Strategy Tester Report
SimbaSystem1.3.offical

SímboloUSDCHF (US Dollar vs Swiss Franc)
Período5 Minutos (M5) 2004.06.16 19:50 - 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 teste196519Ticks modelados3635344Qualidade do modelamento89.95%
Deposito Inicial10000.00
Lucro líquido total-1329.06Lucro Bruto23906.52Perda Bruta-25235.58
Fator de lucro0.95Compensação esperada-9.99
diminuição absoluta3919.16Perda máxima5218.53 (46.18%)Relative drawdown46.18% (5218.53)
Total de negociações133Posições de Venda (ganhos %)68 (20.59%)Posições de Compras (ganhos %)65 (27.69%)
Negociações com Lucro (% do total)32 (24.06%)Negociações com perdas (% do total)101 (75.94%)
MaiorNegociações com lucro2019.95Negociações com perda-722.99
MédiaNegociações com lucro747.08Negociações com perda-249.86
MáximoGanhos consecutivos (lucro em dinheiro)3 (753.07)Perdas consecutivas (perdas em dinheiro)9 (-2245.28)
Máximoganhos consecutivos (contagem de ganhos)3095.45 (2)perdas consecutivas (contagem de perdas)-2582.94 (8)
Médiaganhos consecutivos1perdas consecutivas4
Graph
#HorárioTipoOrdemLotesPreçoS / LT / PLucroBalanço
12004.07.01 04:10sell11.001.25140.00001.2163
22004.07.05 11:00close11.001.23510.00001.21631299.3611299.36
32004.07.13 23:50buy21.001.23490.00001.2700
42004.07.14 13:00close21.001.23220.00001.2700-226.3011073.06
52004.07.26 05:05buy31.001.26400.00001.2991
62004.07.26 10:00close31.001.25960.00001.2991-349.3110723.75
72004.07.28 06:20buy41.001.27470.00001.3098
82004.07.30 15:00close41.001.27240.00001.3098-209.4810514.27
92004.08.02 15:50sell51.001.27560.00001.2405
102004.08.02 18:00close51.001.27850.00001.2405-226.8210287.45
112004.08.03 06:25buy61.001.27820.00001.3133
122004.08.04 17:00close61.001.27510.00001.3133-250.3010037.15
132004.08.09 09:10sell71.001.25360.00001.2185
142004.08.10 21:00close71.001.26260.00001.2185-722.999314.17
152004.08.11 09:00buy81.001.26040.00001.2955
162004.08.12 09:00close81.001.25730.00001.2955-268.109046.07
172004.08.16 07:20sell91.001.23970.00001.2046
182004.08.16 18:05close91.001.24380.00001.2046-329.648716.43
192004.08.24 04:35buy101.001.26840.00001.3035
202004.08.27 08:00close101.001.27030.00001.3035113.678830.10
212004.09.02 02:45sell111.001.26010.00001.2250
222004.09.02 12:00close111.001.26160.00001.2250-118.908711.20
232004.09.09 07:15sell121.001.26120.00001.2261
242004.09.09 16:00close121.001.26540.00001.2261-331.908379.30
252004.09.10 08:05sell131.001.26010.00001.2250
262004.09.13 14:00close131.001.26030.00001.2250-26.058353.25
272004.09.16 03:00buy141.001.26940.00001.3045
282004.09.16 21:00close141.001.26670.00001.3045-213.158140.10
292004.09.22 07:05sell151.001.25530.00001.2202
302004.09.22 13:00close151.001.26280.00001.2202-593.927546.18
312004.09.27 02:15buy161.001.26050.00001.2956
322004.09.27 17:00close161.001.25930.00001.2956-95.297450.89
332004.10.01 03:45sell171.001.24660.00001.2115
342004.10.01 12:10close171.001.24960.00001.2115-240.077210.82
352004.10.11 05:05sell181.001.25140.00001.2163
362004.10.12 03:00close181.001.25350.00001.2163-177.717033.11
372004.10.20 21:30sell191.001.22260.00001.1875
382004.10.26 18:00close191.001.20160.00001.18751686.608719.71
