Relatório do Testador de Estratégia
ICMarkets-Demo (Build 2085)
Configuração
Expert Advisor (Robô): DARKRAY_FX_EA_3.51-50113702 last
Ativo: EURCAD
Período: H4 (2018.08.08 - 2019.08.10)
Parâmetros de entrada: CONFIGURATION=GENERAL
ExibirNaTela=0
MagicNumber=1234
PermitirBUY=1
PermitirSELL=1
DistanciaAbertura=1300
DistanciaPrimeiraOrdemEMA200=100
QuantidadeOrdensAbertas=4
ControleSWAP=1
Margem=0
HEDGE=HEDGE
PermitirHedge=0
TakeProfitHedge=150
StopLossHedge=15000
LoteHedge=0.01
SaldoInicialHedge=100
AutoloteHedge=1
QuantidadeOrdensAbertasHedge=0
FILTER_1=EMA200
UsarEMA200=1
PeriodoEMA200=200
MAMethodEMA200=1
FILTER_2=FILTERADX
UsarADX=1
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=400
StopLoss=0
FechamentoMedia=0
FechamentoLucro=0
TakeProfitPrecoMedio=1500
SpreadMax=0
TRAILLING=TRAILLING
TraillingStop=0
TraillingStep=0
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: 38327235 Ativos: 1
Lucro Líquido Total: 434.52 Rebaixamento Absoluto do Saldo : 0.07 Rebaixamento Absoluto do Capital Líquido: 19.79
Lucro Bruto: 454.83 Rebaixamento Máximo do Saldo : 17.51 (0.34%) Rebaixamento Máximo do Capital Líquido: 188.63 (3.63%)
Perda Bruta: -20.31 Rebaixamento Relativo do Saldo : 0.34% (17.51) Rebaixamento Relativo do Capital Líquido: 3.63% (188.63)
Fator de Lucro: 22.39 Retorno Esperado (Payoff): 10.35 Nível de Margem: 22015.08%
Fator de Recuperação: 2.30 Índice de Sharpe: 0.78 Z-Pontuação: 2.57 (98.98%)
AHPR: 1.0020 (0.20%) Correlação LR : 0.99 Resultado OnTester: 0
GHPR: 1.0020 (0.20%) Erro Padrão LR : 25.40
Total de Negociações: 42 Posições Vendidas (% e ganhos): 42 (97.62%) Posições Compradas (% de ganhos): 0 (0.00%)
Ofertas Total: 84 Negociações com Lucro (% of total): 41 (97.62%) Negociações com Perda (% of total): 1 (2.38%)
Maior lucro da negociação: 65.19 Maior perda na Negociação: -17.37
Média lucro da negociação: 11.09 Média perda na Negociação: -20.31
Máximo ganhos consecutivos ($): 21 (260.84) Máximo perdas consecutivas ($): 1 (-17.37)
Máxima lucro consecutivo (contagem): 260.84 (21) Máxima perda consecutiva (contagem): -17.37 (1)
Média ganhos consecutivos: 21 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.96 Correlação (Lucros,MAE): 0.22 Correlação(MFE,MAE): -0.0355
Graph
Tempo mínimo de duração da posição: 0:33:00 Tempo máximo de duração da posição: 603:29:09 Tempo médio de duração da posição: 98:02:58
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2018.08.24 16:00:002EURCADsell0.02 / 0.021.515721.511702018.08.24 16:00:00filledVENDA
2018.08.27 09:19:483EURCADbuy0.02 / 0.021.511702018.08.27 09:19:48filledtp 1.51170
2018.08.27 16:00:004EURCADsell0.02 / 0.021.516851.512852018.08.27 16:00:00filledVENDA
