Relatório do Testador de Estratégia
ICMarkets-Demo (Build 2085)
Configuração
Expert Advisor (Robô): DARKRAY_FX_EA_3.51-50113702 last
Ativo: EURAUD
Período: H4 (2018.08.08 - 2019.08.10)
Parâmetros de entrada: CONFIGURATION=GENERAL
ExibirNaTela=1
MagicNumber=1234
PermitirBUY=1
PermitirSELL=1
DistanciaAbertura=1250
DistanciaPrimeiraOrdemEMA200=1200
QuantidadeOrdensAbertas=12
ControleSWAP=1
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=325
MAMethodEMA200=0
FILTER_2=FILTERADX
UsarADX=0
PeriodoADX=14
NivelADX=40
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=0
TakeMediaCentral=0
MANAGING=MANAGING
Lote=0.01
Autolote=1
SaldoInicial=2500
TakeProfit=1000
StopLoss=15000
FechamentoMedia=0
FechamentoLucro=0
TakeProfitPrecoMedio=1500
SpreadMax=0
TRAILLING=TRAILLING
TraillingStop=850
TraillingStep=250
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: 61160000 Ativos: 1
Lucro Líquido Total: 442.72 Rebaixamento Absoluto do Saldo : 0.28 Rebaixamento Absoluto do Capital Líquido: 169.81
Lucro Bruto: 485.62 Rebaixamento Máximo do Saldo : 38.47 (0.70%) Rebaixamento Máximo do Capital Líquido: 171.55 (3.43%)
Perda Bruta: -42.90 Rebaixamento Relativo do Saldo : 0.70% (38.47) Rebaixamento Relativo do Capital Líquido: 3.43% (171.55)
Fator de Lucro: 11.32 Retorno Esperado (Payoff): 10.80 Nível de Margem: 20757.16%
Fator de Recuperação: 2.58 Índice de Sharpe: 0.97 Z-Pontuação: -2.59 (99.04%)
AHPR: 1.0021 (0.21%) Correlação LR : 0.99 Resultado OnTester: 0
GHPR: 1.0021 (0.21%) Erro Padrão LR : 18.81
Total de Negociações: 41 Posições Vendidas (% e ganhos): 41 (92.68%) Posições Compradas (% de ganhos): 0 (0.00%)
Ofertas Total: 82 Negociações com Lucro (% of total): 38 (92.68%) Negociações com Perda (% of total): 3 (7.32%)
Maior lucro da negociação: 48.97 Maior perda na Negociação: -29.06
Média lucro da negociação: 12.78 Média perda na Negociação: -14.30
Máximo ganhos consecutivos ($): 21 (311.25) Máximo perdas consecutivas ($): 2 (-38.40)
Máxima lucro consecutivo (contagem): 311.25 (21) Máxima perda consecutiva (contagem): -38.40 (2)
Média ganhos consecutivos: 19 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.82 Correlação (Lucros,MAE): 0.24 Correlação(MFE,MAE): 0.2811
Graph
Tempo mínimo de duração da posição: 3:01:27 Tempo máximo de duração da posição: 1223:53:20 Tempo médio de duração da posição: 190:40:57
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2018.08.23 08:00:002EURAUDsell0.02 / 0.021.584591.734591.574592018.08.23 08:00:00filledVENDA
2018.08.29 12:00:003EURAUDsell0.02 / 0.021.597621.747621.587622018.08.29 12:00:00filledVENDA
2018.08.31 12:00:004EURAUDsell0.02 / 0.021.611081.761091.601092018.08.31 12:00:00filledVENDA
