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=2
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: 3988 Ticks: 15952 Ativos: 1
Lucro Líquido Total: 6 845.33 Rebaixamento Absoluto do Saldo : 1 641.84 Rebaixamento Absoluto do Capital Líquido: 4 652.96
Lucro Bruto: 8 487.17 Rebaixamento Máximo do Saldo : 1 641.84 (1.64%) Rebaixamento Máximo do Capital Líquido: 4 652.96 (4.65%)
Perda Bruta: -1 641.84 Rebaixamento Relativo do Saldo : 1.64% (1 641.84) Rebaixamento Relativo do Capital Líquido: 4.65% (4 652.96)
Fator de Lucro: 5.17 Retorno Esperado (Payoff): 342.27 Nível de Margem: 5566.51%
Fator de Recuperação: 1.47 Índice de Sharpe: 0.48 Z-Pontuação: 2.00 (95.45%)
AHPR: 1.0033 (0.33%) Correlação LR : 0.82 Resultado OnTester: 0
GHPR: 1.0033 (0.33%) Erro Padrão LR : 1 431.95
Total de Negociações: 20 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 20 (95.00%)
Ofertas Total: 40 Negociações com Lucro (% of total): 19 (95.00%) Negociações com Perda (% of total): 1 (5.00%)
Maior lucro da negociação: 1 790.50 Maior perda na Negociação: -1 641.84
Média lucro da negociação: 446.69 Média perda na Negociação: -1 641.84
Máximo ganhos consecutivos ($): 10 (0.00) Máximo perdas consecutivas ($): 1 (-1 641.84)
Máxima lucro consecutivo (contagem): 8 487.17 (9) Máxima perda consecutiva (contagem): -1 641.84 (1)
Média ganhos consecutivos: 10 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.84 Correlação (Lucros,MAE): 0.44 Correlação(MFE,MAE): -0.0586
Graph
Tempo mínimo de duração da posição: 48:00:00 Tempo máximo de duração da posição: 264:00:00 Tempo médio de duração da posição: 108:00:00
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 / 10.00112002003.01.22 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 / 0.00133502003.07.31 00:00:00canceledPlatinum
2003.07.31 00:00:005BRA50ISbuy limit10.00 / 0.00132002003.08.01 00:00:00canceledPlatinum
2003.08.01 00:00:006BRA50ISbuy limit10.00 / 10.00133002003.08.01 00:00:00filledPlatinum
2003.08.08 00:00:007BRA50ISsell10.00 / 10.00133302003.08.08 00:00:00filled
2004.02.05 00:00:008BRA50ISbuy limit10.00 / 10.00212452004.02.05 00:00:00filledPlatinum
2004.02.09 00:00:009BRA50ISsell10.00 / 10.00219652004.02.09 00:00:00filled
2005.03.30 00:00:0010BRA50ISbuy limit10.00 / 0.00253252005.03.31 00:00:00canceledPlatinum
2005.05.16 00:00:0011BRA50ISbuy limit10.00 / 0.00234052005.05.17 00:00:00canceledPlatinum
2005.07.08 00:00:0012BRA50ISbuy limit10.00 / 0.00239552005.07.11 00:00:00canceledPlatinum
2005.07.11 00:00:0013BRA50ISbuy limit10.00 / 0.00239302005.07.12 00:00:00canceledPlatinum
2006.05.19 00:00:0014BRA50ISbuy limit10.00 / 0.00370502006.05.22 00:00:00canceledPlatinum
2006.05.22 00:00:0015BRA50ISbuy limit10.00 / 10.00369752006.05.22 00:00:00filledPlatinum
2006.05.26 00:00:0016BRA50ISsell10.00 / 10.00375702006.05.26 00:00:00filled
2006.06.14 00:00:0017BRA50ISbuy limit10.00 / 10.00321902006.06.14 00:00:00filledPlatinum
2006.06.19 00:00:0018BRA50ISsell10.00 / 10.00344052006.06.19 00:00:00filled
