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=3
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: 4066 Ticks: 16264 Ativos: 1
Lucro Líquido Total: 18 406.69 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 285.10
Lucro Bruto: 34 850.26 Rebaixamento Máximo do Saldo : 13 562.67 (10.48%) Rebaixamento Máximo do Capital Líquido: 22 737.36 (17.19%)
Perda Bruta: -16 443.57 Rebaixamento Relativo do Saldo : 10.48% (13 562.67) Rebaixamento Relativo do Capital Líquido: 17.19% (22 737.36)
Fator de Lucro: 2.12 Retorno Esperado (Payoff): 1 227.11 Nível de Margem: 9763.14%
Fator de Recuperação: 0.81 Índice de Sharpe: 0.28 Z-Pontuação: -0.95 (65.79%)
AHPR: 1.0122 (1.22%) Correlação LR : 0.36 Resultado OnTester: 0
GHPR: 1.0113 (1.13%) Erro Padrão LR : 8 087.00
Total de Negociações: 15 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 15 (60.00%)
Ofertas Total: 30 Negociações com Lucro (% of total): 9 (60.00%) Negociações com Perda (% of total): 6 (40.00%)
Maior lucro da negociação: 14 957.67 Maior perda na Negociação: -9 596.36
Média lucro da negociação: 3 872.25 Média perda na Negociação: -2 740.60
Máximo ganhos consecutivos ($): 6 (29 410.82) Máximo perdas consecutivas ($): 3 (-13 562.67)
Máxima lucro consecutivo (contagem): 29 410.82 (6) Máxima perda consecutiva (contagem): -13 562.67 (3)
Média ganhos consecutivos: 3 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.88 Correlação (Lucros,MAE): 0.47 Correlação(MFE,MAE): 0.1210
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 192:00:00 Tempo médio de duração da posição: 72:00:00
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 / 0.002574.02003.01.29 00:00:00canceledPlatinum
2003.03.13 00:00:003GER30ISbuy limit1.60 / 0.002134.02003.03.14 00:00:00canceledPlatinum
2003.09.30 00:00:004GER30ISbuy limit1.09 / 1.093225.52003.09.30 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 / 0.003695.52004.03.17 00:00:00canceledPlatinum
2004.07.07 00:00:007GER30ISbuy limit0.83 / 0.003840.02004.07.08 00:00:00canceledPlatinum
2004.07.08 00:00:008GER30ISbuy limit0.83 / 0.003846.52004.07.09 00:00:00canceledPlatinum
2004.07.09 00:00:009GER30ISbuy limit0.84 / 0.003811.52004.07.12 00:00:00canceledPlatinum
2004.07.12 00:00:0010GER30ISbuy limit0.84 / 0.003807.52004.07.13 00:00:00canceledPlatinum
2004.07.13 00:00:0011GER30ISbuy limit0.84 / 0.003788.02004.07.14 00:00:00canceledPlatinum
2004.07.19 00:00:0012GER30ISbuy limit0.85 / 0.003732.02004.07.20 00:00:00canceledPlatinum
2004.07.20 00:00:0013GER30ISbuy limit0.86 / 0.003699.52004.07.21 00:00:00canceledPlatinum
2004.08.10 00:00:0014GER30ISbuy limit0.89 / 0.003583.02004.08.11 00:00:00canceledPlatinum
2004.08.11 00:00:0015GER30ISbuy limit0.88 / 0.003616.52004.08.12 00:00:00canceledPlatinum
2004.08.12 00:00:0016GER30ISbuy limit0.89 / 0.003568.02004.08.13 00:00:00canceledPlatinum
2004.08.13 00:00:0017GER30ISbuy limit0.90 / 0.003530.02004.08.16 00:00:00canceledPlatinum
2005.04.21 00:00:0018GER30ISbuy limit0.78 / 0.004035.02005.04.22 00:00:00canceledPlatinum
