Strategy Tester Report
SimbaSystem1.3.offical

SímboloGBPCHF (Great Britain Pound vs Swiss Franc)
Período5 Minutos (M5) 2004.06.16 20:50 - 2007.02.23 00:00 (2004.06.16 - 2007.02.23)
ModeloToda cotação (baseado em todas as cotações dos períodos inferiores com interpolação fractal de cada cotação)
ParâmetrosUseSATLFilter=true; ChandDist_Min=35; ChandDist_Max=100; UseChandIfTouched=false; WPR_Period=90; WPR_TopLevel=-5; WPR_BottomLevel=-95; TPPips=355; atr_for_tp=false; atr_period=14; atr_multiplier=100; AllowReentries=false; MaximumRisk=0;
Barras em teste198435Ticks modelados7942564Qualidade do modelamento89.95%
Deposito Inicial10000.00
Lucro líquido total-8142.82Lucro Bruto22705.29Perda Bruta-30848.12
Fator de lucro0.74Compensação esperada-83.95
diminuição absoluta8142.82Perda máxima9283.38 (83.33%)Relative drawdown83.33% (9283.38)
Total de negociações97Posições de Venda (ganhos %)48 (31.25%)Posições de Compras (ganhos %)49 (36.73%)
Negociações com Lucro (% do total)33 (34.02%)Negociações com perdas (% do total)64 (65.98%)
MaiorNegociações com lucro2818.73Negociações com perda-1270.19
MédiaNegociações com lucro688.04Negociações com perda-482.00
MáximoGanhos consecutivos (lucro em dinheiro)4 (1531.09)Perdas consecutivas (perdas em dinheiro)7 (-4075.54)
Máximoganhos consecutivos (contagem de ganhos)3379.06 (2)perdas consecutivas (contagem de perdas)-4075.54 (7)
Médiaganhos consecutivos2perdas consecutivas3
Graph
#HorárioTipoOrdemLotesPreçoS / LT / PLucroBalanço
12004.07.01 08:45sell11.002.27690.00002.2421
22004.07.05 11:00close11.002.26230.00002.24211140.5611140.56
32004.07.07 03:20buy21.002.27360.00002.3084
42004.07.08 21:00close21.002.26620.00002.3084-643.6210496.94
52004.07.13 10:30buy31.002.28420.00002.3190
62004.07.14 12:00close31.002.28720.00002.3190228.2510725.19
72004.07.15 00:15sell41.002.28300.00002.2482
82004.07.15 10:00close41.002.28740.00002.2482-356.2810368.91
92004.07.19 19:15buy51.002.29790.00002.3327
102004.07.20 09:00close51.002.28990.00002.3327-662.729706.19
112004.07.21 09:15buy61.002.30280.00002.3376
122004.07.21 15:00close61.002.29600.00002.3376-550.789155.41
132004.07.26 09:05buy71.002.31930.00002.3541
142004.07.27 19:00close71.002.31970.00002.354117.679173.07
152004.08.03 08:10buy81.002.33410.00002.3689
162004.08.03 10:00close81.002.32780.00002.3689-510.298662.78
172004.08.09 03:40sell91.002.30850.00002.2737
182004.08.10 21:00close91.002.31010.00002.2737-150.388512.41
192004.08.12 04:10buy101.002.30700.00002.3418
202004.08.12 10:00close101.002.30060.00002.3418-518.387994.03
212004.08.13 08:35sell111.002.29220.00002.2574
222004.08.17 13:00close111.002.28870.00002.2574241.778235.79
232004.08.18 16:10sell121.002.27630.00002.2415
242004.08.19 16:00close121.002.27540.00002.241510.438246.22
252004.08.20 02:25buy131.002.27520.00002.3100
262004.08.24 15:00close131.002.28440.00002.3100715.698961.91
272004.08.30 15:55sell141.002.29350.00002.2587
282004.08.30 22:00close141.002.29920.00002.2587-461.538500.38
292004.09.02 02:45sell151.002.26020.00002.2254
