Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: GER30IS
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: 4066 Ticks: 16264 Ativos: 1
Lucro Líquido Total: 30 809.92 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 1 330.48
Lucro Bruto: 56 865.17 Rebaixamento Máximo do Saldo : 12 072.73 (9.37%) Rebaixamento Máximo do Capital Líquido: 19 712.76 (14.98%)
Perda Bruta: -26 055.25 Rebaixamento Relativo do Saldo : 9.37% (12 072.73) Rebaixamento Relativo do Capital Líquido: 14.98% (19 712.76)
Fator de Lucro: 2.18 Retorno Esperado (Payoff): 1 400.45 Nível de Margem: 9562.95%
Fator de Recuperação: 1.56 Índice de Sharpe: 0.32 Z-Pontuação: -0.53 (40.39%)
AHPR: 1.0131 (1.31%) Correlação LR : 0.79 Resultado OnTester: 0
GHPR: 1.0123 (1.23%) Erro Padrão LR : 6 016.59
Total de Negociações: 22 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 22 (68.18%)
Ofertas Total: 44 Negociações com Lucro (% of total): 15 (68.18%) Negociações com Perda (% of total): 7 (31.82%)
Maior lucro da negociação: 14 957.67 Maior perda na Negociação: -10 614.17
Média lucro da negociação: 3 791.01 Média perda na Negociação: -3 722.18
Máximo ganhos consecutivos ($): 6 (28 699.02) Máximo perdas consecutivas ($): 2 (-12 072.73)
Máxima lucro consecutivo (contagem): 28 699.02 (6) Máxima perda consecutiva (contagem): -12 072.73 (2)
Média ganhos consecutivos: 3 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.88 Correlação (Lucros,MAE): 0.67 Correlação(MFE,MAE): 0.3218
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 240:00:00 Tempo médio de duração da posição: 102:32:43
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.01.28 00:00:002GER30ISbuy limit1.34 / 0.002600.52003.01.29 00:00:00canceledPlatinum
2003.03.13 00:00:003GER30ISbuy limit1.60 / 0.002156.02003.03.14 00:00:00canceledPlatinum
2003.09.30 00:00:004GER30ISbuy limit1.09 / 1.093258.52003.09.30 00:00:00filledPlatinum
2003.10.02 00:00:005GER30ISsell1.09 / 1.093354.52003.10.02 00:00:00filled
2004.03.16 00:00:006GER30ISbuy limit0.86 / 0.003734.02004.03.17 00:00:00canceledPlatinum
2004.07.07 00:00:007GER30ISbuy limit0.83 / 0.003880.02004.07.08 00:00:00canceledPlatinum
2004.07.08 00:00:008GER30ISbuy limit0.83 / 0.003886.02004.07.09 00:00:00canceledPlatinum
2004.07.09 00:00:009GER30ISbuy limit0.84 / 0.003851.02004.07.12 00:00:00canceledPlatinum
2004.07.12 00:00:0010GER30ISbuy limit0.84 / 0.003846.52004.07.13 00:00:00canceledPlatinum
2004.07.13 00:00:0011GER30ISbuy limit0.84 / 0.003827.02004.07.14 00:00:00canceledPlatinum
2004.07.19 00:00:0012GER30ISbuy limit0.85 / 0.003770.52004.07.20 00:00:00canceledPlatinum
2004.07.20 00:00:0013GER30ISbuy limit0.86 / 0.003737.52004.07.21 00:00:00canceledPlatinum
2004.08.10 00:00:0014GER30ISbuy limit0.89 / 0.003620.02004.08.11 00:00:00canceledPlatinum
2004.08.11 00:00:0015GER30ISbuy limit0.88 / 0.883654.02004.08.11 00:00:00filledPlatinum
2004.08.17 00:00:0016GER30ISsell0.88 / 0.883702.02004.08.17 00:00:00filled