2018.08.27 17:19:565EURCADbuy0.02 / 0.021.512852018.08.27 17:19:56filledtp 1.51285
2018.08.28 04:00:006EURCADsell0.02 / 0.021.514841.510842018.08.28 04:00:00filledVENDA
2018.08.28 15:38:227EURCADbuy0.02 / 0.021.510842018.08.28 15:38:22filledtp 1.51084
2018.08.30 16:00:008EURCADsell0.02 / 0.021.515351.511352018.08.30 16:00:00filledVENDA
2018.09.05 20:00:009EURCADsell0.02 / 0.021.533371.529372018.09.05 20:00:00filledVENDA
2018.09.12 19:51:0110EURCADbuy0.02 / 0.021.509362018.09.12 19:51:01filledtp 1.50936
2018.09.12 19:51:0111EURCADbuy0.02 / 0.021.509362018.09.12 19:51:01filledtp 1.50936
2018.09.14 00:00:0412EURCADsell0.02 / 0.021.519551.515552018.09.14 00:00:04filledVENDA
2018.09.14 22:02:5813EURCADbuy0.02 / 0.021.515552018.09.14 22:02:58filledtp 1.51555
2018.09.17 12:00:0014EURCADsell0.02 / 0.021.518351.514352018.09.17 12:00:00filledVENDA
2018.09.18 19:43:2915EURCADbuy0.02 / 0.021.514352018.09.18 19:43:29filledtp 1.51435
2018.09.21 00:00:0116EURCADsell0.02 / 0.021.519551.515552018.09.21 00:00:01filledVENDA
2018.09.21 16:25:2917EURCADbuy0.02 / 0.021.515552018.09.21 16:25:29filledtp 1.51555
2018.09.24 08:00:0018EURCADsell0.02 / 0.021.518911.514962018.09.24 08:00:00filledVENDA
2018.09.28 09:24:3919EURCADbuy0.02 / 0.021.514962018.09.28 09:24:39filledtp 1.51496
2018.10.11 08:00:0020EURCADsell0.02 / 0.021.508331.504332018.10.11 08:00:00filledVENDA
2018.10.11 10:05:3621EURCADbuy0.02 / 0.021.504332018.10.11 10:05:36filledtp 1.50433
2018.10.11 16:00:0022EURCADsell0.02 / 0.021.509451.505452018.10.11 16:00:00filledVENDA
2018.10.11 17:13:0823EURCADbuy0.02 / 0.021.505452018.10.11 17:13:08filledtp 1.50545
2018.10.12 20:00:0024EURCADsell0.02 / 0.021.508021.504022018.10.12 20:00:00filledVENDA
2018.10.15 00:00:0225EURCADbuy0.02 / 0.021.504022018.10.15 00:00:02filledtp 1.50402
2018.10.15 16:00:0026EURCADsell0.02 / 0.021.509461.505462018.10.15 16:00:00filledVENDA
2018.10.15 17:42:1027EURCADbuy0.02 / 0.021.505462018.10.15 17:42:10filledtp 1.50546
2018.10.19 20:00:0028EURCADsell0.02 / 0.021.510721.506702018.10.19 20:00:00filledVENDA
2018.10.22 11:53:0729EURCADbuy0.02 / 0.021.506702018.10.22 11:53:07filledtp 1.50670
2018.11.07 08:00:0030EURCADsell0.02 / 0.021.502411.498412018.11.07 08:00:00filledVENDA
2018.11.07 23:49:5631EURCADbuy0.02 / 0.021.498412018.11.07 23:49:56filledtp 1.49841
2018.11.15 08:00:0032EURCADsell0.02 / 0.021.499531.495532018.11.15 08:00:00filledVENDA
2018.11.15 10:57:2133EURCADbuy0.02 / 0.021.495532018.11.15 10:57:21filledtp 1.49553
2018.11.16 20:00:0034EURCADsell0.02 / 0.021.500661.496662018.11.16 20:00:00filledVENDA
2018.11.21 08:00:0035EURCADsell0.02 / 0.021.513721.509712018.11.21 08:00:00filledVENDA