392004.10.28 03:05buy201.001.20620.00001.2413
402004.10.28 15:00close201.001.20330.00001.2413-241.018478.70
412004.11.04 09:10sell211.001.19440.00001.1593
422004.11.05 11:00close211.001.19130.00001.1593250.048728.74
432004.11.10 04:00buy221.001.18310.00001.2182
442004.11.10 11:00close221.001.17910.00001.2182-339.248389.50
452004.11.11 08:50buy231.001.18200.00001.2171
462004.11.11 15:00close231.001.17680.00001.2171-441.877947.63
472004.11.11 22:15sell241.001.17790.00001.1428
482004.11.15 12:00close241.001.17720.00001.142839.107986.74
492004.11.18 04:30sell251.001.16340.00001.1283
502004.11.18 14:00close251.001.16620.00001.1283-240.097746.65
512004.12.01 20:45buy261.001.14150.00001.1766
522004.12.02 08:00close261.001.13830.00001.1766-302.667443.99
532004.12.03 03:40buy271.001.14990.00001.1850
542004.12.03 11:00close271.001.14870.00001.1850-104.477339.52
552004.12.06 07:55sell281.001.13380.00001.0987
562004.12.06 13:00close281.001.13720.00001.0987-298.987040.54
572004.12.14 03:20sell291.001.15460.00001.1195
582004.12.14 18:00close291.001.15880.00001.1195-362.456678.09
592004.12.15 22:15sell301.001.14240.00001.1073
602004.12.16 12:00close301.001.14470.00001.1073-231.456446.63
612004.12.17 05:15buy311.001.15630.00001.1914
622004.12.17 11:00close311.001.15410.00001.1914-190.626256.01
632004.12.20 23:05sell321.001.14960.00001.1145
642004.12.21 09:00close321.001.15150.00001.1145-175.186080.84
652005.01.04 04:50buy331.001.14570.00001.1808
662005.01.07 11:00close331.001.16910.00001.18081965.648046.48
672005.01.10 04:20buy341.001.18360.00001.2187
682005.01.10 10:00close341.001.18120.00001.2187-203.187843.30
692005.01.11 09:05sell351.001.17890.00001.1438
702005.01.11 20:00close351.001.18090.00001.1438-169.367673.94
712005.01.12 23:35sell361.001.16820.00001.1331
722005.01.13 10:00close361.001.17020.00001.1331-201.447472.49
732005.01.24 03:35sell371.001.18660.00001.1515
742005.01.24 18:00close371.001.18600.00001.151550.597523.08
752005.01.26 00:00buy381.001.19340.00001.2285
762005.01.26 11:00close381.001.19020.00001.2285-268.867254.22
772005.02.03 11:10buy391.001.19480.00001.2299
782005.02.08 19:00close391.001.21970.00001.22992019.959274.17
792005.02.11 01:50sell401.001.20870.00001.1736
802005.02.11 11:00close401.001.21020.00001.1736-123.949150.23
812005.02.28 09:00sell411.001.16100.00001.1259
822005.03.01 04:00close411.001.16790.00001.1259-600.988549.25
832005.03.02 21:00buy421.001.17400.00001.2091
842005.03.04 15:00close421.001.17760.00001.2091276.988826.23
852005.03.07 03:50sell431.001.16980.00001.1347
862005.03.07 12:00close431.001.17230.00001.1347-213.268612.97
872005.03.09 02:15sell441.001.16200.00001.1269
882005.03.09 14:00close441.001.16340.00001.1269-120.338492.64
892005.03.24 07:35buy451.001.19550.00001.2306
902005.03.29 05:00close451.001.19880.00001.2306253.748746.39
912005.03.29 13:30sell461.001.20110.00001.1660
922005.04.01 03:00close461.001.19760.00001.1660241.378987.75
932005.04.04 09:10buy471.001.20370.00001.2388
942005.04.05 15:00close471.001.20690.00001.2388257.969245.71
952005.04.08 09:50buy481.001.20980.00001.2449
962005.04.08 17:00close481.001.20530.00001.2449-373.368872.35
