Relatório do Testador de Estratégia
ICMarkets-Demo (Build 2085)
Configuração
Expert Advisor (Robô): DARKRAY_FX_EA_3.51-50113702 last
Ativo: AUDCAD
Período: H4 (2018.08.08 - 2019.08.10)
Parâmetros de entrada: CONFIGURATION=GENERAL
ExibirNaTela=1
MagicNumber=9878
PermitirBUY=0
PermitirSELL=1
DistanciaAbertura=200
DistanciaPrimeiraOrdemEMA200=450
QuantidadeOrdensAbertas=5
ControleSWAP=0
Margem=4000
HEDGE=HEDGE
PermitirHedge=0
TakeProfitHedge=425
StopLossHedge=15000
LoteHedge=0.01
SaldoInicialHedge=100
AutoloteHedge=1
QuantidadeOrdensAbertasHedge=0
FILTER_1=EMA200
UsarEMA200=1
PeriodoEMA200=125
MAMethodEMA200=3
FILTER_2=FILTERADX
UsarADX=1
PeriodoADX=9
NivelADX=52
FILTER_3=RSIFILTER
UsarRSI=0
PeriodoRSI=14
SobreCompra=70
SobreVenda=30
FILTER_4=MOVINGAVERAGEFILTER
UsarMedias=0
PeriodoEMA1=3
MAMethod1=1
PeriodoEMA2=8
MAMethod2=1
PeriodoEMA3=20
MAMethod3=1
FILTER_5=DRKFILTER
UsarDRK=1
TakeMediaCentral=0
MANAGING=MANAGING
Lote=0.01
Autolote=1
SaldoInicial=2500
TakeProfit=600
StopLoss=15000
FechamentoMedia=0
FechamentoLucro=0
TakeProfitPrecoMedio=2000
SpreadMax=0
TRAILLING=TRAILLING
TraillingStop=0
TraillingStep=160
Corretora: International Capital Markets Pty Ltd.
Moeda: USD
Depósito Inicial: 5 000.00
Alavancagem: 1:400
Resultados
Qualidade do histórico: 100% de ticks reais
Barras: 1566 Ticks: 31072055 Ativos: 1
Lucro Líquido Total: 356.41 Rebaixamento Absoluto do Saldo : 0.07 Rebaixamento Absoluto do Capital Líquido: 220.70
Lucro Bruto: 357.53 Rebaixamento Máximo do Saldo : 0.35 (0.01%) Rebaixamento Máximo do Capital Líquido: 248.64 (4.95%)
Perda Bruta: -1.12 Rebaixamento Relativo do Saldo : 0.01% (0.35) Rebaixamento Relativo do Capital Líquido: 4.95% (248.64)
Fator de Lucro: 319.22 Retorno Esperado (Payoff): 22.35 Nível de Margem: 26536.92%
Fator de Recuperação: 1.43 Índice de Sharpe: 2.13 Z-Pontuação: 0.00 (0.00%)
AHPR: 1.0043 (0.43%) Correlação LR : 1.00 Resultado OnTester: 0
GHPR: 1.0043 (0.43%) Erro Padrão LR : 14.53
Total de Negociações: 16 Posições Vendidas (% e ganhos): 16 (100.00%) Posições Compradas (% de ganhos): 0 (0.00%)
Ofertas Total: 32 Negociações com Lucro (% of total): 16 (100.00%) Negociações com Perda (% of total): 0 (0.00%)
Maior lucro da negociação: 41.14 Maior perda na Negociação: 0.00
Média lucro da negociação: 22.35 Média perda na Negociação: 0.00
Máximo ganhos consecutivos ($): 16 (357.53) Máximo perdas consecutivas ($): 0 (0.00)
Máxima lucro consecutivo (contagem): 357.53 (16) Máxima perda consecutiva (contagem): 0.00 (0)
Média ganhos consecutivos: 16 Média perdas consecutivas: 0
Graph
Graph
Correlação (Lucros,MFE): 1.00 Correlação (Lucros,MAE): -0.33 Correlação(MFE,MAE): -0.3336
Graph
Tempo mínimo de duração da posição: 8:00:18 Tempo máximo de duração da posição: 1072:36:35 Tempo médio de duração da posição: 525:57:01