2018.12.03 15:19:1636EURCADbuy0.02 / 0.021.492192018.12.03 15:19:16filledtp 1.49219
2018.12.03 15:19:1637EURCADbuy0.02 / 0.021.492192018.12.03 15:19:16filledtp 1.49219
2018.12.04 16:00:0038EURCADsell0.02 / 0.021.502521.498522018.12.04 16:00:00filledVENDA
2018.12.04 18:02:0739EURCADbuy0.02 / 0.021.498522018.12.04 18:02:07filledtp 1.49852
2018.12.05 00:00:0240EURCADsell0.02 / 0.021.503991.499992018.12.05 00:00:02filledVENDA
2018.12.06 04:00:0041EURCADsell0.02 / 0.021.519191.515192018.12.06 04:00:00filledVENDA
2018.12.26 16:00:0042EURCADsell0.02 / 0.021.549721.545722018.12.26 16:00:00filledVENDA
2018.12.26 19:32:0443EURCADbuy0.02 / 0.021.545722018.12.26 19:32:04filledtp 1.54572
2018.12.27 04:00:0044EURCADsell0.02 / 0.021.545901.541902018.12.27 04:00:00filledVENDA
2018.12.27 20:00:0045EURCADsell0.02 / 0.021.559901.555882018.12.27 20:00:00filledVENDA
2019.01.09 03:29:1146EURCADbuy0.02 / 0.021.517252019.01.09 03:29:11filledtp 1.51725
2019.01.09 03:29:1147EURCADbuy0.02 / 0.021.517252019.01.09 03:29:11filledtp 1.51725
2019.01.09 03:29:1148EURCADbuy0.02 / 0.021.517252019.01.09 03:29:11filledtp 1.51725
2019.01.09 03:29:1149EURCADbuy0.02 / 0.021.517252019.01.09 03:29:11filledtp 1.51725
2019.01.10 04:00:0050EURCADsell0.02 / 0.021.528901.524902019.01.10 04:00:00filledVENDA
2019.01.10 11:46:0151EURCADbuy0.02 / 0.021.524902019.01.10 11:46:01filledtp 1.52490
2019.03.01 16:00:0052EURCADsell0.02 / 0.021.506761.502762019.03.01 16:00:00filledVENDA
2019.03.06 20:00:0053EURCADsell0.02 / 0.021.519831.515832019.03.06 20:00:00filledVENDA
2019.03.29 21:48:1654EURCADbuy0.02 / 0.021.498302019.03.29 21:48:16filledtp 1.49830
2019.03.29 21:48:1655EURCADbuy0.02 / 0.021.498302019.03.29 21:48:16filledtp 1.49830
2019.04.11 16:00:0056EURCADsell0.02 / 0.021.507311.503312019.04.11 16:00:00filledVENDA
2019.04.17 15:30:2957EURCADbuy0.02 / 0.021.503312019.04.17 15:30:29filledtp 1.50331
2019.04.17 20:00:0058EURCADsell0.02 / 0.021.507141.503142019.04.17 20:00:00filledVENDA
2019.04.18 11:13:2559EURCADbuy0.02 / 0.021.503142019.04.18 11:13:25filledtp 1.50314
2019.04.24 00:00:0460EURCADsell0.02 / 0.021.506971.502972019.04.24 00:00:04filledVENDA
2019.04.24 21:42:1261EURCADbuy0.02 / 0.021.502972019.04.24 21:42:12filledtp 1.50297
2019.04.30 08:00:0062EURCADsell0.02 / 0.021.506381.502382019.04.30 08:00:00filledVENDA
2019.04.30 20:31:5963EURCADbuy0.02 / 0.021.502382019.04.30 20:31:59filledtp 1.50238
2019.05.01 20:00:0064EURCADsell0.02 / 0.021.509341.505342019.05.01 20:00:00filledVENDA
2019.05.01 21:35:3065EURCADbuy0.02 / 0.021.505342019.05.01 21:35:30filledtp 1.50534
2019.05.06 04:00:0066EURCADsell0.02 / 0.021.507981.503982019.05.06 04:00:00filledVENDA
