Relatório do Testador de Estratégia |
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ActivTrades-Server (Build 2007) |
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Configuração |
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Expert Advisor (Robô): | Platinum | |||||||||||
Ativo: | USA500IS | |||||||||||
Período: | Daily (2003.01.01 - 2019.01.01) | |||||||||||
Parâmetros de entrada: | InpOrderTypeAllowed=2 | |||||||||||
InpEntryDaysCloseAboveBelow=7 | ||||||||||||
InpEnableMa200Filter=false | ||||||||||||
InpEntryPercentageDifference=3 | ||||||||||||
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 |
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Qualidade do histórico: | 0% | |||||||||||
Barras: | 4055 | Ticks: | 16220 | Ativos: | 1 | |||||||
Lucro Líquido Total: | 18 081.00 | Rebaixamento Absoluto do Saldo : | 0.00 | Rebaixamento Absoluto do Capital Líquido: | 8 289.75 | |||||||
Lucro Bruto: | 21 718.13 | Rebaixamento Máximo do Saldo : | 3 637.13 (3.07%) | Rebaixamento Máximo do Capital Líquido: | 17 213.50 (15.80%) | |||||||
Perda Bruta: | -3 637.13 | Rebaixamento Relativo do Saldo : | 3.07% (3 637.13) | Rebaixamento Relativo do Capital Líquido: | 15.80% (17 213.50) | |||||||
Fator de Lucro: | 5.97 | Retorno Esperado (Payoff): | 2 583.00 | Nível de Margem: | 9448.63% | |||||||
Fator de Recuperação: | 1.05 | Índice de Sharpe: | 0.83 | Z-Pontuação: | 1.74 (91.81%) | |||||||
AHPR: | 1.0245 (2.45%) | Correlação LR : | 0.81 | Resultado OnTester: | 0 | |||||||
GHPR: | 1.0240 (2.40%) | Erro Padrão LR : | 3 681.82 | |||||||||
Total de Negociações: | 7 | Posições Vendidas (% e ganhos): | 0 (0.00%) | Posições Compradas (% de ganhos): | 7 (85.71%) | |||||||
Ofertas Total: | 14 | Negociações com Lucro (% of total): | 6 (85.71%) | Negociações com Perda (% of total): | 1 (14.29%) | |||||||
Maior lucro da negociação: | 7 154.88 | Maior perda na Negociação: | -3 637.13 | |||||||||
Média lucro da negociação: | 3 619.69 | Média perda na Negociação: | -3 637.13 | |||||||||
Máximo ganhos consecutivos ($): | 4 (18 392.63) | Máximo perdas consecutivas ($): | 1 (-3 637.13) | |||||||||
Máxima lucro consecutivo (contagem): | 18 392.63 (4) | Máxima perda consecutiva (contagem): | -3 637.13 (1) | |||||||||
Média ganhos consecutivos: | 3 | Média perdas consecutivas: | 1 | |||||||||
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Correlação (Lucros,MFE): | 0.95 | Correlação (Lucros,MAE): | 0.53 | Correlação(MFE,MAE): | 0.4880 | |||||||
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Tempo mínimo de duração da posição: | 24:00:00 | Tempo máximo de duração da posição: | 144:00:00 | Tempo médio de duração da posição: | 85:42:51 | |||||||
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Ordens |
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Horário da Abertura | Ordem | Ativo | Tipo | Volume | Preço | S / L | T / P | Horário | Estado | Comentário | ||
2003.02.13 00:00:00 | 2 | USA500IS | buy limit | 2.45 / 2.45 | 792.25 | 2003.02.14 00:00:00 | expired | expired [2003.02.14 00:00] | ||||
