Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: USA500IS
Período: Daily (2003.01.01 - 2019.01.01)
Parâmetros de entrada: InpOrderTypeAllowed=2
InpEntryDaysCloseAboveBelow=7
InpEnableMa200Filter=false
InpEntryPercentageDifference=1
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: 4055 Ticks: 16220 Ativos: 1
Lucro Líquido Total: 27 353.65 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 6 181.74
Lucro Bruto: 37 561.17 Rebaixamento Máximo do Saldo : 6 319.51 (4.93%) Rebaixamento Máximo do Capital Líquido: 17 213.51 (15.50%)
Perda Bruta: -10 207.52 Rebaixamento Relativo do Saldo : 4.93% (6 319.51) Rebaixamento Relativo do Capital Líquido: 15.50% (17 213.51)
Fator de Lucro: 3.68 Retorno Esperado (Payoff): 976.92 Nível de Margem: 9469.23%
Fator de Recuperação: 1.59 Índice de Sharpe: 0.51 Z-Pontuação: -1.21 (77.37%)
AHPR: 1.0088 (0.88%) Correlação LR : 0.88 Resultado OnTester: 0
GHPR: 1.0087 (0.87%) Erro Padrão LR : 4 559.80
Total de Negociações: 28 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 28 (67.86%)
Ofertas Total: 56 Negociações com Lucro (% of total): 19 (67.86%) Negociações com Perda (% of total): 9 (32.14%)
Maior lucro da negociação: 5 310.75 Maior perda na Negociação: -3 378.75
Média lucro da negociação: 1 976.90 Média perda na Negociação: -1 134.17
Máximo ganhos consecutivos ($): 8 (21 096.89) Máximo perdas consecutivas ($): 3 (-6 319.51)
Máxima lucro consecutivo (contagem): 21 096.89 (8) Máxima perda consecutiva (contagem): -6 319.51 (3)
Média ganhos consecutivos: 4 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.91 Correlação (Lucros,MAE): 0.27 Correlação(MFE,MAE): 0.1229
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 144:00:00 Tempo médio de duração da posição: 58:17:08
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.02.13 00:00:002USA500ISbuy limit2.45 / 2.45808.502003.02.13 00:00:00filledPlatinum
2003.02.17 00:00:003USA500ISsell2.45 / 2.45839.252003.02.17 00:00:00filled
2005.01.10 00:00:004USA500ISbuy limit1.68 / 1.681174.502005.01.11 00:00:00expiredexpired [2005.01.11 00:00]
2005.09.21 00:00:005USA500ISbuy limit1.63 / 1.631215.252005.09.21 00:00:00filledPlatinum
2005.09.29 00:00:006USA500ISsell1.63 / 1.631222.502005.09.29 00:00:00filled
2005.10.12 00:00:007USA500ISbuy limit1.68 / 1.681176.502005.10.13 00:00:00expiredexpired [2005.10.13 00:00]
2005.10.13 00:00:008USA500ISbuy limit1.70 / 1.701166.752005.10.14 00:00:00expiredexpired [2005.10.14 00:00]
2005.10.14 00:00:009USA500ISbuy limit1.70 / 1.701166.252005.10.17 00:00:00expiredexpired [2005.10.17 00:00]
2006.05.19 00:00:0010USA500ISbuy limit1.58 / 1.581250.252006.05.22 00:00:00expiredexpired [2006.05.22 00:00]
2006.06.14 00:00:0011USA500ISbuy limit1.62 / 1.621220.252006.06.15 00:00:00expiredexpired [2006.06.15 00:00]
