Strategy Tester Report
SimbaSystem1.3.offical

SímboloUSDJPY (US Dollar vs Japanese Yen)
Período5 Minutos (M5) 2004.06.16 22:00 - 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 teste197408Ticks modelados3711289Qualidade do modelamento89.95%
Deposito Inicial10000.00
Lucro líquido total-2975.30Lucro Bruto23117.99Perda Bruta-26093.29
Fator de lucro0.89Compensação esperada-25.65
diminuição absoluta4969.24Perda máxima4969.24 (49.69%)Relative drawdown49.69% (4969.24)
Total de negociações116Posições de Venda (ganhos %)52 (21.15%)Posições de Compras (ganhos %)64 (31.25%)
Negociações com Lucro (% do total)31 (26.72%)Negociações com perdas (% do total)85 (73.28%)
MaiorNegociações com lucro3002.44Negociações com perda-821.67
MédiaNegociações com lucro745.74Negociações com perda-306.98
MáximoGanhos consecutivos (lucro em dinheiro)3 (1088.73)Perdas consecutivas (perdas em dinheiro)9 (-1999.79)
Máximoganhos consecutivos (contagem de ganhos)3002.44 (1)perdas consecutivas (contagem de perdas)-2168.15 (7)
Médiaganhos consecutivos1perdas consecutivas3
Graph
#HorárioTipoOrdemLotesPreçoS / LT / PLucroBalanço
12004.07.01 11:05sell11.00108.250.00104.73
22004.07.02 03:00close11.00108.850.00104.73-566.289433.72
32004.07.05 02:25sell21.00108.620.00105.10
42004.07.05 09:00close21.00108.830.00105.10-192.959240.77
52004.07.12 12:20sell31.00107.960.00104.44
62004.07.13 02:00close31.00108.610.00104.44-613.558627.21
72004.07.16 03:25buy41.00109.680.00113.20
82004.07.16 15:00close41.00109.110.00113.20-522.418104.80
92004.07.19 00:40sell51.00108.830.00105.31
102004.07.20 07:00close51.00108.680.00105.31122.958227.75
112004.07.28 01:20buy61.00110.880.00114.40
122004.07.30 10:00close61.00111.670.00114.40660.598888.34
132004.08.03 23:30sell71.00110.650.00107.13
142004.08.04 05:00close71.00111.200.00107.13-509.688378.66
152004.08.06 22:35sell81.00110.450.00106.93
162004.08.09 13:00close81.00110.640.00106.93-186.818191.84
172004.08.13 13:55buy91.00111.660.00115.18
182004.08.13 15:00close91.00110.750.00115.18-821.677370.17
192004.08.18 04:15sell101.00110.110.00106.59
202004.08.20 14:00close101.00109.670.00106.59340.917711.08
212004.09.06 01:55buy111.00110.330.00113.85
222004.09.06 15:00close111.00109.940.00113.85-354.737356.35
232004.09.08 01:25sell121.00109.440.00105.92
242004.09.09 10:00close121.00109.590.00105.92-182.097174.26
252004.09.28 02:15buy131.00111.190.00114.71
262004.09.29 05:00close131.00111.030.00114.71-155.817018.45
272004.10.01 01:50sell141.00110.150.00106.63
282004.10.01 11:00close141.00110.440.00106.63-262.586755.87
292004.10.07 06:05buy151.00111.260.00114.78
302004.10.08 06:00close151.00110.800.00114.78-426.876329.00
312004.10.20 02:00sell161.00108.460.00104.94
322004.10.27 00:00close161.00106.950.00104.941306.367635.36
332004.11.01 16:05buy171.00106.250.00109.77
342004.11.02 23:00close171.00106.000.00109.77-247.557387.80
352004.11.08 12:40sell181.00105.500.00101.98
362004.11.10 02:00close181.00105.870.00101.98-379.627008.19
372004.11.11 01:35buy191.00106.910.00110.43
382004.11.11 15:00close191.00106.730.00110.43-168.646839.55
392004.11.15 09:10sell201.00105.420.00101.90
402004.11.18 16:00close201.00104.300.00101.90998.477838.01
