbuy limit0.53 / 0.00134742007.03.07 00:00:00canceledPlatinum
2007.12.21 00:00:0016ESP35ISbuy limit0.48 / 0.00148382007.12.27 00:00:00canceledPlatinum
2008.01.02 00:00:0017ESP35ISbuy limit0.44 / 0.00148782008.01.03 00:00:00canceledPlatinum
2008.01.03 00:00:0018ESP35ISbuy limit0.45 / 0.00147032008.01.04 00:00:00canceledPlatinum
2008.01.04 00:00:0019ESP35ISbuy limit0.45 / 0.45145592008.01.04 00:00:00filledPlatinum
2008.01.23 00:00:0020ESP35ISsell0.45 / 0.45130202008.01.23 00:00:00filled
2008.01.23 00:00:0021ESP35ISbuy limit0.51 / 0.51125822008.01.23 00:00:00filledPlatinum
2008.01.24 00:00:0022ESP35ISsell0.51 / 0.51125572008.01.24 00:00:00filled
2008.01.24 00:00:0023ESP35ISbuy limit0.53 / 0.00120102008.01.25 00:00:00canceledPlatinum
2008.03.10 00:00:0024ESP35ISbuy limit0.53 / 0.00124382008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0025ESP35ISbuy limit0.53 / 0.00124022008.03.12 00:00:00canceledPlatinum
2008.05.26 00:00:0026ESP35ISbuy limit0.50 / 0.00133052008.05.27 00:00:00canceledPlatinum
2008.06.11 00:00:0027ESP35ISbuy limit0.52 / 0.00125002008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0028ESP35ISbuy limit0.53 / 0.00123332008.06.13 00:00:00canceledPlatinum
2008.06.25 00:00:0029ESP35ISbuy limit0.55 / 0.00119622008.06.26 00:00:00canceledPlatinum
2008.06.27 00:00:0030ESP35ISbuy limit0.56 / 0.00118362008.06.30 00:00:00canceledPlatinum
2008.09.12 00:00:0031ESP35ISbuy limit0.60 / 0.00109142008.09.15 00:00:00canceledPlatinum
2008.10.29 00:00:0032ESP35ISbuy limit0.80 / 0.0077472008.10.30 00:00:00canceledPlatinum
2009.01.15 00:00:0033ESP35ISbuy limit0.86 / 0.8685192009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0034ESP35ISsell0.86 / 0.8684082009.01.27 00:00:00filled
2009.03.10 00:00:0035ESP35ISbuy limit1.10 / 0.0066812009.03.11 00:00:00canceledPlatinum
2009.10.05 00:00:0036ESP35ISbuy limit0.66 / 0.00110992009.10.06 00:00:00canceledPlatinum
2010.01.18 00:00:0037ESP35ISbuy limit0.62 / 0.00116082010.01.19 00:00:00canceledPlatinum
2010.01.29 00:00:0038ESP35ISbuy limit0.68 / 0.00106122010.02.01 00:00:00canceledPlatinum
2010.06.09 00:00:0039ESP35ISbuy limit0.85 / 0.0084962010.06.10 00:00:00canceledPlatinum
2010.08.13 00:00:0040ESP35ISbuy limit0.71 / 0.00101352010.08.16 00:00:00canceledPlatinum
2010.08.16 00:00:0041ESP35ISbuy limit0.72 / 0.00100702010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0042ESP35ISbuy limit0.72 / 0.00100542010.08.18 00:00:00canceledPlatinum
2010.11.30 00:00:0043ESP35ISbuy limit0.79 / 0.0091392010.12.01 00:00:00canceledPlatinum
2010.12.01 00:00:0044ESP35ISbuy limit0.79 / 0.0090822010.12.02 00:00:00canceledPlatinum
2011.03.11 00:00:0045ESP35ISbuy limit0.70 / 0.00102272011.03.14 00:00:00canceledPlatinum