2019.05.07 04:41:4167EURCADbuy0.02 / 0.021.503982019.05.07 04:41:41filledtp 1.50398
2019.05.07 16:00:0068EURCADsell0.02 / 0.021.506231.502232019.05.07 16:00:00filledVENDA
2019.05.16 13:28:0169EURCADbuy0.02 / 0.021.502232019.05.16 13:28:01filledtp 1.50223
2019.05.17 16:00:0070EURCADsell0.02 / 0.021.509681.505682019.05.17 16:00:00filledVENDA
2019.05.17 17:11:1271EURCADbuy0.02 / 0.021.505682019.05.17 17:11:12filledtp 1.50568
2019.05.23 20:00:0072EURCADsell0.02 / 0.021.506491.502492019.05.23 20:00:00filledVENDA
2019.05.28 07:46:2173EURCADbuy0.02 / 0.021.502492019.05.28 07:46:21filledtp 1.50249
2019.05.28 12:00:0074EURCADsell0.02 / 0.021.506611.502612019.05.28 12:00:00filledVENDA
2019.05.30 10:18:1775EURCADbuy0.02 / 0.021.502612019.05.30 10:18:17filledtp 1.50261
2019.05.31 04:00:0076EURCADsell0.02 / 0.021.507431.503432019.05.31 04:00:00filledVENDA
2019.06.06 14:45:1377EURCADbuy0.02 / 0.021.503432019.06.06 14:45:13filledtp 1.50343
2019.06.06 16:00:0078EURCADsell0.02 / 0.021.512011.508012019.06.06 16:00:00filledVENDA
2019.06.06 16:37:5679EURCADbuy0.02 / 0.021.508012019.06.06 16:37:56filledtp 1.50801
2019.06.12 12:00:0080EURCADsell0.02 / 0.021.507241.503242019.06.12 12:00:00filledVENDA
2019.06.12 16:07:1881EURCADbuy0.02 / 0.021.503242019.06.12 16:07:18filledtp 1.50324
2019.06.17 16:00:0082EURCADsell0.02 / 0.021.507321.503322019.06.17 16:00:00filledVENDA
2019.06.18 11:12:4483EURCADbuy0.02 / 0.021.503322019.06.18 11:12:44filledtp 1.50332
2019.08.09 16:00:0084EURCADsell0.02 / 0.021.484711.480712019.08.09 16:00:00filledVENDA
2019.08.09 16:33:0085EURCADbuy0.02 / 0.021.480712019.08.09 16:33:00filledtp 1.48071
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
2018.08.24 16:00:002EURCADsellin0.021.515722-0.070.000.004 999.93VENDA
2018.08.27 09:19:483EURCADbuyout0.021.511703-0.070.086.175 006.11tp 1.51170
2018.08.27 16:00:004EURCADsellin0.021.516854-0.070.000.005 006.04VENDA
2018.08.27 17:19:565EURCADbuyout0.021.512855-0.070.006.165 012.13tp 1.51285
2018.08.28 04:00:006EURCADsellin0.021.514846-0.070.000.005 012.06VENDA
2018.08.28 15:38:227EURCADbuyout0.021.510837-0.070.006.225 018.21tp 1.51084
2018.08.30 16:00:008EURCADsellin0.021.515358-0.070.000.005 018.14VENDA
2018.09.05 20:00:009EURCADsellin0.021.533379-0.070.000.005 018.07VENDA
2018.09.12 19:51:0110EURCADbuyout0.021.5093510-0.070.879.245 028.11tp 1.50936
2018.09.12 19:51:0111EURCADbuyout0.021.5093511-0.070.5536.985 065.57tp 1.50936
2018.09.14 00:00:0412EURCADsellin0.021.5195512-0.070.000.005 065.50VENDA
2018.09.14 22:02:5813EURCADbuyout0.021.5155513-0.070.006.145 071.57tp 1.51555
2018.09.17 12:00:0014EURCADsellin0.021.5183514-0.070.000.005 071.50VENDA
2018.09.18 19:43:2915EURCADbuyout0.021.5143415-0.070.086.185 077.69tp 1.51435
