Relatório do Testador de Estratégia
ActivTrades-Server (Build 2007)
Configuração
Expert Advisor (Robô): Platinum
Ativo: USA500IS
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: 4055 Ticks: 16220 Ativos: 1
Lucro Líquido Total: 30 799.15 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 6 787.49
Lucro Bruto: 40 395.78 Rebaixamento Máximo do Saldo : 8 204.63 (6.25%) Rebaixamento Máximo do Capital Líquido: 17 213.51 (15.59%)
Perda Bruta: -9 596.63 Rebaixamento Relativo do Saldo : 6.25% (8 204.63) Rebaixamento Relativo do Capital Líquido: 15.59% (17 213.51)
Fator de Lucro: 4.21 Retorno Esperado (Payoff): 1 539.96 Nível de Margem: 9408.09%
Fator de Recuperação: 1.79 Índice de Sharpe: 0.50 Z-Pontuação: -1.53 (87.40%)
AHPR: 1.0139 (1.39%) Correlação LR : 0.90 Resultado OnTester: 0
GHPR: 1.0135 (1.35%) Erro Padrão LR : 4 819.80
Total de Negociações: 20 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 20 (85.00%)
Ofertas Total: 40 Negociações com Lucro (% of total): 17 (85.00%) Negociações com Perda (% of total): 3 (15.00%)
Maior lucro da negociação: 10 884.25 Maior perda na Negociação: -8 204.63
Média lucro da negociação: 2 376.22 Média perda na Negociação: -3 198.88
Máximo ganhos consecutivos ($): 11 (31 237.52) Máximo perdas consecutivas ($): 2 (-1 392.00)
Máxima lucro consecutivo (contagem): 31 237.52 (11) Máxima perda consecutiva (contagem): -8 204.63 (1)
Média ganhos consecutivos: 9 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.83 Correlação (Lucros,MAE): 0.58 Correlação(MFE,MAE): 0.2896
Graph
Tempo mínimo de duração da posição: 24:00:00 Tempo máximo de duração da posição: 216:00:00 Tempo médio de duração da posição: 93:36:00
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2003.02.13 00:00:002USA500ISbuy limit2.45 / 2.45808.502003.02.13 00:00:00filledPlatinum
2003.02.17 00:00:003USA500ISsell2.45 / 2.45839.252003.02.17 00:00:00filled
2005.01.10 00:00:004USA500ISbuy limit1.68 / 1.681174.502005.01.11 00:00:00expiredexpired [2005.01.11 00:00]
2005.09.21 00:00:005USA500ISbuy limit1.63 / 1.631215.252005.09.21 00:00:00filledPlatinum
2005.09.27 00:00:006USA500ISsell1.63 / 1.631221.502005.09.27 00:00:00filled
2005.10.12 00:00:007USA500ISbuy limit1.68 / 1.681176.502005.10.13 00:00:00expiredexpired [2005.10.13 00:00]
2005.10.13 00:00:008USA500ISbuy limit1.70 / 1.701166.752005.10.14 00:00:00expiredexpired [2005.10.14 00:00]
2005.10.14 00:00:009USA500ISbuy limit1.70 / 1.701166.252005.10.17 00:00:00expiredexpired [2005.10.17 00:00]
2006.05.19 00:00:0010USA500ISbuy limit1.58 / 1.581250.252006.05.22 00:00:00expiredexpired [2006.05.22 00:00]
2006.06.14 00:00:0011USA500ISbuy limit1.62 / 1.621220.252006.06.15 00:00:00expiredexpired [2006.06.15 00:00]
2007.03.02 00:00:0012USA500ISbuy limit1.42 / 1.421391.002007.03.02 00:00:00filledPlatinum
