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=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: 3911 Ticks: 15479 Ativos: 1
Lucro Líquido Total: 53 767.85 Rebaixamento Absoluto do Saldo : 3 960.77 Rebaixamento Absoluto do Capital Líquido: 9 335.01
Lucro Bruto: 61 846.69 Rebaixamento Máximo do Saldo : 3 960.77 (3.96%) Rebaixamento Máximo do Capital Líquido: 13 729.03 (9.35%)
Perda Bruta: -8 078.84 Rebaixamento Relativo do Saldo : 3.96% (3 960.77) Rebaixamento Relativo do Capital Líquido: 10.92% (11 109.30)
Fator de Lucro: 7.66 Retorno Esperado (Payoff): 1 991.40 Nível de Margem: 1857.46%
Fator de Recuperação: 3.92 Índice de Sharpe: 0.72 Z-Pontuação: -1.06 (71.09%)
AHPR: 1.0163 (1.63%) Correlação LR : 0.96 Resultado OnTester: 0
GHPR: 1.0161 (1.61%) Erro Padrão LR : 5 036.44
Total de Negociações: 27 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 27 (77.78%)
Ofertas Total: 54 Negociações com Lucro (% of total): 21 (77.78%) Negociações com Perda (% of total): 6 (22.22%)
Maior lucro da negociação: 7 711.68 Maior perda na Negociação: -3 091.30
Média lucro da negociação: 2 945.08 Média perda na Negociação: -1 346.47
Máximo ganhos consecutivos ($): 10 (23 913.11) Máximo perdas consecutivas ($): 2 (-3 960.77)
Máxima lucro consecutivo (contagem): 25 603.76 (6) Máxima perda consecutiva (contagem): -3 960.77 (2)
Média ganhos consecutivos: 5 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.84 Correlação (Lucros,MAE): 0.33 Correlação(MFE,MAE): 0.1295
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: 88:00:00
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
2005.03.31 00:00:009EEMISsell4.337K / 4.337K22.2342005.03.31 00:00:00filled
2006.05.19 00:00:0010EEMISbuy limit3.053K / 3.053K31.9762006.05.19 00:00:00filledPlatinum
2006.05.26 00:00:0011EEMISsell3.053K / 3.053K32.4162006.05.26 00:00:00filled
2006.06.13 00:00:0012EEMISbuy3.654K / 3.654K27.3682006.06.13 00:00:00filledPlatinum
2006.06.16 00:00:0013EEMISsell3.654K / 3.654K29.4792006.06.16 00:00:00filled
2007.03.05 00:00:0014EEMISbuy2.842K / 2.842K35.1852007.03.05 00:00:00filledPlatinum
2007.03.07 00:00:0015EEMISsell2.842K / 2.842K36.3502007.03.07 00:00:00filled
2008.03.17 00:00:0016EEMISbuy2.376K / 2.376K42.0882008.03.17 00:00:00filledPlatinum
2008.03.19 00:00:0017EEMISsell2.376K / 2.376K44.3502008.03.19 00:00:00filled
2008.06.11 00:00:0018EEMISbuy limit2.12K / 2.12K46.5332008.06.11 00:00:00filledPlatinum
2008.06.16 00:00:0019EEMISsell2.12K / 2.12K47.0332008.06.16 00:00:00filled
2008.08.20 00:00:0020EEMISbuy limit2.513K / 0.0038.8642008.08.21 00:00:00canceledPlatinum
2008.08.26 00:00:0021EEMISbuy limit2.534K / 0.0038.9472008.08.27 00:00:00canceledPlatinum
2008.11.20 00:00:0022EEMISbuy limit5.131K / 5.131K19.4732008.11.20 00:00:00filledPlatinum
2008.11.24 00:00:0023EEMISsell5.131K / 5.131K20.8002008.11.24 00:00:00filled
2009.02.24 00:00:0024EEMISbuy limit4.719K / 0.0020.7792009.02.25 00:00:00canceledPlatinum
2009.02.27 00:00:0025EEMISbuy4.759K / 4.759K21.0122009.02.27 00:00:00filledPlatinum
2009.03.05 00:00:0026EEMISsell4.759K / 4.759K20.8902009.03.05 00:00:00filled