2005.04.21 00:00:0017GER30ISbuy limit0.78 / 0.004077.02005.04.22 00:00:00canceledPlatinum
2005.10.21 00:00:0018GER30ISbuy limit0.67 / 0.004765.02005.10.24 00:00:00canceledPlatinum
2006.05.18 00:00:0019GER30ISbuy limit0.58 / 0.005557.02006.05.19 00:00:00canceledPlatinum
2006.05.19 00:00:0020GER30ISbuy limit0.58 / 0.005564.02006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0021GER30ISbuy limit0.52 / 0.006132.02006.12.05 00:00:00canceledPlatinum
2007.10.23 00:00:0022GER30ISbuy limit0.37 / 0.007689.02007.10.24 00:00:00canceledPlatinum
2008.01.23 00:00:0023GER30ISbuy limit0.39 / 0.396696.52008.01.23 00:00:00filledPlatinum
2008.01.25 00:00:0024GER30ISsell0.39 / 0.396955.02008.01.25 00:00:00filled
2008.01.25 00:00:0025GER30ISbuy limit0.39 / 0.396733.02008.01.25 00:00:00filledPlatinum
2008.01.30 00:00:0026GER30ISsell0.39 / 0.396901.02008.01.30 00:00:00filled
2008.03.10 00:00:0027GER30ISbuy limit0.42 / 0.006375.52008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0028GER30ISbuy limit0.41 / 0.006324.52008.03.12 00:00:00canceledPlatinum
2008.07.03 00:00:0029GER30ISbuy limit0.42 / 0.006239.52008.07.04 00:00:00canceledPlatinum
2008.07.07 00:00:0030GER30ISbuy limit0.42 / 0.006201.02008.07.08 00:00:00canceledPlatinum
2008.09.12 00:00:0031GER30ISbuy limit0.43 / 0.436036.52008.09.12 00:00:00filledPlatinum
2008.09.22 00:00:0032GER30ISsell0.43 / 0.436244.52008.09.22 00:00:00filled
2008.10.10 00:00:0033GER30ISbuy0.58 / 0.584609.52008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0034GER30ISsell0.58 / 0.585367.02008.10.14 00:00:00filled
2009.01.15 00:00:0035GER30ISbuy limit0.68 / 0.684359.52009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0036GER30ISsell0.68 / 0.684329.52009.01.27 00:00:00filled
2009.02.19 00:00:0037GER30ISbuy limit0.71 / 0.714129.02009.02.19 00:00:00filledPlatinum
2009.03.05 00:00:0038GER30ISsell0.71 / 0.713833.02009.03.05 00:00:00filled
2009.07.09 00:00:0039GER30ISbuy limit0.65 / 0.004474.02009.07.10 00:00:00canceledPlatinum
2009.07.13 00:00:0040GER30ISbuy limit0.66 / 0.004483.02009.07.14 00:00:00canceledPlatinum
2009.09.04 00:00:0041GER30ISbuy limit0.56 / 0.005194.52009.09.07 00:00:00canceledPlatinum
2009.10.02 00:00:0042GER30ISbuy limit0.54 / 0.545448.52009.10.02 00:00:00filledPlatinum
2009.10.07 00:00:0043GER30ISsell0.54 / 0.545640.02009.10.07 00:00:00filled
2009.10.29 00:00:0044GER30ISbuy limit0.55 / 0.005402.02009.10.30 00:00:00canceledPlatinum
2009.11.02 00:00:0045GER30ISbuy limit0.55 / 0.005295.52009.11.03 00:00:00canceledPlatinum
2010.01.29 00:00:0046GER30ISbuy limit0.53 / 0.005459.02010.02.01 00:00:00canceledPlatinum
2010.07.01 00:00:0047GER30ISbuy limit0.50 / 0.505842.52010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0048GER30ISsell0.50 / 0.505902.52010.07.07 00:00:00filled
2010.08.16 00:00:0049GER30ISbuy limit0.48 / 0.005991.02010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0050GER30ISbuy limit0.48 / 0.005985.02010.08.18 00:00:00canceledPlatinum
