Relatório do Testador de Estratégia
ICMarkets-Demo (Build 2085)
Configuração
Expert Advisor (Robô): DARKRAY_FX_EA_3.51-50113702 last
Ativo: EURSGD
Período: H4 (2018.08.08 - 2019.08.10)
Parâmetros de entrada: CONFIGURATION=GENERAL
ExibirNaTela=0
MagicNumber=2555
PermitirBUY=0
PermitirSELL=1
DistanciaAbertura=50
DistanciaPrimeiraOrdemEMA200=350
QuantidadeOrdensAbertas=7
ControleSWAP=0
Margem=4000
HEDGE=HEDGE
PermitirHedge=0
TakeProfitHedge=150
StopLossHedge=15000
LoteHedge=0.01
SaldoInicialHedge=100
AutoloteHedge=1
QuantidadeOrdensAbertasHedge=0
FILTER_1=EMA200
UsarEMA200=1
PeriodoEMA200=50
MAMethodEMA200=1
FILTER_2=FILTERADX
UsarADX=1
PeriodoADX=28
NivelADX=20
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=550
StopLoss=0
FechamentoMedia=0
FechamentoLucro=0
TakeProfitPrecoMedio=1450
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: 29792621 Ativos: 1
Lucro Líquido Total: 821.46 Rebaixamento Absoluto do Saldo : 0.49 Rebaixamento Absoluto do Capital Líquido: 107.61
Lucro Bruto: 823.98 Rebaixamento Máximo do Saldo : 0.49 (0.01%) Rebaixamento Máximo do Capital Líquido: 162.58 (3.22%)
Perda Bruta: -2.52 Rebaixamento Relativo do Saldo : 0.01% (0.49) Rebaixamento Relativo do Capital Líquido: 3.22% (162.58)
Fator de Lucro: 326.98 Retorno Esperado (Payoff): 22.89 Nível de Margem: 12026.52%
Fator de Recuperação: 5.05 Índice de Sharpe: 2.69 Z-Pontuação: 0.00 (0.00%)
AHPR: 1.0042 (0.42%) Correlação LR : 1.00 Resultado OnTester: 0
GHPR: 1.0042 (0.42%) Erro Padrão LR : 18.95
Total de Negociações: 36 Posições Vendidas (% e ganhos): 36 (100.00%) Posições Compradas (% de ganhos): 0 (0.00%)
Ofertas Total: 72 Negociações com Lucro (% of total): 36 (100.00%) Negociações com Perda (% of total): 0 (0.00%)
Maior lucro da negociação: 41.93 Maior perda na Negociação: 0.00
Média lucro da negociação: 22.89 Média perda na Negociação: 0.00
Máximo ganhos consecutivos ($): 36 (823.98) Máximo perdas consecutivas ($): 0 (0.00)
Máxima lucro consecutivo (contagem): 823.98 (36) Máxima perda consecutiva (contagem): 0.00 (0)
Média ganhos consecutivos: 36 Média perdas consecutivas: 0
Graph
Graph
Correlação (Lucros,MFE): 1.00 Correlação (Lucros,MAE): -0.18 Correlação(MFE,MAE): -0.1750
Graph
Tempo mínimo de duração da posição: 9:13:07 Tempo máximo de duração da posição: 1403:03:02 Tempo médio de duração da posição: 412:02:01
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2018.09.04 04:00:002EURSGDsell0.02 / 0.021.594071.588562018.09.04 04:00:00filledVENDA
2018.09.05 04:00:003EURSGDsell0.02 / 0.021.594751.589252018.09.05 04:00:00filledVENDA
2018.09.05 08:00:014EURSGDsell0.02 / 0.021.596911.591412018.09.05 08:00:01filledVENDA
2018.09.05 20:00:015EURSGDsell0.02 / 0.021.599051.593552018.09.05 20:00:01filledVENDA
2018.09.06 04:00:056EURSGDsell0.02 / 0.021.601301.595802018.09.06 04:00:05filledVENDA
