Relatório do Testador de Estratégia
ICMarkets-Demo (Build 2085)
Configuração
Expert Advisor (Robô): DARKRAY_FX_EA_3.51-50113702 last
Ativo: EURJPY
Período: H4 (2018.08.08 - 2019.08.10)
Parâmetros de entrada: CONFIGURATION=GENERAL
ExibirNaTela=1
MagicNumber=1234
PermitirBUY=0
PermitirSELL=1
DistanciaAbertura=0
DistanciaPrimeiraOrdemEMA200=500
QuantidadeOrdensAbertas=6
ControleSWAP=0
Margem=4000
HEDGE=HEDGE
PermitirHedge=0
TakeProfitHedge=425
StopLossHedge=20000
LoteHedge=0.01
SaldoInicialHedge=1000
AutoloteHedge=1
QuantidadeOrdensAbertasHedge=0
FILTER_1=EMA200
UsarEMA200=0
PeriodoEMA200=200
MAMethodEMA200=1
FILTER_2=FILTERADX
UsarADX=1
PeriodoADX=16
NivelADX=61
FILTER_3=RSIFILTER
UsarRSI=1
PeriodoRSI=40
SobreCompra=6
SobreVenda=31
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=1700
StopLoss=0
FechamentoMedia=0
FechamentoLucro=0
TakeProfitPrecoMedio=1800
SpreadMax=0
TRAILLING=TRAILLING
TraillingStop=200
TraillingStep=15
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: 58285111 Ativos: 1
Lucro Líquido Total: 792.25 Rebaixamento Absoluto do Saldo : 0.42 Rebaixamento Absoluto do Capital Líquido: 121.27
Lucro Bruto: 794.00 Rebaixamento Máximo do Saldo : 0.42 (0.01%) Rebaixamento Máximo do Capital Líquido: 241.17 (4.61%)
Perda Bruta: -1.75 Rebaixamento Relativo do Saldo : 0.01% (0.42) Rebaixamento Relativo do Capital Líquido: 4.61% (241.17)
Fator de Lucro: 453.71 Retorno Esperado (Payoff): 31.76 Nível de Margem: 13931.27%
Fator de Recuperação: 3.29 Índice de Sharpe: 4.80 Z-Pontuação: 0.00 (0.00%)
AHPR: 1.0059 (0.59%) Correlação LR : 1.00 Resultado OnTester: 0
GHPR: 1.0059 (0.59%) Erro Padrão LR : 7.43
Total de Negociações: 25 Posições Vendidas (% e ganhos): 25 (100.00%) Posições Compradas (% de ganhos): 0 (0.00%)
Ofertas Total: 50 Negociações com Lucro (% of total): 25 (100.00%) Negociações com Perda (% of total): 0 (0.00%)
Maior lucro da negociação: 44.85 Maior perda na Negociação: 0.00
Média lucro da negociação: 31.76 Média perda na Negociação: 0.00
Máximo ganhos consecutivos ($): 25 (794.00) Máximo perdas consecutivas ($): 0 (0.00)
Máxima lucro consecutivo (contagem): 794.00 (25) Máxima perda consecutiva (contagem): 0.00 (0)
Média ganhos consecutivos: 25 Média perdas consecutivas: 0
Graph
Graph
Correlação (Lucros,MFE): 1.00 Correlação (Lucros,MAE): 0.52 Correlação(MFE,MAE): 0.5203
Graph
Tempo mínimo de duração da posição: 68:03:47 Tempo máximo de duração da posição: 425:02:55 Tempo médio de duração da posição: 230:56:26
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2018.08.24 16:00:002EURJPYsell0.02 / 0.02129.069127.3702018.08.24 16:00:00filledVENDA
2018.08.27 16:00:003EURJPYsell0.02 / 0.02129.207127.5072018.08.27 16:00:00filledVENDA