2018.09.07 12:00:005EURAUDsell0.02 / 0.021.626501.776501.616502018.09.07 12:00:00filledVENDA
2018.09.13 17:16:226EURAUDbuy0.02 / 0.021.621502018.09.13 17:16:22filledsl 1.62150
2018.09.14 00:00:107EURAUDsell0.02 / 0.021.625121.775121.615122018.09.14 00:00:10filledVENDA
2018.09.20 14:30:328EURAUDbuy0.02 / 0.021.612622018.09.20 14:30:32filledsl 1.61262
2018.09.25 12:00:009EURAUDsell0.02 / 0.021.623821.773821.613822018.09.25 12:00:00filledVENDA
2018.09.26 10:35:1110EURAUDbuy0.02 / 0.021.621322018.09.26 10:35:11filledsl 1.62132
2018.10.02 11:32:0411EURAUDbuy0.02 / 0.021.606082018.10.02 11:32:04filledsl 1.60608
2018.10.03 08:00:0012EURAUDsell0.02 / 0.021.613011.763011.603012018.10.03 08:00:00filledVENDA
2018.10.04 20:00:0013EURAUDsell0.02 / 0.021.626991.776961.616962018.10.04 20:00:00filledVENDA
2018.10.10 16:10:5914EURAUDbuy0.02 / 0.021.621992018.10.10 16:10:59filledsl 1.62199
2018.10.11 00:00:0015EURAUDsell0.02 / 0.021.632081.782081.622082018.10.11 00:00:00filledVENDA
2018.10.11 21:30:4516EURAUDbuy0.02 / 0.021.629582018.10.11 21:30:45filledsl 1.62958
2018.10.12 00:00:0117EURAUDsell0.02 / 0.021.627461.777461.617462018.10.12 00:00:01filledVENDA
2018.10.12 17:57:3818EURAUDbuy0.02 / 0.021.624962018.10.12 17:57:38filledsl 1.62496
2018.10.12 20:00:0019EURAUDsell0.02 / 0.021.626581.776581.616582018.10.12 20:00:00filledVENDA
2018.10.19 17:59:0320EURAUDbuy0.02 / 0.021.611582018.10.19 17:59:03filledsl 1.61158
2018.10.26 05:55:4421EURAUDbuy0.02 / 0.021.610512018.10.26 05:55:44filledsl 1.61051
2018.10.26 08:00:0022EURAUDsell0.02 / 0.021.616731.766741.606742018.10.26 08:00:00filledVENDA
2018.10.29 18:30:0023EURAUDbuy0.02 / 0.021.609232018.10.29 18:30:00filledsl 1.60923
2018.10.29 20:00:0024EURAUDsell0.02 / 0.021.611031.761031.601032018.10.29 20:00:00filledVENDA
2018.10.31 04:00:5825EURAUDbuy0.02 / 0.021.603532018.10.31 04:00:58filledsl 1.60353
2018.11.02 07:53:2026EURAUDbuy0.02 / 0.021.576112018.11.02 07:53:20filledtp 1.57611
2018.11.02 07:53:2027EURAUDbuy0.02 / 0.021.576112018.11.02 07:53:20filledtp 1.57611
2018.12.20 00:00:1828EURAUDsell0.02 / 0.021.600021.750021.590022018.12.20 00:00:18filledVENDA
2018.12.21 12:00:0029EURAUDsell0.02 / 0.021.614261.764261.604262018.12.21 12:00:00filledVENDA
2018.12.21 17:57:5430EURAUDbuy0.02 / 0.021.609262018.12.21 17:57:54filledsl 1.60926
2018.12.21 20:00:0031EURAUDsell0.02 / 0.021.614281.764341.604342018.12.21 20:00:00filledVENDA
2018.12.27 04:00:4532EURAUDbuy0.02 / 0.021.611782018.12.27 04:00:45filledsl 1.61178
2018.12.27 08:00:0033EURAUDsell0.02 / 0.021.613711.763721.603722018.12.27 08:00:00filledVENDA
2018.12.27 20:00:0034EURAUDsell0.02 / 0.021.628431.778411.618412018.12.27 20:00:00filledVENDA
