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=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: 3911 Ticks: 15479 Ativos: 1
Lucro Líquido Total: 47 114.09 Rebaixamento Absoluto do Saldo : 1 905.07 Rebaixamento Absoluto do Capital Líquido: 4 200.15
Lucro Bruto: 61 478.39 Rebaixamento Máximo do Saldo : 5 113.43 (3.58%) Rebaixamento Máximo do Capital Líquido: 12 522.33 (8.77%)
Perda Bruta: -14 364.30 Rebaixamento Relativo do Saldo : 3.58% (5 113.43) Rebaixamento Relativo do Capital Líquido: 8.77% (12 522.33)
Fator de Lucro: 4.28 Retorno Esperado (Payoff): 1 519.81 Nível de Margem: 1916.02%
Fator de Recuperação: 3.76 Índice de Sharpe: 0.55 Z-Pontuação: -0.02 (1.60%)
AHPR: 1.0128 (1.28%) Correlação LR : 0.96 Resultado OnTester: 0
GHPR: 1.0125 (1.25%) Erro Padrão LR : 4 493.06
Total de Negociações: 31 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 31 (67.74%)
Ofertas Total: 62 Negociações com Lucro (% of total): 21 (67.74%) Negociações com Perda (% of total): 10 (32.26%)
Maior lucro da negociação: 8 593.67 Maior perda na Negociação: -4 021.86
Média lucro da negociação: 2 927.54 Média perda na Negociação: -1 436.43
Máximo ganhos consecutivos ($): 5 (21 365.44) Máximo perdas consecutivas ($): 3 (-3 461.77)
Máxima lucro consecutivo (contagem): 21 365.44 (5) Máxima perda consecutiva (contagem): -5 113.43 (2)
Média ganhos consecutivos: 3 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.86 Correlação (Lucros,MAE): 0.41 Correlação(MFE,MAE): 0.1554
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 120:00:00 Tempo médio de duração da posição: 62:42:34
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
2004.05.04 00:00:006EEMISsell5.454K / 5.454K18.1362004.05.04 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
2005.03.18 00:00:009EEMISsell4.337K / 4.337K23.5552005.03.18 00:00:00filled
2005.03.18 00:00:0010EEMISbuy limit4.245K / 0.0023.1652005.03.21 00:00:00canceledPlatinum
2005.03.21 00:00:0011EEMISbuy limit4.291K / 4.291K23.0612005.03.21 00:00:00filledPlatinum
2005.03.22 00:00:0012EEMISsell4.291K / 4.291K22.9222005.03.22 00:00:00filled
2005.03.22 00:00:0013EEMISbuy limit4.362K / 4.362K22.7272005.03.22 00:00:00filledPlatinum
2005.03.29 00:00:0014EEMISsell4.362K / 4.362K22.2882005.03.29 00:00:00filled
2005.03.30 00:00:0015EEMISbuy limit4.522K / 0.0021.5792005.03.31 00:00:00canceledPlatinum
2006.05.19 00:00:0016EEMISbuy limit3.053K / 3.053K31.9762006.05.19 00:00:00filledPlatinum
2006.05.22 00:00:0017EEMISsell3.053K / 3.053K31.6662006.05.22 00:00:00filled
2006.06.13 00:00:0018EEMISbuy3.654K / 3.654K27.3682006.06.13 00:00:00filledPlatinum
2006.06.15 00:00:0019EEMISsell3.654K / 3.654K28.6862006.06.15 00:00:00filled
2006.06.15 00:00:0020EEMISbuy limit3.486K / 0.0027.8192006.06.16 00:00:00canceledPlatinum
2007.03.05 00:00:0021EEMISbuy2.842K / 2.842K35.1852007.03.05 00:00:00filledPlatinum
2007.03.07 00:00:0022EEMISsell2.842K / 2.842K36.3502007.03.07 00:00:00filled
