Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: EFAIS
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: 4082 Ticks: 16328 Ativos: 1
Lucro Líquido Total: 4 871.39 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 17 413.07
Lucro Bruto: 29 015.83 Rebaixamento Máximo do Saldo : 9 612.19 (8.40%) Rebaixamento Máximo do Capital Líquido: 23 509.64 (22.16%)
Perda Bruta: -24 144.44 Rebaixamento Relativo do Saldo : 8.40% (9 612.19) Rebaixamento Relativo do Capital Líquido: 22.16% (23 509.64)
Fator de Lucro: 1.20 Retorno Esperado (Payoff): 180.42 Nível de Margem: 1704.61%
Fator de Recuperação: 0.21 Índice de Sharpe: 0.08 Z-Pontuação: 0.01 (0.80%)
AHPR: 1.0021 (0.21%) Correlação LR : 0.63 Resultado OnTester: 0
GHPR: 1.0018 (0.18%) Erro Padrão LR : 3 476.72
Total de Negociações: 27 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 27 (51.85%)
Ofertas Total: 54 Negociações com Lucro (% of total): 14 (51.85%) Negociações com Perda (% of total): 13 (48.15%)
Maior lucro da negociação: 7 112.87 Maior perda na Negociação: -5 436.37
Média lucro da negociação: 2 072.56 Média perda na Negociação: -1 857.26
Máximo ganhos consecutivos ($): 5 (8 639.50) Máximo perdas consecutivas ($): 4 (-8 936.95)
Máxima lucro consecutivo (contagem): 8 639.50 (5) Máxima perda consecutiva (contagem): -8 936.95 (4)
Média ganhos consecutivos: 2 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.71 Correlação (Lucros,MAE): 0.40 Correlação(MFE,MAE): 0.2972
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 360:00:00 Tempo médio de duração da posição: 112:00:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.03.13 00:00:002EFAISbuy limit3.418K / 0.0028.5252003.03.14 00:00:00canceledPlatinum
2003.07.17 00:00:003EFAISbuy2.768K / 2.768K36.1282003.07.17 00:00:00filledPlatinum
2003.07.24 00:00:004EFAISsell2.768K / 2.768K37.2162003.07.24 00:00:00filled
2003.08.07 00:00:005EFAISbuy limit2.727K / 0.0035.9872003.08.08 00:00:00canceledPlatinum
2004.08.13 00:00:006EFAISbuy limit2.227K / 0.0044.0212004.08.16 00:00:00canceledPlatinum
2004.12.13 00:00:007EFAISbuy limit1.925K / 0.0050.9912004.12.14 00:00:00canceledPlatinum
2005.03.22 00:00:008EFAISbuy limit1.85K / 1.85K53.5452005.03.22 00:00:00filledPlatinum
2005.03.31 00:00:009EFAISsell1.85K / 1.85K53.3292005.03.31 00:00:00filled
2005.07.01 00:00:0010EFAISbuy limit1.907K / 0.0051.8652005.07.05 00:00:00canceledPlatinum
2005.07.05 00:00:0011EFAISbuy limit1.925K / 0.0051.7962005.07.06 00:00:00canceledPlatinum
2005.10.11 00:00:0012EFAISbuy limit1.752K / 0.0056.1032005.10.12 00:00:00canceledPlatinum
2005.11.17 00:00:0013EFAISbuy limit1.754K / 0.0056.0132005.11.18 00:00:00canceledPlatinum
2006.05.17 00:00:0014EFAISbuy limit1.479K / 1.479K67.3792006.05.17 00:00:00filledPlatinum
2006.05.26 00:00:0015EFAISsell1.479K / 1.479K65.9502006.05.26 00:00:00filled
