Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: BRA50IS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=1
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: 3988 Ticks: 15952 Ativos: 1
Lucro Líquido Total: -1 864.91 Rebaixamento Absoluto do Saldo : 3 131.79 Rebaixamento Absoluto do Capital Líquido: 5 037.46
Lucro Bruto: 4 015.70 Rebaixamento Máximo do Saldo : 3 998.07 (3.96%) Rebaixamento Máximo do Capital Líquido: 6 314.94 (6.24%)
Perda Bruta: -5 880.61 Rebaixamento Relativo do Saldo : 3.96% (3 998.07) Rebaixamento Relativo do Capital Líquido: 6.24% (6 314.94)
Fator de Lucro: 0.68 Retorno Esperado (Payoff): -62.16 Nível de Margem: 5259.84%
Fator de Recuperação: -0.30 Índice de Sharpe: -0.10 Z-Pontuação: -2.45 (98.57%)
AHPR: 0.9994 (-0.06%) Correlação LR : -0.77 Resultado OnTester: 0
GHPR: 0.9994 (-0.06%) Erro Padrão LR : 687.80
Total de Negociações: 30 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 30 (66.67%)
Ofertas Total: 60 Negociações com Lucro (% of total): 20 (66.67%) Negociações com Perda (% of total): 10 (33.33%)
Maior lucro da negociação: 962.62 Maior perda na Negociação: -2 226.81
Média lucro da negociação: 200.79 Média perda na Negociação: -588.06
Máximo ganhos consecutivos ($): 15 (866.28) Máximo perdas consecutivas ($): 5 (-2 815.09)
Máxima lucro consecutivo (contagem): 1 984.08 (3) Máxima perda consecutiva (contagem): -2 815.09 (5)
Média ganhos consecutivos: 5 Média perdas consecutivas: 3
Graph
Graph
Correlação (Lucros,MFE): 0.33 Correlação (Lucros,MAE): 0.81 Correlação(MFE,MAE): -0.1703
Graph
Tempo mínimo de duração da posição: 48:00:00 Tempo máximo de duração da posição: 192:00:00 Tempo médio de duração da posição: 100:00:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.22 00:00:002BRA50ISbuy limit10.00 / 10.00113152003.01.22 00:00:00filledPlatinum
2003.01.30 00:00:003BRA50ISsell10.00 / 10.00108702003.01.30 00:00:00filled
2003.07.30 00:00:004BRA50ISbuy limit10.00 / 10.00134852003.07.30 00:00:00filledPlatinum
2003.08.08 00:00:005BRA50ISsell10.00 / 10.00133302003.08.08 00:00:00filled
2004.02.05 00:00:006BRA50ISbuy limit10.00 / 10.00214652004.02.05 00:00:00filledPlatinum
2004.02.09 00:00:007BRA50ISsell10.00 / 10.00219652004.02.09 00:00:00filled
2005.03.30 00:00:008BRA50ISbuy limit10.00 / 0.00255802005.03.31 00:00:00canceledPlatinum
2005.05.16 00:00:009BRA50ISbuy limit10.00 / 0.00236452005.05.17 00:00:00canceledPlatinum
2005.07.08 00:00:0010BRA50ISbuy limit10.00 / 0.00242002005.07.11 00:00:00canceledPlatinum
2005.07.11 00:00:0011BRA50ISbuy limit10.00 / 0.00241752005.07.12 00:00:00canceledPlatinum
2006.05.19 00:00:0012BRA50ISbuy limit10.00 / 10.00374252006.05.19 00:00:00filledPlatinum
2006.05.26 00:00:0013BRA50ISsell10.00 / 10.00375702006.05.26 00:00:00filled
2006.06.14 00:00:0014BRA50ISbuy limit10.00 / 10.00325152006.06.14 00:00:00filledPlatinum
2006.06.19 00:00:0015BRA50ISsell10.00 / 10.00344052006.06.19 00:00:00filled
2007.08.17 00:00:0016BRA50ISbuy limit10.00 / 10.00475352007.08.17 00:00:00filledPlatinum
2007.08.21 00:00:0017BRA50ISsell10.00 / 10.00492052007.08.21 00:00:00filled
2007.12.18 00:00:0018BRA50ISbuy limit10.00 / 0.00592252007.12.19 00:00:00canceledPlatinum