2005.01.10 00:00:00 | 3 | USA500IS | buy limit | 1.68 / 1.68 | 1150.75 | 2005.01.11 00:00:00 | expired | expired [2005.01.11 00:00] | ||||
2005.09.21 00:00:00 | 4 | USA500IS | buy limit | 1.63 / 1.63 | 1190.75 | 2005.09.22 00:00:00 | expired | expired [2005.09.22 00:00] | ||||
2005.09.22 00:00:00 | 5 | USA500IS | buy limit | 1.64 / 1.64 | 1179.50 | 2005.09.23 00:00:00 | expired | expired [2005.09.23 00:00] | ||||
2005.10.12 00:00:00 | 6 | USA500IS | buy limit | 1.68 / 1.68 | 1152.75 | 2005.10.13 00:00:00 | expired | expired [2005.10.13 00:00] | ||||
2005.10.13 00:00:00 | 7 | USA500IS | buy limit | 1.70 / 1.70 | 1143.25 | 2005.10.14 00:00:00 | expired | expired [2005.10.14 00:00] | ||||
2005.10.14 00:00:00 | 8 | USA500IS | buy limit | 1.70 / 1.70 | 1142.75 | 2005.10.17 00:00:00 | expired | expired [2005.10.17 00:00] | ||||
2006.05.19 00:00:00 | 9 | USA500IS | buy limit | 1.58 / 1.58 | 1225.00 | 2006.05.22 00:00:00 | expired | expired [2006.05.22 00:00] | ||||
2006.06.14 00:00:00 | 10 | USA500IS | buy limit | 1.62 / 1.62 | 1195.50 | 2006.06.15 00:00:00 | expired | expired [2006.06.15 00:00] | ||||
2007.03.02 00:00:00 | 11 | USA500IS | buy limit | 1.42 / 1.42 | 1362.75 | 2007.03.05 00:00:00 | expired | expired [2007.03.05 00:00] | ||||
2007.03.05 00:00:00 | 12 | USA500IS | buy limit | 1.44 / 1.44 | 1344.25 | 2007.03.06 00:00:00 | expired | expired [2007.03.06 00:00] | ||||
2007.03.06 00:00:00 | 13 | USA500IS | buy limit | 1.46 / 1.46 | 1331.00 | 2007.03.07 00:00:00 | expired | expired [2007.03.07 00:00] | ||||
2007.11.16 00:00:00 | 14 | USA500IS | buy limit | 1.37 / 1.37 | 1414.25 | 2007.11.19 00:00:00 | expired | expired [2007.11.19 00:00] | ||||
2008.01.08 00:00:00 | 15 | USA500IS | buy limit | 1.41 / 1.41 | 1378.75 | 2008.01.09 00:00:00 | expired | expired [2008.01.09 00:00] | ||||
2008.01.09 00:00:00 | 16 | USA500IS | buy limit | 1.43 / 1.43 | 1355.00 | 2008.01.10 00:00:00 | expired | expired [2008.01.10 00:00] | ||||
2008.01.23 00:00:00 | 17 | USA500IS | buy limit | 1.52 / 1.52 | 1270.00 | 2008.01.23 00:00:00 | filled | Platinum | ||||
2008.01.24 00:00:00 | 18 | USA500IS | sell | 1.52 / 1.52 | 1342.25 | 2008.01.24 00:00:00 | filled | |||||
2008.10.08 00:00:00 | 19 | USA500IS | buy limit | 1.99 / 1.99 | 975.50 | 2008.10.08 00:00:00 | filled | Platinum | ||||
2008.10.14 00:00:00 | 20 | USA500IS | sell | 1.99 / 1.99 | 1012.00 | 2008.10.14 00:00:00 | filled | |||||
2008.10.16 00:00:00 | 21 | USA500IS | buy limit | 2.21 / 2.21 | 876.25 | 2008.10.16 00:00:00 | filled | Platinum | ||||
2008.10.17 00:00:00 | 22 | USA500IS | sell | 2.21 / 2.21 | 941.00 | 2008.10.17 00:00:00 | filled | |||||
2008.12.24 00:00:00 | 23 | USA500IS | buy limit | 2.33 / 2.33 | 832.75 | 2008.12.26 00:00:00 | expired | expired [2008.12.26 00:00] | ||||
2009.03.03 00:00:00 | 24 | USA500IS | buy limit | 2.84 / 2.84 | 684.25 | 2009.03.04 00:00:00 | expired | expired [2009.03.04 00:00] | ||||