2018.12.31 13:03:0935EURAUDbuy0.02 / 0.021.623432018.12.31 13:03:09filledsl 1.62343
2019.01.02 04:00:0036EURAUDsell0.02 / 0.021.630141.780131.620132019.01.02 04:00:00filledVENDA
2019.01.03 00:07:4537EURAUDbuy0.02 / 0.021.625142019.01.03 00:07:45filledsl 1.62514
2019.01.03 04:00:0038EURAUDsell0.02 / 0.021.635971.785981.625982019.01.03 04:00:00filledVENDA
2019.01.04 20:53:0139EURAUDbuy0.02 / 0.021.601572019.01.04 20:53:01filledtp 1.60157
2019.01.04 20:53:0140EURAUDbuy0.02 / 0.021.601572019.01.04 20:53:01filledtp 1.60157
2019.01.04 20:53:0141EURAUDbuy0.02 / 0.021.601572019.01.04 20:53:01filledtp 1.60157
2019.01.07 04:00:0042EURAUDsell0.02 / 0.021.601941.751941.591942019.01.07 04:00:00filledVENDA
2019.01.11 20:46:3343EURAUDbuy0.02 / 0.021.591942019.01.11 20:46:33filledtp 1.59194
2019.01.14 08:00:0044EURAUDsell0.02 / 0.021.597621.747621.587622019.01.14 08:00:00filledVENDA
2019.01.15 10:06:1045EURAUDbuy0.02 / 0.021.587622019.01.15 10:06:10filledtp 1.58762
2019.01.24 08:00:0046EURAUDsell0.02 / 0.021.602261.752271.592272019.01.24 08:00:00filledVENDA
2019.01.25 05:40:3547EURAUDbuy0.02 / 0.021.592272019.01.25 05:40:35filledtp 1.59227
2019.01.25 12:00:0048EURAUDsell0.02 / 0.021.596081.746081.586082019.01.25 12:00:00filledVENDA
2019.01.28 03:43:5449EURAUDbuy0.02 / 0.021.586082019.01.28 03:43:54filledtp 1.58608
2019.01.29 04:00:0050EURAUDsell0.02 / 0.021.596881.746881.586882019.01.29 04:00:00filledVENDA
2019.01.30 12:58:5651EURAUDbuy0.02 / 0.021.586882019.01.30 12:58:56filledtp 1.58688
2019.02.07 08:00:0052EURAUDsell0.02 / 0.021.601101.751121.591122019.02.07 08:00:00filledVENDA
2019.02.12 10:38:3953EURAUDbuy0.02 / 0.021.591122019.02.12 10:38:39filledtp 1.59112
2019.03.06 20:00:0054EURAUDsell0.02 / 0.021.609501.759501.599502019.03.06 20:00:00filledVENDA
2019.03.07 15:39:3155EURAUDbuy0.02 / 0.021.599502019.03.07 15:39:31filledtp 1.59950
2019.03.20 04:00:0056EURAUDsell0.02 / 0.021.607091.757091.597092019.03.20 04:00:00filledVENDA
2019.03.20 21:04:2157EURAUDbuy0.02 / 0.021.597092019.03.20 21:04:21filledtp 1.59709
2019.05.06 04:00:0058EURAUDsell0.02 / 0.021.605891.755891.595892019.05.06 04:00:00filledVENDA
2019.05.07 07:30:1259EURAUDbuy0.02 / 0.021.595892019.05.07 07:30:12filledtp 1.59589
2019.05.09 00:00:0860EURAUDsell0.02 / 0.021.601251.751251.591252019.05.09 00:00:08filledVENDA
2019.05.13 16:00:0061EURAUDsell0.02 / 0.021.614151.764151.604152019.05.13 16:00:00filledVENDA
2019.05.30 17:56:5062EURAUDbuy0.02 / 0.021.611652019.05.30 17:56:50filledsl 1.61165
2019.06.04 04:00:0063EURAUDsell0.02 / 0.021.614171.764171.604172019.06.04 04:00:00filledVENDA
2019.06.11 20:00:0064EURAUDsell0.02 / 0.021.627961.777961.617962019.06.11 20:00:00filledVENDA