2007.08.17 00:00:0019BRA50ISbuy limit10.00 / 10.00470552007.08.17 00:00:00filledPlatinum
2007.08.22 00:00:0020BRA50ISsell10.00 / 10.00498152007.08.22 00:00:00filled
2007.12.18 00:00:0021BRA50ISbuy limit10.00 / 0.00586302007.12.19 00:00:00canceledPlatinum
2008.06.11 00:00:0022BRA50ISbuy limit10.00 / 0.00664152008.06.12 00:00:00canceledPlatinum
2008.06.12 00:00:0023BRA50ISbuy limit10.00 / 0.00654552008.06.13 00:00:00canceledPlatinum
2008.07.28 00:00:0024BRA50ISbuy limit10.00 / 0.00560502008.07.29 00:00:00canceledPlatinum
2008.07.29 00:00:0025BRA50ISbuy limit10.00 / 0.00557302008.07.30 00:00:00canceledPlatinum
2008.09.09 00:00:0026BRA50ISbuy limit10.00 / 10.00497002008.09.09 00:00:00filledPlatinum
2008.09.12 00:00:0027BRA50ISsell10.00 / 10.00512652008.09.12 00:00:00filled
2008.10.10 00:00:0028BRA50ISbuy limit10.00 / 10.00363402008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0029BRA50ISsell10.00 / 10.00408302008.10.14 00:00:00filled
2008.10.24 00:00:0030BRA50ISbuy limit10.00 / 10.00331402008.10.24 00:00:00filledPlatinum
2008.10.29 00:00:0031BRA50ISsell10.00 / 10.00333852008.10.29 00:00:00filled
2008.11.24 00:00:0032BRA50ISbuy limit10.00 / 0.00306252008.11.25 00:00:00canceledPlatinum
2008.12.26 00:00:0033BRA50ISbuy limit10.00 / 0.00357402008.12.29 00:00:00canceledPlatinum
2009.07.10 00:00:0034BRA50ISbuy limit10.00 / 0.00481902009.07.13 00:00:00canceledPlatinum
2009.07.14 00:00:0035BRA50ISbuy limit10.00 / 0.00482002009.07.15 00:00:00canceledPlatinum
2009.07.15 00:00:0036BRA50ISbuy limit10.00 / 0.00478952009.07.16 00:00:00canceledPlatinum
2010.02.01 00:00:0037BRA50ISbuy limit10.00 / 0.00640902010.02.02 00:00:00canceledPlatinum
2010.03.22 00:00:0038BRA50ISbuy limit10.00 / 0.00674502010.03.23 00:00:00canceledPlatinum
2010.05.20 00:00:0039BRA50ISbuy limit10.00 / 10.00584902010.05.20 00:00:00filledPlatinum
2010.05.24 00:00:0040BRA50ISsell10.00 / 10.00602502010.05.24 00:00:00filled
2010.05.24 00:00:0041BRA50ISbuy limit10.00 / 0.00590502010.05.25 00:00:00canceledPlatinum
2010.05.26 00:00:0042BRA50ISbuy limit10.00 / 0.00579952010.05.27 00:00:00canceledPlatinum
2010.08.27 00:00:0043BRA50ISbuy limit10.00 / 0.00625902010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0044BRA50ISbuy limit10.00 / 0.00629752010.09.01 00:00:00canceledPlatinum
2010.11.17 00:00:0045BRA50ISbuy limit10.00 / 0.00678052010.11.18 00:00:00canceledPlatinum
2010.12.01 00:00:0046BRA50ISbuy limit10.00 / 0.00663502010.12.02 00:00:00canceledPlatinum
2011.01.31 00:00:0047BRA50ISbuy limit10.00 / 0.00653602011.02.01 00:00:00canceledPlatinum
2011.02.01 00:00:0048BRA50ISbuy limit10.00 / 0.00652402011.02.02 00:00:00canceledPlatinum
2011.04.15 00:00:0049BRA50ISbuy limit10.00 / 0.00649502011.04.18 00:00:00canceledPlatinum
2011.04.19 00:00:0050BRA50ISbuy limit10.00 / 0.00641052011.04.20 00:00:00canceledPlatinum
2011.05.06 00:00:0051BRA50ISbuy limit10.00 / 0.00621352011.05.09 00:00:00canceledPlatinum
2011.07.13 00:00:0052BRA50ISbuy limit10.00 / 0.00585052011.07.14 00:00:00canceledPlatinum