2018.09.06 08:00:017EURSGDsell0.02 / 0.021.602231.596732018.09.06 08:00:01filledVENDA
2018.09.17 16:00:008EURSGDsell0.02 / 0.021.602831.597322018.09.17 16:00:00filledVENDA
2018.09.28 14:06:559EURSGDbuy0.02 / 0.021.584232018.09.28 14:06:55filledtp 1.58423
2018.09.28 14:06:5510EURSGDbuy0.02 / 0.021.584232018.09.28 14:06:55filledtp 1.58423
2018.09.28 14:06:5511EURSGDbuy0.02 / 0.021.584232018.09.28 14:06:55filledtp 1.58423
2018.09.28 14:06:5512EURSGDbuy0.02 / 0.021.584232018.09.28 14:06:55filledtp 1.58423
2018.09.28 14:06:5513EURSGDbuy0.02 / 0.021.584232018.09.28 14:06:55filledtp 1.58423
2018.09.28 14:06:5514EURSGDbuy0.02 / 0.021.584232018.09.28 14:06:55filledtp 1.58423
2018.09.28 14:06:5515EURSGDbuy0.02 / 0.021.584232018.09.28 14:06:55filledtp 1.58423
2018.10.11 08:00:0016EURSGDsell0.02 / 0.021.598251.592752018.10.11 08:00:00filledVENDA
2018.10.11 17:13:0717EURSGDbuy0.02 / 0.021.592752018.10.11 17:13:07filledtp 1.59275
2018.10.12 00:00:0118EURSGDsell0.02 / 0.021.595801.590302018.10.12 00:00:01filledVENDA
2018.10.12 16:48:4019EURSGDbuy0.02 / 0.021.590302018.10.12 16:48:40filledtp 1.59030
2018.10.15 16:00:0020EURSGDsell0.02 / 0.021.596971.591472018.10.15 16:00:00filledVENDA
2018.10.16 17:13:2721EURSGDbuy0.02 / 0.021.591472018.10.16 17:13:27filledtp 1.59147
2018.11.16 20:00:0022EURSGDsell0.02 / 0.021.565651.560152018.11.16 20:00:00filledVENDA
2018.11.19 00:00:0223EURSGDsell0.02 / 0.021.565731.560232018.11.19 00:00:02filledVENDA
2018.11.19 04:00:0024EURSGDsell0.02 / 0.021.566721.561152018.11.19 04:00:00filledVENDA
2018.11.19 12:00:0025EURSGDsell0.02 / 0.021.567771.562302018.11.19 12:00:00filledVENDA
2018.11.30 21:36:0626EURSGDbuy0.02 / 0.021.551972018.11.30 21:36:06filledtp 1.55197
2018.11.30 21:36:0627EURSGDbuy0.02 / 0.021.551972018.11.30 21:36:06filledtp 1.55197
2018.11.30 21:36:0628EURSGDbuy0.02 / 0.021.551972018.11.30 21:36:06filledtp 1.55197
2018.11.30 21:36:0629EURSGDbuy0.02 / 0.021.551972018.11.30 21:36:06filledtp 1.55197
2018.12.06 20:00:0030EURSGDsell0.02 / 0.021.559351.553852018.12.06 20:00:00filledVENDA
2018.12.07 20:00:0031EURSGDsell0.02 / 0.021.561501.556002018.12.07 20:00:00filledVENDA
2018.12.19 20:00:0032EURSGDsell0.02 / 0.021.564721.559222018.12.19 20:00:00filledVENDA
2018.12.20 12:00:0033EURSGDsell0.02 / 0.021.570431.564932018.12.20 12:00:00filledVENDA
2019.01.02 18:43:1734EURSGDbuy0.02 / 0.021.549502019.01.02 18:43:17filledtp 1.54950
2019.01.02 18:43:1735EURSGDbuy0.02 / 0.021.549502019.01.02 18:43:17filledtp 1.54950
2019.01.02 18:43:1736EURSGDbuy0.02 / 0.021.549502019.01.02 18:43:17filledtp 1.54950
2019.01.02 18:43:1737EURSGDbuy0.02 / 0.021.549502019.01.02 18:43:17filledtp 1.54950
2019.01.09 20:00:0038EURSGDsell0.02 / 0.021.560551.555052019.01.09 20:00:00filledVENDA
2019.01.10 00:00:3539EURSGDsell0.02 / 0.021.562031.556532019.01.10 00:00:35filledVENDA