2006.06.13 00:00:0016EFAISbuy1.658K / 1.658K60.3012006.06.13 00:00:00filledPlatinum
2006.06.16 00:00:0017EFAISsell1.658K / 1.658K62.1392006.06.16 00:00:00filled
2006.08.28 00:00:0018EFAISbuy limit1.496K / 0.0066.1112006.08.29 00:00:00canceledPlatinum
2006.12.27 00:00:0019EFAISbuy limit1.372K / 0.0071.6352006.12.28 00:00:00canceledPlatinum
2007.05.02 00:00:0020EFAISbuy limit1.261K / 0.0078.2882007.05.03 00:00:00canceledPlatinum
2008.05.29 00:00:0021EFAISbuy limit1.318K / 0.0075.6862008.05.30 00:00:00canceledPlatinum
2008.05.30 00:00:0022EFAISbuy limit1.305K / 0.0075.5162008.06.02 00:00:00canceledPlatinum
2008.06.04 00:00:0023EFAISbuy limit1.328K / 0.0074.9922008.06.05 00:00:00canceledPlatinum
2008.06.05 00:00:0024EFAISbuy limit1.324K / 0.0074.5572008.06.06 00:00:00canceledPlatinum
2008.06.11 00:00:0025EFAISbuy limit1.372K / 1.372K72.2692008.06.11 00:00:00filledPlatinum
2008.06.17 00:00:0026EFAISsell1.372K / 1.372K73.6592008.06.17 00:00:00filled
2008.06.26 00:00:0027EFAISbuy limit1.445K / 1.445K69.1482008.06.26 00:00:00filledPlatinum
2008.07.17 00:00:0028EFAISsell1.445K / 1.445K66.6202008.07.17 00:00:00filled
2008.08.18 00:00:0029EFAISbuy limit1.568K / 1.568K62.5272008.08.18 00:00:00filledPlatinum
2008.08.22 00:00:0030EFAISsell1.568K / 1.568K62.8292008.08.22 00:00:00filled
2008.09.10 00:00:0031EFAISbuy limit1.676K / 1.676K58.2112008.09.10 00:00:00filledPlatinum
2008.09.15 00:00:0032EFAISsell1.676K / 1.676K57.7492008.09.15 00:00:00filled
2008.10.07 00:00:0033EFAISbuy limit1.949K / 1.949K49.7172008.10.07 00:00:00filledPlatinum
2008.10.14 00:00:0034EFAISsell1.949K / 1.949K50.4092008.10.14 00:00:00filled
2008.10.16 00:00:0035EFAISbuy limit2.259K / 2.259K42.5212008.10.16 00:00:00filledPlatinum
2008.10.21 00:00:0036EFAISsell2.259K / 2.259K45.6702008.10.21 00:00:00filled
2009.02.19 00:00:0037EFAISbuy limit2.682K / 2.682K36.1042009.02.19 00:00:00filledPlatinum
2009.02.25 00:00:0038EFAISsell2.682K / 2.682K35.4292009.02.25 00:00:00filled
2009.02.26 00:00:0039EFAISbuy limit2.81K / 2.81K34.6192009.02.26 00:00:00filledPlatinum
2009.03.05 00:00:0040EFAISsell2.81K / 2.81K33.0602009.03.05 00:00:00filled
2009.08.12 00:00:0041EFAISbuy limit1.988K / 0.0049.8162009.08.13 00:00:00canceledPlatinum
2009.10.29 00:00:0042EFAISbuy limit1.833K / 0.0053.0242009.10.30 00:00:00canceledPlatinum
2009.12.14 00:00:0043EFAISbuy limit1.79K / 0.0054.9042009.12.15 00:00:00canceledPlatinum
2010.01.29 00:00:0044EFAISbuy limit1.875K / 1.875K52.7172010.01.29 00:00:00filledPlatinum
2010.02.03 00:00:0045EFAISsell1.875K / 1.875K53.9792010.02.03 00:00:00filled
2010.06.25 00:00:0046EFAISbuy limit2.06K / 0.0048.0832010.06.28 00:00:00canceledPlatinum
2010.06.29 00:00:0047EFAISbuy2.101K / 2.101K47.6022010.06.29 00:00:00filledPlatinum
2010.07.07 00:00:0048EFAISsell2.101K / 2.101K48.3192010.07.07 00:00:00filled