2011.07.14 00:00:0053BRA50ISbuy limit10.00 / 0.00594502011.07.15 00:00:00canceledPlatinum
2011.07.15 00:00:0054BRA50ISbuy limit10.00 / 0.00584802011.07.18 00:00:00canceledPlatinum
2011.07.18 00:00:0055BRA50ISbuy limit10.00 / 0.00582852011.07.19 00:00:00canceledPlatinum
2011.07.19 00:00:0056BRA50ISbuy limit10.00 / 0.00576602011.07.20 00:00:00canceledPlatinum
2011.11.24 00:00:0057BRA50ISbuy limit10.00 / 0.00538702011.11.25 00:00:00canceledPlatinum
2011.11.28 00:00:0058BRA50ISbuy limit10.00 / 0.00537902011.11.29 00:00:00canceledPlatinum
2012.03.23 00:00:0059BRA50ISbuy limit10.00 / 0.00645102012.03.26 00:00:00canceledPlatinum
2012.03.26 00:00:0060BRA50ISbuy limit10.00 / 0.00644952012.03.27 00:00:00canceledPlatinum
2012.03.29 00:00:0061BRA50ISbuy limit10.00 / 0.00637752012.03.30 00:00:00canceledPlatinum
2012.03.30 00:00:0062BRA50ISbuy limit10.00 / 0.00635752012.04.02 00:00:00canceledPlatinum
2012.04.02 00:00:0063BRA50ISbuy limit10.00 / 0.00632202012.04.03 00:00:00canceledPlatinum
2012.04.05 00:00:0064BRA50ISbuy limit10.00 / 0.00622552012.04.09 00:00:00canceledPlatinum
2012.05.14 00:00:0065BRA50ISbuy limit10.00 / 10.00582552012.05.14 00:00:00filledPlatinum
2012.05.22 00:00:0066BRA50ISsell10.00 / 10.00565852012.05.22 00:00:00filled
2012.06.29 00:00:0067BRA50ISbuy limit10.00 / 0.00515952012.07.02 00:00:00canceledPlatinum
2012.09.03 00:00:0068BRA50ISbuy limit10.00 / 0.00559202012.09.04 00:00:00canceledPlatinum
2012.10.04 00:00:0069BRA50ISbuy limit10.00 / 0.00574552012.10.05 00:00:00canceledPlatinum
2012.10.05 00:00:0070BRA50ISbuy limit10.00 / 0.00572852012.10.08 00:00:00canceledPlatinum
2012.10.29 00:00:0071BRA50ISbuy limit10.00 / 0.00561302012.10.30 00:00:00canceledPlatinum
2012.10.30 00:00:0072BRA50ISbuy limit10.00 / 0.00560302012.10.31 00:00:00canceledPlatinum
2012.11.19 00:00:0073BRA50ISbuy limit10.00 / 0.00542902012.11.21 00:00:00canceledPlatinum
2013.02.15 00:00:0074BRA50ISbuy limit10.00 / 0.00569152013.02.18 00:00:00canceledPlatinum
2013.02.18 00:00:0075BRA50ISbuy limit10.00 / 0.00567402013.02.19 00:00:00canceledPlatinum
2013.02.19 00:00:0076BRA50ISbuy limit10.00 / 0.00564602013.02.20 00:00:00canceledPlatinum
2013.02.20 00:00:0077BRA50ISbuy limit10.00 / 10.00561652013.02.20 00:00:00filledPlatinum
2013.03.07 00:00:0078BRA50ISsell10.00 / 10.00579352013.03.07 00:00:00filled
2013.03.21 00:00:0079BRA50ISbuy limit10.00 / 0.00549102013.03.22 00:00:00canceledPlatinum
2013.03.22 00:00:0080BRA50ISbuy limit10.00 / 0.00544652013.03.25 00:00:00canceledPlatinum
2013.03.25 00:00:0081BRA50ISbuy limit10.00 / 0.00541352013.03.26 00:00:00canceledPlatinum
2013.03.26 00:00:0082BRA50ISbuy limit10.00 / 0.00537752013.03.27 00:00:00canceledPlatinum
2013.06.18 00:00:0083BRA50ISbuy limit10.00 / 0.00481052013.06.19 00:00:00canceledPlatinum
2013.07.10 00:00:0084BRA50ISbuy limit10.00 / 0.00441752013.07.11 00:00:00canceledPlatinum
2013.08.07 00:00:0085BRA50ISbuy limit10.00 / 0.00464702013.08.08 00:00:00canceledPlatinum