2007.03.07 00:00:0013USA500ISsell1.42 / 1.421395.252007.03.07 00:00:00filled
2007.11.16 00:00:0014USA500ISbuy limit1.37 / 1.371443.502007.11.19 00:00:00expiredexpired [2007.11.19 00:00]
2008.01.08 00:00:0015USA500ISbuy limit1.41 / 1.411407.252008.01.08 00:00:00filledPlatinum
2008.01.11 00:00:0016USA500ISsell1.41 / 1.411420.502008.01.11 00:00:00filled
2008.01.23 00:00:0017USA500ISbuy limit1.52 / 1.521296.252008.01.23 00:00:00filledPlatinum
2008.01.24 00:00:0018USA500ISsell1.52 / 1.521342.252008.01.24 00:00:00filled
2008.10.08 00:00:0019USA500ISbuy limit1.99 / 1.99995.752008.10.08 00:00:00filledPlatinum
2008.10.14 00:00:0020USA500ISsell1.99 / 1.991012.002008.10.14 00:00:00filled
2008.10.16 00:00:0021USA500ISbuy limit2.21 / 2.21894.252008.10.16 00:00:00filledPlatinum
2008.10.21 00:00:0022USA500ISsell2.21 / 2.21992.752008.10.21 00:00:00filled
2008.12.24 00:00:0023USA500ISbuy limit2.33 / 2.33850.002008.12.26 00:00:00expiredexpired [2008.12.26 00:00]
2009.03.03 00:00:0024USA500ISbuy limit2.84 / 2.84698.502009.03.03 00:00:00filledPlatinum
2009.03.11 00:00:0025USA500ISsell2.84 / 2.84715.752009.03.11 00:00:00filled
2009.09.28 00:00:0026USA500ISbuy limit1.92 / 1.921030.502009.09.29 00:00:00expiredexpired [2009.09.29 00:00]
2009.10.02 00:00:0027USA500ISbuy limit1.95 / 1.951017.252009.10.02 00:00:00filledPlatinum
2009.10.07 00:00:0028USA500ISsell1.95 / 1.951048.252009.10.07 00:00:00filled
2009.10.29 00:00:0029USA500ISbuy limit1.92 / 1.921028.002009.10.30 00:00:00expiredexpired [2009.10.30 00:00]
2010.05.20 00:00:0030USA500ISbuy limit1.80 / 1.801099.002010.05.20 00:00:00filledPlatinum
2010.05.28 00:00:0031USA500ISsell1.80 / 1.801100.252010.05.28 00:00:00filled
2010.07.01 00:00:0032USA500ISbuy limit1.95 / 1.951016.252010.07.01 00:00:00filledPlatinum
2010.07.08 00:00:0033USA500ISsell1.95 / 1.951058.752010.07.08 00:00:00filled
2010.08.16 00:00:0034USA500ISbuy limit1.86 / 1.861065.252010.08.17 00:00:00expiredexpired [2010.08.17 00:00]
2010.08.27 00:00:0035USA500ISbuy limit1.92 / 1.921034.252010.08.30 00:00:00expiredexpired [2010.08.30 00:00]
2011.08.01 00:00:0036USA500ISbuy limit1.53 / 1.531275.502011.08.01 00:00:00filledPlatinum
2011.08.12 00:00:0037USA500ISsell1.53 / 1.531168.252011.08.12 00:00:00filled
2011.11.23 00:00:0038USA500ISbuy limit1.69 / 1.691171.002011.11.23 00:00:00filledPlatinum
2011.11.29 00:00:0039USA500ISsell1.69 / 1.691190.752011.11.29 00:00:00filled
2012.05.17 00:00:0040USA500ISbuy limit1.51 / 1.511309.252012.05.17 00:00:00filledPlatinum
2012.05.22 00:00:0041USA500ISsell1.51 / 1.511315.252012.05.22 00:00:00filled
2012.08.31 00:00:0042USA500ISbuy limit1.43 / 1.431383.002012.09.04 00:00:00expiredexpired [2012.09.04 00:00]