2010.08.27 00:00:0049EFAISbuy limit1.995K / 0.0049.0542010.08.30 00:00:00canceledPlatinum
2010.11.16 00:00:0050EFAISbuy limit1.757K / 1.757K56.8252010.11.16 00:00:00filledPlatinum
2010.11.19 00:00:0051EFAISsell1.757K / 1.757K57.3102010.11.19 00:00:00filled
2011.09.13 00:00:0052EFAISbuy limit2.06K / 0.0048.0542011.09.14 00:00:00canceledPlatinum
2011.11.23 00:00:0053EFAISbuy2.109K / 2.109K47.4112011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0054EFAISsell2.109K / 2.109K48.6592011.11.29 00:00:00filled
2012.05.17 00:00:0055EFAISbuy limit2.041K / 2.041K48.5692012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0056EFAISsell2.041K / 2.041K49.2002012.05.22 00:00:00filled
2012.05.24 00:00:0057EFAISbuy limit2.061K / 2.061K48.1042012.05.24 00:00:00filledPlatinum
2012.05.30 00:00:0058EFAISsell2.061K / 2.061K47.9692012.05.30 00:00:00filled
2012.08.31 00:00:0059EFAISbuy limit1.931K / 0.0050.6382012.09.04 00:00:00canceledPlatinum
2013.12.12 00:00:0060EFAISbuy limit1.556K / 0.0063.9332013.12.13 00:00:00canceledPlatinum
2013.12.13 00:00:0061EFAISbuy limit1.56K / 0.0063.4682013.12.16 00:00:00canceledPlatinum
2013.12.16 00:00:0062EFAISbuy limit1.55K / 0.0063.4282013.12.17 00:00:00canceledPlatinum
2013.12.18 00:00:0063EFAISbuy limit1.557K / 1.557K63.6072013.12.18 00:00:00filledPlatinum
2013.12.19 00:00:0064EFAISsell1.557K / 1.557K64.4892013.12.19 00:00:00filled
2014.03.14 00:00:0065EFAISbuy limit1.542K / 0.0064.6072014.03.17 00:00:00canceledPlatinum
2014.03.17 00:00:0066EFAISbuy limit1.524K / 0.0064.4692014.03.18 00:00:00canceledPlatinum
2014.04.14 00:00:0067EFAISbuy limit1.501K / 0.0065.5972014.04.15 00:00:00canceledPlatinum
2014.08.07 00:00:0068EFAISbuy limit1.525K / 1.525K64.7762014.08.07 00:00:00filledPlatinum
2014.08.12 00:00:0069EFAISsell1.525K / 1.525K65.4302014.08.12 00:00:00filled
2014.12.12 00:00:0070EFAISbuy limit1.613K / 1.613K61.5572014.12.12 00:00:00filledPlatinum
2014.12.19 00:00:0071EFAISsell1.613K / 1.613K61.4692014.12.19 00:00:00filled
2015.01.07 00:00:0072EFAISbuy limit1.696K / 0.0057.8942015.01.08 00:00:00canceledPlatinum
2015.01.08 00:00:0073EFAISbuy limit1.681K / 0.0058.5392015.01.09 00:00:00canceledPlatinum
2015.07.28 00:00:0074EFAISbuy limit1.566K / 0.0062.7862015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0075EFAISbuy1.61K / 1.61K62.1212015.08.20 00:00:00filledPlatinum
2015.08.27 00:00:0076EFAISsell1.61K / 1.61K60.0692015.08.27 00:00:00filled
2015.09.29 00:00:0077EFAISbuy limit1.782K / 0.0055.7662015.09.30 00:00:00canceledPlatinum
2015.09.30 00:00:0078EFAISbuy limit1.75K / 0.0055.6872015.10.01 00:00:00canceledPlatinum
2015.11.09 00:00:0079EFAISbuy limit1.651K / 1.651K60.3302015.11.09 00:00:00filledPlatinum
2015.11.17 00:00:0080EFAISsell1.651K / 1.651K60.2992015.11.17 00:00:00filled