2013.09.30 00:00:0086BRA50ISbuy limit10.00 / 10.00526602013.09.30 00:00:00filledPlatinum
2013.10.15 00:00:0087BRA50ISsell10.00 / 10.00541752013.10.15 00:00:00filled
2014.01.27 00:00:0088BRA50ISbuy limit10.00 / 0.00468302014.01.28 00:00:00canceledPlatinum
2014.01.28 00:00:0089BRA50ISbuy limit10.00 / 0.00467452014.01.29 00:00:00canceledPlatinum
2014.09.10 00:00:0090BRA50ISbuy limit10.00 / 10.00575002014.09.10 00:00:00filledPlatinum
2014.09.16 00:00:0091BRA50ISsell10.00 / 10.00579452014.09.16 00:00:00filled
2014.09.26 00:00:0092BRA50ISbuy limit10.00 / 0.00548402014.09.27 00:00:01canceledPlatinum
2014.10.24 00:00:0093BRA50ISbuy limit10.00 / 0.00496952014.10.27 00:00:00canceledPlatinum
2015.03.06 00:00:0094BRA50ISbuy limit10.00 / 0.00493602015.03.09 00:00:00canceledPlatinum
2015.03.09 00:00:0095BRA50ISbuy limit10.00 / 10.00489802015.03.09 00:00:00filledPlatinum
2015.03.18 00:00:0096BRA50ISsell10.00 / 10.00502802015.03.18 00:00:00filled
2015.07.25 00:00:0197BRA50ISbuy limit10.00 / 0.00482602015.07.27 00:00:00canceledPlatinum
2015.07.28 00:00:0098BRA50ISbuy limit10.00 / 0.00477602015.07.29 00:00:00canceledPlatinum
2015.08.17 00:00:0099BRA50ISbuy limit10.00 / 0.00465552015.08.18 00:00:00canceledPlatinum
2015.08.18 00:00:00100BRA50ISbuy limit10.00 / 0.00462702015.08.19 00:00:00canceledPlatinum
2015.08.20 00:00:00101BRA50ISbuy limit10.00 / 0.00456552015.08.21 00:00:00canceledPlatinum
2015.09.27 00:00:01102BRA50ISbuy limit10.00 / 0.00439352015.09.28 00:00:00canceledPlatinum
2015.09.28 00:00:00103BRA50ISbuy limit10.00 / 10.00439352015.09.28 00:00:00filledPlatinum
2015.10.01 00:00:00104BRA50ISsell10.00 / 10.00450602015.10.01 00:00:00filled
2015.10.29 00:00:00105BRA50ISbuy limit10.00 / 10.00458052015.10.29 00:00:00filledPlatinum
2015.11.04 00:00:00106BRA50ISsell10.00 / 10.00480552015.11.04 00:00:00filled
2015.12.08 00:00:00107BRA50ISbuy limit10.00 / 10.00443152015.12.08 00:00:00filledPlatinum
2015.12.10 00:00:00108BRA50ISsell10.00 / 10.00460802015.12.10 00:00:00filled
2015.12.15 00:00:00109BRA50ISbuy limit10.00 / 0.00438502015.12.16 00:00:00canceledPlatinum
2016.01.14 00:00:00110BRA50ISbuy limit10.00 / 0.00381602016.01.15 00:00:00canceledPlatinum
2016.05.24 00:00:00111BRA50ISbuy limit10.00 / 0.00483452016.05.25 00:00:00canceledPlatinum
2017.09.28 00:00:00112BRA50ISbuy limit10.00 / 0.00723202017.09.29 00:00:00canceledPlatinum
2017.09.29 00:00:00113BRA50ISbuy limit10.00 / 0.00720952017.10.02 00:00:00canceledPlatinum
2017.12.01 00:00:00114BRA50ISbuy limit10.00 / 0.00705302017.12.04 00:00:00canceledPlatinum
2018.05.28 00:00:00115BRA50ISbuy limit10.00 / 10.00773152018.05.28 00:00:00filledPlatinum
2018.06.05 00:00:00116BRA50ISsell10.00 / 10.00785952018.06.05 00:00:00filled
2018.06.14 00:00:00117BRA50ISbuy limit10.00 / 0.00706802018.06.15 00:00:00canceledPlatinum
2018.06.15 00:00:00118BRA50ISbuy limit10.00 / 10.00699902018.06.15 00:00:00filledPlatinum
2018.06.20 00:00:00119BRA50ISsell10.00 / 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 00:00:002BRA50ISbuyin10.001120020.000.000.00100 000.00Platinum
