Relatório do Testador de Estratégia
ICMarkets-Demo (Build 2085)
Configuração
Expert Advisor (Robô): DARKRAY_FX_EA_3.51-50113702 last
Ativo: USDJPY
Período: H4 (2018.08.08 - 2019.08.10)
Parâmetros de entrada: CONFIGURATION=GENERAL
ExibirNaTela=1
MagicNumber=15644
PermitirBUY=1
PermitirSELL=0
DistanciaAbertura=0
DistanciaPrimeiraOrdemEMA200=0
QuantidadeOrdensAbertas=15
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=0
PeriodoEMA200=200
MAMethodEMA200=1
FILTER_2=FILTERADX
UsarADX=0
PeriodoADX=14
NivelADX=40
FILTER_3=RSIFILTER
UsarRSI=1
PeriodoRSI=22
SobreCompra=0
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=950
StopLoss=0
FechamentoMedia=0
FechamentoLucro=0
TakeProfitPrecoMedio=450
SpreadMax=0
TRAILLING=TRAILLING
TraillingStop=0
TraillingStep=65
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: 29754390 Ativos: 1
Lucro Líquido Total: 256.07 Rebaixamento Absoluto do Saldo : 4.54 Rebaixamento Absoluto do Capital Líquido: 105.17
Lucro Bruto: 269.57 Rebaixamento Máximo do Saldo : 4.54 (0.09%) Rebaixamento Máximo do Capital Líquido: 173.83 (3.43%)
Perda Bruta: -13.50 Rebaixamento Relativo do Saldo : 0.09% (4.54) Rebaixamento Relativo do Capital Líquido: 3.43% (173.83)
Fator de Lucro: 19.97 Retorno Esperado (Payoff): 9.48 Nível de Margem: 14001.09%
Fator de Recuperação: 1.47 Índice de Sharpe: 1.23 Z-Pontuação: 0.18 (14.28%)
AHPR: 1.0019 (0.19%) Correlação LR : 1.00 Resultado OnTester: 0
GHPR: 1.0019 (0.19%) Erro Padrão LR : 8.47
Total de Negociações: 27 Posições Vendidas (% e ganhos): 0 (0.00%) Posições Compradas (% de ganhos): 27 (88.89%)
Ofertas Total: 54 Negociações com Lucro (% of total): 24 (88.89%) Negociações com Perda (% of total): 3 (11.11%)
Maior lucro da negociação: 27.82 Maior perda na Negociação: -4.19
Média lucro da negociação: 11.23 Média perda na Negociação: -4.50
Máximo ganhos consecutivos ($): 11 (118.35) Máximo perdas consecutivas ($): 1 (-4.19)
Máxima lucro consecutivo (contagem): 118.35 (11) Máxima perda consecutiva (contagem): -4.19 (1)
Média ganhos consecutivos: 8 Média perdas consecutivas: 1
Graph
Graph
Correlação (Lucros,MFE): 0.93 Correlação (Lucros,MAE): 0.59 Correlação(MFE,MAE): 0.3887
Graph
Tempo mínimo de duração da posição: 2:34:16 Tempo máximo de duração da posição: 275:01:34 Tempo médio de duração da posição: 72:17:50
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2018.12.20 16:00:002USDJPYbuy0.02 / 0.02111.614112.5642018.12.20 16:00:00filledCOMPRA
2018.12.20 20:00:003USDJPYbuy0.02 / 0.02111.175112.1252018.12.20 20:00:00filledCOMPRA
2018.12.21 12:00:004USDJPYbuy0.02 / 0.02111.168112.1182018.12.21 12:00:00filledCOMPRA
2018.12.21 16:00:005USDJPYbuy0.02 / 0.02111.162112.1112018.12.21 16:00:00filledCOMPRA
2018.12.24 16:00:006USDJPYbuy0.02 / 0.02110.648111.5982018.12.24 16:00:00filledCOMPRA