2007.03.02 00:00:0012USA500ISbuy limit1.42 / 1.421391.002007.03.02 00:00:00filledPlatinum
2007.03.05 00:00:0013USA500ISsell1.42 / 1.421387.002007.03.05 00:00:00filled
2007.03.05 00:00:0014USA500ISbuy limit1.44 / 1.441372.002007.03.05 00:00:00filledPlatinum
2007.03.07 00:00:0015USA500ISsell1.44 / 1.441395.252007.03.07 00:00:00filled
2007.11.16 00:00:0016USA500ISbuy limit1.37 / 1.371443.502007.11.19 00:00:00expiredexpired [2007.11.19 00:00]
2008.01.08 00:00:0017USA500ISbuy limit1.41 / 1.411407.252008.01.08 00:00:00filledPlatinum
2008.01.10 00:00:0018USA500ISsell1.41 / 1.411412.502008.01.10 00:00:00filled
2008.01.23 00:00:0019USA500ISbuy limit1.52 / 1.521296.252008.01.23 00:00:00filledPlatinum
2008.01.24 00:00:0020USA500ISsell1.52 / 1.521342.252008.01.24 00:00:00filled
2008.10.08 00:00:0021USA500ISbuy limit1.99 / 1.99995.752008.10.08 00:00:00filledPlatinum
2008.10.14 00:00:0022USA500ISsell1.99 / 1.991012.002008.10.14 00:00:00filled
2008.10.16 00:00:0023USA500ISbuy limit2.21 / 2.21894.252008.10.16 00:00:00filledPlatinum
2008.10.17 00:00:0024USA500ISsell2.21 / 2.21941.002008.10.17 00:00:00filled
2008.12.24 00:00:0025USA500ISbuy limit2.33 / 2.33850.002008.12.26 00:00:00expiredexpired [2008.12.26 00:00]
2009.03.03 00:00:0026USA500ISbuy limit2.84 / 2.84698.502009.03.03 00:00:00filledPlatinum
2009.03.05 00:00:0027USA500ISsell2.84 / 2.84709.502009.03.05 00:00:00filled
2009.03.06 00:00:0028USA500ISbuy limit2.91 / 2.91679.252009.03.06 00:00:00filledPlatinum
2009.03.11 00:00:0029USA500ISsell2.91 / 2.91715.752009.03.11 00:00:00filled
2009.09.28 00:00:0030USA500ISbuy limit1.92 / 1.921030.502009.09.29 00:00:00expiredexpired [2009.09.29 00:00]
2009.10.02 00:00:0031USA500ISbuy limit1.95 / 1.951017.252009.10.02 00:00:00filledPlatinum
2009.10.06 00:00:0032USA500ISsell1.95 / 1.951036.752009.10.06 00:00:00filled
2009.10.29 00:00:0033USA500ISbuy limit1.92 / 1.921028.002009.10.30 00:00:00expiredexpired [2009.10.30 00:00]
2010.05.20 00:00:0034USA500ISbuy limit1.80 / 1.801099.002010.05.20 00:00:00filledPlatinum
2010.05.24 00:00:0035USA500ISsell1.80 / 1.801085.502010.05.24 00:00:00filled
2010.05.24 00:00:0036USA500ISbuy limit1.84 / 1.841073.752010.05.24 00:00:00filledPlatinum
2010.05.25 00:00:0037USA500ISsell1.84 / 1.841069.502010.05.25 00:00:00filled
2010.05.25 00:00:0038USA500ISbuy limit1.87 / 1.871060.252010.05.25 00:00:00filledPlatinum
2010.05.28 00:00:0039USA500ISsell1.87 / 1.871100.252010.05.28 00:00:00filled
2010.07.01 00:00:0040USA500ISbuy limit1.95 / 1.951016.252010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0041USA500ISsell1.95 / 1.951024.002010.07.07 00:00:00filled
2010.08.16 00:00:0042USA500ISbuy limit1.86 / 1.861065.252010.08.17 00:00:00expiredexpired [2010.08.17 00:00]
2010.08.27 00:00:0043USA500ISbuy limit1.92 / 1.921034.252010.08.30 00:00:00expiredexpired [2010.08.30 00:00]