2008.03.17 00:00:0023EEMISbuy2.376K / 2.376K42.0882008.03.17 00:00:00filledPlatinum
2008.03.19 00:00:0024EEMISsell2.376K / 2.376K44.3502008.03.19 00:00:00filled
2008.06.11 00:00:0025EEMISbuy limit2.12K / 2.12K46.5332008.06.11 00:00:00filledPlatinum
2008.06.16 00:00:0026EEMISsell2.12K / 2.12K47.0332008.06.16 00:00:00filled
2008.08.20 00:00:0027EEMISbuy limit2.513K / 0.0038.8642008.08.21 00:00:00canceledPlatinum
2008.08.26 00:00:0028EEMISbuy limit2.534K / 0.0038.9472008.08.27 00:00:00canceledPlatinum
2008.11.20 00:00:0029EEMISbuy limit5.131K / 5.131K19.4732008.11.20 00:00:00filledPlatinum
2008.11.24 00:00:0030EEMISsell5.131K / 5.131K20.8002008.11.24 00:00:00filled
2009.02.24 00:00:0031EEMISbuy limit4.719K / 0.0020.7792009.02.25 00:00:00canceledPlatinum
2009.02.27 00:00:0032EEMISbuy4.759K / 4.759K21.0122009.02.27 00:00:00filledPlatinum
2009.03.05 00:00:0033EEMISsell4.759K / 4.759K20.8902009.03.05 00:00:00filled
2009.06.23 00:00:0034EEMISbuy limit3.272K / 3.272K30.2942009.06.23 00:00:00filledPlatinum
2009.06.25 00:00:0035EEMISsell3.272K / 3.272K31.0192009.06.25 00:00:00filled
2009.09.02 00:00:0036EEMISbuy limit2.883K / 0.0034.2932009.09.03 00:00:00canceledPlatinum
2009.09.03 00:00:0037EEMISbuy limit2.815K / 0.0034.6592009.09.04 00:00:00canceledPlatinum
2009.10.29 00:00:0038EEMISbuy limit2.604K / 0.0037.3632009.10.30 00:00:00canceledPlatinum
2010.01.29 00:00:0039EEMISbuy limit2.554K / 2.554K38.3132010.01.29 00:00:00filledPlatinum
2010.02.02 00:00:0040EEMISsell2.554K / 2.554K39.3892010.02.02 00:00:00filled
2010.05.20 00:00:0041EEMISbuy2.731K / 2.731K36.6112010.05.20 00:00:00filledPlatinum
2010.05.24 00:00:0042EEMISsell2.731K / 2.731K37.3692010.05.24 00:00:00filled
2010.05.24 00:00:0043EEMISbuy limit2.676K / 2.676K36.9672010.05.24 00:00:00filledPlatinum
2010.05.25 00:00:0044EEMISsell2.676K / 2.676K35.4692010.05.25 00:00:00filled
2010.05.25 00:00:0045EEMISbuy2.819K / 2.819K35.4712010.05.25 00:00:00filledPlatinum
2010.05.28 00:00:0046EEMISsell2.819K / 2.819K38.5202010.05.28 00:00:00filled
2010.07.01 00:00:0047EEMISbuy limit2.667K / 2.667K36.9462010.07.01 00:00:00filledPlatinum
2010.07.07 00:00:0048EEMISsell2.667K / 2.667K38.3992010.07.07 00:00:00filled
2010.08.26 00:00:0049EEMISbuy limit2.495K / 0.0039.4702010.08.27 00:00:00canceledPlatinum
2010.08.27 00:00:0050EEMISbuy limit2.5K / 0.0039.2232010.08.30 00:00:00canceledPlatinum
2010.08.31 00:00:0051EEMISbuy limit2.51K / 0.0039.4212010.09.01 00:00:00canceledPlatinum
2010.11.16 00:00:0052EEMISbuy2.178K / 2.178K45.9112010.11.16 00:00:00filledPlatinum
2010.11.19 00:00:0053EEMISsell2.178K / 2.178K46.2592010.11.19 00:00:00filled
2011.08.09 00:00:0054EEMISbuy limit2.5K / 0.0038.6402011.08.10 00:00:00canceledPlatinum
2011.08.10 00:00:0055EEMISbuy2.496K / 2.496K40.0622011.08.10 00:00:00filledPlatinum
2011.08.11 00:00:0056EEMISsell2.496K / 2.496K40.0492011.08.11 00:00:00filled