2018.08.27 20:00:004EURJPYsell0.02 / 0.02129.791128.0912018.08.27 20:00:00filledVENDA
2018.08.28 04:00:005EURJPYsell0.02 / 0.02130.020128.3202018.08.28 04:00:00filledVENDA
2018.08.28 16:00:006EURJPYsell0.02 / 0.02130.142128.4422018.08.28 16:00:00filledVENDA
2018.08.28 20:00:007EURJPYsell0.02 / 0.02130.160128.4602018.08.28 20:00:00filledVENDA
2018.09.10 09:49:348EURJPYbuy0.02 / 0.02127.9322018.09.10 09:49:34filledtp 127.932
2018.09.10 09:49:349EURJPYbuy0.02 / 0.02127.9322018.09.10 09:49:34filledtp 127.932
2018.09.10 09:49:3410EURJPYbuy0.02 / 0.02127.9322018.09.10 09:49:34filledtp 127.932
2018.09.10 09:49:3411EURJPYbuy0.02 / 0.02127.9322018.09.10 09:49:34filledtp 127.932
2018.09.10 09:49:3412EURJPYbuy0.02 / 0.02127.9322018.09.10 09:49:34filledtp 127.932
2018.09.10 09:49:3413EURJPYbuy0.02 / 0.02127.9322018.09.10 09:49:34filledtp 127.932
2018.09.13 20:00:0014EURJPYsell0.02 / 0.02130.640128.9402018.09.13 20:00:00filledVENDA
2018.09.14 00:00:0115EURJPYsell0.02 / 0.02130.834129.1342018.09.14 00:00:01filledVENDA
2018.09.14 04:00:0016EURJPYsell0.02 / 0.02131.004129.3082018.09.14 04:00:00filledVENDA
2018.09.18 16:00:0017EURJPYsell0.02 / 0.02131.327129.6262018.09.18 16:00:00filledVENDA
2018.09.19 12:00:0018EURJPYsell0.02 / 0.02131.495129.7952018.09.19 12:00:00filledVENDA
2018.09.20 16:00:0019EURJPYsell0.02 / 0.02131.970130.2702018.09.20 16:00:00filledVENDA
2018.10.09 13:02:5520EURJPYbuy0.02 / 0.02129.4122018.10.09 13:02:55filledtp 129.412
2018.10.09 13:02:5521EURJPYbuy0.02 / 0.02129.4122018.10.09 13:02:55filledtp 129.412
2018.10.09 13:02:5522EURJPYbuy0.02 / 0.02129.4122018.10.09 13:02:55filledtp 129.412
2018.10.09 13:02:5523EURJPYbuy0.02 / 0.02129.4122018.10.09 13:02:55filledtp 129.412
2018.10.09 13:02:5524EURJPYbuy0.02 / 0.02129.4122018.10.09 13:02:55filledtp 129.412
2018.10.09 13:02:5525EURJPYbuy0.02 / 0.02129.4122018.10.09 13:02:55filledtp 129.412
2018.11.07 12:00:0026EURJPYsell0.02 / 0.02129.912128.2122018.11.07 12:00:00filledVENDA
2018.11.07 16:00:0027EURJPYsell0.02 / 0.02130.027128.3282018.11.07 16:00:00filledVENDA
2018.11.12 12:03:4728EURJPYbuy0.02 / 0.02128.1702018.11.12 12:03:47filledtp 128.170
2018.11.12 12:03:4729EURJPYbuy0.02 / 0.02128.1702018.11.12 12:03:47filledtp 128.170
2019.02.04 16:00:0030EURJPYsell0.02 / 0.02125.933124.2332019.02.04 16:00:00filledVENDA
2019.02.08 18:06:4131EURJPYbuy0.02 / 0.02124.2332019.02.08 18:06:41filledtp 124.233
2019.02.20 04:00:0032EURJPYsell0.02 / 0.02125.886124.1862019.02.20 04:00:00filledVENDA
2019.02.25 20:00:0033EURJPYsell0.02 / 0.02126.176124.4762019.02.25 20:00:00filledVENDA
2019.02.28 00:00:0434EURJPYsell0.02 / 0.02126.183124.4832019.02.28 00:00:04filledVENDA