2009.03.04 00:00:00 | 25 | USA500IS | buy limit | 2.90 / 2.90 | 668.75 | 2009.03.05 00:00:00 | expired | expired [2009.03.05 00:00] | ||||
2009.03.06 00:00:00 | 26 | USA500IS | buy limit | 2.91 / 2.91 | 665.50 | 2009.03.09 00:00:00 | expired | expired [2009.03.09 00:00] | ||||
2009.09.28 00:00:00 | 27 | USA500IS | buy limit | 1.92 / 1.92 | 1009.75 | 2009.09.29 00:00:00 | expired | expired [2009.09.29 00:00] | ||||
2009.10.02 00:00:00 | 28 | USA500IS | buy limit | 1.95 / 1.95 | 996.75 | 2009.10.05 00:00:00 | expired | expired [2009.10.05 00:00] | ||||
2009.10.05 00:00:00 | 29 | USA500IS | buy limit | 1.96 / 1.96 | 991.00 | 2009.10.06 00:00:00 | expired | expired [2009.10.06 00:00] | ||||
2009.10.29 00:00:00 | 30 | USA500IS | buy limit | 1.92 / 1.92 | 1007.25 | 2009.10.30 00:00:00 | expired | expired [2009.10.30 00:00] | ||||
2010.05.20 00:00:00 | 31 | USA500IS | buy limit | 1.80 / 1.80 | 1076.75 | 2010.05.20 00:00:00 | filled | Platinum | ||||
2010.05.28 00:00:00 | 32 | USA500IS | sell | 1.80 / 1.80 | 1100.25 | 2010.05.28 00:00:00 | filled | |||||
2010.07.01 00:00:00 | 33 | USA500IS | buy limit | 1.95 / 1.95 | 995.75 | 2010.07.02 00:00:00 | expired | expired [2010.07.02 00:00] | ||||
2010.07.02 00:00:00 | 34 | USA500IS | buy limit | 1.96 / 1.96 | 991.00 | 2010.07.06 00:00:00 | expired | expired [2010.07.06 00:00] | ||||
2010.07.06 00:00:00 | 35 | USA500IS | buy limit | 1.97 / 1.97 | 983.75 | 2010.07.07 00:00:00 | expired | expired [2010.07.07 00:00] | ||||
2010.08.16 00:00:00 | 36 | USA500IS | buy limit | 1.86 / 1.86 | 1043.75 | 2010.08.17 00:00:00 | expired | expired [2010.08.17 00:00] | ||||
2010.08.27 00:00:00 | 37 | USA500IS | buy limit | 1.92 / 1.92 | 1013.50 | 2010.08.30 00:00:00 | expired | expired [2010.08.30 00:00] | ||||
2011.08.01 00:00:00 | 38 | USA500IS | buy limit | 1.53 / 1.53 | 1249.75 | 2011.08.02 00:00:00 | expired | expired [2011.08.02 00:00] | ||||
2011.08.02 00:00:00 | 39 | USA500IS | buy limit | 1.56 / 1.56 | 1241.25 | 2011.08.03 00:00:00 | expired | expired [2011.08.03 00:00] | ||||
2011.08.03 00:00:00 | 40 | USA500IS | buy limit | 1.60 / 1.60 | 1209.75 | 2011.08.04 00:00:00 | expired | expired [2011.08.04 00:00] | ||||
2011.08.04 00:00:00 | 41 | USA500IS | buy limit | 1.59 / 1.59 | 1216.75 | 2011.08.04 00:00:00 | filled | Platinum | ||||
2011.08.10 00:00:00 | 42 | USA500IS | sell | 1.59 / 1.59 | 1171.00 | 2011.08.10 00:00:00 | filled | |||||
2011.11.23 00:00:00 | 43 | USA500IS | buy limit | 1.69 / 1.69 | 1147.25 | 2011.11.25 00:00:00 | expired | expired [2011.11.25 00:00] | ||||
2011.11.25 00:00:00 | 44 | USA500IS | buy limit | 1.72 / 1.72 | 1125.25 | 2011.11.28 00:00:00 | expired | expired [2011.11.28 00:00] | ||||
2011.11.28 00:00:00 | 45 | USA500IS | buy limit | 1.71 / 1.71 | 1119.00 | 2011.11.29 00:00:00 | expired | expired [2011.11.29 00:00] | ||||
2012.05.17 00:00:00 | 46 | USA500IS | buy limit | 1.51 / 1.51 | 1282.75 | 2012.05.18 00:00:00 | expired | expired [2012.05.18 00:00] | ||||
2012.05.18 00:00:00 | 47 | USA500IS | buy limit | 1.54 / 1.54 | 1262.25 | 2012.05.21 00:00:00 | expired | expired [2012.05.21 00:00] | ||||