2018.12.24 20:00:007USDJPYbuy0.02 / 0.02110.377111.3272018.12.24 20:00:00filledCOMPRA
2018.12.26 00:00:398USDJPYbuy0.02 / 0.02110.348111.2982018.12.26 00:00:39filledCOMPRA
2018.12.26 22:00:489USDJPYsell0.02 / 0.02111.3772018.12.26 22:00:48filledtp 111.377
2018.12.26 22:00:4810USDJPYsell0.02 / 0.02111.3772018.12.26 22:00:48filledtp 111.377
2018.12.26 22:00:4811USDJPYsell0.02 / 0.02111.3772018.12.26 22:00:48filledtp 111.377
2018.12.26 22:00:4812USDJPYsell0.02 / 0.02111.3772018.12.26 22:00:48filledtp 111.377
2018.12.26 22:00:4813USDJPYsell0.02 / 0.02111.3772018.12.26 22:00:48filledtp 111.377
2018.12.26 22:00:4814USDJPYsell0.02 / 0.02111.3772018.12.26 22:00:48filledtp 111.377
2018.12.26 22:00:4815USDJPYsell0.02 / 0.02111.3772018.12.26 22:00:48filledtp 111.377
2019.01.02 08:00:0016USDJPYbuy0.02 / 0.02109.305110.2552019.01.02 08:00:00filledCOMPRA
2019.01.02 12:00:0017USDJPYbuy0.02 / 0.02108.945109.8952019.01.02 12:00:00filledCOMPRA
2019.01.03 04:00:0018USDJPYbuy0.02 / 0.02107.541108.4912019.01.03 04:00:00filledCOMPRA
2019.01.03 08:00:0019USDJPYbuy0.02 / 0.02106.974107.9242019.01.03 08:00:00filledCOMPRA
2019.01.03 10:34:1620USDJPYsell0.02 / 0.02107.9242019.01.03 10:34:16filledtp 107.924
2019.01.08 09:21:5621USDJPYsell0.02 / 0.02109.0472019.01.08 09:21:56filledtp 109.047
2019.01.08 09:21:5622USDJPYsell0.02 / 0.02109.0472019.01.08 09:21:56filledtp 109.047
2019.01.08 09:21:5623USDJPYsell0.02 / 0.02109.0472019.01.08 09:21:56filledtp 109.047
2019.03.22 20:00:0024USDJPYbuy0.02 / 0.02109.936110.8862019.03.22 20:00:00filledCOMPRA
2019.03.25 04:00:0025USDJPYbuy0.02 / 0.02109.813110.7632019.03.25 04:00:00filledCOMPRA
2019.03.26 12:29:2126USDJPYsell0.02 / 0.02110.3252019.03.26 12:29:21filledtp 110.325
2019.03.26 12:29:2127USDJPYsell0.02 / 0.02110.3252019.03.26 12:29:21filledtp 110.325
2019.05.06 04:00:0028USDJPYbuy0.02 / 0.02110.309111.2592019.05.06 04:00:00filledCOMPRA
2019.05.09 12:00:0129USDJPYbuy0.02 / 0.02109.705110.6552019.05.09 12:00:01filledCOMPRA
2019.05.21 15:01:3430USDJPYsell0.02 / 0.02110.4572019.05.21 15:01:34filledtp 110.457
2019.05.21 15:01:3431USDJPYsell0.02 / 0.02110.4572019.05.21 15:01:34filledtp 110.457
2019.06.03 00:00:0132USDJPYbuy0.02 / 0.02108.331109.2812019.06.03 00:00:01filledCOMPRA
2019.06.03 04:00:0033USDJPYbuy0.02 / 0.02108.295109.2452019.06.03 04:00:00filledCOMPRA
2019.06.03 08:00:0034USDJPYbuy0.02 / 0.02108.073109.0232019.06.03 08:00:00filledCOMPRA
2019.06.04 04:00:0035USDJPYbuy0.02 / 0.02107.918108.8682019.06.04 04:00:00filledCOMPRA
2019.06.07 13:01:5636USDJPYsell0.02 / 0.02108.6042019.06.07 13:01:56filledtp 108.604
2019.06.07 13:01:5637USDJPYsell0.02 / 0.02108.6042019.06.07 13:01:56filledtp 108.604
2019.06.07 13:01:5638USDJPYsell0.02 / 0.02108.6042019.06.07 13:01:56filledtp 108.604
2019.06.07 13:01:5639USDJPYsell0.02 / 0.02108.6042019.06.07 13:01:56filledtp 108.604