412004.11.22 02:50sell211.00103.240.0099.72
422004.11.23 02:00close211.00103.410.0099.72-179.467658.55
432004.12.16 01:35sell221.00104.330.00100.81
442004.12.16 16:00close221.00104.190.00100.81134.387792.93
452005.01.07 02:15buy231.00104.860.00108.38
462005.01.07 11:00close231.00104.360.00108.38-479.117313.82
472005.01.12 02:40sell241.00103.440.0099.92
482005.01.13 12:00close241.00102.700.0099.92675.337989.15
492005.01.18 17:35buy251.00102.540.00106.06
502005.01.19 16:00close251.00102.200.00106.06-344.407644.75
512005.01.20 03:00buy261.00102.580.00106.10
522005.01.21 17:00close261.00103.240.00106.10627.578272.32
532005.01.24 03:40sell271.00102.890.0099.37
542005.01.25 08:00close271.00103.080.0099.37-199.408072.91
552005.01.26 00:00buy281.00103.990.00107.51
562005.01.26 06:00close281.00103.410.00107.51-560.877512.04
572005.01.27 01:50sell291.00103.170.0099.65
582005.01.27 12:00close291.00103.460.0099.65-280.307231.74
592005.02.03 11:10buy301.00104.030.00107.55
602005.02.04 11:00close301.00104.230.00107.55180.187411.92
612005.02.14 13:00sell311.00104.980.00101.46
622005.02.15 03:00close311.00105.370.00101.46-385.197026.73
632005.02.16 01:10sell321.00104.640.00101.12
642005.02.16 07:00close321.00105.120.00101.12-456.626570.11
652005.02.23 00:55sell331.00104.260.00100.74
662005.02.23 04:00close331.00104.620.00100.74-344.106226.01
672005.02.25 02:25buy341.00105.330.00108.85
682005.02.28 01:00close341.00104.830.00108.85-488.675737.34
692005.03.10 00:35sell351.00104.050.00100.53
702005.03.14 03:00close351.00104.450.00100.53-413.105324.24
712005.03.23 06:50buy361.00105.330.00108.85
722005.03.31 10:00close361.00106.950.00108.851397.596721.83
732005.03.31 17:10sell371.00107.070.00103.55
742005.04.01 03:00close371.00107.410.00103.55-331.626390.20
752005.04.07 04:05buy381.00108.560.00112.08
762005.04.07 10:00close381.00108.210.00112.08-323.446066.76
772005.04.26 04:25sell391.00105.820.00102.30
782005.04.26 17:00close391.00106.070.00102.30-235.695831.07
792005.05.13 02:25buy401.00106.710.00110.23
802005.05.16 16:00close401.00107.250.00110.23491.796322.86
812005.05.19 02:35sell411.00107.120.00103.60
822005.05.19 15:00close411.00107.420.00103.60-279.276043.59
832005.05.23 02:45buy421.00108.130.00111.65
842005.05.23 15:00close421.00107.880.00111.65-231.735811.86
852005.06.06 23:25sell431.00106.910.00103.39
862005.06.08 19:00close431.00106.990.00103.39-104.925706.95
872005.06.09 03:10buy441.00107.170.00110.69
882005.06.14 15:00close441.00109.150.00110.691778.887485.83
892005.06.22 03:20sell451.00108.530.00105.01
902005.06.22 12:00close451.00108.790.00105.01-239.007246.83
912005.06.30 23:55buy461.00110.790.00114.31
922005.07.06 01:00close461.00111.570.00114.31652.267899.08
932005.07.13 02:10sell471.00111.100.00107.58
942005.07.13 09:00close471.00111.300.00107.58-179.707719.38
952005.07.13 23:05buy481.00111.850.00115.37
962005.07.15 10:00close481.00111.790.00115.37-100.527618.86
972005.07.19 20:40buy491.00112.740.00116.26
982005.07.20 21:00close491.00112.710.00116.26-38.337580.53
992005.07.22 02:20sell501.00110.760.00107.24
1002005.07.22 13:00close501.00111.100.00107.24-306.037274.50
1012005.08.02 21:30sell511.00111.470.00107.95
