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=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: 3911 Ticks: 15479 Ativos: 1
Lucro Líquido Total: 46 712.53 Rebaixamento Absoluto do Saldo : 1 779.75 Rebaixamento Absoluto do Capital Líquido: 7 153.99
Lucro Bruto: 65 338.80 Rebaixamento Máximo do Saldo : 5 995.24 (5.30%) Rebaixamento Máximo do Capital Líquido: 15 393.02 (11.04%)
Perda Bruta: -18 626.27 Rebaixamento Relativo do Saldo : 5.30% (5 995.24) Rebaixamento Relativo do Capital Líquido: 13.15% (15 239.31)
Fator de Lucro: 3.51 Retorno Esperado (Payoff): 1 610.78 Nível de Margem: 1902.14%
Fator de Recuperação: 3.03 Índice de Sharpe: 0.52 Z-Pontuação: 0.46 (35.45%)
AHPR: 1.0136 (1.36%) Correlação LR : 0.97 Resultado OnTester: 0
GHPR: 1.0133 (1.33%) Erro Padrão LR : 3 968.03
Total de Negociações: 29 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 29 (75.86%)
Ofertas Total: 58 Negociações com Lucro (% of total): 22 (75.86%) Negociações com Perda (% of total): 7 (24.14%)
Maior lucro da negociação: 6 807.76 Maior perda na Negociação: -5 995.24
Média lucro da negociação: 2 969.95 Média perda na Negociação: -2 660.90
Máximo ganhos consecutivos ($): 7 (22 839.06) Máximo perdas consecutivas ($): 2 (-2 256.28)
Máxima lucro consecutivo (contagem): 22 839.06 (7) Máxima perda consecutiva (contagem): -5 995.24 (1)
Média ganhos consecutivos: 4 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.65 Correlação (Lucros,MAE): 0.69 Correlação(MFE,MAE): 0.1808
Graph
Tempo mínimo de duração da posição: 48:00:00 Tempo máximo de duração da posição: 624:00:00 Tempo médio de duração da posição: 120:49:39
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 / 0.0018.4682004.02.03 00:00:00canceledPlatinum
2004.02.05 00:00:003EEMISbuy limit5.454K / 0.0018.2042004.02.06 00:00:00canceledPlatinum
2004.02.06 00:00:004EEMISbuy limit5.383K / 0.0018.1992004.02.09 00:00:00canceledPlatinum
2004.04.29 00:00:005EEMISbuy5.454K / 5.454K18.3352004.04.29 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 / 0.0020.8442004.12.14 00:00:00canceledPlatinum
2005.03.16 00:00:008EEMISbuy limit4.337K / 4.337K22.9452005.03.16 00:00:00filledPlatinum
2005.03.18 00:00:009EEMISsell4.337K / 4.337K23.5552005.03.18 00:00:00filled
2005.03.18 00:00:0010EEMISbuy limit4.245K / 0.0023.1652005.03.21 00:00:00canceledPlatinum
2005.03.21 00:00:0011EEMISbuy limit4.291K / 4.291K23.0612005.03.21 00:00:00filledPlatinum
2005.03.31 00:00:0012EEMISsell4.291K / 4.291K22.2342005.03.31 00:00:00filled
2006.05.19 00:00:0013EEMISbuy limit3.053K / 3.053K31.9762006.05.19 00:00:00filledPlatinum
2006.05.26 00:00:0014EEMISsell3.053K / 3.053K32.4162006.05.26 00:00:00filled
2006.06.13 00:00:0015EEMISbuy3.654K / 3.654K27.3682006.06.13 00:00:00filledPlatinum