2010.08.20 00:00:0051GER30ISbuy limit0.49 / 0.005962.02010.08.23 00:00:00canceledPlatinum
2010.08.23 00:00:0052GER30ISbuy limit0.49 / 0.005891.52010.08.24 00:00:00canceledPlatinum
2010.08.24 00:00:0053GER30ISbuy limit0.49 / 0.495886.52010.08.24 00:00:00filledPlatinum
2010.09.02 00:00:0054GER30ISsell0.49 / 0.496057.02010.09.02 00:00:00filled
2010.09.24 00:00:0055GER30ISbuy limit0.48 / 0.006062.52010.09.27 00:00:00canceledPlatinum
2011.03.10 00:00:0056GER30ISbuy limit0.41 / 0.006985.52011.03.11 00:00:00canceledPlatinum
2011.03.11 00:00:0057GER30ISbuy limit0.41 / 0.006914.02011.03.14 00:00:00canceledPlatinum
2011.03.14 00:00:0058GER30ISbuy limit0.42 / 0.426843.02011.03.14 00:00:00filledPlatinum
2011.03.18 00:00:0059GER30ISsell0.42 / 0.426744.02011.03.18 00:00:00filled
2011.03.18 00:00:0060GER30ISbuy limit0.43 / 0.006520.52011.03.21 00:00:00canceledPlatinum
2011.08.04 00:00:0061GER30ISbuy limit0.43 / 0.436512.02011.08.04 00:00:00filledPlatinum
2011.08.12 00:00:0062GER30ISsell0.43 / 0.435818.52011.08.12 00:00:00filled
2011.08.12 00:00:0063GER30ISbuy limit0.49 / 0.495696.52011.08.12 00:00:00filledPlatinum
2011.08.15 00:00:0064GER30ISsell0.49 / 0.496077.02011.08.15 00:00:00filled
2011.11.22 00:00:0065GER30ISbuy limit0.51 / 0.515509.52011.11.22 00:00:00filledPlatinum
2011.11.29 00:00:0066GER30ISsell0.51 / 0.515757.02011.11.29 00:00:00filled
2011.12.15 00:00:0067GER30ISbuy limit0.51 / 0.005572.02011.12.16 00:00:00canceledPlatinum
2012.06.06 00:00:0068GER30ISbuy limit0.51 / 0.005847.02012.06.07 00:00:00canceledPlatinum
2013.03.26 00:00:0069GER30ISbuy limit0.38 / 0.007731.02013.03.27 00:00:00canceledPlatinum
2013.04.09 00:00:0070GER30ISbuy limit0.39 / 0.007511.52013.04.10 00:00:00canceledPlatinum
2013.04.10 00:00:0071GER30ISbuy limit0.39 / 0.007481.02013.04.11 00:00:00canceledPlatinum
2013.04.22 00:00:0072GER30ISbuy limit0.40 / 0.007313.52013.04.23 00:00:00canceledPlatinum
2013.04.23 00:00:0073GER30ISbuy limit0.40 / 0.007331.52013.04.24 00:00:00canceledPlatinum
2014.08.05 00:00:0074GER30ISbuy limit0.33 / 0.008979.52014.08.06 00:00:00canceledPlatinum
2014.08.08 00:00:0075GER30ISbuy limit0.34 / 0.008860.02014.08.11 00:00:00canceledPlatinum
2014.08.11 00:00:0076GER30ISbuy limit0.33 / 0.008834.02014.08.12 00:00:00canceledPlatinum
2015.07.08 00:00:0077GER30ISbuy limit0.33 / 0.0010454.52015.07.09 00:00:00canceledPlatinum
2015.07.28 00:00:0078GER30ISbuy limit0.32 / 0.0010855.02015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0079GER30ISbuy limit0.33 / 0.3310472.52015.08.20 00:00:00filledPlatinum
2015.08.26 00:00:0080GER30ISsell0.33 / 0.339993.02015.08.26 00:00:00filled
2015.08.26 00:00:0081GER30ISbuy limit0.36 / 0.369959.52015.08.26 00:00:00filledPlatinum
2015.08.28 00:00:0082GER30ISsell0.36 / 0.3610313.02015.08.28 00:00:00filled
2015.12.10 00:00:0083GER30ISbuy limit0.34 / 0.0010398.52015.12.11 00:00:00canceledPlatinum
2016.01.12 00:00:0084GER30ISbuy limit0.37 / 0.009660.02016.01.13 00:00:00canceledPlatinum