2018.09.21 00:00:0116EURCADsellin0.021.5195516-0.070.000.005 077.62VENDA
2018.09.21 16:25:2917EURCADbuyout0.021.5155317-0.070.006.235 083.78tp 1.51555
2018.09.24 08:00:0018EURCADsellin0.021.5189118-0.070.000.005 083.71VENDA
2018.09.28 09:24:3919EURCADbuyout0.021.5149519-0.070.486.085 090.20tp 1.51496
2018.10.11 08:00:0020EURCADsellin0.021.5083320-0.070.000.005 090.13VENDA
2018.10.11 10:05:3621EURCADbuyout0.021.5043221-0.070.006.155 096.21tp 1.50433
2018.10.11 16:00:0022EURCADsellin0.021.5094522-0.070.000.005 096.14VENDA
2018.10.11 17:13:0823EURCADbuyout0.021.5054523-0.070.006.145 102.21tp 1.50545
2018.10.12 20:00:0024EURCADsellin0.021.5080224-0.070.000.005 102.14VENDA
2018.10.15 00:00:0225EURCADbuyout0.021.5032625-0.070.087.315 109.46tp 1.50402
2018.10.15 16:00:0026EURCADsellin0.021.5094626-0.070.000.005 109.39VENDA
2018.10.15 17:42:1027EURCADbuyout0.021.5054627-0.070.006.165 115.48tp 1.50546
2018.10.19 20:00:0028EURCADsellin0.021.5107228-0.070.000.005 115.41VENDA
2018.10.22 11:53:0729EURCADbuyout0.021.5066929-0.070.086.165 121.58tp 1.50670
2018.11.07 08:00:0030EURCADsellin0.021.5024130-0.070.000.005 121.51VENDA
2018.11.07 23:49:5631EURCADbuyout0.021.4984031-0.070.006.125 127.56tp 1.49841
2018.11.15 08:00:0032EURCADsellin0.021.4995332-0.070.000.005 127.49VENDA
2018.11.15 10:57:2133EURCADbuyout0.021.4955333-0.070.006.055 133.47tp 1.49553
2018.11.16 20:00:0034EURCADsellin0.021.5006634-0.070.000.005 133.40VENDA
2018.11.21 08:00:0035EURCADsellin0.021.5137235-0.070.000.005 133.33VENDA
2018.12.03 15:19:1636EURCADbuyout0.021.4921736-0.071.1812.895 147.33tp 1.49219
2018.12.03 15:19:1637EURCADbuyout0.021.4921737-0.070.9432.715 180.91tp 1.49219
2018.12.04 16:00:0038EURCADsellin0.021.5025238-0.070.000.005 180.84VENDA
2018.12.04 18:02:0739EURCADbuyout0.021.4985139-0.070.006.075 186.84tp 1.49852
2018.12.05 00:00:0240EURCADsellin0.021.5039940-0.070.000.005 186.77VENDA
2018.12.06 04:00:0041EURCADsellin0.021.5191941-0.070.000.005 186.70VENDA
2018.12.26 16:00:0042EURCADsellin0.021.5497242-0.070.000.005 186.63VENDA
2018.12.26 19:32:0443EURCADbuyout0.021.5457243-0.070.005.895 192.45tp 1.54572
2018.12.27 04:00:0044EURCADsellin0.021.5459044-0.070.000.005 192.38VENDA
2018.12.27 20:00:0045EURCADsellin0.021.5599045-0.070.000.005 192.31VENDA
2019.01.09 03:29:1146EURCADbuyout0.021.5172446-0.072.71-20.015 174.94tp 1.51725
2019.01.09 03:29:1147EURCADbuyout0.021.5172447-0.072.482.945 180.29tp 1.51725
2019.01.09 03:29:1148EURCADbuyout0.021.5172448-0.070.8443.285 224.34tp 1.51725
2019.01.09 03:29:1149EURCADbuyout0.021.5172449-0.070.8464.425 289.53tp 1.51725
2019.01.10 04:00:0050EURCADsellin0.021.5289050-0.070.000.005 289.46VENDA