2019.06.21 08:00:0040USDJPYbuy0.02 / 0.02107.102108.0522019.06.21 08:00:00filledCOMPRA
2019.06.27 06:46:0641USDJPYsell0.02 / 0.02108.0522019.06.27 06:46:06filledtp 108.052
2019.08.02 12:00:0042USDJPYbuy0.02 / 0.02106.932107.8822019.08.02 12:00:00filledCOMPRA
2019.08.02 20:00:0043USDJPYbuy0.02 / 0.02106.614107.5642019.08.02 20:00:00filledCOMPRA
2019.08.05 04:00:0044USDJPYbuy0.02 / 0.02106.326107.2762019.08.05 04:00:00filledCOMPRA
2019.08.05 08:00:0045USDJPYbuy0.02 / 0.02106.039106.9892019.08.05 08:00:00filledCOMPRA
2019.08.05 12:00:0046USDJPYbuy0.02 / 0.02105.946106.8962019.08.05 12:00:00filledCOMPRA
2019.08.05 20:00:0047USDJPYbuy0.02 / 0.02105.901106.8512019.08.05 20:00:00filledCOMPRA
2019.08.06 04:00:0048USDJPYbuy0.02 / 0.02105.849106.7992019.08.06 04:00:00filledCOMPRA
2019.08.06 07:02:2849USDJPYsell0.02 / 0.02106.7432019.08.06 07:02:28filledtp 106.743
2019.08.06 07:02:2850USDJPYsell0.02 / 0.02106.7432019.08.06 07:02:28filledtp 106.743
2019.08.06 07:02:2851USDJPYsell0.02 / 0.02106.7432019.08.06 07:02:28filledtp 106.743
2019.08.06 07:02:2852USDJPYsell0.02 / 0.02106.7432019.08.06 07:02:28filledtp 106.743
2019.08.06 07:02:2853USDJPYsell0.02 / 0.02106.7432019.08.06 07:02:28filledtp 106.743
2019.08.06 07:02:2854USDJPYsell0.02 / 0.02106.7432019.08.06 07:02:28filledtp 106.743
2019.08.06 07:06:1155USDJPYsell0.02 / 0.02106.7992019.08.06 07:06:11filledtp 106.799
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
2018.12.20 16:00:002USDJPYbuyin0.02111.6142-0.070.000.004 999.93COMPRA
2018.12.20 20:00:003USDJPYbuyin0.02111.1753-0.070.000.004 999.86COMPRA
2018.12.21 12:00:004USDJPYbuyin0.02111.1684-0.070.000.004 999.79COMPRA
2018.12.21 16:00:005USDJPYbuyin0.02111.1625-0.070.000.004 999.72COMPRA
2018.12.24 16:00:006USDJPYbuyin0.02110.6486-0.070.000.004 999.65COMPRA
2018.12.24 20:00:007USDJPYbuyin0.02110.3777-0.070.000.004 999.58COMPRA
2018.12.26 00:00:398USDJPYbuyin0.02110.3488-0.070.000.004 999.51COMPRA
2018.12.26 22:00:489USDJPYsellout0.02111.3799-0.070.24-4.224 995.46tp 111.377
2018.12.26 22:00:4810USDJPYsellout0.02111.37910-0.070.243.664 999.29tp 111.377
2018.12.26 22:00:4811USDJPYsellout0.02111.37911-0.070.163.795 003.17tp 111.377
2018.12.26 22:00:4812USDJPYsellout0.02111.37912-0.070.163.905 007.16tp 111.377
2018.12.26 22:00:4813USDJPYsellout0.02111.37913-0.070.0813.135 020.30tp 111.377
2018.12.26 22:00:4814USDJPYsellout0.02111.37914-0.070.0817.995 038.30tp 111.377
2018.12.26 22:00:4815USDJPYsellout0.02111.37915-0.070.0018.515 056.74tp 111.377
2019.01.02 08:00:0016USDJPYbuyin0.02109.30516-0.070.000.005 056.67COMPRA
2019.01.02 12:00:0017USDJPYbuyin0.02108.94517-0.070.000.005 056.60COMPRA
2019.01.03 04:00:0018USDJPYbuyin0.02107.54118-0.070.000.005 056.53COMPRA
2019.01.03 08:00:0019USDJPYbuyin0.02106.97419-0.070.000.005 056.46COMPRA