2011.03.14 00:00:0046ESP35ISbuy limit0.69 / 0.00101902011.03.15 00:00:00canceledPlatinum
2011.05.10 00:00:0047ESP35ISbuy limit0.69 / 0.00101882011.05.11 00:00:00canceledPlatinum
2011.05.11 00:00:0048ESP35ISbuy limit0.68 / 0.00102662011.05.12 00:00:00canceledPlatinum
2011.07.12 00:00:0049ESP35ISbuy limit0.75 / 0.7594772011.07.12 00:00:00filledPlatinum
2011.07.14 00:00:0050ESP35ISsell0.75 / 0.7595642011.07.14 00:00:00filled
2011.07.14 00:00:0051ESP35ISbuy limit0.75 / 0.0094742011.07.15 00:00:00canceledPlatinum
2011.07.15 00:00:0052ESP35ISbuy limit0.75 / 0.0094072011.07.18 00:00:00canceledPlatinum
2011.07.18 00:00:0053ESP35ISbuy limit0.76 / 0.0092942011.07.19 00:00:00canceledPlatinum
2011.07.19 00:00:0054ESP35ISbuy limit0.77 / 0.0091612011.07.20 00:00:00canceledPlatinum
2011.08.03 00:00:0055ESP35ISbuy limit0.80 / 0.0089332011.08.04 00:00:00canceledPlatinum
2011.08.04 00:00:0056ESP35ISbuy limit0.78 / 0.7888572011.08.04 00:00:00filledPlatinum
2011.08.12 00:00:0057ESP35ISsell0.78 / 0.7883032011.08.12 00:00:00filled
2011.08.12 00:00:0058ESP35ISbuy limit0.87 / 0.8780842011.08.12 00:00:00filledPlatinum
2011.08.15 00:00:0059ESP35ISsell0.87 / 0.8787282011.08.15 00:00:00filled
2011.11.03 00:00:0060ESP35ISbuy limit0.85 / 0.0084042011.11.04 00:00:00canceledPlatinum
2011.11.08 00:00:0061ESP35ISbuy limit0.85 / 0.0083072011.11.09 00:00:00canceledPlatinum
2012.03.28 00:00:0062ESP35ISbuy limit0.95 / 0.9579772012.03.28 00:00:00filledPlatinum
2012.04.02 00:00:0063ESP35ISsell0.95 / 0.9580252012.04.02 00:00:00filled
2012.04.02 00:00:0064ESP35ISbuy limit0.96 / 0.0078482012.04.03 00:00:00canceledPlatinum
2012.05.17 00:00:0065ESP35ISbuy limit1.16 / 1.1664792012.05.17 00:00:00filledPlatinum
2012.05.23 00:00:0066ESP35ISsell1.16 / 1.1665792012.05.23 00:00:00filled
2012.10.29 00:00:0067ESP35ISbuy limit0.99 / 0.0076202012.10.30 00:00:00canceledPlatinum
2012.10.30 00:00:0068ESP35ISbuy limit0.99 / 0.0075732012.10.31 00:00:00canceledPlatinum
2013.02.05 00:00:0069ESP35ISbuy limit0.95 / 0.0077622013.02.06 00:00:00canceledPlatinum
2013.02.06 00:00:0070ESP35ISbuy limit0.92 / 0.0079322013.02.07 00:00:00canceledPlatinum
2013.02.07 00:00:0071ESP35ISbuy limit0.93 / 0.0078952013.02.08 00:00:00canceledPlatinum
2013.02.08 00:00:0072ESP35ISbuy limit0.93 / 0.0078552013.02.11 00:00:00canceledPlatinum
2013.03.20 00:00:0073ESP35ISbuy limit0.89 / 0.0081552013.03.21 00:00:00canceledPlatinum
2013.03.26 00:00:0074ESP35ISbuy limit0.92 / 0.9279782013.03.26 00:00:00filledPlatinum
2013.04.03 00:00:0075ESP35ISsell0.92 / 0.9280152013.04.03 00:00:00filled
2013.05.27 00:00:0076ESP35ISbuy limit0.90 / 0.0081002013.05.28 00:00:00canceledPlatinum
2013.06.07 00:00:0077ESP35ISbuy limit0.91 / 0.0080532013.06.10 00:00:00canceledPlatinum