2012.05.21 00:00:00 | 48 | USA500IS | buy limit | 1.55 / 1.55 | 1252.00 | 2012.05.22 00:00:00 | expired | expired [2012.05.22 00:00] | ||||
2012.08.31 00:00:00 | 49 | USA500IS | buy limit | 1.43 / 1.43 | 1355.00 | 2012.09.04 00:00:00 | expired | expired [2012.09.04 00:00] | ||||
2012.12.31 00:00:00 | 50 | USA500IS | buy limit | 1.44 / 1.44 | 1342.50 | 2013.01.02 00:00:00 | expired | expired [2013.01.02 00:00] | ||||
2013.09.30 00:00:00 | 51 | USA500IS | buy limit | 1.19 / 1.19 | 1636.00 | 2013.10.01 00:00:00 | expired | expired [2013.10.01 00:00] | ||||
2013.10.01 00:00:00 | 52 | USA500IS | buy limit | 1.19 / 1.19 | 1624.00 | 2013.10.02 00:00:00 | expired | expired [2013.10.02 00:00] | ||||
2014.10.08 00:00:00 | 53 | USA500IS | buy limit | 1.04 / 1.04 | 1870.25 | 2014.10.09 00:00:00 | expired | expired [2014.10.09 00:00] | ||||
2014.12.17 00:00:00 | 54 | USA500IS | buy limit | 1.02 / 1.02 | 1906.00 | 2014.12.18 00:00:00 | expired | expired [2014.12.18 00:00] | ||||
2015.11.13 00:00:00 | 55 | USA500IS | buy limit | 0.98 / 0.98 | 1979.25 | 2015.11.16 00:00:00 | expired | expired [2015.11.16 00:00] | ||||
2015.11.16 00:00:00 | 56 | USA500IS | buy limit | 1.00 / 1.00 | 1958.00 | 2015.11.17 00:00:00 | expired | expired [2015.11.17 00:00] | ||||
2016.01.11 00:00:00 | 57 | USA500IS | buy limit | 1.05 / 1.05 | 1854.25 | 2016.01.12 00:00:00 | expired | expired [2016.01.12 00:00] | ||||
2016.02.11 00:00:00 | 58 | USA500IS | buy limit | 1.09 / 1.09 | 1791.25 | 2016.02.12 00:00:00 | expired | expired [2016.02.12 00:00] | ||||
2016.02.12 00:00:00 | 59 | USA500IS | buy limit | 1.09 / 1.09 | 1769.75 | 2016.02.16 00:00:00 | expired | expired [2016.02.16 00:00] | ||||
2016.06.20 00:00:00 | 60 | USA500IS | buy limit | 0.97 / 0.97 | 1997.25 | 2016.06.21 00:00:00 | expired | expired [2016.06.21 00:00] | ||||
2016.09.02 00:00:00 | 61 | USA500IS | buy limit | 0.92 / 0.92 | 2102.25 | 2016.09.06 00:00:00 | expired | expired [2016.09.06 00:00] | ||||
2016.11.03 00:00:00 | 62 | USA500IS | buy limit | 0.96 / 0.96 | 2029.50 | 2016.11.04 00:00:00 | expired | expired [2016.11.04 00:00] | ||||
2016.11.04 00:00:00 | 63 | USA500IS | buy limit | 0.96 / 0.96 | 2021.00 | 2016.11.07 00:00:00 | expired | expired [2016.11.07 00:00] | ||||
2016.11.07 00:00:00 | 64 | USA500IS | buy limit | 0.95 / 0.95 | 2017.50 | 2016.11.08 00:00:00 | expired | expired [2016.11.08 00:00] | ||||
2017.03.09 00:00:00 | 65 | USA500IS | buy limit | 0.85 / 0.85 | 2293.00 | 2017.03.10 00:00:00 | expired | expired [2017.03.10 00:00] | ||||
2017.06.23 00:00:00 | 66 | USA500IS | buy limit | 0.82 / 0.82 | 2358.75 | 2017.06.26 00:00:00 | expired | expired [2017.06.26 00:00] | ||||
2017.07.31 00:00:00 | 67 | USA500IS | buy limit | 0.81 / 0.81 | 2396.25 | 2017.08.01 00:00:00 | expired | expired [2017.08.01 00:00] | ||||
2017.08.01 00:00:00 | 68 | USA500IS | buy limit | 0.81 / 0.81 | 2394.00 | 2017.08.02 00:00:00 | expired | expired [2017.08.02 00:00] | ||||