2016.01.06 00:00:0081EFAISbuy1.769K / 1.769K56.5312016.01.06 00:00:00filledPlatinum
2016.01.15 00:00:0082EFAISsell1.769K / 1.769K53.4592016.01.15 00:00:00filled
2016.10.31 00:00:0083EFAISbuy limit1.732K / 0.0057.2112016.11.01 00:00:00canceledPlatinum
2016.11.01 00:00:0084EFAISbuy limit1.725K / 0.0057.2412016.11.02 00:00:00canceledPlatinum
2016.11.02 00:00:0085EFAISbuy limit1.738K / 0.0056.9932016.11.03 00:00:00canceledPlatinum
2016.11.03 00:00:0086EFAISbuy limit1.743K / 0.0056.6072016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:0087EFAISbuy limit1.762K / 1.762K56.5482016.11.04 00:00:00filledPlatinum
2016.11.08 00:00:0088EFAISsell1.762K / 1.762K57.1792016.11.08 00:00:00filled
2017.04.10 00:00:0089EFAISbuy limit1.62K / 0.0061.2012017.04.11 00:00:00canceledPlatinum
2017.04.11 00:00:0090EFAISbuy limit1.613K / 0.0061.1322017.04.12 00:00:00canceledPlatinum
2017.11.16 00:00:0091EFAISbuy limit1.448K / 0.0067.9232017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:0092EFAISbuy limit1.447K / 0.0068.2202017.11.21 00:00:00canceledPlatinum
2018.08.16 00:00:0093EFAISbuy limit1.516K / 0.0064.8742018.08.17 00:00:00canceledPlatinum
2018.10.10 00:00:0094EFAISbuy limit1.522K / 1.522K65.2612018.10.10 00:00:00filledPlatinum
2018.10.17 00:00:0095EFAISsell1.522K / 1.522K64.5902018.10.17 00:00:00filled
2018.12.21 00:00:0096EFAISbuy limit1.719K / 1.719K57.9932018.12.21 00:00:00filledPlatinum
2018.12.27 00:00:0097EFAISsell1.719K / 1.719K57.5492018.12.27 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
2003.07.17 00:00:002EFAISbuyin2.768K36.12830.000.000.00100 000.00Platinum
2003.07.24 00:00:003EFAISsellout2.768K37.21640.00-2.033 011.58103 009.55
2005.03.22 00:00:004EFAISbuyin1.85K53.54580.000.000.00103 009.55Platinum
2005.03.31 00:00:005EFAISsellout1.85K53.32990.00-2.12-399.60102 607.83
2006.05.17 00:00:006EFAISbuyin1.479K67.379140.000.000.00102 607.83Platinum
2006.05.26 00:00:007EFAISsellout1.479K65.950150.00-1.67-2 113.49100 492.67
2006.06.13 00:00:008EFAISbuyin1.658K60.301160.000.000.00100 492.67Platinum
2006.06.16 00:00:009EFAISsellout1.658K62.139170.00-0.863 047.40103 539.21
2008.06.11 00:00:0010EFAISbuyin1.372K72.269250.000.000.00103 539.21Platinum
2008.06.17 00:00:0011EFAISsellout1.372K73.659260.00-0.851 907.08105 445.44
2008.06.26 00:00:0012EFAISbuyin1.445K69.148270.000.000.00105 445.44Platinum
2008.07.17 00:00:0013EFAISsellout1.445K66.620280.00-3.15-3 652.96101 789.33
2008.08.18 00:00:0014EFAISbuyin1.568K62.527290.000.000.00101 789.33Platinum
2008.08.22 00:00:0015EFAISsellout1.568K62.829300.00-0.81473.54102 262.06
2008.09.10 00:00:0016EFAISbuyin1.676K58.211310.000.000.00102 262.06Platinum
2008.09.15 00:00:0017EFAISsellout1.676K57.749320.00-0.36-774.31101 487.39
2008.10.07 00:00:0018EFAISbuyin1.949K49.717330.000.000.00101 487.39Platinum