2005.10.21 00:00:0019GER30ISbuy limit0.67 / 0.004716.02005.10.24 00:00:00canceledPlatinum
2006.05.18 00:00:0020GER30ISbuy limit0.58 / 0.005500.52006.05.19 00:00:00canceledPlatinum
2006.05.19 00:00:0021GER30ISbuy limit0.58 / 0.005507.02006.05.22 00:00:00canceledPlatinum
2006.12.04 00:00:0022GER30ISbuy limit0.52 / 0.006069.52006.12.05 00:00:00canceledPlatinum
2007.10.23 00:00:0023GER30ISbuy limit0.37 / 0.007610.52007.10.24 00:00:00canceledPlatinum
2008.01.23 00:00:0024GER30ISbuy limit0.39 / 0.396628.02008.01.23 00:00:00filledPlatinum
2008.01.25 00:00:0025GER30ISsell0.39 / 0.396955.02008.01.25 00:00:00filled
2008.01.25 00:00:0026GER30ISbuy limit0.39 / 0.396664.52008.01.25 00:00:00filledPlatinum
2008.01.30 00:00:0027GER30ISsell0.39 / 0.396901.02008.01.30 00:00:00filled
2008.03.10 00:00:0028GER30ISbuy limit0.42 / 0.006310.52008.03.11 00:00:00canceledPlatinum
2008.03.11 00:00:0029GER30ISbuy limit0.41 / 0.006260.02008.03.12 00:00:00canceledPlatinum
2008.07.03 00:00:0030GER30ISbuy limit0.42 / 0.006176.02008.07.04 00:00:00canceledPlatinum
2008.07.07 00:00:0031GER30ISbuy limit0.42 / 0.006137.52008.07.08 00:00:00canceledPlatinum
2008.09.12 00:00:0032GER30ISbuy limit0.43 / 0.005974.52008.09.15 00:00:00canceledPlatinum
2008.09.18 00:00:0033GER30ISbuy limit0.46 / 0.005652.02008.09.19 00:00:00canceledPlatinum
2008.10.10 00:00:0034GER30ISbuy0.58 / 0.584609.52008.10.10 00:00:00filledPlatinum
2008.10.14 00:00:0035GER30ISsell0.58 / 0.585367.02008.10.14 00:00:00filled
2009.01.15 00:00:0036GER30ISbuy limit0.68 / 0.684315.02009.01.15 00:00:00filledPlatinum
2009.01.27 00:00:0037GER30ISsell0.68 / 0.684329.52009.01.27 00:00:00filled
2009.02.19 00:00:0038GER30ISbuy limit0.71 / 0.004087.02009.02.20 00:00:00canceledPlatinum
2009.02.25 00:00:0039GER30ISbuy limit0.76 / 0.763795.02009.02.25 00:00:00filledPlatinum
2009.02.27 00:00:0040GER30ISsell0.76 / 0.763873.52009.02.27 00:00:00filled
2009.03.03 00:00:0041GER30ISbuy limit0.80 / 0.003588.02009.03.04 00:00:00canceledPlatinum
2009.07.09 00:00:0042GER30ISbuy limit0.65 / 0.004428.52009.07.10 00:00:00canceledPlatinum
2009.07.13 00:00:0043GER30ISbuy limit0.66 / 0.004437.52009.07.14 00:00:00canceledPlatinum
2009.09.04 00:00:0044GER30ISbuy limit0.56 / 0.005141.52009.09.07 00:00:00canceledPlatinum
2009.10.02 00:00:0045GER30ISbuy limit0.54 / 0.005392.52009.10.05 00:00:00canceledPlatinum
2009.10.05 00:00:0046GER30ISbuy limit0.55 / 0.005319.52009.10.06 00:00:00canceledPlatinum
2009.10.29 00:00:0047GER30ISbuy limit0.55 / 0.005346.52009.10.30 00:00:00canceledPlatinum
2009.11.02 00:00:0048GER30ISbuy limit0.55 / 0.005241.52009.11.03 00:00:00canceledPlatinum
2010.01.29 00:00:0049GER30ISbuy limit0.53 / 0.005403.52010.02.01 00:00:00canceledPlatinum
2010.07.01 00:00:0050GER30ISbuy limit0.50 / 0.005782.52010.07.02 00:00:00canceledPlatinum
2010.07.02 00:00:0051GER30ISbuy limit0.50 / 0.005692.52010.07.05 00:00:00canceledPlatinum
2010.07.05 00:00:0052GER30ISbuy limit0.51 / 0.005666.52010.07.06 00:00:00canceledPlatinum
2010.07.06 00:00:0053GER30ISbuy limit0.51 / 0.005655.52010.07.07 00:00:00canceledPlatinum