2012.12.31 00:00:0043USA500ISbuy limit1.44 / 1.441370.252013.01.02 00:00:00expiredexpired [2013.01.02 00:00]
2013.09.30 00:00:0044USA500ISbuy limit1.19 / 1.191669.752013.09.30 00:00:00filledPlatinum
2013.10.02 00:00:0045USA500ISsell1.19 / 1.191691.502013.10.02 00:00:00filled
2014.10.08 00:00:0046USA500ISbuy limit1.04 / 1.041908.752014.10.09 00:00:00expiredexpired [2014.10.09 00:00]
2014.12.17 00:00:0047USA500ISbuy limit1.02 / 1.021945.252014.12.18 00:00:00expiredexpired [2014.12.18 00:00]
2015.11.13 00:00:0048USA500ISbuy limit0.98 / 0.982020.002015.11.13 00:00:00filledPlatinum
2015.11.18 00:00:0049USA500ISsell0.98 / 0.982049.752015.11.18 00:00:00filled
2016.01.11 00:00:0050USA500ISbuy limit1.05 / 1.051892.502016.01.12 00:00:00expiredexpired [2016.01.12 00:00]
2016.02.11 00:00:0051USA500ISbuy limit1.09 / 1.091828.252016.02.11 00:00:00filledPlatinum
2016.02.16 00:00:0052USA500ISsell1.09 / 1.091865.252016.02.16 00:00:00filled
2016.06.20 00:00:0053USA500ISbuy limit0.97 / 0.972038.502016.06.21 00:00:00expiredexpired [2016.06.21 00:00]
2016.09.02 00:00:0054USA500ISbuy limit0.92 / 0.922145.502016.09.06 00:00:00expiredexpired [2016.09.06 00:00]
2016.11.03 00:00:0055USA500ISbuy limit0.96 / 0.962071.252016.11.04 00:00:00expiredexpired [2016.11.04 00:00]
2016.11.04 00:00:0056USA500ISbuy limit0.96 / 0.962062.752016.11.07 00:00:00expiredexpired [2016.11.07 00:00]
2016.11.07 00:00:0057USA500ISbuy limit0.95 / 0.952059.252016.11.08 00:00:00expiredexpired [2016.11.08 00:00]
2017.03.09 00:00:0058USA500ISbuy limit0.85 / 0.852340.252017.03.10 00:00:00expiredexpired [2017.03.10 00:00]
2017.06.23 00:00:0059USA500ISbuy limit0.82 / 0.822407.502017.06.26 00:00:00expiredexpired [2017.06.26 00:00]
2017.07.31 00:00:0060USA500ISbuy limit0.81 / 0.812445.502017.08.01 00:00:00expiredexpired [2017.08.01 00:00]
2017.08.01 00:00:0061USA500ISbuy limit0.81 / 0.812443.252017.08.02 00:00:00expiredexpired [2017.08.02 00:00]
2018.10.11 00:00:0062USA500ISbuy limit0.72 / 0.722753.252018.10.11 00:00:00filledPlatinum
2018.10.17 00:00:0063USA500ISsell0.72 / 0.722816.252018.10.17 00:00:00filled
2018.10.24 00:00:0064USA500ISbuy limit0.73 / 0.732718.752018.10.24 00:00:00filledPlatinum
2018.10.31 00:00:0065USA500ISsell0.73 / 0.732690.752018.10.31 00:00:00filled
2018.12.20 00:00:0066USA500ISbuy limit0.80 / 0.802479.502018.12.20 00:00:00filledPlatinum
2018.12.27 00:00:0067USA500ISsell0.80 / 0.802470.252018.12.27 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
2003.02.13 00:00:002USA500ISbuyin2.45808.5020.000.000.00100 000.00Platinum
2003.02.17 00:00:003USA500ISsellout2.45839.2530.000.003 766.88103 766.88
2005.09.21 00:00:004USA500ISbuyin1.631215.2550.000.000.00103 766.88Platinum
2005.09.27 00:00:005USA500ISsellout1.631221.5060.000.00509.38104 276.26