972005.04.11 03:25sell491.001.19910.00001.1640
982005.04.12 15:00close491.001.19990.00001.1640-76.858795.51
992005.04.18 02:55sell501.001.20280.00001.1677
1002005.04.20 15:00close501.001.18730.00001.16771285.1210080.63
1012005.04.22 08:45buy511.001.18280.00001.2179
1022005.04.22 14:00close511.001.18080.00001.2179-169.379911.26
1032005.04.25 21:10buy521.001.18810.00001.2232
1042005.04.26 15:00close521.001.18670.00001.2232-125.169786.10
1052005.05.04 17:50sell531.001.19210.00001.1570
1062005.05.05 16:00close531.001.19570.00001.1570-331.609454.50
1072005.05.23 05:10buy541.001.23330.00001.2684
1082005.05.23 16:00close541.001.23000.00001.2684-268.299186.21
1092005.05.27 02:20buy551.001.23550.00001.2706
1102005.05.27 10:00close551.001.23400.00001.2706-121.559064.66
1112005.05.31 00:10buy561.001.23840.00001.2735
1122005.06.02 10:00close561.001.25020.00001.2735915.139979.79
1132005.06.06 23:00sell571.001.24910.00001.2140
1142005.06.08 19:00close571.001.25060.00001.2140-140.309839.49
1152005.06.09 03:15buy581.001.25350.00001.2886
1162005.06.09 19:00close581.001.25230.00001.2886-95.829743.67
1172005.06.16 03:00sell591.001.27190.00001.2368
1182005.06.16 17:00close591.001.27500.00001.2368-243.139500.54
1192005.06.23 01:35buy601.001.27140.00001.3065
1202005.06.24 12:00close601.001.27550.00001.3065314.279814.81
1212005.06.29 02:20buy611.001.27900.00001.3141
1222005.06.29 18:00close611.001.27840.00001.3141-46.939767.88
1232005.07.05 02:10buy621.001.30280.00001.3379
1242005.07.05 11:00close621.001.30030.00001.3379-192.269575.62
1252005.07.14 08:10buy631.001.29040.00001.3255
1262005.07.14 15:00close631.001.28620.00001.3255-326.559249.07
1272005.07.21 08:15sell641.001.28580.00001.2507
1282005.07.21 17:00close641.001.28890.00001.2507-240.519008.56
1292005.07.29 08:10sell651.001.28680.00001.2517
1302005.07.29 11:00close651.001.29040.00001.2517-278.998729.57
1312005.08.04 02:05sell661.001.26220.00001.2271
1322005.08.04 10:00close661.001.26430.00001.2271-166.108563.47
1332005.08.05 04:35sell671.001.25920.00001.2241
1342005.08.05 16:00close671.001.26600.00001.2241-537.138026.34
1352005.08.08 09:20buy681.001.26410.00001.2992
1362005.08.08 12:00close681.001.26010.00001.2992-317.447708.90
1372005.08.18 03:20buy691.001.26150.00001.2966
1382005.08.22 13:00close691.001.27060.00001.2966701.838410.73
1392005.08.26 01:15sell701.001.25710.00001.2220
1402005.08.29 17:00close701.001.26070.00001.2220-295.748114.99
1412005.09.01 05:00sell711.001.25510.00001.2200
1422005.09.05 16:00close711.001.23060.00001.22001970.5410085.54
1432005.09.08 04:35buy721.001.24240.00001.2775
1442005.09.14 14:00close721.001.25690.00001.27751124.9111210.45
1452005.09.16 03:50buy731.001.26600.00001.3011
1462005.09.16 07:00close731.001.26130.00001.3011-372.6410837.81
1472005.09.19 17:10buy741.001.27630.00001.3114
1482005.09.21 07:00close741.001.27440.00001.3114-163.4510674.36
1492005.09.21 18:40sell751.001.27210.00001.2370
1502005.09.22 16:00close751.001.27440.00001.2370-211.0010463.35
1512005.10.07 06:00sell761.001.27320.00001.2381
1522005.10.07 12:00close761.001.27460.00001.2381-109.8310353.52
1532005.10.17 01:20sell771.001.28540.00001.2503