2010.08.16 00:00:0054GER30ISbuy limit0.48 / 0.005930.02010.08.17 00:00:00canceledPlatinum
2010.08.17 00:00:0055GER30ISbuy limit0.48 / 0.005924.02010.08.18 00:00:00canceledPlatinum
2010.08.20 00:00:0056GER30ISbuy limit0.49 / 0.005901.02010.08.23 00:00:00canceledPlatinum
2010.08.23 00:00:0057GER30ISbuy limit0.49 / 0.005831.02010.08.24 00:00:00canceledPlatinum
2010.08.24 00:00:0058GER30ISbuy limit0.49 / 0.005826.52010.08.25 00:00:00canceledPlatinum
2010.08.25 00:00:0059GER30ISbuy limit0.50 / 0.005759.02010.08.26 00:00:00canceledPlatinum
2010.08.26 00:00:0060GER30ISbuy limit0.50 / 0.005733.52010.08.27 00:00:00canceledPlatinum
2010.08.27 00:00:0061GER30ISbuy limit0.50 / 0.005730.02010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0062GER30ISbuy limit0.51 / 0.005740.02010.09.01 00:00:00canceledPlatinum
2010.09.01 00:00:0063GER30ISbuy limit0.50 / 0.005732.02010.09.02 00:00:00canceledPlatinum
2010.09.24 00:00:0064GER30ISbuy limit0.48 / 0.006000.52010.09.27 00:00:00canceledPlatinum
2011.03.10 00:00:0065GER30ISbuy limit0.41 / 0.006914.02011.03.11 00:00:00canceledPlatinum
2011.03.11 00:00:0066GER30ISbuy limit0.41 / 0.006843.52011.03.14 00:00:00canceledPlatinum
2011.03.14 00:00:0067GER30ISbuy limit0.42 / 0.426773.02011.03.14 00:00:00filledPlatinum
2011.03.18 00:00:0068GER30ISsell0.42 / 0.426744.02011.03.18 00:00:00filled
2011.03.18 00:00:0069GER30ISbuy limit0.43 / 0.006454.02011.03.21 00:00:00canceledPlatinum
2011.08.04 00:00:0070GER30ISbuy limit0.43 / 0.436445.52011.08.04 00:00:00filledPlatinum
2011.08.12 00:00:0071GER30ISsell0.43 / 0.435818.52011.08.12 00:00:00filled
2011.08.12 00:00:0072GER30ISbuy limit0.49 / 0.005638.02011.08.15 00:00:00canceledPlatinum
2011.11.22 00:00:0073GER30ISbuy limit0.51 / 0.005453.52011.11.23 00:00:00canceledPlatinum
2011.11.23 00:00:0074GER30ISbuy limit0.53 / 0.005391.02011.11.24 00:00:00canceledPlatinum
2011.11.24 00:00:0075GER30ISbuy limit0.52 / 0.005315.02011.11.25 00:00:00canceledPlatinum
2011.11.25 00:00:0076GER30ISbuy limit0.53 / 0.005278.02011.11.28 00:00:00canceledPlatinum
2011.11.28 00:00:0077GER30ISbuy limit0.51 / 0.005323.52011.11.29 00:00:00canceledPlatinum
2011.12.15 00:00:0078GER30ISbuy limit0.51 / 0.005515.02011.12.16 00:00:00canceledPlatinum
2012.06.06 00:00:0079GER30ISbuy limit0.51 / 0.005787.52012.06.07 00:00:00canceledPlatinum
2013.03.26 00:00:0080GER30ISbuy limit0.38 / 0.007652.52013.03.27 00:00:00canceledPlatinum
2013.04.09 00:00:0081GER30ISbuy limit0.39 / 0.007435.02013.04.10 00:00:00canceledPlatinum
2013.04.10 00:00:0082GER30ISbuy limit0.39 / 0.007404.52013.04.11 00:00:00canceledPlatinum
2013.04.22 00:00:0083GER30ISbuy limit0.40 / 0.007238.52013.04.23 00:00:00canceledPlatinum
2013.04.23 00:00:0084GER30ISbuy limit0.40 / 0.007256.52013.04.24 00:00:00canceledPlatinum
2014.08.05 00:00:0085GER30ISbuy limit0.33 / 0.008888.02014.08.06 00:00:00canceledPlatinum
2014.08.08 00:00:0086GER30ISbuy limit0.34 / 0.008770.02014.08.11 00:00:00canceledPlatinum
2014.08.11 00:00:0087GER30ISbuy limit0.33 / 0.008744.02014.08.12 00:00:00canceledPlatinum