2019.01.10 04:00:0040EURSGDsell0.02 / 0.021.563761.558262019.01.10 04:00:00filledVENDA
2019.01.15 11:14:5141EURSGDbuy0.02 / 0.021.547612019.01.15 11:14:51filledtp 1.54761
2019.01.15 11:14:5142EURSGDbuy0.02 / 0.021.547612019.01.15 11:14:51filledtp 1.54761
2019.01.15 11:14:5143EURSGDbuy0.02 / 0.021.547612019.01.15 11:14:51filledtp 1.54761
2019.02.04 16:00:0044EURSGDsell0.02 / 0.021.549331.543832019.02.04 16:00:00filledVENDA
2019.02.05 09:40:2345EURSGDbuy0.02 / 0.021.543832019.02.05 09:40:23filledtp 1.54383
2019.02.28 20:00:0046EURSGDsell0.02 / 0.021.538461.532962019.02.28 20:00:00filledVENDA
2019.03.01 16:00:0047EURSGDsell0.02 / 0.021.540331.534832019.03.01 16:00:00filledVENDA
2019.03.07 18:51:1948EURSGDbuy0.02 / 0.021.524902019.03.07 18:51:19filledtp 1.52490
2019.03.07 18:51:1949EURSGDbuy0.02 / 0.021.524902019.03.07 18:51:19filledtp 1.52490
2019.04.08 20:00:0050EURSGDsell0.02 / 0.021.525921.520422019.04.08 20:00:00filledVENDA
2019.04.10 16:18:3351EURSGDbuy0.02 / 0.021.520422019.04.10 16:18:33filledtp 1.52042
2019.04.12 04:00:0052EURSGDsell0.02 / 0.021.530131.524632019.04.12 04:00:00filledVENDA
2019.04.12 08:00:0053EURSGDsell0.02 / 0.021.531001.525502019.04.12 08:00:00filledVENDA
2019.04.26 04:18:4554EURSGDbuy0.02 / 0.021.516072019.04.26 04:18:45filledtp 1.51607
2019.04.26 04:18:4555EURSGDbuy0.02 / 0.021.516072019.04.26 04:18:45filledtp 1.51607
2019.04.30 16:00:0056EURSGDsell0.02 / 0.021.526901.521402019.04.30 16:00:00filledVENDA
2019.05.03 13:03:3957EURSGDbuy0.02 / 0.021.521402019.05.03 13:03:39filledtp 1.52140
2019.05.06 04:00:0058EURSGDsell0.02 / 0.021.527151.521652019.05.06 04:00:00filledVENDA
2019.05.09 20:00:0059EURSGDsell0.02 / 0.021.530641.525142019.05.09 20:00:00filledVENDA
2019.05.10 04:00:0060EURSGDsell0.02 / 0.021.531321.525822019.05.10 04:00:00filledVENDA
2019.05.13 04:00:0061EURSGDsell0.02 / 0.021.532111.526612019.05.13 04:00:00filledVENDA
2019.05.16 20:00:0162EURSGDsell0.02 / 0.021.533201.527702019.05.16 20:00:01filledVENDA
2019.05.17 00:00:0963EURSGDsell0.02 / 0.021.533731.528232019.05.17 00:00:09filledVENDA
2019.05.27 16:00:0064EURSGDsell0.02 / 0.021.539151.533652019.05.27 16:00:00filledVENDA
2019.07.25 15:03:0265EURSGDbuy0.02 / 0.021.517972019.07.25 15:03:02filledtp 1.51797
2019.07.25 15:03:0266EURSGDbuy0.02 / 0.021.517972019.07.25 15:03:02filledtp 1.51797
2019.07.25 15:03:0267EURSGDbuy0.02 / 0.021.517972019.07.25 15:03:02filledtp 1.51797
2019.07.25 15:03:0268EURSGDbuy0.02 / 0.021.517972019.07.25 15:03:02filledtp 1.51797
2019.07.25 15:03:0269EURSGDbuy0.02 / 0.021.517972019.07.25 15:03:02filledtp 1.51797
2019.07.25 15:03:0270EURSGDbuy0.02 / 0.021.517972019.07.25 15:03:02filledtp 1.51797
2019.07.25 15:03:0271EURSGDbuy0.02 / 0.021.517972019.07.25 15:03:02filledtp 1.51797
2019.07.30 20:00:0072EURSGDsell0.02 / 0.021.529031.523532019.07.30 20:00:00filledVENDA