2019.02.28 16:00:0035EURJPYsell0.02 / 0.02126.498124.7982019.02.28 16:00:00filledVENDA
2019.02.28 20:00:0036EURJPYsell0.02 / 0.02126.711125.0102019.02.28 20:00:00filledVENDA
2019.03.01 04:00:0037EURJPYsell0.02 / 0.02126.968125.2682019.03.01 04:00:00filledVENDA
2019.03.08 06:32:5838EURJPYbuy0.02 / 0.02124.6042019.03.08 06:32:58filledtp 124.604
2019.03.08 06:32:5839EURJPYbuy0.02 / 0.02124.6042019.03.08 06:32:58filledtp 124.604
2019.03.08 06:32:5840EURJPYbuy0.02 / 0.02124.6042019.03.08 06:32:58filledtp 124.604
2019.03.08 06:32:5841EURJPYbuy0.02 / 0.02124.6042019.03.08 06:32:58filledtp 124.604
2019.03.08 06:32:5842EURJPYbuy0.02 / 0.02124.6042019.03.08 06:32:58filledtp 124.604
2019.03.08 06:32:5843EURJPYbuy0.02 / 0.02124.6042019.03.08 06:32:58filledtp 124.604
2019.04.12 04:00:0044EURJPYsell0.02 / 0.02126.120124.4202019.04.12 04:00:00filledVENDA
2019.04.12 08:00:0045EURJPYsell0.02 / 0.02126.172124.4742019.04.12 08:00:00filledVENDA
2019.04.12 12:00:0046EURJPYsell0.02 / 0.02126.552124.8522019.04.12 12:00:00filledVENDA
2019.04.12 16:00:0047EURJPYsell0.02 / 0.02126.735125.0352019.04.12 16:00:00filledVENDA
2019.04.25 13:41:0248EURJPYbuy0.02 / 0.02124.5952019.04.25 13:41:02filledtp 124.595
2019.04.25 13:41:0249EURJPYbuy0.02 / 0.02124.5952019.04.25 13:41:02filledtp 124.595
2019.04.25 13:41:0250EURJPYbuy0.02 / 0.02124.5952019.04.25 13:41:02filledtp 124.595
2019.04.25 13:41:0251EURJPYbuy0.02 / 0.02124.5952019.04.25 13:41:02filledtp 124.595
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 16:00:002EURJPYsellin0.02129.0692-0.070.000.004 999.93VENDA
2018.08.27 16:00:003EURJPYsellin0.02129.2073-0.070.000.004 999.86VENDA
2018.08.27 20:00:004EURJPYsellin0.02129.7914-0.070.000.004 999.79VENDA
2018.08.28 04:00:005EURJPYsellin0.02130.0205-0.070.000.004 999.72VENDA
2018.08.28 16:00:006EURJPYsellin0.02130.1426-0.070.000.004 999.65VENDA
2018.08.28 20:00:007EURJPYsellin0.02130.1607-0.070.000.004 999.58VENDA
2018.09.10 09:49:348EURJPYbuyout0.02127.9328-0.07-0.3220.505 019.69tp 127.932
2018.09.10 09:49:349EURJPYbuyout0.02127.9329-0.07-0.3022.995 042.31tp 127.932
2018.09.10 09:49:3410EURJPYbuyout0.02127.93210-0.07-0.3033.515 075.45tp 127.932
2018.09.10 09:49:3411EURJPYbuyout0.02127.93211-0.07-0.2837.645 112.74tp 127.932
2018.09.10 09:49:3412EURJPYbuyout0.02127.93212-0.07-0.2839.845 152.23tp 127.932
2018.09.10 09:49:3413EURJPYbuyout0.02127.93213-0.07-0.2840.175 192.05tp 127.932
2018.09.13 20:00:0014EURJPYsellin0.02130.64014-0.070.000.005 191.98VENDA
2018.09.14 00:00:0115EURJPYsellin0.02130.83415-0.070.000.005 191.91VENDA
2018.09.14 04:00:0016EURJPYsellin0.02131.00416-0.070.000.005 191.84VENDA
2018.09.18 16:00:0017EURJPYsellin0.02131.32717-0.070.000.005 191.77VENDA