2015.07.08 00:00:0088GER30ISbuy limit0.33 / 0.0010348.02015.07.09 00:00:00canceledPlatinum
2015.07.28 00:00:0089GER30ISbuy limit0.32 / 0.0010744.02015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0090GER30ISbuy limit0.33 / 0.3310365.52015.08.20 00:00:00filledPlatinum
2015.08.26 00:00:0091GER30ISsell0.33 / 0.339993.02015.08.26 00:00:00filled
2015.08.26 00:00:0092GER30ISbuy limit0.36 / 0.369857.52015.08.26 00:00:00filledPlatinum
2015.08.27 00:00:0093GER30ISsell0.36 / 0.3610217.52015.08.27 00:00:00filled
2015.08.27 00:00:0094GER30ISbuy limit0.35 / 0.009732.02015.08.28 00:00:00canceledPlatinum
2015.12.10 00:00:0095GER30ISbuy limit0.34 / 0.0010292.02015.12.11 00:00:00canceledPlatinum
2016.01.12 00:00:0096GER30ISbuy limit0.37 / 0.009561.52016.01.13 00:00:00canceledPlatinum
2016.01.15 00:00:0097GER30ISbuy limit0.37 / 0.379523.02016.01.15 00:00:00filledPlatinum
2016.01.20 00:00:0098GER30ISsell0.37 / 0.379390.52016.01.20 00:00:00filled
2016.02.08 00:00:0099GER30ISbuy limit0.39 / 0.398988.52016.02.08 00:00:00filledPlatinum
2016.02.11 00:00:00100GER30ISsell0.39 / 0.398885.02016.02.11 00:00:00filled
2016.02.11 00:00:00101GER30ISbuy limit0.41 / 0.418754.02016.02.11 00:00:00filledPlatinum
2016.02.12 00:00:00102GER30ISsell0.41 / 0.418831.02016.02.12 00:00:00filled
2016.02.12 00:00:00103GER30ISbuy limit0.41 / 0.008510.52016.02.15 00:00:00canceledPlatinum
2016.06.17 00:00:00104GER30ISbuy limit0.38 / 0.009282.02016.06.20 00:00:00canceledPlatinum
2016.11.03 00:00:00105GER30ISbuy limit0.35 / 0.0010064.02016.11.04 00:00:00canceledPlatinum
2016.11.04 00:00:00106GER30ISbuy limit0.35 / 0.0010016.52016.11.07 00:00:00canceledPlatinum
2016.11.07 00:00:00107GER30ISbuy limit0.35 / 0.009950.52016.11.08 00:00:00canceledPlatinum
2017.04.20 00:00:00108GER30ISbuy limit0.30 / 0.0011682.52017.04.21 00:00:00canceledPlatinum
2017.07.07 00:00:00109GER30ISbuy limit0.29 / 0.0011996.02017.07.10 00:00:00canceledPlatinum
2017.07.24 00:00:00110GER30ISbuy limit0.29 / 0.0011858.02017.07.25 00:00:00canceledPlatinum
2017.07.25 00:00:00111GER30ISbuy limit0.29 / 0.0011825.02017.07.26 00:00:00canceledPlatinum
2017.11.15 00:00:00112GER30ISbuy limit0.28 / 0.0012642.02017.11.16 00:00:00canceledPlatinum
2017.11.16 00:00:00113GER30ISbuy limit0.28 / 0.0012596.52017.11.17 00:00:00canceledPlatinum
2017.11.20 00:00:00114GER30ISbuy limit0.28 / 0.0012602.02017.11.21 00:00:00canceledPlatinum
2018.02.02 00:00:00115GER30ISbuy limit0.26 / 0.0012580.52018.02.05 00:00:00canceledPlatinum
2018.02.05 00:00:00116GER30ISbuy limit0.27 / 0.2712393.52018.02.05 00:00:00filledPlatinum
2018.02.08 00:00:00117GER30ISsell0.27 / 0.2712500.02018.02.08 00:00:00filled
2018.02.08 00:00:00118GER30ISbuy limit0.27 / 0.2712205.52018.02.08 00:00:00filledPlatinum
2018.02.09 00:00:00119GER30ISsell0.27 / 0.2712156.52018.02.09 00:00:00filled
2018.02.09 00:00:00120GER30ISbuy limit0.28 / 0.0011826.02018.02.12 00:00:00canceledPlatinum
2018.02.12 00:00:00121GER30ISbuy limit0.27 / 0.0011687.02018.02.13 00:00:00canceledPlatinum
2018.09.07 00:00:00122GER30ISbuy limit0.28 / 0.0011592.52018.09.10 00:00:00canceledPlatinum