2019.01.10 11:46:0151EURCADbuyout0.021.5249051-0.070.006.045 295.43tp 1.52490
2019.03.01 16:00:0052EURCADsellin0.021.5067652-0.070.000.005 295.36VENDA
2019.03.06 20:00:0053EURCADsellin0.021.5198353-0.070.000.005 295.29VENDA
2019.03.29 21:48:1654EURCADbuyout0.021.4982954-0.072.2012.685 310.10tp 1.49830
2019.03.29 21:48:1655EURCADbuyout0.021.4982955-0.071.9632.255 344.24tp 1.49830
2019.04.11 16:00:0056EURCADsellin0.021.5073156-0.070.000.005 344.17VENDA
2019.04.17 15:30:2957EURCADbuyout0.021.5032657-0.070.326.095 350.51tp 1.50331
2019.04.17 20:00:0058EURCADsellin0.021.5071458-0.070.000.005 350.44VENDA
2019.04.18 11:13:2559EURCADbuyout0.021.5031459-0.070.235.995 356.59tp 1.50314
2019.04.24 00:00:0460EURCADsellin0.021.5069760-0.070.000.005 356.52VENDA
2019.04.24 21:42:1261EURCADbuyout0.021.5029761-0.070.005.935 362.38tp 1.50297
2019.04.30 08:00:0062EURCADsellin0.021.5063862-0.070.000.005 362.31VENDA
2019.04.30 20:31:5963EURCADbuyout0.021.5023863-0.070.005.975 368.21tp 1.50238
2019.05.01 20:00:0064EURCADsellin0.021.5093464-0.070.000.005 368.14VENDA
2019.05.01 21:35:3065EURCADbuyout0.021.5053465-0.070.005.965 374.03tp 1.50534
2019.05.06 04:00:0066EURCADsellin0.021.5079866-0.070.000.005 373.96VENDA
2019.05.07 04:41:4167EURCADbuyout0.021.5039767-0.070.085.975 379.94tp 1.50398
2019.05.07 16:00:0068EURCADsellin0.021.5062368-0.070.000.005 379.87VENDA
2019.05.16 13:28:0169EURCADbuyout0.021.5022369-0.070.865.975 386.63tp 1.50223
2019.05.17 16:00:0070EURCADsellin0.021.5096870-0.070.000.005 386.56VENDA
2019.05.17 17:11:1271EURCADbuyout0.021.5056871-0.070.005.935 392.42tp 1.50568
2019.05.23 20:00:0072EURCADsellin0.021.5064972-0.070.000.005 392.35VENDA
2019.05.28 07:46:2173EURCADbuyout0.021.5024973-0.070.245.955 398.47tp 1.50249
2019.05.28 12:00:0074EURCADsellin0.021.5066174-0.070.000.005 398.40VENDA
2019.05.30 10:18:1775EURCADbuyout0.021.5026175-0.070.315.925 404.56tp 1.50261
2019.05.31 04:00:0076EURCADsellin0.021.5074376-0.070.000.005 404.49VENDA
2019.06.06 14:45:1377EURCADbuyout0.021.5033877-0.070.476.045 410.93tp 1.50343
2019.06.06 16:00:0078EURCADsellin0.021.5120178-0.070.000.005 410.86VENDA
2019.06.06 16:37:5679EURCADbuyout0.021.5080179-0.070.005.975 416.76tp 1.50801
2019.06.12 12:00:0080EURCADsellin0.021.5072480-0.070.000.005 416.69VENDA
2019.06.12 16:07:1881EURCADbuyout0.021.5032181-0.070.006.065 422.68tp 1.50324
2019.06.17 16:00:0082EURCADsellin0.021.5073282-0.070.000.005 422.61VENDA
2019.06.18 11:12:4483EURCADbuyout0.021.5033083-0.070.085.995 428.61tp 1.50332
2019.08.09 16:00:0084EURCADsellin0.021.4847184-0.070.000.005 428.54VENDA
2019.08.09 16:33:0085EURCADbuyout0.021.4807185-0.070.006.055 434.52tp 1.48071
-5.88 17.96 422.44 5 434.52