2016.01.15 00:00:0085GER30ISbuy limit0.37 / 0.379621.02016.01.15 00:00:00filledPlatinum
2016.01.25 00:00:0086GER30ISsell0.37 / 0.379840.02016.01.25 00:00:00filled
2016.02.08 00:00:0087GER30ISbuy limit0.39 / 0.399081.02016.02.08 00:00:00filledPlatinum
2016.02.16 00:00:0088GER30ISsell0.39 / 0.399262.02016.02.16 00:00:00filled
2016.06.17 00:00:0089GER30ISbuy limit0.38 / 0.009377.52016.06.20 00:00:00canceledPlatinum
2016.11.03 00:00:0090GER30ISbuy limit0.35 / 0.0010168.02016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:0091GER30ISbuy limit0.35 / 0.0010120.02016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:0092GER30ISbuy limit0.35 / 0.0010053.02016.11.08 00:00:00canceledPlatinum
2017.04.20 00:00:0093GER30ISbuy limit0.30 / 0.0011803.02017.04.21 00:00:00canceledPlatinum
2017.07.07 00:00:0094GER30ISbuy limit0.29 / 0.0012119.52017.07.10 00:00:00canceledPlatinum
2017.07.24 00:00:0095GER30ISbuy limit0.29 / 0.0011980.02017.07.25 00:00:00canceledPlatinum
2017.07.25 00:00:0096GER30ISbuy limit0.29 / 0.0011946.52017.07.26 00:00:00canceledPlatinum
2017.11.15 00:00:0097GER30ISbuy limit0.28 / 0.0012772.52017.11.16 00:00:00canceledPlatinum
2017.11.16 00:00:0098GER30ISbuy limit0.28 / 0.0012726.52017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:0099GER30ISbuy limit0.28 / 0.0012732.02017.11.21 00:00:00canceledPlatinum
2018.02.02 00:00:00100GER30ISbuy limit0.26 / 0.2612710.02018.02.02 00:00:00filledPlatinum
2018.02.08 00:00:00101GER30ISsell0.26 / 0.2612500.02018.02.08 00:00:00filled
2018.02.08 00:00:00102GER30ISbuy limit0.27 / 0.2712331.52018.02.08 00:00:00filledPlatinum
2018.02.13 00:00:00103GER30ISsell0.27 / 0.2712278.02018.02.13 00:00:00filled
2018.09.07 00:00:00104GER30ISbuy limit0.28 / 0.0011712.02018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:00105GER30ISbuy limit0.28 / 0.0011708.52018.09.11 00:00:00canceledPlatinum
2018.09.11 00:00:00106GER30ISbuy limit0.28 / 0.0011751.52018.09.12 00:00:00canceledPlatinum
2018.09.12 00:00:00107GER30ISbuy limit0.28 / 0.0011724.52018.09.13 00:00:00canceledPlatinum
2018.10.12 00:00:00108GER30ISbuy limit0.29 / 0.0011308.52018.10.15 00:00:00canceledPlatinum
2018.10.15 00:00:00109GER30ISbuy limit0.29 / 0.0011273.52018.10.16 00:00:00canceledPlatinum
2018.10.25 00:00:00110GER30ISbuy limit0.30 / 0.0010953.02018.10.26 00:00:00canceledPlatinum
2018.10.26 00:00:00111GER30ISbuy limit0.30 / 0.3011083.52018.10.26 00:00:00filledPlatinum
2018.10.30 00:00:00112GER30ISsell0.30 / 0.3011336.02018.10.30 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
2003.09.30 00:00:002GER30ISbuyin1.093258.540.000.000.00100 000.00Platinum
2003.10.02 00:00:003GER30ISsellout1.093354.550.000.003 064.12103 064.12
2004.08.11 00:00:004GER30ISbuyin0.883654.0150.000.000.00103 064.12Platinum
2004.08.17 00:00:005GER30ISsellout0.883702.0160.000.001 305.00104 369.12
2008.01.23 00:00:006GER30ISbuyin0.396696.5230.000.000.00104 369.12Platinum