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2018.09.27 00:00:032AUDCADsell0.02 / 0.020.944651.094650.938652018.09.27 00:00:03filledVENDA
2018.09.28 07:51:523AUDCADbuy0.02 / 0.020.938652018.09.28 07:51:52filledtp 0.93865
2018.10.19 16:00:004AUDCADsell0.02 / 0.020.935281.085280.929282018.10.19 16:00:00filledVENDA
2018.10.22 03:43:215AUDCADbuy0.02 / 0.020.929282018.10.22 03:43:21filledtp 0.92928
2018.10.30 20:00:006AUDCADsell0.02 / 0.020.934271.084270.928272018.10.30 20:00:00filledVENDA
2018.10.31 04:00:187AUDCADbuy0.02 / 0.020.928272018.10.31 04:00:18filledtp 0.92827
2018.11.01 08:00:018AUDCADsell0.02 / 0.020.936891.086890.930892018.11.01 08:00:01filledVENDA
2018.11.05 04:00:019AUDCADsell0.02 / 0.020.942431.092430.936432018.11.05 04:00:01filledVENDA
2018.11.06 00:00:0410AUDCADsell0.02 / 0.020.945141.095140.939142018.11.06 00:00:04filledVENDA
2018.11.06 12:00:0011AUDCADsell0.02 / 0.020.948851.098850.942852018.11.06 12:00:00filledVENDA
2018.11.09 00:00:0612AUDCADsell0.02 / 0.020.954331.104330.948332018.11.09 00:00:06filledVENDA
2019.01.03 00:36:3613AUDCADbuy0.02 / 0.020.925532019.01.03 00:36:36filledtp 0.92553
2019.01.03 00:36:3614AUDCADbuy0.02 / 0.020.925532019.01.03 00:36:36filledtp 0.92553
2019.01.03 00:36:3615AUDCADbuy0.02 / 0.020.925532019.01.03 00:36:36filledtp 0.92553
2019.01.03 00:36:3616AUDCADbuy0.02 / 0.020.925532019.01.03 00:36:36filledtp 0.92553
2019.01.03 00:36:3617AUDCADbuy0.02 / 0.020.925532019.01.03 00:36:36filledtp 0.92553
2019.03.07 08:00:0018AUDCADsell0.02 / 0.020.947201.097200.941202019.03.07 08:00:00filledVENDA
2019.03.14 04:01:4219AUDCADbuy0.02 / 0.020.941202019.03.14 04:01:42filledtp 0.94120
2019.03.21 04:00:0020AUDCADsell0.02 / 0.020.951251.101250.945252019.03.21 04:00:00filledVENDA
2019.03.25 16:00:0021AUDCADsell0.02 / 0.020.954441.104440.948442019.03.25 16:00:00filledVENDA
2019.04.12 16:00:0022AUDCADsell0.02 / 0.020.956871.106870.950872019.04.12 16:00:00filledVENDA
2019.04.15 20:00:0023AUDCADsell0.02 / 0.020.959981.109980.953982019.04.15 20:00:00filledVENDA
2019.05.13 16:30:5424AUDCADbuy0.02 / 0.020.935642019.05.13 16:30:54filledtp 0.93564
2019.05.13 16:30:5425AUDCADbuy0.02 / 0.020.935642019.05.13 16:30:54filledtp 0.93564
2019.05.13 16:30:5426AUDCADbuy0.02 / 0.020.935642019.05.13 16:30:54filledtp 0.93564
2019.05.13 16:30:5427AUDCADbuy0.02 / 0.020.935642019.05.13 16:30:54filledtp 0.93564
2019.05.31 08:00:0028AUDCADsell0.02 / 0.020.936171.086170.930172019.05.31 08:00:00filledVENDA
2019.06.07 13:34:1129AUDCADbuy0.02 / 0.020.930172019.06.07 13:34:11filledtp 0.93017
2019.07.18 20:00:0030AUDCADsell0.02 / 0.020.920701.070700.914702019.07.18 20:00:00filledVENDA
2019.07.22 16:00:0031AUDCADsell0.02 / 0.020.922891.072890.916892019.07.22 16:00:00filledVENDA