2019.06.18 08:00:0065EURAUDsell0.02 / 0.021.642511.792511.632512019.06.18 08:00:00filledVENDA
2019.06.20 05:21:0366EURAUDbuy0.02 / 0.021.635012019.06.20 05:21:03filledsl 1.63501
2019.06.24 00:00:0067EURAUDsell0.02 / 0.021.639721.789721.629722019.06.24 00:00:00filledVENDA
2019.07.01 04:45:0068EURAUDbuy0.02 / 0.021.622222019.07.01 04:45:00filledsl 1.62222
2019.07.01 14:17:3069EURAUDbuy0.02 / 0.021.622962019.07.01 14:17:30filledsl 1.62296
2019.07.05 17:00:5870EURAUDbuy0.02 / 0.021.609172019.07.05 17:00:58filledsl 1.60917
2019.07.09 12:00:0071EURAUDsell0.02 / 0.021.615071.765071.605072019.07.09 12:00:00filledVENDA
2019.07.17 16:41:5772EURAUDbuy0.02 / 0.021.602572019.07.17 16:41:57filledsl 1.60257
2019.07.18 17:36:4273EURAUDbuy0.02 / 0.021.593162019.07.18 17:36:42filledtp 1.59316
2019.08.02 00:00:0374EURAUDsell0.02 / 0.021.629621.779621.619622019.08.02 00:00:03filledVENDA
2019.08.05 12:00:0075EURAUDsell0.02 / 0.021.650021.800021.640022019.08.05 12:00:00filledVENDA
2019.08.07 08:00:0076EURAUDsell0.02 / 0.021.674061.824061.664062019.08.07 08:00:00filledVENDA
2019.08.07 11:01:2777EURAUDbuy0.02 / 0.021.664062019.08.07 11:01:27filledtp 1.66406
2019.08.07 16:00:0078EURAUDsell0.02 / 0.021.665801.815801.655802019.08.07 16:00:00filledVENDA
2019.08.08 04:15:2579EURAUDbuy0.02 / 0.021.660802019.08.08 04:15:25filledsl 1.66080
2019.08.09 03:26:0380EURAUDbuy0.02 / 0.021.647522019.08.09 03:26:03filledsl 1.64752
2019.08.09 08:00:0081EURAUDsell0.02 / 0.021.644371.794371.634372019.08.09 08:00:00filledVENDA
2019.08.09 23:56:5982EURAUDbuy0.02 / 0.021.651202019.08.09 23:56:59filledend of test
2019.08.09 23:56:5983EURAUDbuy0.02 / 0.021.651202019.08.09 23:56:59filledend of test
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
2018.08.23 08:00:002EURAUDsellin0.021.584592-0.070.000.004 999.93VENDA
2018.08.29 12:00:003EURAUDsellin0.021.597623-0.070.000.004 999.86VENDA
2018.08.31 12:00:004EURAUDsellin0.021.611084-0.070.000.004 999.79VENDA
2018.09.07 12:00:005EURAUDsellin0.021.626505-0.070.000.004 999.72VENDA
2018.09.13 17:16:226EURAUDbuyout0.021.621516-0.070.297.195 007.13sl 1.62150
2018.09.14 00:00:107EURAUDsellin0.021.625127-0.070.000.005 007.06VENDA
2018.09.20 14:30:328EURAUDbuyout0.021.612628-0.070.2918.195 025.47sl 1.61262
2018.09.25 12:00:009EURAUDsellin0.021.623829-0.070.000.005 025.40VENDA
2018.09.26 10:35:1110EURAUDbuyout0.021.6213310-0.070.053.615 028.99sl 1.62132
2018.10.02 11:32:0411EURAUDbuyout0.021.6061011-0.071.467.155 037.53sl 1.60608
2018.10.03 08:00:0012EURAUDsellin0.021.6130112-0.070.000.005 037.46VENDA
2018.10.04 20:00:0013EURAUDsellin0.021.6269913-0.070.000.005 037.39VENDA