2011.08.11 00:00:0057EEMISbuy limit2.497K / 0.0038.7392011.08.12 00:00:00canceledPlatinum
2011.09.13 00:00:0058EEMISbuy limit2.517K / 2.517K39.5302011.09.13 00:00:00filledPlatinum
2011.09.16 00:00:0059EEMISsell2.517K / 2.517K40.6492011.09.16 00:00:00filled
2012.05.17 00:00:0060EEMISbuy limit2.621K / 2.621K37.7882012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0061EEMISsell2.621K / 2.621K38.1392012.05.22 00:00:00filled
2012.05.23 00:00:0062EEMISbuy2.675K / 2.675K37.3862012.05.23 00:00:00filledPlatinum
2012.05.30 00:00:0063EEMISsell2.675K / 2.675K37.4692012.05.30 00:00:00filled
2012.08.22 00:00:0064EEMISbuy limit2.491K / 0.0039.9852012.08.23 00:00:00canceledPlatinum
2012.09.06 00:00:0065EEMISbuy limit2.558K / 0.0038.4702012.09.07 00:00:00canceledPlatinum
2013.01.31 00:00:0066EEMISbuy limit2.263K / 0.0043.6892013.02.01 00:00:00canceledPlatinum
2013.03.20 00:00:0067EEMISbuy limit2.363K / 0.0041.5702013.03.21 00:00:00canceledPlatinum
2013.06.13 00:00:0068EEMISbuy limit2.558K / 0.0038.7182013.06.14 00:00:00canceledPlatinum
2013.08.07 00:00:0069EEMISbuy limit2.591K / 2.591K38.5702013.08.07 00:00:00filledPlatinum
2013.08.09 00:00:0070EEMISsell2.591K / 2.591K39.2892013.08.09 00:00:00filled
2014.01.27 00:00:0071EEMISbuy limit2.612K / 2.612K37.8582014.01.27 00:00:00filledPlatinum
2014.01.29 00:00:0072EEMISsell2.612K / 2.612K37.8292014.01.29 00:00:00filled
2014.09.15 00:00:0073EEMISbuy limit2.29K / 0.0043.3512014.09.16 00:00:00canceledPlatinum
2014.09.16 00:00:0074EEMISbuy limit2.297K / 0.0043.1332014.09.17 00:00:00canceledPlatinum
2014.09.18 00:00:0075EEMISbuy limit2.279K / 0.0043.2922014.09.19 00:00:00canceledPlatinum
2014.12.15 00:00:0076EEMISbuy limit2.603K / 2.603K37.9572014.12.15 00:00:00filledPlatinum
2014.12.18 00:00:0077EEMISsell2.603K / 2.603K38.6302014.12.18 00:00:00filled
2014.12.18 00:00:0078EEMISbuy limit2.589K / 0.0037.6692014.12.19 00:00:00canceledPlatinum
2015.03.06 00:00:0079EEMISbuy limit2.529K / 2.529K39.4702015.03.06 00:00:00filledPlatinum
2015.03.12 00:00:0080EEMISsell2.529K / 2.529K39.0392015.03.12 00:00:00filled
2015.03.12 00:00:0081EEMISbuy limit2.561K / 0.0038.1452015.03.13 00:00:00canceledPlatinum
2015.06.08 00:00:0082EEMISbuy limit2.489K / 0.0039.7082015.06.09 00:00:00canceledPlatinum
2015.06.09 00:00:0083EEMISbuy limit2.504K / 0.0039.6992015.06.10 00:00:00canceledPlatinum
2015.06.10 00:00:0084EEMISbuy limit2.485K / 0.0039.4602015.06.11 00:00:00canceledPlatinum
2015.07.28 00:00:0085EEMISbuy limit2.729K / 0.0035.9952015.07.29 00:00:00canceledPlatinum
2015.08.20 00:00:0086EEMISbuy2.952K / 2.952K33.8712015.08.20 00:00:00filledPlatinum
2015.08.26 00:00:0087EEMISsell2.952K / 2.952K32.5092015.08.26 00:00:00filled
2015.08.26 00:00:0088EEMISbuy limit3.076K / 0.0031.4022015.08.27 00:00:00canceledPlatinum
2015.09.25 00:00:0089EEMISbuy limit3.036K / 3.036K32.1442015.09.25 00:00:00filledPlatinum
2015.10.01 00:00:0090EEMISsell3.036K / 3.036K33.0492015.10.01 00:00:00filled