2014.01.27 00:00:0078ESP35ISbuy limit0.77 / 0.0096722014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0079ESP35ISbuy limit0.77 / 0.0095632014.01.29 00:00:00canceledPlatinum
2014.01.29 00:00:0080ESP35ISbuy limit0.76 / 0.0096812014.01.30 00:00:00canceledPlatinum
2014.04.16 00:00:0081ESP35ISbuy limit0.74 / 0.0099022014.04.17 00:00:00canceledPlatinum
2014.07.01 00:00:0082ESP35ISbuy limit0.69 / 0.00107062014.07.02 00:00:00canceledPlatinum
2014.08.08 00:00:0083ESP35ISbuy limit0.76 / 0.0098772014.08.11 00:00:00canceledPlatinum
2014.08.11 00:00:0084ESP35ISbuy limit0.74 / 0.0099032014.08.12 00:00:00canceledPlatinum
2014.09.17 00:00:0085ESP35ISbuy limit0.70 / 0.00105832014.09.18 00:00:00canceledPlatinum
2015.07.08 00:00:0086ESP35ISbuy limit0.86 / 0.00101392015.07.09 00:00:00canceledPlatinum
2015.08.25 00:00:0087ESP35ISbuy limit0.90 / 0.0095622015.08.26 00:00:00canceledPlatinum
2015.08.27 00:00:0088ESP35ISbuy limit0.87 / 0.0097852015.08.28 00:00:00canceledPlatinum
2015.12.08 00:00:0089ESP35ISbuy limit0.89 / 0.8998412015.12.08 00:00:00filledPlatinum
2015.12.16 00:00:0090ESP35ISsell0.89 / 0.8997632015.12.16 00:00:00filled
2016.01.10 00:00:0191ESP35ISbuy limit1.02 / 0.0087312016.01.11 00:00:00canceledPlatinum
2016.06.17 00:00:0092ESP35ISbuy limit1.10 / 0.0080362016.06.20 00:00:00canceledPlatinum
2017.01.18 00:00:0093ESP35ISbuy limit0.95 / 0.0092072017.01.19 00:00:00canceledPlatinum
2017.01.19 00:00:0094ESP35ISbuy limit0.96 / 0.0091982017.01.20 00:00:00canceledPlatinum
2017.01.20 00:00:0095ESP35ISbuy limit0.96 / 0.0091912017.01.23 00:00:00canceledPlatinum
2017.07.10 00:00:0096ESP35ISbuy limit0.85 / 0.00102792017.07.11 00:00:00canceledPlatinum
2017.11.09 00:00:0097ESP35ISbuy limit0.88 / 0.00100232017.11.10 00:00:00canceledPlatinum
2017.11.10 00:00:0098ESP35ISbuy limit0.89 / 0.0099382017.11.13 00:00:00canceledPlatinum
2017.11.13 00:00:0099ESP35ISbuy limit0.89 / 0.0098912017.11.14 00:00:00canceledPlatinum
2017.11.14 00:00:00100ESP35ISbuy limit0.89 / 0.0098492017.11.15 00:00:00canceledPlatinum
2017.11.15 00:00:00101ESP35ISbuy limit0.91 / 0.0097912017.11.16 00:00:00canceledPlatinum
2017.11.16 00:00:00102ESP35ISbuy limit0.89 / 0.0098142017.11.17 00:00:00canceledPlatinum
2018.01.02 00:00:00103ESP35ISbuy limit0.83 / 0.0098432018.01.03 00:00:00canceledPlatinum
2018.02.07 00:00:00104ESP35ISbuy limit0.84 / 0.0096142018.02.08 00:00:00canceledPlatinum
2018.02.12 00:00:00105ESP35ISbuy limit0.86 / 0.0094472018.02.13 00:00:00canceledPlatinum
2018.05.29 00:00:00106ESP35ISbuy limit0.87 / 0.8795692018.05.29 00:00:00filledPlatinum
2018.05.31 00:00:00107ESP35ISsell0.87 / 0.8796252018.05.31 00:00:00filled
2018.06.01 00:00:00108ESP35ISbuy limit0.88 / 0.0092762018.06.04 00:00:00canceledPlatinum