2008.01.25 00:00:007GER30ISsellout0.396955.0240.000.003 722.60108 091.72
2008.01.25 00:00:008GER30ISbuyin0.396733.0250.000.000.00108 091.72Platinum
2008.01.30 00:00:009GER30ISsellout0.396901.0260.000.002 418.83110 510.55
2008.09.12 00:00:0010GER30ISbuyin0.436036.5310.000.000.00110 510.55Platinum
2008.09.22 00:00:0011GER30ISsellout0.436244.5320.000.003 230.80113 741.35
2008.10.10 00:00:0012GER30ISbuyin0.584609.5330.000.000.00113 741.35Platinum
2008.10.14 00:00:0013GER30ISsellout0.585367.0340.000.0014 957.67128 699.02
2009.01.15 00:00:0014GER30ISbuyin0.684359.5350.000.000.00128 699.02Platinum
2009.01.27 00:00:0015GER30ISsellout0.684329.5360.000.00-672.54128 026.48
2009.02.19 00:00:0016GER30ISbuyin0.714129.0370.000.000.00128 026.48Platinum
2009.03.05 00:00:0017GER30ISsellout0.713833.0380.000.00-6 637.90121 388.58
2009.10.02 00:00:0018GER30ISbuyin0.545448.5420.000.000.00121 388.58Platinum
2009.10.07 00:00:0019GER30ISsellout0.545640.0430.000.003 804.97125 193.55
2010.07.01 00:00:0020GER30ISbuyin0.505842.5470.000.000.00125 193.55Platinum
2010.07.07 00:00:0021GER30ISsellout0.505902.5480.000.00946.25126 139.80
2010.08.24 00:00:0022GER30ISbuyin0.495886.5530.000.000.00126 139.80Platinum
2010.09.02 00:00:0023GER30ISsellout0.496057.0540.000.002 673.95128 813.75
2011.03.14 00:00:0024GER30ISbuyin0.426843.0580.000.000.00128 813.75Platinum
2011.03.18 00:00:0025GER30ISsellout0.426744.0590.000.00-1 458.56127 355.19
2011.08.04 00:00:0026GER30ISbuyin0.436512.0610.000.000.00127 355.19Platinum
2011.08.12 00:00:0027GER30ISsellout0.435818.5620.000.00-10 614.17116 741.02
2011.08.12 00:00:0028GER30ISbuyin0.495696.5630.000.000.00116 741.02Platinum
2011.08.15 00:00:0029GER30ISsellout0.496077.0640.000.006 652.36123 393.38
2011.11.22 00:00:0030GER30ISbuyin0.515509.5650.000.000.00123 393.38Platinum
2011.11.29 00:00:0031GER30ISsellout0.515757.0660.000.004 200.84127 594.22
2015.08.20 00:00:0032GER30ISbuyin0.3310472.5790.000.000.00127 594.22Platinum
2015.08.26 00:00:0033GER30ISsellout0.339993.0800.000.00-4 555.63123 038.59
2015.08.26 00:00:0034GER30ISbuyin0.369959.5810.000.000.00123 038.59Platinum
2015.08.28 00:00:0035GER30ISsellout0.3610313.0820.000.003 577.76126 616.35
2016.01.15 00:00:0036GER30ISbuyin0.379621.0850.000.000.00126 616.35Platinum
2016.01.25 00:00:0037GER30ISsellout0.379840.0860.000.002 186.29128 802.64
2016.02.08 00:00:0038GER30ISbuyin0.399081.0870.000.000.00128 802.64Platinum
2016.02.16 00:00:0039GER30ISsellout0.399262.0880.000.001 970.04130 772.68
2018.02.02 00:00:0040GER30ISbuyin0.2612710.01000.000.000.00130 772.68Platinum
2018.02.08 00:00:0041GER30ISsellout0.2612500.01010.000.00-1 672.60129 100.08
2018.02.08 00:00:0042GER30ISbuyin0.2712331.51020.000.000.00129 100.08Platinum
2018.02.13 00:00:0043GER30ISsellout0.2712278.01030.000.00-443.85128 656.23
2018.10.26 00:00:0044GER30ISbuyin0.3011083.51110.000.000.00128 656.23Platinum
2018.10.30 00:00:0045GER30ISsellout0.3011336.01120.000.002 153.69130 809.92
0.00 0.00 30 809.92 130 809.92