302004.09.06 19:00close151.002.26270.00002.2254-244.068256.31
312004.09.10 08:15sell161.002.25430.00002.2195
322004.09.10 22:00close161.002.25970.00002.2195-437.257819.06
332004.09.17 09:20buy171.002.27330.00002.3081
342004.09.21 10:00close171.002.26520.00002.3081-685.577133.49
352004.09.22 05:30sell181.002.25500.00002.2202
362004.09.22 15:00close181.002.26360.00002.2202-696.366437.13
372004.09.30 03:25sell191.002.26810.00002.2333
382004.10.04 09:00close191.002.25100.00002.23331342.977780.10
392004.10.11 10:35sell201.002.24550.00002.2107
402004.10.11 19:00close201.002.24930.00002.2107-307.697472.41
412004.10.18 09:35sell211.002.22630.00002.1915
422004.10.20 20:00close211.002.22180.00002.1915322.747795.14
432004.10.21 04:10buy221.002.21920.00002.2540
442004.10.22 20:00close221.002.21860.00002.2540-63.337731.81
452004.10.26 09:30sell231.002.20490.00002.1701
462004.10.27 20:00close231.002.21020.00002.1701-449.977281.84
472004.10.29 02:00sell241.002.19770.00002.1629
482004.10.29 17:00close241.002.20220.00002.1629-364.386917.46
492004.11.04 08:45sell251.002.20720.00002.1724
502004.11.05 11:00close251.002.19310.00002.17241120.888038.35
512004.11.08 10:30sell261.002.18780.00002.1530
522004.11.08 12:00close261.002.19420.00002.1530-518.217520.14
532004.11.10 04:00buy271.002.19490.00002.2297
542004.11.10 12:00close271.002.18470.00002.2297-826.186693.96
552004.11.11 00:00sell281.002.18300.00002.1482
562004.11.12 17:00close281.002.17800.00002.1482384.057078.01
572004.11.15 18:00buy291.002.17850.00002.2133
582004.11.16 10:00close291.002.17170.00002.2133-565.526512.49
592004.11.18 04:30sell301.002.16330.00002.1285
602004.11.18 19:00close301.002.16940.00002.1285-493.936018.56
612004.11.22 00:55sell311.002.15880.00002.1240
622004.11.23 00:00close311.002.16340.00002.1240-393.295625.27
632004.11.23 09:15buy321.002.16310.00002.1979
642004.11.24 19:00close321.002.15670.00002.1979-533.145092.13
652004.11.25 08:50sell331.002.15720.00002.1224
662004.11.26 11:00close331.002.16680.00002.1224-798.144293.99
672004.12.01 06:40buy341.002.17310.00002.2079
682004.12.01 18:30t/p341.002.20790.00002.20792818.737112.72
692004.12.02 01:40buy351.002.20160.00002.2364
702004.12.03 13:00close351.002.20870.00002.2364560.337673.05
712004.12.06 07:25sell361.002.20020.00002.1654
722004.12.06 12:00close361.002.20780.00002.1654-615.397057.66
732004.12.08 20:50buy371.002.22200.00002.2568
742004.12.09 09:00close371.002.21390.00002.2568-700.306357.36
752004.12.13 02:15buy381.002.21870.00002.2535
762004.12.15 12:00close381.002.21200.00002.2535-572.175785.19
772004.12.15 18:40sell391.002.21710.00002.1823
782004.12.16 11:00close391.002.22370.00002.1823-596.875188.32
792004.12.17 07:25buy401.002.23460.00002.2694
802004.12.20 12:00close401.002.23610.00002.2694106.755295.07
812004.12.21 23:00sell411.002.22420.00002.1894
822004.12.28 17:46t/p411.002.18940.00002.18942672.107967.17
832004.12.30 03:50sell421.002.17650.00002.1417
842004.12.30 15:00close421.002.18310.00002.1417-534.427432.75