1022005.08.03 04:00close511.00111.810.00107.95-319.166955.33
1032005.08.04 02:10sell521.00111.190.00107.67
1042005.08.04 13:00close521.00111.470.00107.67-251.196704.14
1052005.08.12 03:30sell531.00109.930.00106.41
1062005.08.16 18:00close531.00109.550.00106.41316.727020.87
1072005.08.30 20:30buy541.00111.350.00114.87
1082005.08.31 18:00close541.00110.870.00114.87-444.656576.22
1092005.09.21 18:25sell551.00111.430.00107.91
1102005.09.22 04:00close551.00111.740.00107.91-322.656253.57
1112005.09.28 00:55buy561.00113.250.00116.77
1122005.09.29 06:00close561.00112.870.00116.77-371.815881.76
1132005.10.17 01:00sell571.00114.250.00110.73
1142005.10.17 12:00close571.00114.660.00110.73-357.585524.18
1152005.10.24 06:35buy581.00115.860.00119.38
1162005.10.24 15:00close581.00115.570.00119.38-250.935273.25
1172005.10.27 02:30buy591.00115.750.00119.27
1182005.10.27 06:00close591.00115.470.00119.27-242.495030.76
1192005.10.31 06:30buy601.00115.650.00119.17
1202005.11.07 12:00close601.00117.750.00119.171701.456732.21
1212005.11.08 23:50sell611.00117.340.00113.82
1222005.11.09 19:00close611.00117.750.00113.82-363.276368.93
1232005.11.11 01:15buy621.00117.870.00121.39
1242005.11.15 18:00close621.00118.920.00121.39859.527228.46
1252005.11.17 23:20sell631.00118.880.00115.36
1262005.11.18 09:00close631.00119.270.00115.36-342.066886.39
1272005.12.05 10:10buy641.00121.130.00124.65
1282005.12.05 19:00close641.00120.750.00124.65-314.706571.69
1292005.12.13 00:50sell651.00119.920.00116.40
1302005.12.13 10:00close651.00120.190.00116.40-224.656347.04
1312005.12.14 23:35sell661.00117.520.00114.00
1322005.12.19 07:00close661.00116.400.00114.00886.837233.87
1332005.12.21 01:55buy671.00116.970.00120.49
1342005.12.22 15:00close671.00117.100.00120.4975.877309.74
1352005.12.26 06:30sell681.00116.480.00112.96
1362005.12.27 02:00close681.00117.020.00112.96-476.526833.22
1372006.01.03 12:40sell691.00117.350.00113.83
1382006.01.09 01:59t/p691.00113.830.00113.833002.449835.66
1392006.01.09 09:00sell701.00114.280.00110.76
1402006.01.10 04:00close701.00114.730.00110.76-407.299428.37
1412006.01.17 23:35buy711.00115.400.00118.92
1422006.01.18 10:00close711.00115.130.00118.92-246.239182.13
1432006.01.23 18:10sell721.00114.700.00111.18
1442006.01.25 00:00close721.00114.890.00111.18-195.538986.61
1452006.01.26 02:25buy731.00115.530.00119.05
1462006.01.31 09:00close731.00117.170.00119.051364.5310351.14
1472006.02.02 17:25buy741.00118.340.00121.86
1482006.02.06 04:00close741.00118.560.00121.86162.1310513.27
1492006.02.07 03:55buy751.00118.980.00122.50
1502006.02.07 09:00close751.00118.450.00122.50-447.4510065.82
1512006.02.16 05:45buy761.00117.790.00121.31
1522006.02.16 22:00close761.00117.670.00121.31-101.989963.84
1532006.02.20 00:00buy771.00118.270.00121.79
1542006.02.22 15:00close771.00118.410.00121.7994.8110058.66
1552006.03.07 04:00buy781.00117.480.00121.00
1562006.03.08 03:00close781.00117.340.00121.00-131.029927.63
1572006.03.09 17:10sell791.00117.660.00114.14
1582006.03.09 19:00close791.00118.230.00114.14-482.119445.52
1592006.03.13 02:45buy801.00118.790.00122.31
1602006.03.14 02:00close801.00118.410.00122.31-332.639112.89