2018.09.06 00:00:00109ESP35ISbuy limit0.91 / 0.0091152018.09.07 00:00:00canceledPlatinum
2018.09.07 00:00:00110ESP35ISbuy limit0.91 / 0.0090252018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:00111ESP35ISbuy limit0.92 / 0.0089882018.09.11 00:00:00canceledPlatinum
2018.10.15 00:00:00112ESP35ISbuy limit0.95 / 0.0087242018.10.16 00:00:00canceledPlatinum
2018.11.20 00:00:00113ESP35ISbuy limit0.94 / 0.0088262018.11.21 00:00:00canceledPlatinum
2018.11.21 00:00:00114ESP35ISbuy limit0.94 / 0.0086902018.11.22 00:00:00canceledPlatinum
2018.11.23 00:00:00115ESP35ISbuy limit0.94 / 0.0087282018.11.26 00:00:00canceledPlatinum
2018.12.27 00:00:00116ESP35ISbuy limit0.98 / 0.9883102018.12.27 00:00:00filledPlatinum
2018.12.31 00:00:00117ESP35ISsell0.98 / 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
2003.01.29 00:00:002ESP35ISbuyin1.51583630.000.000.00100 000.00Platinum
2003.01.31 00:00:003ESP35ISsellout1.51591240.000.001 241.59101 241.59
2008.01.04 00:00:004ESP35ISbuyin0.4514559190.000.000.00101 241.59Platinum
2008.01.23 00:00:005ESP35ISsellout0.4513020200.000.00-10 142.3991 099.20
2008.01.23 00:00:006ESP35ISbuyin0.5112582210.000.000.0091 099.20Platinum
2008.01.24 00:00:007ESP35ISsellout0.5112557220.000.00-186.5290 912.68
2009.01.15 00:00:008ESP35ISbuyin0.868519330.000.000.0090 912.68Platinum
2009.01.27 00:00:009ESP35ISsellout0.868408340.000.00-1 258.8389 653.85
2011.07.12 00:00:0010ESP35ISbuyin0.759477490.000.000.0089 653.85Platinum
2011.07.14 00:00:0011ESP35ISsellout0.759564500.000.00928.4490 582.29
2011.08.04 00:00:0012ESP35ISbuyin0.788857560.000.000.0090 582.29Platinum
2011.08.12 00:00:0013ESP35ISsellout0.788303570.000.00-6 152.2784 430.02
2011.08.12 00:00:0014ESP35ISbuyin0.878084580.000.000.0084 430.02Platinum
2011.08.15 00:00:0015ESP35ISsellout0.878728590.000.007 996.3292 426.34
2012.03.28 00:00:0016ESP35ISbuyin0.957977620.000.000.0092 426.34Platinum
2012.04.02 00:00:0017ESP35ISsellout0.958025630.000.00609.0693 035.40
2012.05.17 00:00:0018ESP35ISbuyin1.166479650.000.000.0093 035.40Platinum
2012.05.23 00:00:0019ESP35ISsellout1.166579660.000.001 470.9594 506.35
2013.03.26 00:00:0020ESP35ISbuyin0.927978740.000.000.0094 506.35Platinum
2013.04.03 00:00:0021ESP35ISsellout0.928015750.000.00436.4694 942.81
2015.12.08 00:00:0022ESP35ISbuyin0.899841890.000.000.0094 942.81Platinum
2015.12.16 00:00:0023ESP35ISsellout0.899763900.000.00-758.9894 183.83
2018.05.29 00:00:0024ESP35ISbuyin0.8795691060.000.000.0094 183.83Platinum
2018.05.31 00:00:0025ESP35ISsellout0.8796251070.000.00568.4094 752.23
2018.12.27 00:00:0026ESP35ISbuyin0.9883101160.000.000.0094 752.23Platinum
2018.12.31 00:00:0027ESP35ISsellout0.9885111170.000.002 253.0097 005.23
0.00 0.00 -2 994.77 97 005.23