852005.01.03 08:45buy431.002.18620.00002.2210
862005.01.11 11:00close431.002.20770.00002.22101623.509056.25
872005.01.11 18:00sell441.002.21190.00002.1771
882005.01.11 19:00close441.002.21790.00002.1771-485.848570.41
892005.01.12 07:25buy451.002.21860.00002.2534
902005.01.12 14:00close451.002.21040.00002.2534-664.167906.25
912005.01.12 22:50sell461.002.20840.00002.1736
922005.01.13 10:00close461.002.21140.00002.1736-305.377600.88
932005.01.19 00:50buy471.002.21050.00002.2453
942005.01.21 11:00close471.002.21380.00002.2453208.337809.21
952005.01.28 06:30buy481.002.23490.00002.2697
962005.01.31 18:00close481.002.23590.00002.269766.267875.47
972005.02.04 09:05buy491.002.26140.00002.2962
982005.02.08 15:00close491.002.26560.00002.2962310.738186.20
992005.02.09 04:35sell501.002.26600.00002.2312
1002005.02.09 11:00close501.002.27170.00002.2312-461.537724.67
1012005.02.10 01:20sell511.002.26330.00002.2285
1022005.02.14 16:00close511.002.26460.00002.2285-146.907577.76
1032005.02.17 09:55sell521.002.23820.00002.2034
1042005.02.17 22:00close521.002.24330.00002.2034-412.957164.81
1052005.02.23 05:55sell531.002.21610.00002.1813
1062005.02.23 11:00close531.002.22360.00002.1813-607.296557.52
1072005.02.25 19:35buy541.002.23280.00002.2676
1082005.03.04 19:00close541.002.24520.00002.2676901.187458.70
1092005.03.09 04:50sell551.002.24150.00002.2067
1102005.03.14 13:00close551.002.22200.00002.20671474.878933.56
1112005.03.23 09:30buy561.002.24100.00002.2758
1122005.03.23 21:00close561.002.23490.00002.2758-494.098439.47
1132005.03.25 07:10buy571.002.24400.00002.2788
1142005.03.29 05:00close571.002.24010.00002.2788-345.388094.09
1152005.03.29 23:15buy581.002.25220.00002.2870
1162005.03.30 11:00close581.002.24630.00002.2870-492.627601.47
1172005.04.04 04:45buy591.002.26270.00002.2975
1182005.04.05 15:00close591.002.26620.00002.2975268.757870.21
1192005.04.06 18:05sell601.002.26700.00002.2322
1202005.04.08 05:00close601.002.26410.00002.2322151.548021.76
1212005.04.13 08:25buy611.002.26710.00002.3019
1222005.04.15 10:00close611.002.27770.00002.3019799.628821.38
1232005.04.18 03:10sell621.002.27460.00002.2398
1242005.04.19 12:00close621.002.27050.00002.2398311.179132.55
1252005.04.25 21:00buy631.002.27020.00002.3050
1262005.04.26 09:00close631.002.26560.00002.3050-387.318745.24
1272005.04.29 00:50buy641.002.27410.00002.3089
1282005.04.29 09:00close641.002.26850.00002.3089-453.598291.65
1292005.05.03 04:45sell651.002.27270.00002.2379
1302005.05.05 08:00close651.002.26940.00002.2379183.938475.58
1312005.05.05 23:05buy661.002.27350.00002.3083
1322005.05.06 10:00close661.002.26620.00002.3083-606.027869.56
1332005.05.09 04:00buy671.002.28000.00002.3148
1342005.05.09 11:00close671.002.27390.00002.3148-494.097375.47
1352005.05.10 05:15sell681.002.27050.00002.2357
1362005.05.12 18:00close681.002.26650.00002.2357240.617616.08
1372005.05.13 01:35buy691.002.26630.00002.3011
1382005.05.16 10:00close691.002.25880.00002.3011-622.216993.87
1392005.05.17 00:10sell701.002.24770.00002.2129