2008.06.11 00:00:0019BRA50ISbuy limit10.00 / 10.00670902008.06.11 00:00:00filledPlatinum
2008.06.17 00:00:0020BRA50ISsell10.00 / 10.00672802008.06.17 00:00:00filled
2008.07.28 00:00:0021BRA50ISbuy limit10.00 / 0.00566252008.07.29 00:00:00canceledPlatinum
2008.07.29 00:00:0022BRA50ISbuy limit10.00 / 0.00562952008.07.30 00:00:00canceledPlatinum
2008.09.09 00:00:0023BRA50ISbuy limit10.00 / 10.00502102008.09.09 00:00:00filledPlatinum
2008.09.12 00:00:0024BRA50ISsell10.00 / 10.00512652008.09.12 00:00:00filled
2008.10.10 00:00:0025BRA50ISbuy limit10.00 / 10.00367102008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0026BRA50ISsell10.00 / 10.00408302008.10.14 00:00:00filled
2008.10.24 00:00:0027BRA50ISbuy limit10.00 / 10.00334752008.10.24 00:00:00filledPlatinum
2008.10.29 00:00:0028BRA50ISsell10.00 / 10.00333852008.10.29 00:00:00filled
2008.11.24 00:00:0029BRA50ISbuy limit10.00 / 0.00309402008.11.25 00:00:00canceledPlatinum
2008.12.26 00:00:0030BRA50ISbuy limit10.00 / 0.00361052008.12.29 00:00:00canceledPlatinum
2009.07.10 00:00:0031BRA50ISbuy limit10.00 / 0.00486852009.07.13 00:00:00canceledPlatinum
2009.07.14 00:00:0032BRA50ISbuy limit10.00 / 10.00486952009.07.14 00:00:00filledPlatinum
2009.07.16 00:00:0033BRA50ISsell10.00 / 10.00512902009.07.16 00:00:00filled
2010.02.01 00:00:0034BRA50ISbuy limit10.00 / 0.00647452010.02.02 00:00:00canceledPlatinum
2010.03.22 00:00:0035BRA50ISbuy limit10.00 / 10.00681352010.03.22 00:00:00filledPlatinum
2010.03.24 00:00:0036BRA50ISsell10.00 / 10.00693802010.03.24 00:00:00filled
2010.05.20 00:00:0037BRA50ISbuy limit10.00 / 10.00590902010.05.20 00:00:00filledPlatinum
2010.05.25 00:00:0038BRA50ISsell10.00 / 10.00599102010.05.25 00:00:00filled
2010.05.26 00:00:0039BRA50ISbuy limit10.00 / 0.00585902010.05.27 00:00:00canceledPlatinum
2010.08.27 00:00:0040BRA50ISbuy limit10.00 / 0.00632252010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0041BRA50ISbuy limit10.00 / 0.00636152010.09.01 00:00:00canceledPlatinum
2010.11.17 00:00:0042BRA50ISbuy limit10.00 / 0.00685002010.11.18 00:00:00canceledPlatinum
2010.12.01 00:00:0043BRA50ISbuy limit10.00 / 0.00670302010.12.02 00:00:00canceledPlatinum
2011.01.31 00:00:0044BRA50ISbuy limit10.00 / 0.00660302011.02.01 00:00:00canceledPlatinum
2011.02.01 00:00:0045BRA50ISbuy limit10.00 / 0.00659052011.02.02 00:00:00canceledPlatinum
2011.04.15 00:00:0046BRA50ISbuy limit10.00 / 0.00656102011.04.18 00:00:00canceledPlatinum
2011.04.19 00:00:0047BRA50ISbuy limit10.00 / 0.00647602011.04.20 00:00:00canceledPlatinum
2011.05.06 00:00:0048BRA50ISbuy limit10.00 / 0.00627702011.05.09 00:00:00canceledPlatinum
2011.07.13 00:00:0049BRA50ISbuy limit10.00 / 0.00591052011.07.14 00:00:00canceledPlatinum
2011.07.14 00:00:0050BRA50ISbuy limit10.00 / 10.00600602011.07.14 00:00:00filledPlatinum
2011.07.22 00:00:0051BRA50ISsell10.00 / 10.00602602011.07.22 00:00:00filled
2011.11.24 00:00:0052BRA50ISbuy limit10.00 / 0.00544202011.11.25 00:00:00canceledPlatinum
2011.11.28 00:00:0053BRA50ISbuy limit10.00 / 0.00543402011.11.29 00:00:00canceledPlatinum
2012.03.23 00:00:0054BRA50ISbuy limit10.00 / 0.00651652012.03.26 00:00:00canceledPlatinum