2019.01.03 10:34:1620USDJPYsellout0.02107.92420-0.070.0017.605 073.99tp 107.924
2019.01.08 09:21:5621USDJPYsellout0.02109.04721-0.070.61-4.735 069.80tp 109.047
2019.01.08 09:21:5622USDJPYsellout0.02109.04722-0.070.611.875 072.21tp 109.047
2019.01.08 09:21:5623USDJPYsellout0.02109.04723-0.070.2727.625 100.03tp 109.047
2019.03.22 20:00:0024USDJPYbuyin0.02109.93624-0.070.000.005 099.96COMPRA
2019.03.25 04:00:0025USDJPYbuyin0.02109.81325-0.070.000.005 099.89COMPRA
2019.03.26 12:29:2126USDJPYsellout0.02110.33826-0.070.167.295 107.27tp 110.325
2019.03.26 12:29:2127USDJPYsellout0.02110.33827-0.070.089.525 116.80tp 110.325
2019.05.06 04:00:0028USDJPYbuyin0.02110.30928-0.070.000.005 116.73COMPRA
2019.05.09 12:00:0129USDJPYbuyin0.02109.70529-0.070.000.005 116.66COMPRA
2019.05.21 15:01:3430USDJPYsellout0.02110.45730-0.071.222.685 120.49tp 110.457
2019.05.21 15:01:3431USDJPYsellout0.02110.45731-0.070.8113.625 134.85tp 110.457
2019.06.03 00:00:0132USDJPYbuyin0.02108.33132-0.070.000.005 134.78COMPRA
2019.06.03 04:00:0033USDJPYbuyin0.02108.29533-0.070.000.005 134.71COMPRA
2019.06.03 08:00:0034USDJPYbuyin0.02108.07334-0.070.000.005 134.64COMPRA
2019.06.04 04:00:0035USDJPYbuyin0.02107.91835-0.070.000.005 134.57COMPRA
2019.06.07 13:01:5636USDJPYsellout0.02108.60536-0.070.535.055 140.08tp 108.604
2019.06.07 13:01:5637USDJPYsellout0.02108.60537-0.070.535.715 146.25tp 108.604
2019.06.07 13:01:5638USDJPYsellout0.02108.60538-0.070.539.805 156.51tp 108.604
2019.06.07 13:01:5639USDJPYsellout0.02108.60539-0.070.4412.655 169.53tp 108.604
2019.06.21 08:00:0040USDJPYbuyin0.02107.10240-0.070.000.005 169.46COMPRA
2019.06.27 06:46:0641USDJPYsellout0.02108.05341-0.070.5317.605 187.52tp 108.052
2019.08.02 12:00:0042USDJPYbuyin0.02106.93242-0.070.000.005 187.45COMPRA
2019.08.02 20:00:0043USDJPYbuyin0.02106.61443-0.070.000.005 187.38COMPRA
2019.08.05 04:00:0044USDJPYbuyin0.02106.32644-0.070.000.005 187.31COMPRA
2019.08.05 08:00:0045USDJPYbuyin0.02106.03945-0.070.000.005 187.24COMPRA
2019.08.05 12:00:0046USDJPYbuyin0.02105.94646-0.070.000.005 187.17COMPRA
2019.08.05 20:00:0047USDJPYbuyin0.02105.90147-0.070.000.005 187.10COMPRA
2019.08.06 04:00:0048USDJPYbuyin0.02105.84948-0.070.000.005 187.03COMPRA
2019.08.06 07:02:2849USDJPYsellout0.02106.74649-0.070.18-3.485 183.66tp 106.743
2019.08.06 07:02:2850USDJPYsellout0.02106.74650-0.070.182.475 186.24tp 106.743
2019.08.06 07:02:2851USDJPYsellout0.02106.74651-0.070.097.875 194.13tp 106.743
2019.08.06 07:02:2852USDJPYsellout0.02106.74652-0.070.0913.255 207.40tp 106.743
2019.08.06 07:02:2853USDJPYsellout0.02106.74653-0.070.0914.995 222.41tp 106.743
2019.08.06 07:02:2854USDJPYsellout0.02106.74654-0.070.0915.835 238.26tp 106.743
2019.08.06 07:06:1155USDJPYsellout0.02106.80455-0.070.0017.885 256.07tp 106.799
-3.78 8.00 251.85 5 256.07