1542005.10.17 12:00close771.001.29140.00001.2503-464.619888.91
1552005.10.18 19:25buy781.001.30050.00001.3356
1562005.10.19 13:00close781.001.29690.00001.3356-284.769604.15
1572005.10.26 03:15sell791.001.27740.00001.2423
1582005.10.26 12:00close791.001.28220.00001.2423-374.369229.79
1592005.11.04 09:30buy801.001.29200.00001.3271
1602005.11.10 10:00close801.001.30890.00001.32711248.0810477.87
1612005.12.06 04:35sell811.001.30850.00001.2734
1622005.12.06 12:00close811.001.30960.00001.2734-83.9910393.88
1632005.12.07 02:10sell821.001.30740.00001.2723
1642005.12.07 09:00close821.001.31120.00001.2723-289.8110104.07
1652005.12.08 01:10buy831.001.31270.00001.3478
1662005.12.08 10:00close831.001.30770.00001.3478-382.359721.72
1672005.12.09 01:40sell841.001.30220.00001.2671
1682005.12.09 09:00close841.001.30410.00001.2671-145.709576.02
1692005.12.16 07:15buy851.001.28950.00001.3246
1702005.12.22 16:00close851.001.31120.00001.32461611.8911187.91
1712005.12.30 22:10buy861.001.31390.00001.3490
1722006.01.02 09:00close861.001.31310.00001.3490-68.1111119.80
1732006.01.05 02:25sell871.001.27800.00001.2429
1742006.01.05 12:10close871.001.28270.00001.2429-366.4110753.39
1752006.01.16 07:40sell881.001.27700.00001.2419
1762006.01.16 16:00close881.001.28000.00001.2419-234.3810519.01
1772006.01.24 03:40sell891.001.25920.00001.2241
1782006.01.24 12:00close891.001.26260.00001.2241-269.2910249.72
1792006.01.31 02:35buy901.001.28700.00001.3221
1802006.01.31 09:00close901.001.28350.00001.3221-272.699977.03
1812006.02.13 07:20buy911.001.30630.00001.3414
1822006.02.15 03:00close911.001.30640.00001.3414-6.719970.32
1832006.02.16 07:50buy921.001.31000.00001.3451
1842006.02.16 23:00close921.001.30970.00001.3451-22.909947.42
1852006.03.03 02:50sell931.001.30170.00001.2666
1862006.03.06 12:00close931.001.29760.00001.2666305.7910253.22
1872006.03.08 03:00buy941.001.31290.00001.3480
1882006.03.08 12:00close941.001.30870.00001.3480-320.939932.29
1892006.03.16 05:20sell951.001.29720.00001.2621
1902006.03.17 16:00close951.001.29460.00001.2621190.6610122.95
1912006.03.22 00:00buy961.001.30000.00001.3351
1922006.03.24 17:00close961.001.31190.00001.3351878.3611001.31
1932006.03.31 07:55sell971.001.29880.00001.2637
1942006.03.31 11:00close971.001.30440.00001.2637-429.3210571.99
1952006.04.05 02:20sell981.001.29170.00001.2566
1962006.04.06 15:00close981.001.28770.00001.2566280.1010852.08
1972006.04.18 01:05sell991.001.27980.00001.2447
1982006.04.20 09:00close991.001.27270.00001.2447517.1611369.24
1992006.05.05 08:25sell1001.001.22940.00001.1943
2002006.05.08 16:00close1001.001.22850.00001.194363.0911432.33
2012006.05.15 06:20sell1011.001.19800.00001.1629
2022006.05.15 10:00close1011.001.20350.00001.1629-457.0010975.33
2032006.05.18 02:25buy1021.001.21350.00001.2486
2042006.05.18 11:00close1021.001.21090.00001.2486-214.7210760.61
2052006.05.19 19:00buy1031.001.21820.00001.2533
2062006.05.22 13:00close1031.001.21460.00001.2533-303.5810457.03
2072006.05.29 03:55buy1041.001.22510.00001.2602
2082006.05.29 12:00close1041.001.22330.00001.2602-147.1410309.89
2092006.05.31 01:15sell1051.001.21250.00001.1774
2102006.05.31 17:00close1051.001.21540.00001.1774-238.6110071.28