2019.07.31 17:24:1773EURSGDbuy0.02 / 0.021.523532019.07.31 17:24:17filledtp 1.52353
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
2018.09.04 04:00:002EURSGDsellin0.021.594072-0.070.000.004 999.93VENDA
2018.09.05 04:00:003EURSGDsellin0.021.594753-0.070.000.004 999.86VENDA
2018.09.05 08:00:014EURSGDsellin0.021.596914-0.070.000.004 999.79VENDA
2018.09.05 20:00:015EURSGDsellin0.021.599055-0.070.000.004 999.72VENDA
2018.09.06 04:00:056EURSGDsellin0.021.601306-0.070.000.004 999.65VENDA
2018.09.06 08:00:017EURSGDsellin0.021.602237-0.070.000.004 999.58VENDA
2018.09.17 16:00:008EURSGDsellin0.021.602838-0.070.000.004 999.51VENDA
2018.09.28 14:06:559EURSGDbuyout0.021.584239-0.074.6714.385 018.49tp 1.58423
2018.09.28 14:06:5510EURSGDbuyout0.021.5842310-0.074.4915.375 038.28tp 1.58423
2018.09.28 14:06:5511EURSGDbuyout0.021.5842311-0.074.4918.535 061.23tp 1.58423
2018.09.28 14:06:5512EURSGDbuyout0.021.5842312-0.074.4921.655 087.30tp 1.58423
2018.09.28 14:06:5513EURSGDbuyout0.021.5842313-0.073.9624.945 116.13tp 1.58423
2018.09.28 14:06:5514EURSGDbuyout0.021.5842314-0.073.9626.305 146.32tp 1.58423
2018.09.28 14:06:5515EURSGDbuyout0.021.5842315-0.072.3427.185 175.77tp 1.58423
2018.10.11 08:00:0016EURSGDsellin0.021.5982516-0.070.000.005 175.70VENDA
2018.10.11 17:13:0717EURSGDbuyout0.021.5927517-0.070.007.985 183.61tp 1.59275
2018.10.12 00:00:0118EURSGDsellin0.021.5958018-0.070.000.005 183.54VENDA
2018.10.12 16:48:4019EURSGDbuyout0.021.5902819-0.070.008.025 191.49tp 1.59030
2018.10.15 16:00:0020EURSGDsellin0.021.5969720-0.070.000.005 191.42VENDA
2018.10.16 17:13:2721EURSGDbuyout0.021.5914721-0.070.188.005 199.53tp 1.59147
2018.11.16 20:00:0022EURSGDsellin0.021.5656522-0.070.000.005 199.46VENDA
2018.11.19 00:00:0223EURSGDsellin0.021.5657323-0.070.000.005 199.39VENDA
2018.11.19 04:00:0024EURSGDsellin0.021.5667224-0.070.000.005 199.32VENDA
2018.11.19 12:00:0025EURSGDsellin0.021.5677725-0.070.000.005 199.25VENDA
2018.11.30 21:36:0626EURSGDbuyout0.021.5519526-0.072.5019.975 221.65tp 1.55197
2018.11.30 21:36:0627EURSGDbuyout0.021.5519527-0.072.3220.095 243.99tp 1.55197
2018.11.30 21:36:0628EURSGDbuyout0.021.5519528-0.072.3221.535 267.77tp 1.55197
2018.11.30 21:36:0629EURSGDbuyout0.021.5519529-0.072.3223.065 293.08tp 1.55197
2018.12.06 20:00:0030EURSGDsellin0.021.5593530-0.070.000.005 293.01VENDA
2018.12.07 20:00:0031EURSGDsellin0.021.5615031-0.070.000.005 292.94VENDA
2018.12.19 20:00:0032EURSGDsellin0.021.5647232-0.070.000.005 292.87VENDA
2018.12.20 12:00:0033EURSGDsellin0.021.5704333-0.070.000.005 292.80VENDA
2019.01.02 18:43:1734EURSGDbuyout0.021.5495034-0.074.3114.435 311.47tp 1.54950
2019.01.02 18:43:1735EURSGDbuyout0.021.5495035-0.074.1317.585 333.11tp 1.54950
2019.01.02 18:43:1736EURSGDbuyout0.021.5495036-0.072.3322.305 357.67tp 1.54950