2012.03.26 00:00:0055BRA50ISbuy limit10.00 / 0.00651502012.03.27 00:00:00canceledPlatinum
2012.03.29 00:00:0056BRA50ISbuy limit10.00 / 10.00644252012.03.29 00:00:00filledPlatinum
2012.04.03 00:00:0057BRA50ISsell10.00 / 10.00652152012.04.03 00:00:00filled
2012.04.05 00:00:0058BRA50ISbuy limit10.00 / 0.00628902012.04.09 00:00:00canceledPlatinum
2012.05.14 00:00:0059BRA50ISbuy limit10.00 / 10.00588502012.05.14 00:00:00filledPlatinum
2012.05.22 00:00:0060BRA50ISsell10.00 / 10.00565852012.05.22 00:00:00filled
2012.06.29 00:00:0061BRA50ISbuy limit10.00 / 0.00521252012.07.02 00:00:00canceledPlatinum
2012.09.03 00:00:0062BRA50ISbuy limit10.00 / 0.00564902012.09.04 00:00:00canceledPlatinum
2012.10.04 00:00:0063BRA50ISbuy limit10.00 / 0.00580402012.10.05 00:00:00canceledPlatinum
2012.10.05 00:00:0064BRA50ISbuy limit10.00 / 0.00578702012.10.08 00:00:00canceledPlatinum
2012.10.29 00:00:0065BRA50ISbuy limit10.00 / 10.00567002012.10.29 00:00:00filledPlatinum
2012.10.31 00:00:0066BRA50ISsell10.00 / 10.00576802012.10.31 00:00:00filled
2012.11.19 00:00:0067BRA50ISbuy limit10.00 / 0.00548452012.11.21 00:00:00canceledPlatinum
2013.02.15 00:00:0068BRA50ISbuy limit10.00 / 0.00574952013.02.18 00:00:00canceledPlatinum
2013.02.18 00:00:0069BRA50ISbuy limit10.00 / 0.00573202013.02.19 00:00:00canceledPlatinum
2013.02.19 00:00:0070BRA50ISbuy limit10.00 / 0.00570352013.02.20 00:00:00canceledPlatinum
2013.02.20 00:00:0071BRA50ISbuy limit10.00 / 10.00567352013.02.20 00:00:00filledPlatinum
2013.02.26 00:00:0072BRA50ISsell10.00 / 10.00566152013.02.26 00:00:00filled
2013.03.21 00:00:0073BRA50ISbuy limit10.00 / 10.00554702013.03.21 00:00:00filledPlatinum
2013.03.27 00:00:0074BRA50ISsell10.00 / 10.00556752013.03.27 00:00:00filled
2013.06.18 00:00:0075BRA50ISbuy limit10.00 / 10.00485952013.06.18 00:00:00filledPlatinum
2013.06.27 00:00:0076BRA50ISsell10.00 / 10.00471302013.06.27 00:00:00filled
2013.07.10 00:00:0077BRA50ISbuy limit10.00 / 0.00446252013.07.11 00:00:00canceledPlatinum
2013.08.07 00:00:0078BRA50ISbuy limit10.00 / 0.00469452013.08.08 00:00:00canceledPlatinum
2013.09.30 00:00:0079BRA50ISbuy limit10.00 / 10.00532002013.09.30 00:00:00filledPlatinum
2013.10.07 00:00:0080BRA50ISsell10.00 / 10.00528402013.10.07 00:00:00filled
2014.01.27 00:00:0081BRA50ISbuy limit10.00 / 0.00473052014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0082BRA50ISbuy limit10.00 / 0.00472252014.01.29 00:00:00canceledPlatinum
2014.09.10 00:00:0083BRA50ISbuy limit10.00 / 10.00580902014.09.10 00:00:00filledPlatinum
2014.09.16 00:00:0084BRA50ISsell10.00 / 10.00579452014.09.16 00:00:00filled
2014.09.26 00:00:0085BRA50ISbuy limit10.00 / 0.00554002014.09.27 00:00:01canceledPlatinum
2014.10.24 00:00:0086BRA50ISbuy limit10.00 / 0.00502052014.10.27 00:00:00canceledPlatinum
2015.03.06 00:00:0087BRA50ISbuy limit10.00 / 10.00498602015.03.06 00:00:00filledPlatinum
2015.03.17 00:00:0088BRA50ISsell10.00 / 10.00488452015.03.17 00:00:00filled
2015.07.25 00:00:0189BRA50ISbuy limit10.00 / 0.00487552015.07.27 00:00:00canceledPlatinum
2015.07.28 00:00:0090BRA50ISbuy limit10.00 / 0.00482502015.07.29 00:00:00canceledPlatinum