2112006.06.07 05:50buy1061.001.21460.00001.2497
2122006.06.09 14:00close1061.001.23060.00001.24971271.4611342.74
2132006.06.15 02:30sell1071.001.23210.00001.1970
2142006.06.16 16:00close1071.001.23460.00001.1970-212.6711130.08
2152006.07.03 03:20sell1081.001.22490.00001.1898
2162006.07.05 10:00close1081.001.22930.00001.1898-378.2810751.80
2172006.07.06 00:10buy1091.001.23160.00001.2667
2182006.07.06 10:00close1091.001.23020.00001.2667-113.8010638.00
2192006.07.12 04:05sell1101.001.22710.00001.1920
2202006.07.12 14:00close1101.001.23120.00001.1920-333.0110304.99
2212006.07.13 00:35buy1111.001.23370.00001.2688
2222006.07.13 10:00close1111.001.22920.00001.2688-366.099938.90
2232006.07.26 06:50buy1121.001.25240.00001.2875
2242006.07.26 17:00close1121.001.24910.00001.2875-264.199674.71
2252006.07.31 08:30sell1131.001.23330.00001.1982
2262006.08.01 07:00close1131.001.23480.00001.1982-131.669543.05
2272006.08.02 08:50sell1141.001.22740.00001.1923
2282006.08.02 19:00close1141.001.23030.00001.1923-235.729307.33
2292006.08.09 20:00sell1151.001.22460.00001.1895
2302006.08.10 13:00close1151.001.22680.00001.1895-209.869097.47
2312006.08.11 00:15buy1161.001.23390.00001.2690
2322006.08.15 15:00close1161.001.23750.00001.2690276.549374.01
2332006.08.23 00:55buy1171.001.23380.00001.2689
2342006.08.23 10:00close1171.001.23150.00001.2689-186.769187.25
2352006.08.25 03:40buy1181.001.23880.00001.2739
2362006.08.28 06:00close1181.001.23570.00001.2739-258.058929.20
2372006.08.30 04:35sell1191.001.22930.00001.1942
2382006.08.31 17:00close1191.001.23330.00001.1942-354.868574.33
2392006.09.22 21:45sell1201.001.23600.00001.2009
2402006.09.25 12:00close1201.001.23650.00001.2009-50.628523.72
2412006.10.02 23:30sell1211.001.24360.00001.2085
2422006.10.03 13:00close1211.001.24430.00001.2085-66.438457.29
2432006.10.09 05:35buy1221.001.26050.00001.2956
2442006.10.12 10:00close1221.001.26880.00001.2956618.269075.55
2452006.10.17 22:50sell1231.001.26810.00001.2330
2462006.10.18 15:00close1231.001.27100.00001.2330-238.348837.21
2472006.11.23 03:50sell1241.001.22750.00001.1924
2482006.11.28 17:00close1241.001.20830.00001.19241558.4710395.68
2492006.11.30 03:15buy1251.001.20830.00001.2434
2502006.11.30 09:00close1251.001.20650.00001.2434-149.1910246.49
2512006.12.04 05:00sell1261.001.19400.00001.1589
2522006.12.04 11:00close1261.001.19900.00001.1589-417.029829.47
2532006.12.11 08:45buy1271.001.20570.00001.2408
2542006.12.11 19:00close1271.001.20020.00001.2408-458.269371.21
2552006.12.18 01:55buy1281.001.22070.00001.2558
2562006.12.19 08:00close1281.001.22160.00001.255866.509437.71
2572006.12.20 08:15sell1291.001.21320.00001.1781
2582006.12.20 17:00close1291.001.21740.00001.1781-345.009092.71
2592007.01.04 01:05buy1301.001.22510.00001.2602
2602007.01.05 09:00close1301.001.22830.00001.2602253.349346.05
2612007.01.05 22:45buy1311.001.23570.00001.2708
2622007.01.08 10:00close1311.001.23420.00001.2708-128.719217.34
2632007.01.12 03:25buy1321.001.24860.00001.2837
2642007.01.12 16:00close1321.001.24540.00001.2837-256.958960.39
2652007.01.25 03:00buy1331.001.24730.00001.2824
2662007.01.25 12:00close1331.001.24370.00001.2824-289.458670.94