2018.10.10 16:10:5914EURAUDbuyout0.021.6220014-0.070.197.095 044.60sl 1.62199
2018.10.11 00:00:0015EURAUDsellin0.021.6320815-0.070.000.005 044.53VENDA
2018.10.11 21:30:4516EURAUDbuyout0.021.6295816-0.070.003.565 048.02sl 1.62958
2018.10.12 00:00:0117EURAUDsellin0.021.6274617-0.070.000.005 047.95VENDA
2018.10.12 17:57:3818EURAUDbuyout0.021.6249618-0.070.003.565 051.44sl 1.62496
2018.10.12 20:00:0019EURAUDsellin0.021.6265819-0.070.000.005 051.37VENDA
2018.10.19 17:59:0320EURAUDbuyout0.021.6115820-0.070.3421.405 073.04sl 1.61158
2018.10.26 05:55:4421EURAUDbuyout0.021.6105321-0.071.183.505 077.65sl 1.61051
2018.10.26 08:00:0022EURAUDsellin0.021.6167322-0.070.000.005 077.58VENDA
2018.10.29 18:30:0023EURAUDbuyout0.021.6092523-0.070.0510.595 088.15sl 1.60923
2018.10.29 20:00:0024EURAUDsellin0.021.6110324-0.070.000.005 088.08VENDA
2018.10.31 04:00:5825EURAUDbuyout0.021.6035425-0.070.0910.595 098.69sl 1.60353
2018.11.02 07:53:2026EURAUDbuyout0.021.5760926-0.073.4012.315 114.33tp 1.57611
2018.11.02 07:53:2027EURAUDbuyout0.021.5760927-0.073.2031.185 148.64tp 1.57611
2018.12.20 00:00:1828EURAUDsellin0.021.6000228-0.070.000.005 148.57VENDA
2018.12.21 12:00:0029EURAUDsellin0.021.6142629-0.070.000.005 148.50VENDA
2018.12.21 17:57:5430EURAUDbuyout0.021.6092630-0.070.007.095 155.52sl 1.60926
2018.12.21 20:00:0031EURAUDsellin0.021.6142831-0.070.000.005 155.45VENDA
2018.12.27 04:00:4532EURAUDbuyout0.021.6117932-0.070.263.515 159.15sl 1.61178
2018.12.27 08:00:0033EURAUDsellin0.021.6137133-0.070.000.005 159.08VENDA
2018.12.27 20:00:0034EURAUDsellin0.021.6284334-0.070.000.005 159.01VENDA
2018.12.31 13:03:0935EURAUDbuyout0.021.6234435-0.070.087.045 166.06sl 1.62343
2019.01.02 04:00:0036EURAUDsellin0.021.6301436-0.070.000.005 165.99VENDA
2019.01.03 00:07:4537EURAUDbuyout0.021.6251737-0.070.186.945 173.04sl 1.62514
2019.01.03 04:00:0038EURAUDsellin0.021.6359738-0.070.000.005 172.97VENDA
2019.01.04 20:53:0139EURAUDbuyout0.021.6015739-0.070.65-2.215 171.34tp 1.60157
2019.01.04 20:53:0140EURAUDbuyout0.021.6015740-0.070.3417.295 188.90tp 1.60157
2019.01.04 20:53:0141EURAUDbuyout0.021.6015741-0.070.0449.005 237.87tp 1.60157
2019.01.07 04:00:0042EURAUDsellin0.021.6019442-0.070.000.005 237.80VENDA
2019.01.11 20:46:3343EURAUDbuyout0.021.5919343-0.070.2914.435 252.45tp 1.59194
2019.01.14 08:00:0044EURAUDsellin0.021.5976244-0.070.000.005 252.38VENDA
2019.01.15 10:06:1045EURAUDbuyout0.021.5876245-0.070.0514.455 266.81tp 1.58762
2019.01.24 08:00:0046EURAUDsellin0.021.6022646-0.070.000.005 266.74VENDA
2019.01.25 05:40:3547EURAUDbuyout0.021.5922747-0.070.0514.215 280.93tp 1.59227
2019.01.25 12:00:0048EURAUDsellin0.021.5960848-0.070.000.005 280.86VENDA