2006.06.15 00:00:0016EEMISsell3.654K / 3.654K28.6862006.06.15 00:00:00filled
2006.06.15 00:00:0017EEMISbuy limit3.486K / 0.0027.8192006.06.16 00:00:00canceledPlatinum
2007.03.05 00:00:0018EEMISbuy2.842K / 2.842K35.1852007.03.05 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 / 2.12K46.5332008.06.11 00:00:00filledPlatinum
2008.07.17 00:00:0023EEMISsell2.12K / 2.12K43.7092008.07.17 00:00:00filled
2008.08.20 00:00:0024EEMISbuy limit2.513K / 0.0038.8642008.08.21 00:00:00canceledPlatinum
2008.08.26 00:00:0025EEMISbuy limit2.534K / 0.0038.9472008.08.27 00:00:00canceledPlatinum
2008.11.20 00:00:0026EEMISbuy limit5.131K / 5.131K19.4732008.11.20 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 / 0.0020.7792009.02.25 00:00:00canceledPlatinum
2009.02.27 00:00:0029EEMISbuy4.759K / 4.759K21.0122009.02.27 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 / 3.272K30.2942009.06.23 00:00:00filledPlatinum
2009.06.26 00:00:0032EEMISsell3.272K / 3.272K32.1592009.06.26 00:00:00filled
2009.09.02 00:00:0033EEMISbuy limit2.883K / 0.0034.2932009.09.03 00:00:00canceledPlatinum
2009.09.03 00:00:0034EEMISbuy limit2.815K / 0.0034.6592009.09.04 00:00:00canceledPlatinum
2009.10.29 00:00:0035EEMISbuy limit2.604K / 0.0037.3632009.10.30 00:00:00canceledPlatinum
2010.01.29 00:00:0036EEMISbuy limit2.554K / 2.554K38.3132010.01.29 00:00:00filledPlatinum
2010.02.02 00:00:0037EEMISsell2.554K / 2.554K39.3892010.02.02 00:00:00filled
2010.05.20 00:00:0038EEMISbuy2.731K / 2.731K36.6112010.05.20 00:00:00filledPlatinum
2010.05.24 00:00:0039EEMISsell2.731K / 2.731K37.3692010.05.24 00:00:00filled
2010.05.24 00:00:0040EEMISbuy limit2.676K / 2.676K36.9672010.05.24 00:00:00filledPlatinum
2010.05.28 00:00:0041EEMISsell2.676K / 2.676K38.5202010.05.28 00:00:00filled
2010.07.01 00:00:0042EEMISbuy limit2.667K / 2.667K36.9462010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0043EEMISsell2.667K / 2.667K38.3992010.07.07 00:00:00filled
2010.08.26 00:00:0044EEMISbuy limit2.495K / 0.0039.4702010.08.27 00:00:00canceledPlatinum
2010.08.27 00:00:0045EEMISbuy limit2.5K / 0.0039.2232010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0046EEMISbuy limit2.51K / 0.0039.4212010.09.01 00:00:00canceledPlatinum
2010.11.16 00:00:0047EEMISbuy2.178K / 2.178K45.9112010.11.16 00:00:00filledPlatinum
2010.11.19 00:00:0048EEMISsell2.178K / 2.178K46.2592010.11.19 00:00:00filled
2011.08.09 00:00:0049EEMISbuy limit2.5K / 0.0038.6402011.08.10 00:00:00canceledPlatinum
2011.08.10 00:00:0050EEMISbuy2.496K / 2.496K40.0622011.08.10 00:00:00filledPlatinum
2011.08.12 00:00:0051EEMISsell2.496K / 2.496K41.3192011.08.12 00:00:00filled
2011.09.13 00:00:0052EEMISbuy limit2.517K / 2.517K39.5302011.09.13 00:00:00filledPlatinum