2009.06.23 00:00:0027EEMISbuy limit3.272K / 3.272K30.2942009.06.23 00:00:00filledPlatinum
2009.06.25 00:00:0028EEMISsell3.272K / 3.272K31.0192009.06.25 00:00:00filled
2009.09.02 00:00:0029EEMISbuy limit2.883K / 0.0034.2932009.09.03 00:00:00canceledPlatinum
2009.09.03 00:00:0030EEMISbuy limit2.815K / 0.0034.6592009.09.04 00:00:00canceledPlatinum
2009.10.29 00:00:0031EEMISbuy limit2.604K / 0.0037.3632009.10.30 00:00:00canceledPlatinum
2010.01.29 00:00:0032EEMISbuy limit2.554K / 2.554K38.3132010.01.29 00:00:00filledPlatinum
2010.02.02 00:00:0033EEMISsell2.554K / 2.554K39.3892010.02.02 00:00:00filled
2010.05.20 00:00:0034EEMISbuy2.731K / 2.731K36.6112010.05.20 00:00:00filledPlatinum
2010.05.28 00:00:0035EEMISsell2.731K / 2.731K38.5202010.05.28 00:00:00filled
2010.07.01 00:00:0036EEMISbuy limit2.667K / 2.667K36.9462010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0037EEMISsell2.667K / 2.667K38.3992010.07.07 00:00:00filled
2010.08.26 00:00:0038EEMISbuy limit2.495K / 0.0039.4702010.08.27 00:00:00canceledPlatinum
2010.08.27 00:00:0039EEMISbuy limit2.5K / 0.0039.2232010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0040EEMISbuy limit2.51K / 0.0039.4212010.09.01 00:00:00canceledPlatinum
2010.11.16 00:00:0041EEMISbuy2.178K / 2.178K45.9112010.11.16 00:00:00filledPlatinum
2010.11.19 00:00:0042EEMISsell2.178K / 2.178K46.2592010.11.19 00:00:00filled
2011.08.09 00:00:0043EEMISbuy limit2.5K / 0.0038.6402011.08.10 00:00:00canceledPlatinum
2011.08.10 00:00:0044EEMISbuy2.496K / 2.496K40.0622011.08.10 00:00:00filledPlatinum
2011.08.12 00:00:0045EEMISsell2.496K / 2.496K41.3192011.08.12 00:00:00filled
2011.09.13 00:00:0046EEMISbuy limit2.517K / 2.517K39.5302011.09.13 00:00:00filledPlatinum
2011.09.16 00:00:0047EEMISsell2.517K / 2.517K40.6492011.09.16 00:00:00filled
2012.05.17 00:00:0048EEMISbuy limit2.621K / 2.621K37.7882012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0049EEMISsell2.621K / 2.621K38.1392012.05.22 00:00:00filled
2012.05.23 00:00:0050EEMISbuy2.675K / 2.675K37.3862012.05.23 00:00:00filledPlatinum
2012.05.30 00:00:0051EEMISsell2.675K / 2.675K37.4692012.05.30 00:00:00filled
2012.08.22 00:00:0052EEMISbuy limit2.491K / 0.0039.9852012.08.23 00:00:00canceledPlatinum
2012.09.06 00:00:0053EEMISbuy limit2.558K / 0.0038.4702012.09.07 00:00:00canceledPlatinum
2013.01.31 00:00:0054EEMISbuy limit2.263K / 0.0043.6892013.02.01 00:00:00canceledPlatinum
2013.03.20 00:00:0055EEMISbuy limit2.363K / 0.0041.5702013.03.21 00:00:00canceledPlatinum
2013.06.13 00:00:0056EEMISbuy limit2.558K / 0.0038.7182013.06.14 00:00:00canceledPlatinum
2013.08.07 00:00:0057EEMISbuy limit2.591K / 2.591K38.5702013.08.07 00:00:00filledPlatinum
2013.08.09 00:00:0058EEMISsell2.591K / 2.591K39.2892013.08.09 00:00:00filled
2014.01.27 00:00:0059EEMISbuy limit2.612K / 2.612K37.8582014.01.27 00:00:00filledPlatinum
2014.01.31 00:00:0060EEMISsell2.612K / 2.612K37.6792014.01.31 00:00:00filled
2014.09.15 00:00:0061EEMISbuy limit2.29K / 0.0043.3512014.09.16 00:00:00canceledPlatinum
2014.09.16 00:00:0062EEMISbuy limit2.297K / 0.0043.1332014.09.17 00:00:00canceledPlatinum
2014.09.18 00:00:0063EEMISbuy limit2.279K / 0.0043.2922014.09.19 00:00:00canceledPlatinum