2019.01.28 03:43:5449EURAUDbuyout0.021.5860749-0.070.0514.415 295.25tp 1.58608
2019.01.29 04:00:0050EURAUDsellin0.021.5968850-0.070.000.005 295.18VENDA
2019.01.30 12:58:5651EURAUDbuyout0.021.5868851-0.070.0514.405 309.56tp 1.58688
2019.02.07 08:00:0052EURAUDsellin0.021.6011052-0.070.000.005 309.49VENDA
2019.02.12 10:38:3953EURAUDbuyout0.021.5911153-0.070.1414.155 323.71tp 1.59112
2019.03.06 20:00:0054EURAUDsellin0.021.6095054-0.070.000.005 323.64VENDA
2019.03.07 15:39:3155EURAUDbuyout0.021.5994955-0.070.1314.095 337.79tp 1.59950
2019.03.20 04:00:0056EURAUDsellin0.021.6070956-0.070.000.005 337.72VENDA
2019.03.20 21:04:2157EURAUDbuyout0.021.5969957-0.070.0014.425 352.07tp 1.59709
2019.05.06 04:00:0058EURAUDsellin0.021.6058958-0.070.000.005 352.00VENDA
2019.05.07 07:30:1259EURAUDbuyout0.021.5920359-0.070.0419.365 371.33tp 1.59589
2019.05.09 00:00:0860EURAUDsellin0.021.6012560-0.070.000.005 371.26VENDA
2019.05.13 16:00:0061EURAUDsellin0.021.6141561-0.070.000.005 371.19VENDA
2019.05.30 17:56:5062EURAUDbuyout0.021.6116562-0.070.793.455 375.36sl 1.61165
2019.06.04 04:00:0063EURAUDsellin0.021.6141763-0.070.000.005 375.29VENDA
2019.06.11 20:00:0064EURAUDsellin0.021.6279664-0.070.000.005 375.22VENDA
2019.06.18 08:00:0065EURAUDsellin0.021.6425165-0.070.000.005 375.15VENDA
2019.06.20 05:21:0366EURAUDbuyout0.021.6350366-0.070.1710.305 385.55sl 1.63501
2019.06.24 00:00:0067EURAUDsellin0.021.6397267-0.070.000.005 385.48VENDA
2019.07.01 04:45:0068EURAUDbuyout0.021.6225168-0.070.2924.085 409.78sl 1.62222
2019.07.01 14:17:3069EURAUDbuyout0.021.6229669-0.070.837.005 417.54sl 1.62296
2019.07.05 17:00:5870EURAUDbuyout0.021.6091870-0.071.376.965 425.80sl 1.60917
2019.07.09 12:00:0071EURAUDsellin0.021.6150771-0.070.000.005 425.73VENDA
2019.07.17 16:41:5772EURAUDbuyout0.021.6025872-0.070.3317.485 443.47sl 1.60257
2019.07.18 17:36:4273EURAUDbuyout0.021.5931473-0.072.9011.425 457.72tp 1.59316
2019.08.02 00:00:0374EURAUDsellin0.021.6296274-0.070.000.005 457.65VENDA
2019.08.05 12:00:0075EURAUDsellin0.021.6500275-0.070.000.005 457.58VENDA
2019.08.07 08:00:0076EURAUDsellin0.021.6740676-0.070.000.005 457.51VENDA
2019.08.07 11:01:2777EURAUDbuyout0.021.6640677-0.070.0013.455 470.89tp 1.66406
2019.08.07 16:00:0078EURAUDsellin0.021.6658078-0.070.000.005 470.82VENDA
2019.08.08 04:15:2579EURAUDbuyout0.021.6608079-0.070.136.755 477.63sl 1.66080
2019.08.09 03:26:0380EURAUDbuyout0.021.6475380-0.070.253.385 481.19sl 1.64752
2019.08.09 08:00:0081EURAUDsellin0.021.6443781-0.070.000.005 481.12VENDA
2019.08.09 23:56:5982EURAUDbuyout0.021.6512082-0.070.00-9.275 471.78end of test
2019.08.09 23:56:5983EURAUDbuyout0.021.6512083-0.070.29-29.285 442.72end of test
-5.74 20.24 428.22 5 442.72