2018.10.11 00:00:00 | 69 | USA500IS | buy limit | 0.72 / 0.72 | 2697.50 | 2018.10.12 00:00:00 | expired | expired [2018.10.12 00:00] | ||||
2018.10.12 00:00:00 | 70 | USA500IS | buy limit | 0.73 / 0.73 | 2663.25 | 2018.10.15 00:00:00 | expired | expired [2018.10.15 00:00] | ||||
2018.10.15 00:00:00 | 71 | USA500IS | buy limit | 0.72 / 0.72 | 2685.50 | 2018.10.16 00:00:00 | expired | expired [2018.10.16 00:00] | ||||
2018.10.16 00:00:00 | 72 | USA500IS | buy limit | 0.73 / 0.73 | 2666.50 | 2018.10.17 00:00:00 | expired | expired [2018.10.17 00:00] | ||||
2018.10.24 00:00:00 | 73 | USA500IS | buy limit | 0.73 / 0.73 | 2663.75 | 2018.10.24 00:00:00 | filled | Platinum | ||||
2018.10.31 00:00:00 | 74 | USA500IS | sell | 0.73 / 0.73 | 2690.75 | 2018.10.31 00:00:00 | filled | |||||
2018.12.20 00:00:00 | 75 | USA500IS | buy limit | 0.80 / 0.80 | 2429.25 | 2018.12.21 00:00:00 | expired | expired [2018.12.21 00:00] | ||||
2018.12.21 00:00:00 | 76 | USA500IS | buy limit | 0.80 / 0.80 | 2411.75 | 2018.12.21 00:00:00 | filled | Platinum | ||||
2018.12.27 00:00:00 | 77 | USA500IS | sell | 0.80 / 0.80 | 2470.25 | 2018.12.27 00:00:00 | filled | |||||
Ofertas |
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Horário | Oferta | Ativo | Tipo | Direção | Volume | Preço | Ordem | Comissão | Swap | Lucro | Saldo | Comentário |
2003.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 100 000.00 | 100 000.00 | ||||||
2008.01.23 00:00:00 | 2 | USA500IS | buy | in | 1.52 | 1270.00 | 17 | 0.00 | 0.00 | 0.00 | 100 000.00 | Platinum |
2008.01.24 00:00:00 | 3 | USA500IS | sell | out | 1.52 | 1342.25 | 18 | 0.00 | 0.00 | 5 491.00 | 105 491.00 | |
2008.10.08 00:00:00 | 4 | USA500IS | buy | in | 1.99 | 975.50 | 19 | 0.00 | 0.00 | 0.00 | 105 491.00 | Platinum |
2008.10.14 00:00:00 | 5 | USA500IS | sell | out | 1.99 | 1012.00 | 20 | 0.00 | 0.00 | 3 631.75 | 109 122.75 | |
2008.10.16 00:00:00 | 6 | USA500IS | buy | in | 2.21 | 876.25 | 21 | 0.00 | 0.00 | 0.00 | 109 122.75 | Platinum |
2008.10.17 00:00:00 | 7 | USA500IS | sell | out | 2.21 | 941.00 | 22 | 0.00 | 0.00 | 7 154.88 | 116 277.63 | |
2010.05.20 00:00:00 | 8 | USA500IS | buy | in | 1.80 | 1076.75 | 31 | 0.00 | 0.00 | 0.00 | 116 277.63 | Platinum |
2010.05.28 00:00:00 | 9 | USA500IS | sell | out | 1.80 | 1100.25 | 32 | 0.00 | 0.00 | 2 115.00 | 118 392.63 | |
2011.08.04 00:00:00 | 10 | USA500IS | buy | in | 1.59 | 1216.75 | 41 | 0.00 | 0.00 | 0.00 | 118 392.63 | Platinum |
2011.08.10 00:00:00 | 11 | USA500IS | sell | out | 1.59 | 1171.00 | 42 | 0.00 | 0.00 | -3 637.13 | 114 755.50 | |
2018.10.24 00:00:00 | 12 | USA500IS | buy | in | 0.73 | 2663.75 | 73 | 0.00 | 0.00 | 0.00 | 114 755.50 | Platinum |
2018.10.31 00:00:00 | 13 | USA500IS | sell | out | 0.73 | 2690.75 | 74 | 0.00 | 0.00 | 985.50 | 115 741.00 | |
2018.12.21 00:00:00 | 14 | USA500IS | buy | in | 0.80 | 2411.75 | 76 | 0.00 | 0.00 | 0.00 | 115 741.00 | Platinum |
2018.12.27 00:00:00 | 15 | USA500IS | sell | out | 0.80 | 2470.25 | 77 | 0.00 | 0.00 | 2 340.00 | 118 081.00 | |
0.00 | 0.00 | 18 081.00 | 118 081.00 | |||||||||