2015.12.11 00:00:0091EEMISbuy3.146K / 3.146K31.7912015.12.11 00:00:00filledPlatinum
2015.12.15 00:00:0092EEMISsell3.146K / 3.146K32.4602015.12.15 00:00:00filled
2016.01.11 00:00:0093EEMISbuy limit3.357K / 0.0029.2152016.01.12 00:00:00canceledPlatinum
2016.01.12 00:00:0094EEMISbuy limit3.366K / 0.0029.2042016.01.13 00:00:00canceledPlatinum
2016.05.06 00:00:0095EEMISbuy limit3.061K / 0.0032.4522016.05.09 00:00:00canceledPlatinum
2016.05.09 00:00:0096EEMISbuy limit3.052K / 3.052K32.5012016.05.09 00:00:00filledPlatinum
2016.05.11 00:00:0097EEMISsell3.052K / 3.052K32.9992016.05.11 00:00:00filled
2016.05.20 00:00:0098EEMISbuy limit3.106K / 0.0031.5702016.05.23 00:00:00canceledPlatinum
2016.11.04 00:00:0099EEMISbuy limit2.777K / 2.777K35.9362016.11.04 00:00:00filledPlatinum
2016.11.08 00:00:00100EEMISsell2.777K / 2.777K37.0602016.11.08 00:00:00filled
2017.04.17 00:00:00101EEMISbuy limit2.543K / 0.0038.7482017.04.18 00:00:00canceledPlatinum
2017.09.29 00:00:00102EEMISbuy limit2.24K / 0.0043.8562017.10.02 00:00:00canceledPlatinum
2017.11.16 00:00:00103EEMISbuy limit2.159K / 0.0045.1832017.11.17 00:00:00canceledPlatinum
2018.06.20 00:00:00104EEMISbuy 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
2004.05.04 00:00:003EEMISsellout5.454K18.13660.00-1.71-1 085.3598 912.94
2005.03.16 00:00:004EEMISbuyin4.337K22.94580.000.000.0098 912.94Platinum
2005.03.18 00:00:005EEMISsellout4.337K23.55590.00-1.812 645.57101 556.70
2005.03.21 00:00:006EEMISbuyin4.291K23.061110.000.000.00101 556.70Platinum
2005.03.22 00:00:007EEMISsellout4.291K22.922120.00-0.45-596.45100 959.80
2005.03.22 00:00:008EEMISbuyin4.362K22.727130.000.000.00100 959.80Platinum
2005.03.29 00:00:009EEMISsellout4.362K22.288140.00-3.20-1 914.9299 041.68
2006.05.19 00:00:0010EEMISbuyin3.053K31.976160.000.000.0099 041.68Platinum
2006.05.22 00:00:0011EEMISsellout3.053K31.666170.00-0.32-946.4398 094.93
2006.06.13 00:00:0012EEMISbuyin3.654K27.368180.000.000.0098 094.93Platinum
2006.06.15 00:00:0013EEMISsellout3.654K28.686190.00-1.534 815.97102 909.37
2007.03.05 00:00:0014EEMISbuyin2.842K35.185210.000.000.00102 909.37Platinum
2007.03.07 00:00:0015EEMISsellout2.842K36.350220.00-0.603 310.93106 219.70
2008.03.17 00:00:0016EEMISbuyin2.376K42.088230.000.000.00106 219.70Platinum
2008.03.19 00:00:0017EEMISsellout2.376K44.350240.00-0.505 374.51111 593.71
2008.06.11 00:00:0018EEMISbuyin2.12K46.533250.000.000.00111 593.71Platinum
2008.06.16 00:00:0019EEMISsellout2.12K47.033260.00-1.101 060.00112 652.61
2008.11.20 00:00:0020EEMISbuyin5.131K19.473290.000.000.00112 652.61Platinum
2008.11.24 00:00:0021EEMISsellout5.131K20.800300.00-1.086 808.84119 460.37
2009.02.27 00:00:0022EEMISbuyin4.759K21.012320.000.000.00119 460.37Platinum
2009.03.05 00:00:0023EEMISsellout4.759K20.890330.00-2.99-580.60118 876.78
2009.06.23 00:00:0024EEMISbuyin3.272K30.294340.000.000.00118 876.78Platinum
2009.06.25 00:00:0025EEMISsellout3.272K31.019350.00-1.372 372.20121 247.61