2015.08.17 00:00:0091BRA50ISbuy limit10.00 / 0.00470302015.08.18 00:00:00canceledPlatinum
2015.08.18 00:00:0092BRA50ISbuy limit10.00 / 10.00467452015.08.18 00:00:00filledPlatinum
2015.08.27 00:00:0093BRA50ISsell10.00 / 10.00460352015.08.27 00:00:00filled
2015.09.27 00:00:0194BRA50ISbuy limit10.00 / 0.00443802015.09.28 00:00:00canceledPlatinum
2015.09.28 00:00:0095BRA50ISbuy limit10.00 / 10.00443802015.09.28 00:00:00filledPlatinum
2015.10.01 00:00:0096BRA50ISsell10.00 / 10.00450602015.10.01 00:00:00filled
2015.10.29 00:00:0097BRA50ISbuy limit10.00 / 10.00462752015.10.29 00:00:00filledPlatinum
2015.11.04 00:00:0098BRA50ISsell10.00 / 10.00480552015.11.04 00:00:00filled
2015.12.08 00:00:0099BRA50ISbuy limit10.00 / 10.00447702015.12.08 00:00:00filledPlatinum
2015.12.10 00:00:00100BRA50ISsell10.00 / 10.00460802015.12.10 00:00:00filled
2015.12.15 00:00:00101BRA50ISbuy limit10.00 / 0.00443002015.12.16 00:00:00canceledPlatinum
2016.01.14 00:00:00102BRA50ISbuy limit10.00 / 10.00385502016.01.14 00:00:00filledPlatinum
2016.01.26 00:00:00103BRA50ISsell10.00 / 10.00380302016.01.26 00:00:00filled
2016.05.24 00:00:00104BRA50ISbuy limit10.00 / 0.00488352016.05.25 00:00:00canceledPlatinum
2017.09.28 00:00:00105BRA50ISbuy limit10.00 / 0.00730552017.09.29 00:00:00canceledPlatinum
2017.09.29 00:00:00106BRA50ISbuy limit10.00 / 0.00728302017.10.02 00:00:00canceledPlatinum
2017.12.01 00:00:00107BRA50ISbuy limit10.00 / 0.00712502017.12.04 00:00:00canceledPlatinum
2018.05.28 00:00:00108BRA50ISbuy limit10.00 / 10.00781052018.05.28 00:00:00filledPlatinum
2018.06.04 00:00:00109BRA50ISsell10.00 / 10.00772402018.06.04 00:00:00filled
2018.06.14 00:00:00110BRA50ISbuy limit10.00 / 10.00714002018.06.14 00:00:00filledPlatinum
2018.06.20 00:00:00111BRA50ISsell10.00 / 10.00713952018.06.20 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
2003.01.22 00:00:002BRA50ISbuyin10.001131520.000.000.00100 000.00Platinum
2003.01.30 00:00:003BRA50ISsellout10.001087030.000.000.00100 000.00
2003.07.30 00:00:004BRA50ISbuyin10.001348540.000.000.00100 000.00Platinum
2003.08.08 00:00:005BRA50ISsellout10.001333050.000.000.00100 000.00
2004.02.05 00:00:006BRA50ISbuyin10.002146560.000.000.00100 000.00Platinum
2004.02.09 00:00:007BRA50ISsellout10.002196570.000.000.00100 000.00
2006.05.19 00:00:008BRA50ISbuyin10.0037425120.000.000.00100 000.00Platinum
2006.05.26 00:00:009BRA50ISsellout10.0037570130.000.000.00100 000.00
2006.06.14 00:00:0010BRA50ISbuyin10.0032515140.000.000.00100 000.00Platinum
2006.06.19 00:00:0011BRA50ISsellout10.0034405150.000.000.00100 000.00
2007.08.17 00:00:0012BRA50ISbuyin10.0047535160.000.000.00100 000.00Platinum
2007.08.21 00:00:0013BRA50ISsellout10.0049205170.000.000.00100 000.00
2008.06.11 00:00:0014BRA50ISbuyin10.0067090190.000.000.00100 000.00Platinum
2008.06.17 00:00:0015BRA50ISsellout10.0067280200.000.000.00100 000.00
2008.09.09 00:00:0016BRA50ISbuyin10.0050210230.000.000.00100 000.00Platinum
2008.09.12 00:00:0017BRA50ISsellout10.0051265240.000.000.00100 000.00
2008.10.10 00:00:0018BRA50ISbuyin10.0036710250.000.000.00100 000.00Platinum
2008.10.14 00:00:0019BRA50ISsellout10.0040830260.000.000.00100 000.00