2019.07.31 04:27:1932AUDCADbuy0.02 / 0.020.901802019.07.31 04:27:19filledtp 0.90180
2019.07.31 04:27:1933AUDCADbuy0.02 / 0.020.901802019.07.31 04:27:19filledtp 0.90180
Ofertas
Horário Oferta Ativo Tipo Direção Volume Preço Ordem Comissão Swap Lucro Saldo Comentário
2018.08.08 00:00:001balance0.000.005 000.005 000.00
2018.09.27 00:00:032AUDCADsellin0.020.944652-0.070.000.004 999.93VENDA
2018.09.28 07:51:523AUDCADbuyout0.020.938643-0.07-0.049.235 009.05tp 0.93865
2018.10.19 16:00:004AUDCADsellin0.020.935284-0.070.000.005 008.98VENDA
2018.10.22 03:43:215AUDCADbuyout0.020.929285-0.07-0.049.165 018.03tp 0.92928
2018.10.30 20:00:006AUDCADsellin0.020.934276-0.070.000.005 017.96VENDA
2018.10.31 04:00:187AUDCADbuyout0.020.928227-0.07-0.049.225 027.07tp 0.92827
2018.11.01 08:00:018AUDCADsellin0.020.936898-0.070.000.005 027.00VENDA
2018.11.05 04:00:019AUDCADsellin0.020.942439-0.070.000.005 026.93VENDA
2018.11.06 00:00:0410AUDCADsellin0.020.9451410-0.070.000.005 026.86VENDA
2018.11.06 12:00:0011AUDCADsellin0.020.9488511-0.070.000.005 026.79VENDA
2018.11.09 00:00:0612AUDCADsellin0.020.9543312-0.070.000.005 026.72VENDA
2019.01.03 00:36:3613AUDCADbuyout0.020.9248213-0.07-2.4417.725 041.93tp 0.92553
2019.01.03 00:36:3614AUDCADbuyout0.020.9248214-0.07-2.3625.865 065.36tp 0.92553
2019.01.03 00:36:3615AUDCADbuyout0.020.9248215-0.07-2.3229.845 092.81tp 0.92553
2019.01.03 00:36:3616AUDCADbuyout0.020.9248216-0.07-2.3235.285 125.70tp 0.92553
2019.01.03 00:36:3617AUDCADbuyout0.020.9248217-0.07-2.1243.335 166.84tp 0.92553
2019.03.07 08:00:0018AUDCADsellin0.020.9472018-0.070.000.005 166.77VENDA
2019.03.14 04:01:4219AUDCADbuyout0.020.9412019-0.07-0.279.025 175.45tp 0.94120
2019.03.21 04:00:0020AUDCADsellin0.020.9512520-0.070.000.005 175.38VENDA
2019.03.25 16:00:0021AUDCADsellin0.020.9544421-0.070.000.005 175.31VENDA
2019.04.12 16:00:0022AUDCADsellin0.020.9568722-0.070.000.005 175.24VENDA
2019.04.15 20:00:0023AUDCADsellin0.020.9599823-0.070.000.005 175.17VENDA
2019.05.13 16:30:5424AUDCADbuyout0.020.9356424-0.07-1.9723.255 196.38tp 0.93564
2019.05.13 16:30:5425AUDCADbuyout0.020.9356425-0.07-1.8928.015 222.43tp 0.93564
2019.05.13 16:30:5426AUDCADbuyout0.020.9356426-0.07-1.1231.635 252.87tp 0.93564
2019.05.13 16:30:5427AUDCADbuyout0.020.9356427-0.07-1.0836.265 287.98tp 0.93564
2019.05.31 08:00:0028AUDCADsellin0.020.9361728-0.070.000.005 287.91VENDA
2019.06.07 13:34:1129AUDCADbuyout0.020.9301529-0.07-0.279.025 296.59tp 0.93017
2019.07.18 20:00:0030AUDCADsellin0.020.9207030-0.070.000.005 296.52VENDA
2019.07.22 16:00:0031AUDCADsellin0.020.9228931-0.070.000.005 296.45VENDA
2019.07.31 04:27:1932AUDCADbuyout0.020.9017932-0.07-0.4428.785 324.72tp 0.90180
2019.07.31 04:27:1933AUDCADbuyout0.020.9017933-0.07-0.3632.125 356.41tp 0.90180
-2.24 -19.08 377.73 5 356.41