2019.01.02 18:43:1737EURSGDbuyout0.021.5495037-0.071.7930.665 390.05tp 1.54950
2019.01.09 20:00:0038EURSGDsellin0.021.5605538-0.070.000.005 389.98VENDA
2019.01.10 00:00:3539EURSGDsellin0.021.5620339-0.070.000.005 389.91VENDA
2019.01.10 04:00:0040EURSGDsellin0.021.5637640-0.070.000.005 389.84VENDA
2019.01.15 11:14:5141EURSGDbuyout0.021.5475941-0.071.0819.165 410.01tp 1.54761
2019.01.15 11:14:5142EURSGDbuyout0.021.5475942-0.070.5421.345 431.82tp 1.54761
2019.01.15 11:14:5143EURSGDbuyout0.021.5475943-0.070.5423.905 456.19tp 1.54761
2019.02.04 16:00:0044EURSGDsellin0.021.5493344-0.070.000.005 456.12VENDA
2019.02.05 09:40:2345EURSGDbuyout0.021.5438345-0.070.188.145 464.37tp 1.54383
2019.02.28 20:00:0046EURSGDsellin0.021.5384646-0.070.000.005 464.30VENDA
2019.03.01 16:00:0047EURSGDsellin0.021.5403347-0.070.000.005 464.23VENDA
2019.03.07 18:51:1948EURSGDbuyout0.021.5248048-0.071.2620.095 485.51tp 1.52490
2019.03.07 18:51:1949EURSGDbuyout0.021.5248049-0.071.0822.845 509.36tp 1.52490
2019.04.08 20:00:0050EURSGDsellin0.021.5259250-0.070.000.005 509.29VENDA
2019.04.10 16:18:3351EURSGDbuyout0.021.5203951-0.070.368.175 517.75tp 1.52042
2019.04.12 04:00:0052EURSGDsellin0.021.5301352-0.070.000.005 517.68VENDA
2019.04.12 08:00:0053EURSGDsellin0.021.5310053-0.070.000.005 517.61VENDA
2019.04.26 04:18:4554EURSGDbuyout0.021.5160654-0.072.5220.675 540.73tp 1.51607
2019.04.26 04:18:4555EURSGDbuyout0.021.5160655-0.072.5221.945 565.12tp 1.51607
2019.04.30 16:00:0056EURSGDsellin0.021.5269056-0.070.000.005 565.05VENDA
2019.05.03 13:03:3957EURSGDbuyout0.021.5214057-0.070.908.065 573.94tp 1.52140
2019.05.06 04:00:0058EURSGDsellin0.021.5271558-0.070.000.005 573.87VENDA
2019.05.09 20:00:0059EURSGDsellin0.021.5306459-0.070.000.005 573.80VENDA
2019.05.10 04:00:0060EURSGDsellin0.021.5313260-0.070.000.005 573.73VENDA
2019.05.13 04:00:0061EURSGDsellin0.021.5321161-0.070.000.005 573.66VENDA
2019.05.16 20:00:0162EURSGDsellin0.021.5332062-0.070.000.005 573.59VENDA
2019.05.17 00:00:0963EURSGDsellin0.021.5337363-0.070.000.005 573.52VENDA
2019.05.27 16:00:0064EURSGDsellin0.021.5391564-0.070.000.005 573.45VENDA
2019.07.25 15:03:0265EURSGDbuyout0.021.5179665-0.0714.7413.465 601.58tp 1.51797
2019.07.25 15:03:0266EURSGDbuyout0.021.5179666-0.0713.8418.575 633.92tp 1.51797
2019.07.25 15:03:0267EURSGDbuyout0.021.5179667-0.0713.6619.565 667.07tp 1.51797
2019.07.25 15:03:0268EURSGDbuyout0.021.5179668-0.0713.4820.725 701.20tp 1.51797
2019.07.25 15:03:0269EURSGDbuyout0.021.5179669-0.0712.5822.325 736.03tp 1.51797
2019.07.25 15:03:0270EURSGDbuyout0.021.5179670-0.0712.4023.095 771.45tp 1.51797
2019.07.25 15:03:0271EURSGDbuyout0.021.5179671-0.0710.9731.035 813.38tp 1.51797
2019.07.30 20:00:0072EURSGDsellin0.021.5290372-0.070.000.005 813.31VENDA
2019.07.31 17:24:1773EURSGDbuyout0.021.5235373-0.070.188.045 821.46tp 1.52353
-5.04 153.43 673.07 5 821.46