2011.08.01 00:00:0044USA500ISbuy limit1.53 / 1.531275.502011.08.01 00:00:00filledPlatinum
2011.08.04 00:00:0045USA500ISsell1.53 / 1.531254.252011.08.04 00:00:00filled
2011.08.04 00:00:0046USA500ISbuy limit1.59 / 1.591242.002011.08.04 00:00:00filledPlatinum
2011.08.05 00:00:0047USA500ISsell1.59 / 1.591199.502011.08.05 00:00:00filled
2011.08.05 00:00:0048USA500ISbuy limit1.67 / 1.671186.752011.08.05 00:00:00filledPlatinum
2011.08.10 00:00:0049USA500ISsell1.67 / 1.671171.002011.08.10 00:00:00filled
2011.11.23 00:00:0050USA500ISbuy limit1.69 / 1.691171.002011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0051USA500ISsell1.69 / 1.691190.752011.11.29 00:00:00filled
2012.05.17 00:00:0052USA500ISbuy limit1.51 / 1.511309.252012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0053USA500ISsell1.51 / 1.511315.252012.05.22 00:00:00filled
2012.08.31 00:00:0054USA500ISbuy limit1.43 / 1.431383.002012.09.04 00:00:00expiredexpired [2012.09.04 00:00]
2012.12.31 00:00:0055USA500ISbuy limit1.44 / 1.441370.252013.01.02 00:00:00expiredexpired [2013.01.02 00:00]
2013.09.30 00:00:0056USA500ISbuy limit1.19 / 1.191669.752013.09.30 00:00:00filledPlatinum
2013.10.02 00:00:0057USA500ISsell1.19 / 1.191691.502013.10.02 00:00:00filled
2014.10.08 00:00:0058USA500ISbuy limit1.04 / 1.041908.752014.10.09 00:00:00expiredexpired [2014.10.09 00:00]
2014.12.17 00:00:0059USA500ISbuy limit1.02 / 1.021945.252014.12.18 00:00:00expiredexpired [2014.12.18 00:00]
2015.11.13 00:00:0060USA500ISbuy limit0.98 / 0.982020.002015.11.13 00:00:00filledPlatinum
2015.11.17 00:00:0061USA500ISsell0.98 / 0.982047.752015.11.17 00:00:00filled
2016.01.11 00:00:0062USA500ISbuy limit1.05 / 1.051892.502016.01.12 00:00:00expiredexpired [2016.01.12 00:00]
2016.02.11 00:00:0063USA500ISbuy limit1.09 / 1.091828.252016.02.11 00:00:00filledPlatinum
2016.02.16 00:00:0064USA500ISsell1.09 / 1.091865.252016.02.16 00:00:00filled
2016.06.20 00:00:0065USA500ISbuy limit0.97 / 0.972038.502016.06.21 00:00:00expiredexpired [2016.06.21 00:00]
2016.09.02 00:00:0066USA500ISbuy limit0.92 / 0.922145.502016.09.06 00:00:00expiredexpired [2016.09.06 00:00]
2016.11.03 00:00:0067USA500ISbuy limit0.96 / 0.962071.252016.11.04 00:00:00expiredexpired [2016.11.04 00:00]
2016.11.04 00:00:0068USA500ISbuy limit0.96 / 0.962062.752016.11.07 00:00:00expiredexpired [2016.11.07 00:00]
2016.11.07 00:00:0069USA500ISbuy limit0.95 / 0.952059.252016.11.08 00:00:00expiredexpired [2016.11.08 00:00]
2017.03.09 00:00:0070USA500ISbuy limit0.85 / 0.852340.252017.03.10 00:00:00expiredexpired [2017.03.10 00:00]
2017.06.23 00:00:0071USA500ISbuy limit0.82 / 0.822407.502017.06.26 00:00:00expiredexpired [2017.06.26 00:00]
2017.07.31 00:00:0072USA500ISbuy limit0.81 / 0.812445.502017.08.01 00:00:00expiredexpired [2017.08.01 00:00]