1402005.05.19 11:00close701.002.24510.00002.2129127.257121.12
1412005.05.23 14:35buy711.002.25280.00002.2876
1422005.05.24 14:00close711.002.24650.00002.2876-525.026596.10
1432005.05.30 05:15sell721.002.24900.00002.2142
1442005.05.30 11:00close721.002.25260.00002.2142-291.496304.61
1452005.05.31 00:50buy731.002.25780.00002.2926
1462005.06.03 12:00close731.002.27030.00002.2926938.757243.36
1472005.06.06 12:00sell741.002.27270.00002.2379
1482005.06.06 22:00close741.002.27800.00002.2379-429.156814.21
1492005.06.15 02:45buy751.002.30630.00002.3411
1502005.06.17 17:00close751.002.30280.00002.3411-342.466471.75
1512005.06.21 00:40buy761.002.31830.00002.3531
1522005.06.22 11:00close761.002.30280.00002.3531-1270.195201.56
1532005.07.04 10:00sell771.002.28950.00002.2547
1542005.07.05 02:00close771.002.29620.00002.2547-563.354638.21
1552005.07.11 04:50sell781.002.26190.00002.2271
1562005.07.12 18:00close781.002.26460.00002.2271-239.444398.78
1572005.07.14 10:10buy791.002.27100.00002.3058
1582005.07.14 21:00close791.002.26230.00002.3058-704.673694.11
1592005.07.21 08:25sell801.002.24230.00002.2075
1602005.07.21 13:00close801.002.24880.00002.2075-526.293167.82
1612005.07.25 05:25buy811.002.25100.00002.2858
1622005.07.26 10:00close811.002.25660.00002.2858438.853606.66
1632005.07.29 08:05sell821.002.25730.00002.2225
1642005.07.29 13:00close821.002.26550.00002.2225-663.982942.68
1652005.08.04 03:00sell831.002.24570.00002.2109
1662005.08.05 16:00close831.002.24590.00002.2109-37.012905.68
1672005.08.08 18:45buy841.002.25080.00002.2856
1682005.08.09 09:00close841.002.24460.00002.2856-516.932388.74
1692005.08.10 09:50buy851.002.25070.00002.2855
1702005.08.16 20:00close851.002.26940.00002.28551426.203814.94
1712005.08.22 05:15buy861.002.28680.00002.3216
1722005.08.22 19:00close861.002.28430.00002.3216-202.503612.44
1732005.08.30 03:30buy871.002.27380.00002.3086
1742005.08.30 12:00close871.002.26870.00002.3086-413.093199.35
1752005.09.01 07:45sell881.002.26190.00002.2271
1762005.09.01 20:00close881.002.26760.00002.2271-461.552737.80
1772005.09.06 07:25buy891.002.27090.00002.3057
1782005.09.13 04:00close891.002.28650.00002.30571160.393898.19
1792005.09.13 08:10sell901.002.29000.00002.2552
1802005.09.13 12:00close901.002.29880.00002.2552-712.553185.64
1812005.09.14 01:10buy911.002.29640.00002.3312
1822005.09.15 11:00close911.002.28940.00002.3312-611.212574.43
1832005.09.22 20:25sell921.002.29150.00002.2567
1842005.09.23 21:00close921.002.29590.00002.2567-377.092197.35
1852005.09.29 10:40sell931.002.28280.00002.2480
1862005.09.30 15:00close931.002.28430.00002.2480-142.292055.06
1872005.10.03 10:00buy941.002.28170.00002.3165
1882005.10.05 16:00close941.002.28350.00002.3165116.322171.37
1892005.10.07 01:15sell951.002.26130.00002.2265
1902005.10.11 12:00close951.002.25740.00002.2265274.162445.53
1912005.10.13 20:55buy961.002.26320.00002.2980
1922005.10.14 12:00close961.002.26000.00002.2980-273.942171.59
1932005.10.20 02:50buy971.002.28380.00002.3186
1942005.10.21 03:00close971.002.28010.00002.3186-314.411857.18