2003.01.30 00:00:003BRA50ISsellout10.001087030.000.000.00100 000.00
2003.08.01 00:00:004BRA50ISbuyin10.001330060.000.000.00100 000.00Platinum
2003.08.08 00:00:005BRA50ISsellout10.001333070.000.000.00100 000.00
2004.02.05 00:00:006BRA50ISbuyin10.002124580.000.000.00100 000.00Platinum
2004.02.09 00:00:007BRA50ISsellout10.002196590.000.000.00100 000.00
2006.05.22 00:00:008BRA50ISbuyin10.0036975150.000.000.00100 000.00Platinum
2006.05.26 00:00:009BRA50ISsellout10.0037570160.000.000.00100 000.00
2006.06.14 00:00:0010BRA50ISbuyin10.0032190170.000.000.00100 000.00Platinum
2006.06.19 00:00:0011BRA50ISsellout10.0034405180.000.000.00100 000.00
2007.08.17 00:00:0012BRA50ISbuyin10.0047055190.000.000.00100 000.00Platinum
2007.08.22 00:00:0013BRA50ISsellout10.0049815200.000.000.00100 000.00
2008.09.09 00:00:0014BRA50ISbuyin10.0049700260.000.000.00100 000.00Platinum
2008.09.12 00:00:0015BRA50ISsellout10.0051265270.000.000.00100 000.00
2008.10.10 00:00:0016BRA50ISbuyin10.0036340280.000.000.00100 000.00Platinum
2008.10.14 00:00:0017BRA50ISsellout10.0040830290.000.000.00100 000.00
2008.10.24 00:00:0018BRA50ISbuyin10.0033140300.000.000.00100 000.00Platinum
2008.10.29 00:00:0019BRA50ISsellout10.0033385310.000.000.00100 000.00
2010.05.20 00:00:0020BRA50ISbuyin10.0058490390.000.000.00100 000.00Platinum
2010.05.24 00:00:0021BRA50ISsellout10.0060250400.000.000.00100 000.00
2012.05.14 00:00:0022BRA50ISbuyin10.0058255650.000.000.00100 000.00Platinum
2012.05.22 00:00:0023BRA50ISsellout10.0056585660.000.00-1 641.8498 358.16
2013.02.20 00:00:0024BRA50ISbuyin10.0056165770.000.000.0098 358.16Platinum
2013.03.07 00:00:0025BRA50ISsellout10.0057935780.000.001 790.50100 148.66
2013.09.30 00:00:0026BRA50ISbuyin10.0052660860.000.000.00100 148.66Platinum
2013.10.15 00:00:0027BRA50ISsellout10.0054175870.000.001 386.85101 535.51
2014.09.10 00:00:0028BRA50ISbuyin10.0057500900.000.000.00101 535.51Platinum
2014.09.16 00:00:0029BRA50ISsellout10.0057945910.000.00380.34101 915.85
2015.03.09 00:00:0030BRA50ISbuyin10.0048980950.000.000.00101 915.85Platinum
2015.03.18 00:00:0031BRA50ISsellout10.0050280960.000.00798.60102 714.45
2015.09.28 00:00:0032BRA50ISbuyin10.00439351030.000.000.00102 714.45Platinum
2015.10.01 00:00:0033BRA50ISsellout10.00450601040.000.00563.57103 278.02
2015.10.29 00:00:0034BRA50ISbuyin10.00458051050.000.000.00103 278.02Platinum
2015.11.04 00:00:0035BRA50ISsellout10.00480551060.000.001 192.12104 470.14
2015.12.08 00:00:0036BRA50ISbuyin10.00443151070.000.000.00104 470.14Platinum
2015.12.10 00:00:0037BRA50ISsellout10.00460801080.000.00943.57105 413.71
2018.05.28 00:00:0038BRA50ISbuyin10.00773151150.000.000.00105 413.71Platinum
2018.06.05 00:00:0039BRA50ISsellout10.00785951160.000.00682.65106 096.36
2018.06.15 00:00:0040BRA50ISbuyin10.00699901180.000.000.00106 096.36Platinum
2018.06.20 00:00:0041BRA50ISsellout10.00713951190.000.00748.97106 845.33
0.00 0.00 6 845.33 106 845.33