2018.09.19 12:00:0018EURJPYsellin0.02131.49518-0.070.000.005 191.70VENDA
2018.09.20 16:00:0019EURJPYsellin0.02131.97019-0.070.000.005 191.63VENDA
2018.10.09 13:02:5520EURJPYbuyout0.02129.41020-0.07-0.5121.765 212.81tp 129.412
2018.10.09 13:02:5521EURJPYbuyout0.02129.41021-0.07-0.4925.195 237.44tp 129.412
2018.10.09 13:02:5522EURJPYbuyout0.02129.41022-0.07-0.4928.205 265.08tp 129.412
2018.10.09 13:02:5523EURJPYbuyout0.02129.41023-0.07-0.4533.915 298.47tp 129.412
2018.10.09 13:02:5524EURJPYbuyout0.02129.41024-0.07-0.4336.885 334.85tp 129.412
2018.10.09 13:02:5525EURJPYbuyout0.02129.41025-0.07-0.3645.285 379.70tp 129.412
2018.11.07 12:00:0026EURJPYsellin0.02129.91226-0.070.000.005 379.63VENDA
2018.11.07 16:00:0027EURJPYsellin0.02130.02727-0.070.000.005 379.56VENDA
2018.11.12 12:03:4728EURJPYbuyout0.02128.17028-0.07-0.1130.595 409.97tp 128.170
2018.11.12 12:03:4729EURJPYbuyout0.02128.17029-0.07-0.1132.615 442.40tp 128.170
2019.02.04 16:00:0030EURJPYsellin0.02125.93330-0.070.000.005 442.33VENDA
2019.02.08 18:06:4131EURJPYbuyout0.02124.23331-0.07-0.1331.005 473.13tp 124.233
2019.02.20 04:00:0032EURJPYsellin0.02125.88632-0.070.000.005 473.06VENDA
2019.02.25 20:00:0033EURJPYsellin0.02126.17633-0.070.000.005 472.99VENDA
2019.02.28 00:00:0434EURJPYsellin0.02126.18334-0.070.000.005 472.92VENDA
2019.02.28 16:00:0035EURJPYsellin0.02126.49835-0.070.000.005 472.85VENDA
2019.02.28 20:00:0036EURJPYsellin0.02126.71136-0.070.000.005 472.78VENDA
2019.03.01 04:00:0037EURJPYsellin0.02126.96837-0.070.000.005 472.71VENDA
2019.03.08 06:32:5838EURJPYbuyout0.02124.60338-0.07-0.3923.065 495.31tp 124.604
2019.03.08 06:32:5839EURJPYbuyout0.02124.60339-0.07-0.2828.275 523.23tp 124.604
2019.03.08 06:32:5840EURJPYbuyout0.02124.60340-0.07-0.1728.395 551.38tp 124.604
2019.03.08 06:32:5841EURJPYbuyout0.02124.60341-0.07-0.1734.055 585.19tp 124.604
2019.03.08 06:32:5842EURJPYbuyout0.02124.60342-0.07-0.1737.885 622.83tp 124.604
2019.03.08 06:32:5843EURJPYbuyout0.02124.60343-0.07-0.1542.505 665.11tp 124.604
2019.04.12 04:00:0044EURJPYsellin0.02126.12044-0.070.000.005 665.04VENDA
2019.04.12 08:00:0045EURJPYsellin0.02126.17245-0.070.000.005 664.97VENDA
2019.04.12 12:00:0046EURJPYsellin0.02126.55246-0.070.000.005 664.90VENDA
2019.04.12 16:00:0047EURJPYsellin0.02126.73547-0.070.000.005 664.83VENDA
2019.04.25 13:41:0248EURJPYbuyout0.02124.59448-0.07-0.2827.295 691.77tp 124.595
2019.04.25 13:41:0249EURJPYbuyout0.02124.59449-0.07-0.2828.225 719.64tp 124.595
2019.04.25 13:41:0250EURJPYbuyout0.02124.59450-0.07-0.2835.025 754.31tp 124.595
2019.04.25 13:41:0251EURJPYbuyout0.02124.59451-0.07-0.2838.295 792.25tp 124.595
-3.50 -7.29 803.04 5 792.25