2014.12.15 00:00:0064EEMISbuy limit2.603K / 2.603K37.9572014.12.15 00:00:00filledPlatinum
2014.12.19 00:00:0065EEMISsell2.603K / 2.603K38.6392014.12.19 00:00:00filled
2015.03.06 00:00:0066EEMISbuy limit2.529K / 2.529K39.4702015.03.06 00:00:00filledPlatinum
2015.03.17 00:00:0067EEMISsell2.529K / 2.529K38.7992015.03.17 00:00:00filled
2015.06.08 00:00:0068EEMISbuy limit2.489K / 0.0039.7082015.06.09 00:00:00canceledPlatinum
2015.06.09 00:00:0069EEMISbuy limit2.504K / 0.0039.6992015.06.10 00:00:00canceledPlatinum
2015.06.10 00:00:0070EEMISbuy limit2.485K / 0.0039.4602015.06.11 00:00:00canceledPlatinum
2015.07.28 00:00:0071EEMISbuy limit2.729K / 0.0035.9952015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0072EEMISbuy2.952K / 2.952K33.8712015.08.20 00:00:00filledPlatinum
2015.08.27 00:00:0073EEMISsell2.952K / 2.952K33.4092015.08.27 00:00:00filled
2015.09.25 00:00:0074EEMISbuy limit3.036K / 3.036K32.1442015.09.25 00:00:00filledPlatinum
2015.10.01 00:00:0075EEMISsell3.036K / 3.036K33.0492015.10.01 00:00:00filled
2015.12.11 00:00:0076EEMISbuy3.146K / 3.146K31.7912015.12.11 00:00:00filledPlatinum
2015.12.16 00:00:0077EEMISsell3.146K / 3.146K32.7992015.12.16 00:00:00filled
2016.01.11 00:00:0078EEMISbuy limit3.357K / 0.0029.2152016.01.12 00:00:00canceledPlatinum
2016.01.12 00:00:0079EEMISbuy limit3.366K / 0.0029.2042016.01.13 00:00:00canceledPlatinum
2016.05.06 00:00:0080EEMISbuy limit3.061K / 0.0032.4522016.05.09 00:00:00canceledPlatinum
2016.05.09 00:00:0081EEMISbuy limit3.052K / 3.052K32.5012016.05.09 00:00:00filledPlatinum
2016.05.11 00:00:0082EEMISsell3.052K / 3.052K32.9992016.05.11 00:00:00filled
2016.05.20 00:00:0083EEMISbuy limit3.106K / 0.0031.5702016.05.23 00:00:00canceledPlatinum
2016.11.04 00:00:0084EEMISbuy limit2.777K / 2.777K35.9362016.11.04 00:00:00filledPlatinum
2016.11.08 00:00:0085EEMISsell2.777K / 2.777K37.0602016.11.08 00:00:00filled
2017.04.17 00:00:0086EEMISbuy limit2.543K / 0.0038.7482017.04.18 00:00:00canceledPlatinum
2017.09.29 00:00:0087EEMISbuy limit2.24K / 0.0043.8562017.10.02 00:00:00canceledPlatinum
2017.11.16 00:00:0088EEMISbuy limit2.159K / 0.0045.1832017.11.17 00:00:00canceledPlatinum
2018.06.20 00:00:0089EEMISbuy limit2.257K / 0.0043.4602018.06.21 00:00:00canceledPlatinum
Ofertas
Horário Oferta Ativo Tipo Direção Volume Preço Ordem Comissão Swap Lucro Saldo Comentário
2003.01.01 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
2005.03.31 00:00:005EEMISsellout4.337K22.23490.00-7.69-3 083.6196 039.23
2006.05.19 00:00:006EEMISbuyin3.053K31.976100.000.000.0096 039.23Platinum
2006.05.26 00:00:007EEMISsellout3.053K32.416110.00-2.241 343.3297 380.31
2006.06.13 00:00:008EEMISbuyin3.654K27.368120.000.000.0097 380.31Platinum
2006.06.16 00:00:009EEMISsellout3.654K29.479130.00-1.917 713.59105 091.99
2007.03.05 00:00:0010EEMISbuyin2.842K35.185140.000.000.00105 091.99Platinum
2007.03.07 00:00:0011EEMISsellout2.842K36.350150.00-0.603 310.93108 402.32
2008.03.17 00:00:0012EEMISbuyin2.376K42.088160.000.000.00108 402.32Platinum
2008.03.19 00:00:0013EEMISsellout2.376K44.350170.00-0.505 374.51113 776.33
2008.06.11 00:00:0014EEMISbuyin2.12K46.533180.000.000.00113 776.33Platinum