2011.09.28 00:00:0053EEMISsell2.517K / 2.517K37.3992011.09.28 00:00:00filled
2012.05.17 00:00:0054EEMISbuy limit2.621K / 2.621K37.7882012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0055EEMISsell2.621K / 2.621K38.1392012.05.22 00:00:00filled
2012.05.23 00:00:0056EEMISbuy2.675K / 2.675K37.3862012.05.23 00:00:00filledPlatinum
2012.05.30 00:00:0057EEMISsell2.675K / 2.675K37.4692012.05.30 00:00:00filled
2012.08.22 00:00:0058EEMISbuy limit2.491K / 0.0039.9852012.08.23 00:00:00canceledPlatinum
2012.09.06 00:00:0059EEMISbuy limit2.558K / 0.0038.4702012.09.07 00:00:00canceledPlatinum
2013.01.31 00:00:0060EEMISbuy limit2.263K / 0.0043.6892013.02.01 00:00:00canceledPlatinum
2013.03.20 00:00:0061EEMISbuy limit2.363K / 0.0041.5702013.03.21 00:00:00canceledPlatinum
2013.06.13 00:00:0062EEMISbuy limit2.558K / 0.0038.7182013.06.14 00:00:00canceledPlatinum
2013.08.07 00:00:0063EEMISbuy limit2.591K / 2.591K38.5702013.08.07 00:00:00filledPlatinum
2013.08.09 00:00:0064EEMISsell2.591K / 2.591K39.2892013.08.09 00:00:00filled
2014.01.27 00:00:0065EEMISbuy limit2.612K / 2.612K37.8582014.01.27 00:00:00filledPlatinum
2014.02.07 00:00:0066EEMISsell2.612K / 2.612K38.8102014.02.07 00:00:00filled
2014.09.15 00:00:0067EEMISbuy limit2.29K / 0.0043.3512014.09.16 00:00:00canceledPlatinum
2014.09.16 00:00:0068EEMISbuy limit2.297K / 0.0043.1332014.09.17 00:00:00canceledPlatinum
2014.09.18 00:00:0069EEMISbuy limit2.279K / 0.0043.2922014.09.19 00:00:00canceledPlatinum
2014.12.15 00:00:0070EEMISbuy limit2.603K / 2.603K37.9572014.12.15 00:00:00filledPlatinum
2014.12.19 00:00:0071EEMISsell2.603K / 2.603K38.6392014.12.19 00:00:00filled
2015.03.06 00:00:0072EEMISbuy limit2.529K / 2.529K39.4702015.03.06 00:00:00filledPlatinum
2015.03.18 00:00:0073EEMISsell2.529K / 2.529K39.1192015.03.18 00:00:00filled
2015.06.08 00:00:0074EEMISbuy limit2.489K / 0.0039.7082015.06.09 00:00:00canceledPlatinum
2015.06.09 00:00:0075EEMISbuy limit2.504K / 0.0039.6992015.06.10 00:00:00canceledPlatinum
2015.06.10 00:00:0076EEMISbuy limit2.485K / 0.0039.4602015.06.11 00:00:00canceledPlatinum
2015.07.28 00:00:0077EEMISbuy limit2.729K / 0.0035.9952015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0078EEMISbuy2.952K / 2.952K33.8712015.08.20 00:00:00filledPlatinum
2015.08.27 00:00:0079EEMISsell2.952K / 2.952K33.4092015.08.27 00:00:00filled
2015.09.25 00:00:0080EEMISbuy limit3.036K / 3.036K32.1442015.09.25 00:00:00filledPlatinum
2015.10.01 00:00:0081EEMISsell3.036K / 3.036K33.0492015.10.01 00:00:00filled
2015.12.11 00:00:0082EEMISbuy3.146K / 3.146K31.7912015.12.11 00:00:00filledPlatinum
2015.12.16 00:00:0083EEMISsell3.146K / 3.146K32.7992015.12.16 00:00:00filled
2016.01.11 00:00:0084EEMISbuy limit3.357K / 0.0029.2152016.01.12 00:00:00canceledPlatinum