2008.10.24 00:00:0020BRA50ISbuyin10.0033475270.000.000.00100 000.00Platinum
2008.10.29 00:00:0021BRA50ISsellout10.0033385280.000.000.00100 000.00
2009.07.14 00:00:0022BRA50ISbuyin10.0048695320.000.000.00100 000.00Platinum
2009.07.16 00:00:0023BRA50ISsellout10.0051290330.000.000.00100 000.00
2010.03.22 00:00:0024BRA50ISbuyin10.0068135350.000.000.00100 000.00Platinum
2010.03.24 00:00:0025BRA50ISsellout10.0069380360.000.000.00100 000.00
2010.05.20 00:00:0026BRA50ISbuyin10.0059090370.000.000.00100 000.00Platinum
2010.05.25 00:00:0027BRA50ISsellout10.0059910380.000.000.00100 000.00
2011.07.14 00:00:0028BRA50ISbuyin10.0060060500.000.000.00100 000.00Platinum
2011.07.22 00:00:0029BRA50ISsellout10.0060260510.000.000.00100 000.00
2012.03.29 00:00:0030BRA50ISbuyin10.0064425560.000.000.00100 000.00Platinum
2012.04.03 00:00:0031BRA50ISsellout10.0065215570.000.00866.28100 866.28
2012.05.14 00:00:0032BRA50ISbuyin10.0058850590.000.000.00100 866.28Platinum
2012.05.22 00:00:0033BRA50ISsellout10.0056585600.000.00-2 226.8198 639.47
2012.10.29 00:00:0034BRA50ISbuyin10.0056700650.000.000.0098 639.47Platinum
2012.10.31 00:00:0035BRA50ISsellout10.0057680660.000.00962.6299 602.09
2013.02.20 00:00:0036BRA50ISbuyin10.0056735710.000.000.0099 602.09Platinum
2013.02.26 00:00:0037BRA50ISsellout10.0056615720.000.00-121.5199 480.58
2013.03.21 00:00:0038BRA50ISbuyin10.0055470730.000.000.0099 480.58Platinum
2013.03.27 00:00:0039BRA50ISsellout10.0055675740.000.00202.7299 683.30
2013.06.18 00:00:0040BRA50ISbuyin10.0048595750.000.000.0099 683.30Platinum
2013.06.27 00:00:0041BRA50ISsellout10.0047130760.000.00-1 342.3798 340.93
2013.09.30 00:00:0042BRA50ISbuyin10.0053200790.000.000.0098 340.93Platinum
2013.10.07 00:00:0043BRA50ISsellout10.0052840800.000.00-326.5098 014.43
2014.09.10 00:00:0044BRA50ISbuyin10.0058090830.000.000.0098 014.43Platinum
2014.09.16 00:00:0045BRA50ISsellout10.0057945840.000.00-124.4697 889.97
2015.03.06 00:00:0046BRA50ISbuyin10.0049860870.000.000.0097 889.97Platinum
2015.03.17 00:00:0047BRA50ISsellout10.0048845880.000.00-625.8797 264.10
2015.08.18 00:00:0048BRA50ISbuyin10.0046745920.000.000.0097 264.10Platinum
2015.08.27 00:00:0049BRA50ISsellout10.0046035930.000.00-395.8996 868.21
2015.09.28 00:00:0050BRA50ISbuyin10.0044380950.000.000.0096 868.21Platinum
2015.10.01 00:00:0051BRA50ISsellout10.0045060960.000.00340.6597 208.86
2015.10.29 00:00:0052BRA50ISbuyin10.0046275970.000.000.0097 208.86Platinum
2015.11.04 00:00:0053BRA50ISsellout10.0048055980.000.00943.1098 151.96
2015.12.08 00:00:0054BRA50ISbuyin10.0044770990.000.000.0098 151.96Platinum
2015.12.10 00:00:0055BRA50ISsellout10.00460801000.000.00700.3398 852.29
2016.01.14 00:00:0056BRA50ISbuyin10.00385501020.000.000.0098 852.29Platinum
2016.01.26 00:00:0057BRA50ISsellout10.00380301030.000.00-254.6298 597.67
2018.05.28 00:00:0058BRA50ISbuyin10.00781051080.000.000.0098 597.67Platinum
2018.06.04 00:00:0059BRA50ISsellout10.00772401090.000.00-459.9198 137.76
2018.06.14 00:00:0060BRA50ISbuyin10.00714001100.000.000.0098 137.76Platinum
2018.06.20 00:00:0061BRA50ISsellout10.00713951110.000.00-2.6798 135.09
0.00 0.00 -1 864.91 98 135.09