2008.06.16 00:00:0015EEMISsellout2.12K47.033190.00-1.101 060.00114 835.23
2008.11.20 00:00:0016EEMISbuyin5.131K19.473220.000.000.00114 835.23Platinum
2008.11.24 00:00:0017EEMISsellout5.131K20.800230.00-1.086 808.84121 642.99
2009.02.27 00:00:0018EEMISbuyin4.759K21.012250.000.000.00121 642.99Platinum
2009.03.05 00:00:0019EEMISsellout4.759K20.890260.00-2.99-580.60121 059.40
2009.06.23 00:00:0020EEMISbuyin3.272K30.294270.000.000.00121 059.40Platinum
2009.06.25 00:00:0021EEMISsellout3.272K31.019280.00-1.372 372.20123 430.23
2010.01.29 00:00:0022EEMISbuyin2.554K38.313320.000.000.00123 430.23Platinum
2010.02.02 00:00:0023EEMISsellout2.554K39.389330.00-0.542 748.10126 177.79
2010.05.20 00:00:0024EEMISbuyin2.731K36.611340.000.000.00126 177.79Platinum
2010.05.28 00:00:0025EEMISsellout2.731K38.520350.00-2.315 213.48131 388.96
2010.07.01 00:00:0026EEMISbuyin2.667K36.946360.000.000.00131 388.96Platinum
2010.07.07 00:00:0027EEMISsellout2.667K38.399370.00-1.123 875.15135 262.99
2010.11.16 00:00:0028EEMISbuyin2.178K45.911410.000.000.00135 262.99Platinum
2010.11.19 00:00:0029EEMISsellout2.178K46.259420.00-1.14757.94136 019.79
2011.08.10 00:00:0030EEMISbuyin2.496K40.062440.000.000.00136 019.79Platinum
2011.08.12 00:00:0031EEMISsellout2.496K41.319450.00-1.043 137.47139 156.22
2011.09.13 00:00:0032EEMISbuyin2.517K39.530460.000.000.00139 156.22Platinum
2011.09.16 00:00:0033EEMISsellout2.517K40.649470.00-1.312 816.52141 971.43
2012.05.17 00:00:0034EEMISbuyin2.621K37.788480.000.000.00141 971.43Platinum
2012.05.22 00:00:0035EEMISsellout2.621K38.139490.00-0.81919.97142 890.59
2012.05.23 00:00:0036EEMISbuyin2.675K37.386500.000.000.00142 890.59Platinum
2012.05.30 00:00:0037EEMISsellout2.675K37.469510.00-1.96222.03143 110.66
2013.08.07 00:00:0038EEMISbuyin2.591K38.570570.000.000.00143 110.66Platinum
2013.08.09 00:00:0039EEMISsellout2.591K39.289580.00-1.081 862.93144 972.51
2014.01.27 00:00:0040EEMISbuyin2.612K37.858590.000.000.00144 972.51Platinum
2014.01.31 00:00:0041EEMISsellout2.612K37.679600.00-1.63-467.55144 503.33
2014.12.15 00:00:0042EEMISbuyin2.603K37.957640.000.000.00144 503.33Platinum
2014.12.19 00:00:0043EEMISsellout2.603K38.639650.00-1.631 775.25146 276.95
2015.03.06 00:00:0044EEMISbuyin2.529K39.470660.000.000.00146 276.95Platinum
2015.03.17 00:00:0045EEMISsellout2.529K38.799670.00-2.35-1 696.96144 577.64
2015.08.20 00:00:0046EEMISbuyin2.952K33.871720.000.000.00144 577.64Platinum
2015.08.27 00:00:0047EEMISsellout2.952K33.409730.00-2.17-1 363.82143 211.65
2015.09.25 00:00:0048EEMISbuyin3.036K32.144740.000.000.00143 211.65Platinum
2015.10.01 00:00:0049EEMISsellout3.036K33.049750.00-1.592 747.58145 957.64
2015.12.11 00:00:0050EEMISbuyin3.146K31.791760.000.000.00145 957.64Platinum
2015.12.16 00:00:0051EEMISsellout3.146K32.799770.00-0.993 171.17149 127.82
2016.05.09 00:00:0052EEMISbuyin3.052K32.501810.000.000.00149 127.82Platinum
2016.05.11 00:00:0053EEMISsellout3.052K32.999820.00-0.641 519.90150 647.08
2016.11.04 00:00:0054EEMISbuyin2.777K35.936840.000.000.00150 647.08Platinum
2016.11.08 00:00:0055EEMISsellout2.777K37.060850.00-0.583 121.35153 767.85
0.00 -44.65 53 812.50 153 767.85