2016.01.12 00:00:0085EEMISbuy limit3.366K / 0.0029.2042016.01.13 00:00:00canceledPlatinum
2016.05.06 00:00:0086EEMISbuy limit3.061K / 0.0032.4522016.05.09 00:00:00canceledPlatinum
2016.05.09 00:00:0087EEMISbuy limit3.052K / 3.052K32.5012016.05.09 00:00:00filledPlatinum
2016.05.26 00:00:0088EEMISsell3.052K / 3.052K33.1302016.05.26 00:00:00filled
2016.11.04 00:00:0089EEMISbuy limit2.777K / 2.777K35.9362016.11.04 00:00:00filledPlatinum
2016.11.08 00:00:0090EEMISsell2.777K / 2.777K37.0602016.11.08 00:00:00filled
2017.04.17 00:00:0091EEMISbuy limit2.543K / 0.0038.7482017.04.18 00:00:00canceledPlatinum
2017.09.29 00:00:0092EEMISbuy limit2.24K / 0.0043.8562017.10.02 00:00:00canceledPlatinum
2017.11.16 00:00:0093EEMISbuy limit2.159K / 0.0045.1832017.11.17 00:00:00canceledPlatinum
2018.06.20 00:00:0094EEMISbuy limit2.257K / 0.0043.4602018.06.21 00:00:00canceledPlatinum
Ofertas
Horário Oferta Ativo Tipo Direção Volume Preço Ordem Comissão Swap Lucro Saldo Comentário
2003.09.06 00:00:001balance0.000.00100 000.00100 000.00
2004.04.29 00:00:002EEMISbuyin5.454K18.33550.000.000.00100 000.00Platinum
2004.05.05 00:00:003EEMISsellout5.454K18.17660.00-2.28-867.1999 130.53
2005.03.16 00:00:004EEMISbuyin4.337K22.94580.000.000.0099 130.53Platinum
2005.03.18 00:00:005EEMISsellout4.337K23.55590.00-1.812 645.57101 774.29
2005.03.21 00:00:006EEMISbuyin4.291K23.061110.000.000.00101 774.29Platinum
2005.03.31 00:00:007EEMISsellout4.291K22.234120.00-5.38-3 548.6698 220.25
2006.05.19 00:00:008EEMISbuyin3.053K31.976130.000.000.0098 220.25Platinum
2006.05.26 00:00:009EEMISsellout3.053K32.416140.00-2.241 343.3299 561.33
2006.06.13 00:00:0010EEMISbuyin3.654K27.368150.000.000.0099 561.33Platinum
2006.06.15 00:00:0011EEMISsellout3.654K28.686160.00-1.534 815.97104 375.77
2007.03.05 00:00:0012EEMISbuyin2.842K35.185180.000.000.00104 375.77Platinum
2007.03.07 00:00:0013EEMISsellout2.842K36.350190.00-0.603 310.93107 686.10
2008.03.17 00:00:0014EEMISbuyin2.376K42.088200.000.000.00107 686.10Platinum
2008.03.19 00:00:0015EEMISsellout2.376K44.350210.00-0.505 374.51113 060.11
2008.06.11 00:00:0016EEMISbuyin2.12K46.533220.000.000.00113 060.11Platinum
2008.07.17 00:00:0017EEMISsellout2.12K43.709230.00-8.36-5 986.88107 064.87
2008.11.20 00:00:0018EEMISbuyin5.131K19.473260.000.000.00107 064.87Platinum
2008.11.24 00:00:0019EEMISsellout5.131K20.800270.00-1.086 808.84113 872.63
2009.02.27 00:00:0020EEMISbuyin4.759K21.012290.000.000.00113 872.63Platinum
2009.03.05 00:00:0021EEMISsellout4.759K20.890300.00-2.99-580.60113 289.04
2009.06.23 00:00:0022EEMISbuyin3.272K30.294310.000.000.00113 289.04Platinum
2009.06.26 00:00:0023EEMISsellout3.272K32.159320.00-1.716 102.28119 389.61