2008.10.14 00:00:0019EFAISsellout1.949K50.409340.00-1.411 348.71102 834.69
2008.10.16 00:00:0020EFAISbuyin2.259K42.521350.000.000.00102 834.69Platinum
2008.10.21 00:00:0021EFAISsellout2.259K45.670360.00-0.727 113.59109 947.56
2009.02.19 00:00:0022EFAISbuyin2.682K36.104370.000.000.00109 947.56Platinum
2009.02.25 00:00:0023EFAISsellout2.682K35.429380.00-0.84-1 810.35108 136.37
2009.02.26 00:00:0024EFAISbuyin2.81K34.619390.000.000.00108 136.37Platinum
2009.03.05 00:00:0025EFAISsellout2.81K33.060400.00-2.04-4 380.79103 753.54
2010.01.29 00:00:0026EFAISbuyin1.875K52.717440.000.000.00103 753.54Platinum
2010.02.03 00:00:0027EFAISsellout1.875K53.979450.00-0.602 366.25106 119.19
2010.06.29 00:00:0028EFAISbuyin2.101K47.602470.000.000.00106 119.19Platinum
2010.07.07 00:00:0029EFAISsellout2.101K48.319480.00-1.761 506.42107 623.85
2010.11.16 00:00:0030EFAISbuyin1.757K56.825500.000.000.00107 623.85Platinum
2010.11.19 00:00:0031EFAISsellout1.757K57.310510.00-0.91852.15108 475.09
2011.11.23 00:00:0032EFAISbuyin2.109K47.411530.000.000.00108 475.09Platinum
2011.11.29 00:00:0033EFAISsellout2.109K48.659540.00-1.322 632.03111 105.80
2012.05.17 00:00:0034EFAISbuyin2.041K48.569550.000.000.00111 105.80Platinum
2012.05.22 00:00:0035EFAISsellout2.041K49.200560.00-0.631 287.87112 393.04
2012.05.24 00:00:0036EFAISbuyin2.061K48.104570.000.000.00112 393.04Platinum
2012.05.30 00:00:0037EFAISsellout2.061K47.969580.00-0.87-278.24112 113.93
2013.12.18 00:00:0038EFAISbuyin1.557K63.607630.000.000.00112 113.93Platinum
2013.12.19 00:00:0039EFAISsellout1.557K64.489640.00-0.491 373.27113 486.71
2014.08.07 00:00:0040EFAISbuyin1.525K64.776680.000.000.00113 486.71Platinum
2014.08.12 00:00:0041EFAISsellout1.525K65.430690.00-0.48997.35114 483.58
2014.12.12 00:00:0042EFAISbuyin1.613K61.557700.000.000.00114 483.58Platinum
2014.12.19 00:00:0043EFAISsellout1.613K61.469710.00-1.19-141.94114 340.45
2015.08.20 00:00:0044EFAISbuyin1.61K62.121750.000.000.00114 340.45Platinum
2015.08.27 00:00:0045EFAISsellout1.61K60.069760.00-1.18-3 303.72111 035.55
2015.11.09 00:00:0046EFAISbuyin1.651K60.330790.000.000.00111 035.55Platinum
2015.11.17 00:00:0047EFAISsellout1.651K60.299800.00-1.37-51.18110 983.00
2016.01.06 00:00:0048EFAISbuyin1.769K56.531810.000.000.00110 983.00Platinum
2016.01.15 00:00:0049EFAISsellout1.769K53.459820.00-2.00-5 434.37105 546.63
2016.11.04 00:00:0050EFAISbuyin1.762K56.548870.000.000.00105 546.63Platinum
2016.11.08 00:00:0051EFAISsellout1.762K57.179880.00-0.361 111.82106 658.09
2018.10.10 00:00:0052EFAISbuyin1.522K65.261940.000.000.00106 658.09Platinum
2018.10.17 00:00:0053EFAISsellout1.522K64.590950.00-1.12-1 021.26105 635.71
2018.12.21 00:00:0054EFAISbuyin1.719K57.993960.000.000.00105 635.71Platinum
2018.12.27 00:00:0055EFAISsellout1.719K57.549970.00-1.08-763.24104 871.39
0.00 -32.22 4 903.61 104 871.39