2010.01.29 00:00:0026EEMISbuyin2.554K38.313390.000.000.00121 247.61Platinum
2010.02.02 00:00:0027EEMISsellout2.554K39.389400.00-0.542 748.10123 995.17
2010.05.20 00:00:0028EEMISbuyin2.731K36.611410.000.000.00123 995.17Platinum
2010.05.24 00:00:0029EEMISsellout2.731K37.369420.00-0.582 070.10126 064.69
2010.05.24 00:00:0030EEMISbuyin2.676K36.967430.000.000.00126 064.69Platinum
2010.05.25 00:00:0031EEMISsellout2.676K35.469440.00-0.28-4 008.65122 055.76
2010.05.25 00:00:0032EEMISbuyin2.819K35.471450.000.000.00122 055.76Platinum
2010.05.28 00:00:0033EEMISsellout2.819K38.520460.00-1.468 595.13130 649.43
2010.07.01 00:00:0034EEMISbuyin2.667K36.946470.000.000.00130 649.43Platinum
2010.07.07 00:00:0035EEMISsellout2.667K38.399480.00-1.123 875.15134 523.46
2010.11.16 00:00:0036EEMISbuyin2.178K45.911520.000.000.00134 523.46Platinum
2010.11.19 00:00:0037EEMISsellout2.178K46.259530.00-1.14757.94135 280.26
2011.08.10 00:00:0038EEMISbuyin2.496K40.062550.000.000.00135 280.26Platinum
2011.08.11 00:00:0039EEMISsellout2.496K40.049560.00-0.78-32.45135 247.03
2011.09.13 00:00:0040EEMISbuyin2.517K39.530580.000.000.00135 247.03Platinum
2011.09.16 00:00:0041EEMISsellout2.517K40.649590.00-1.312 816.52138 062.24
2012.05.17 00:00:0042EEMISbuyin2.621K37.788600.000.000.00138 062.24Platinum
2012.05.22 00:00:0043EEMISsellout2.621K38.139610.00-0.81919.97138 981.40
2012.05.23 00:00:0044EEMISbuyin2.675K37.386620.000.000.00138 981.40Platinum
2012.05.30 00:00:0045EEMISsellout2.675K37.469630.00-1.96222.03139 201.47
2013.08.07 00:00:0046EEMISbuyin2.591K38.570690.000.000.00139 201.47Platinum
2013.08.09 00:00:0047EEMISsellout2.591K39.289700.00-1.081 862.93141 063.32
2014.01.27 00:00:0048EEMISbuyin2.612K37.858710.000.000.00141 063.32Platinum
2014.01.29 00:00:0049EEMISsellout2.612K37.829720.00-0.54-75.75140 987.03
2014.12.15 00:00:0050EEMISbuyin2.603K37.957760.000.000.00140 987.03Platinum
2014.12.18 00:00:0051EEMISsellout2.603K38.630770.00-1.361 751.82142 737.49
2015.03.06 00:00:0052EEMISbuyin2.529K39.470790.000.000.00142 737.49Platinum
2015.03.12 00:00:0053EEMISsellout2.529K39.039800.00-1.57-1 090.00141 645.92
2015.08.20 00:00:0054EEMISbuyin2.952K33.871860.000.000.00141 645.92Platinum
2015.08.26 00:00:0055EEMISsellout2.952K32.509870.00-1.24-4 020.62137 624.06
2015.09.25 00:00:0056EEMISbuyin3.036K32.144890.000.000.00137 624.06Platinum
2015.10.01 00:00:0057EEMISsellout3.036K33.049900.00-1.592 747.58140 370.05
2015.12.11 00:00:0058EEMISbuyin3.146K31.791910.000.000.00140 370.05Platinum
2015.12.15 00:00:0059EEMISsellout3.146K32.460920.00-0.662 104.67142 474.06
2016.05.09 00:00:0060EEMISbuyin3.052K32.501960.000.000.00142 474.06Platinum
2016.05.11 00:00:0061EEMISsellout3.052K32.999970.00-0.641 519.90143 993.32
2016.11.04 00:00:0062EEMISbuyin2.777K35.936990.000.000.00143 993.32Platinum
2016.11.08 00:00:0063EEMISsellout2.777K37.0601000.00-0.583 121.35147 114.09
0.00 -35.90 47 149.99 147 114.09