2010.01.29 00:00:0024EEMISbuyin2.554K38.313360.000.000.00119 389.61Platinum
2010.02.02 00:00:0025EEMISsellout2.554K39.389370.00-0.542 748.10122 137.17
2010.05.20 00:00:0026EEMISbuyin2.731K36.611380.000.000.00122 137.17Platinum
2010.05.24 00:00:0027EEMISsellout2.731K37.369390.00-0.582 070.10124 206.69
2010.05.24 00:00:0028EEMISbuyin2.676K36.967400.000.000.00124 206.69Platinum
2010.05.28 00:00:0029EEMISsellout2.676K38.520410.00-1.684 155.83128 360.84
2010.07.01 00:00:0030EEMISbuyin2.667K36.946420.000.000.00128 360.84Platinum
2010.07.07 00:00:0031EEMISsellout2.667K38.399430.00-1.123 875.15132 234.87
2010.11.16 00:00:0032EEMISbuyin2.178K45.911470.000.000.00132 234.87Platinum
2010.11.19 00:00:0033EEMISsellout2.178K46.259480.00-1.14757.94132 991.67
2011.08.10 00:00:0034EEMISbuyin2.496K40.062500.000.000.00132 991.67Platinum
2011.08.12 00:00:0035EEMISsellout2.496K41.319510.00-1.043 137.47136 128.10
2011.09.13 00:00:0036EEMISbuyin2.517K39.530520.000.000.00136 128.10Platinum
2011.09.28 00:00:0037EEMISsellout2.517K37.399530.00-3.92-5 363.73130 760.45
2012.05.17 00:00:0038EEMISbuyin2.621K37.788540.000.000.00130 760.45Platinum
2012.05.22 00:00:0039EEMISsellout2.621K38.139550.00-0.81919.97131 679.61
2012.05.23 00:00:0040EEMISbuyin2.675K37.386560.000.000.00131 679.61Platinum
2012.05.30 00:00:0041EEMISsellout2.675K37.469570.00-1.96222.03131 899.68
2013.08.07 00:00:0042EEMISbuyin2.591K38.570630.000.000.00131 899.68Platinum
2013.08.09 00:00:0043EEMISsellout2.591K39.289640.00-1.081 862.93133 761.53
2014.01.27 00:00:0044EEMISbuyin2.612K37.858650.000.000.00133 761.53Platinum
2014.02.07 00:00:0045EEMISsellout2.612K38.810660.00-3.532 486.62136 244.62
2014.12.15 00:00:0046EEMISbuyin2.603K37.957700.000.000.00136 244.62Platinum
2014.12.19 00:00:0047EEMISsellout2.603K38.639710.00-1.631 775.25138 018.24
2015.03.06 00:00:0048EEMISbuyin2.529K39.470720.000.000.00138 018.24Platinum
2015.03.18 00:00:0049EEMISsellout2.529K39.119730.00-2.61-887.68137 127.95
2015.08.20 00:00:0050EEMISbuyin2.952K33.871780.000.000.00137 127.95Platinum
2015.08.27 00:00:0051EEMISsellout2.952K33.409790.00-2.17-1 363.82135 761.96
2015.09.25 00:00:0052EEMISbuyin3.036K32.144800.000.000.00135 761.96Platinum
2015.10.01 00:00:0053EEMISsellout3.036K33.049810.00-1.592 747.58138 507.95
2015.12.11 00:00:0054EEMISbuyin3.146K31.791820.000.000.00138 507.95Platinum
2015.12.16 00:00:0055EEMISsellout3.146K32.799830.00-0.993 171.17141 678.13
2016.05.09 00:00:0056EEMISbuyin3.052K32.501870.000.000.00141 678.13Platinum
2016.05.26 00:00:0057EEMISsellout3.052K33.130880.00-6.081 919.71143 591.76
2016.11.04 00:00:0058EEMISbuyin2.777K35.936890.000.000.00143 591.76Platinum
2016.11.08 00:00:0059EEMISsellout2.777K37.060900.00-0.583 121.35146 712.53
0.00 -61.53 46 774.06 146 712.53