2018.09.10 00:00:00123GER30ISbuy limit0.28 / 0.0011589.02018.09.11 00:00:00canceledPlatinum
2018.09.11 00:00:00124GER30ISbuy limit0.28 / 0.0011632.02018.09.12 00:00:00canceledPlatinum
2018.09.12 00:00:00125GER30ISbuy limit0.28 / 0.0011605.02018.09.13 00:00:00canceledPlatinum
2018.10.12 00:00:00126GER30ISbuy limit0.29 / 0.0011193.52018.10.15 00:00:00canceledPlatinum
2018.10.15 00:00:00127GER30ISbuy limit0.29 / 0.0011158.52018.10.16 00:00:00canceledPlatinum
2018.10.25 00:00:00128GER30ISbuy limit0.30 / 0.0010841.02018.10.26 00:00:00canceledPlatinum
2018.10.26 00:00:00129GER30ISbuy limit0.30 / 0.0010970.02018.10.29 00:00:00canceledPlatinum
2018.10.29 00:00:00130GER30ISbuy limit0.30 / 0.0010812.52018.10.30 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
2003.09.30 00:00:002GER30ISbuyin1.093225.540.000.000.00100 000.00Platinum
2003.10.02 00:00:003GER30ISsellout1.093354.550.000.004 117.41104 117.41
2008.01.23 00:00:004GER30ISbuyin0.396628.0240.000.000.00104 117.41Platinum
2008.01.25 00:00:005GER30ISsellout0.396955.0250.000.004 709.05108 826.46
2008.01.25 00:00:006GER30ISbuyin0.396664.5260.000.000.00108 826.46Platinum
2008.01.30 00:00:007GER30ISsellout0.396901.0270.000.003 405.09112 231.55
2008.10.10 00:00:008GER30ISbuyin0.584609.5340.000.000.00112 231.55Platinum
2008.10.14 00:00:009GER30ISsellout0.585367.0350.000.0014 957.67127 189.22
2009.01.15 00:00:0010GER30ISbuyin0.684315.0360.000.000.00127 189.22Platinum
2009.01.27 00:00:0011GER30ISsellout0.684329.5370.000.00325.01127 514.23
2009.02.25 00:00:0012GER30ISbuyin0.763795.0390.000.000.00127 514.23Platinum
2009.02.27 00:00:0013GER30ISsellout0.763873.5400.000.001 896.59129 410.82
2011.03.14 00:00:0014GER30ISbuyin0.426773.0670.000.000.00129 410.82Platinum
2011.03.18 00:00:0015GER30ISsellout0.426744.0680.000.00-427.26128 983.56
2011.08.04 00:00:0016GER30ISbuyin0.436445.5700.000.000.00128 983.56Platinum
2011.08.12 00:00:0017GER30ISsellout0.435818.5710.000.00-9 596.36119 387.20
2015.08.20 00:00:0018GER30ISbuyin0.3310365.5900.000.000.00119 387.20Platinum
2015.08.26 00:00:0019GER30ISsellout0.339993.0910.000.00-3 539.05115 848.15
2015.08.26 00:00:0020GER30ISbuyin0.369857.5920.000.000.00115 848.15Platinum
2015.08.27 00:00:0021GER30ISsellout0.3610217.5930.000.003 665.64119 513.79
2016.01.15 00:00:0022GER30ISbuyin0.379523.0970.000.000.00119 513.79Platinum
2016.01.20 00:00:0023GER30ISsellout0.379390.5980.000.00-1 337.64118 176.15
2016.02.08 00:00:0024GER30ISbuyin0.398988.5990.000.000.00118 176.15Platinum
2016.02.11 00:00:0025GER30ISsellout0.398885.01000.000.00-1 138.17117 037.98
2016.02.11 00:00:0026GER30ISbuyin0.418754.01010.000.000.00117 037.98Platinum
2016.02.12 00:00:0027GER30ISsellout0.418831.01020.000.00892.96117 930.94
2018.02.05 00:00:0028GER30ISbuyin0.2712393.51160.000.000.00117 930.94Platinum
2018.02.08 00:00:0029GER30ISsellout0.2712500.01170.000.00880.84118 811.78
2018.02.08 00:00:0030GER30ISbuyin0.2712205.51180.000.000.00118 811.78Platinum
2018.02.09 00:00:0031GER30ISsellout0.2712156.51190.000.00-405.09118 406.69
0.00 0.00 18 406.69 118 406.69