2017.08.01 00:00:0073USA500ISbuy limit0.81 / 0.812443.252017.08.02 00:00:00expiredexpired [2017.08.02 00:00]
2018.10.11 00:00:0074USA500ISbuy limit0.72 / 0.722753.252018.10.11 00:00:00filledPlatinum
2018.10.15 00:00:0075USA500ISsell0.72 / 0.722770.002018.10.15 00:00:00filled
2018.10.15 00:00:0076USA500ISbuy limit0.72 / 0.722740.752018.10.16 00:00:00expiredexpired [2018.10.16 00:00]
2018.10.16 00:00:0077USA500ISbuy limit0.73 / 0.732721.502018.10.17 00:00:00expiredexpired [2018.10.17 00:00]
2018.10.24 00:00:0078USA500ISbuy limit0.73 / 0.732718.752018.10.24 00:00:00filledPlatinum
2018.10.26 00:00:0079USA500ISsell0.73 / 0.732678.002018.10.26 00:00:00filled
2018.10.26 00:00:0080USA500ISbuy limit0.75 / 0.752661.252018.10.26 00:00:00filledPlatinum
2018.10.29 00:00:0081USA500ISsell0.75 / 0.752667.002018.10.29 00:00:00filled
2018.10.29 00:00:0082USA500ISbuy limit0.75 / 0.752642.752018.10.29 00:00:00filledPlatinum
2018.10.30 00:00:0083USA500ISsell0.75 / 0.752639.002018.10.30 00:00:00filled
2018.10.30 00:00:0084USA500ISbuy limit0.76 / 0.762617.002018.10.31 00:00:00expiredexpired [2018.10.31 00:00]
2018.12.20 00:00:0085USA500ISbuy limit0.80 / 0.802479.502018.12.20 00:00:00filledPlatinum
2018.12.27 00:00:0086USA500ISsell0.80 / 0.802470.252018.12.27 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
2003.02.13 00:00:002USA500ISbuyin2.45808.5020.000.000.00100 000.00Platinum
2003.02.17 00:00:003USA500ISsellout2.45839.2530.000.003 766.88103 766.88
2005.09.21 00:00:004USA500ISbuyin1.631215.2550.000.000.00103 766.88Platinum
2005.09.29 00:00:005USA500ISsellout1.631222.5060.000.00590.88104 357.76
2007.03.02 00:00:006USA500ISbuyin1.421391.00120.000.000.00104 357.76Platinum
2007.03.05 00:00:007USA500ISsellout1.421387.00130.000.00-284.00104 073.76
2007.03.05 00:00:008USA500ISbuyin1.441372.00140.000.000.00104 073.76Platinum
2007.03.07 00:00:009USA500ISsellout1.441395.25150.000.001 674.00105 747.76
2008.01.08 00:00:0010USA500ISbuyin1.411407.25170.000.000.00105 747.76Platinum
2008.01.10 00:00:0011USA500ISsellout1.411412.50180.000.00370.13106 117.89
2008.01.23 00:00:0012USA500ISbuyin1.521296.25190.000.000.00106 117.89Platinum
2008.01.24 00:00:0013USA500ISsellout1.521342.25200.000.003 496.00109 613.89
2008.10.08 00:00:0014USA500ISbuyin1.99995.75210.000.000.00109 613.89Platinum
2008.10.14 00:00:0015USA500ISsellout1.991012.00220.000.001 616.88111 230.77
2008.10.16 00:00:0016USA500ISbuyin2.21894.25230.000.000.00111 230.77Platinum
2008.10.17 00:00:0017USA500ISsellout2.21941.00240.000.005 165.88116 396.65
2009.03.03 00:00:0018USA500ISbuyin2.84698.50260.000.000.00116 396.65Platinum
2009.03.05 00:00:0019USA500ISsellout2.84709.50270.000.001 562.00117 958.65
2009.03.06 00:00:0020USA500ISbuyin2.91679.25280.000.000.00117 958.65Platinum
2009.03.11 00:00:0021USA500ISsellout2.91715.75290.000.005 310.75123 269.40