2007.03.02 00:00:006USA500ISbuyin1.421391.00120.000.000.00104 276.26Platinum
2007.03.07 00:00:007USA500ISsellout1.421395.25130.000.00301.75104 578.01
2008.01.08 00:00:008USA500ISbuyin1.411407.25150.000.000.00104 578.01Platinum
2008.01.11 00:00:009USA500ISsellout1.411420.50160.000.00934.13105 512.14
2008.01.23 00:00:0010USA500ISbuyin1.521296.25170.000.000.00105 512.14Platinum
2008.01.24 00:00:0011USA500ISsellout1.521342.25180.000.003 496.00109 008.14
2008.10.08 00:00:0012USA500ISbuyin1.99995.75190.000.000.00109 008.14Platinum
2008.10.14 00:00:0013USA500ISsellout1.991012.00200.000.001 616.88110 625.02
2008.10.16 00:00:0014USA500ISbuyin2.21894.25210.000.000.00110 625.02Platinum
2008.10.21 00:00:0015USA500ISsellout2.21992.75220.000.0010 884.25121 509.27
2009.03.03 00:00:0016USA500ISbuyin2.84698.50240.000.000.00121 509.27Platinum
2009.03.11 00:00:0017USA500ISsellout2.84715.75250.000.002 449.50123 958.77
2009.10.02 00:00:0018USA500ISbuyin1.951017.25270.000.000.00123 958.77Platinum
2009.10.07 00:00:0019USA500ISsellout1.951048.25280.000.003 022.50126 981.27
2010.05.20 00:00:0020USA500ISbuyin1.801099.00300.000.000.00126 981.27Platinum
2010.05.28 00:00:0021USA500ISsellout1.801100.25310.000.00112.50127 093.77
2010.07.01 00:00:0022USA500ISbuyin1.951016.25320.000.000.00127 093.77Platinum
2010.07.08 00:00:0023USA500ISsellout1.951058.75330.000.004 143.75131 237.52
2011.08.01 00:00:0024USA500ISbuyin1.531275.50360.000.000.00131 237.52Platinum
2011.08.12 00:00:0025USA500ISsellout1.531168.25370.000.00-8 204.63123 032.89
2011.11.23 00:00:0026USA500ISbuyin1.691171.00380.000.000.00123 032.89Platinum
2011.11.29 00:00:0027USA500ISsellout1.691190.75390.000.001 668.88124 701.77
2012.05.17 00:00:0028USA500ISbuyin1.511309.25400.000.000.00124 701.77Platinum
2012.05.22 00:00:0029USA500ISsellout1.511315.25410.000.00453.00125 154.77
2013.09.30 00:00:0030USA500ISbuyin1.191669.75440.000.000.00125 154.77Platinum
2013.10.02 00:00:0031USA500ISsellout1.191691.50450.000.001 294.13126 448.90
2015.11.13 00:00:0032USA500ISbuyin0.982020.00480.000.000.00126 448.90Platinum
2015.11.18 00:00:0033USA500ISsellout0.982049.75490.000.001 457.75127 906.65
2016.02.11 00:00:0034USA500ISbuyin1.091828.25510.000.000.00127 906.65Platinum
2016.02.16 00:00:0035USA500ISsellout1.091865.25520.000.002 016.50129 923.15
2018.10.11 00:00:0036USA500ISbuyin0.722753.25620.000.000.00129 923.15Platinum
2018.10.17 00:00:0037USA500ISsellout0.722816.25630.000.002 268.00132 191.15
2018.10.24 00:00:0038USA500ISbuyin0.732718.75640.000.000.00132 191.15Platinum
2018.10.31 00:00:0039USA500ISsellout0.732690.75650.000.00-1 022.00131 169.15
2018.12.20 00:00:0040USA500ISbuyin0.802479.50660.000.000.00131 169.15Platinum
2018.12.27 00:00:0041USA500ISsellout0.802470.25670.000.00-370.00130 799.15
0.00 0.00 30 799.15 130 799.15