2009.10.02 00:00:0022USA500ISbuyin1.951017.25310.000.000.00123 269.40Platinum
2009.10.06 00:00:0023USA500ISsellout1.951036.75320.000.001 901.25125 170.65
2010.05.20 00:00:0024USA500ISbuyin1.801099.00340.000.000.00125 170.65Platinum
2010.05.24 00:00:0025USA500ISsellout1.801085.50350.000.00-1 215.00123 955.65
2010.05.24 00:00:0026USA500ISbuyin1.841073.75360.000.000.00123 955.65Platinum
2010.05.25 00:00:0027USA500ISsellout1.841069.50370.000.00-391.00123 564.65
2010.05.25 00:00:0028USA500ISbuyin1.871060.25380.000.000.00123 564.65Platinum
2010.05.28 00:00:0029USA500ISsellout1.871100.25390.000.003 740.00127 304.65
2010.07.01 00:00:0030USA500ISbuyin1.951016.25400.000.000.00127 304.65Platinum
2010.07.07 00:00:0031USA500ISsellout1.951024.00410.000.00755.63128 060.28
2011.08.01 00:00:0032USA500ISbuyin1.531275.50440.000.000.00128 060.28Platinum
2011.08.04 00:00:0033USA500ISsellout1.531254.25450.000.00-1 625.63126 434.65
2011.08.04 00:00:0034USA500ISbuyin1.591242.00460.000.000.00126 434.65Platinum
2011.08.05 00:00:0035USA500ISsellout1.591199.50470.000.00-3 378.75123 055.90
2011.08.05 00:00:0036USA500ISbuyin1.671186.75480.000.000.00123 055.90Platinum
2011.08.10 00:00:0037USA500ISsellout1.671171.00490.000.00-1 315.13121 740.77
2011.11.23 00:00:0038USA500ISbuyin1.691171.00500.000.000.00121 740.77Platinum
2011.11.29 00:00:0039USA500ISsellout1.691190.75510.000.001 668.88123 409.65
2012.05.17 00:00:0040USA500ISbuyin1.511309.25520.000.000.00123 409.65Platinum
2012.05.22 00:00:0041USA500ISsellout1.511315.25530.000.00453.00123 862.65
2013.09.30 00:00:0042USA500ISbuyin1.191669.75560.000.000.00123 862.65Platinum
2013.10.02 00:00:0043USA500ISsellout1.191691.50570.000.001 294.13125 156.78
2015.11.13 00:00:0044USA500ISbuyin0.982020.00600.000.000.00125 156.78Platinum
2015.11.17 00:00:0045USA500ISsellout0.982047.75610.000.001 359.75126 516.53
2016.02.11 00:00:0046USA500ISbuyin1.091828.25630.000.000.00126 516.53Platinum
2016.02.16 00:00:0047USA500ISsellout1.091865.25640.000.002 016.50128 533.03
2018.10.11 00:00:0048USA500ISbuyin0.722753.25740.000.000.00128 533.03Platinum
2018.10.15 00:00:0049USA500ISsellout0.722770.00750.000.00603.00129 136.03
2018.10.24 00:00:0050USA500ISbuyin0.732718.75780.000.000.00129 136.03Platinum
2018.10.26 00:00:0051USA500ISsellout0.732678.00790.000.00-1 487.38127 648.65
2018.10.26 00:00:0052USA500ISbuyin0.752661.25800.000.000.00127 648.65Platinum
2018.10.29 00:00:0053USA500ISsellout0.752667.00810.000.00215.63127 864.28
2018.10.29 00:00:0054USA500ISbuyin0.752642.75820.000.000.00127 864.28Platinum
2018.10.30 00:00:0055USA500ISsellout0.752639.00830.000.00-140.63127 723.65
2018.12.20 00:00:0056USA500ISbuyin0.802479.50850.000.000.00127 723.65Platinum
2018.12.27 00:00:0057USA500ISsellout0.802470.25860.000.00-370.00127 353.65
0.00 0.00 27 353.65 127 353.65