1612006.03.15 01:10sell811.00117.710.00114.19
1622006.03.16 08:00close811.00117.840.00114.19-155.548957.35
1632006.03.20 00:55sell821.00116.140.00112.62
1642006.03.20 23:00close821.00116.400.00112.62-223.378733.98
1652006.03.29 06:10buy831.00117.760.00121.28
1662006.03.30 12:00close831.00117.260.00121.28-461.548272.44
1672006.04.03 15:55buy841.00118.270.00121.79
1682006.04.03 18:00close841.00117.820.00121.79-381.947890.50
1692006.04.04 23:10sell851.00117.550.00114.03
1702006.04.05 12:00close851.00117.500.00114.0327.487917.98
1712006.04.06 21:50buy861.00117.630.00121.15
1722006.04.11 22:00close861.00118.210.00121.15455.518373.49
1732006.04.18 01:00sell871.00117.820.00114.30
1742006.04.18 10:00close871.00118.080.00114.30-220.198153.30
1752006.04.19 09:45sell881.00117.160.00113.64
1762006.04.19 16:00close881.00117.770.00113.64-517.957635.35
1772006.04.28 02:10sell891.00114.240.00110.72
1782006.05.01 21:00close891.00113.280.00110.72832.398467.74
1792006.05.18 03:40buy901.00110.690.00114.21
1802006.05.22 18:00close901.00111.630.00114.21818.639286.37
1812006.05.25 05:45buy911.00112.680.00116.20
1822006.05.25 14:00close911.00112.120.00116.20-499.468786.91
1832006.05.26 03:25sell921.00111.910.00108.39
1842006.05.26 16:00close921.00112.610.00108.39-621.618165.30
1852006.05.29 01:05buy931.00112.480.00116.00
1862006.05.29 11:00close931.00112.310.00116.00-151.378013.93
1872006.06.05 02:45sell941.00111.750.00108.23
1882006.06.05 21:00close941.00112.080.00108.23-294.447719.49
1892006.06.06 08:55buy951.00112.230.00115.75
1902006.06.09 07:00close951.00113.860.00115.751373.029092.51
1912006.06.14 03:15buy961.00115.100.00118.62
1922006.06.14 16:00close961.00114.680.00118.62-366.248726.27
1932006.06.23 01:50buy971.00116.050.00119.57
1942006.06.27 02:00close971.00116.040.00119.57-32.048694.24
1952006.07.06 00:55buy981.00115.610.00119.13
1962006.07.06 15:00close981.00115.310.00119.13-260.178434.07
1972006.07.13 00:50buy991.00115.390.00118.91
1982006.07.13 10:00close991.00115.120.00118.91-234.548199.53
1992006.07.18 01:25buy1001.00117.040.00120.56
2002006.07.18 10:00close1001.00116.880.00120.56-136.908062.63
2012006.08.04 22:55sell1011.00114.450.00110.93
2022006.08.07 09:00close1011.00114.730.00110.93-259.127803.51
2032006.08.23 01:05buy1021.00116.480.00120.00
2042006.08.23 09:00close1021.00116.230.00120.00-215.097588.42
2052006.08.28 02:40buy1031.00117.260.00120.78
2062006.08.28 11:00close1031.00116.960.00120.78-256.507331.92
2072006.09.01 03:05buy1041.00117.340.00120.86
2082006.09.01 21:00close1041.00117.060.00120.86-239.197092.73
2092006.09.11 02:10buy1051.00116.790.00120.31
2102006.09.13 12:00close1051.00117.630.00120.31690.677783.40
2112006.09.18 09:45buy1061.00117.820.00121.34
2122006.09.19 10:00close1061.00117.660.00121.34-147.697635.71
2132006.09.22 05:40sell1071.00116.420.00112.90
2142006.09.25 03:00close1071.00116.640.00112.90-203.697432.01
2152006.09.27 03:40buy1081.00116.970.00120.49
2162006.10.02 16:00close1081.00117.770.00120.49620.728052.74
2172006.10.09 02:50buy1091.00118.880.00122.40
2182006.10.11 13:00close1091.00119.410.00122.40420.428473.16
2192006.11.06 00:39buy1101.00117.970.00121.49
2202006.11.07 05:00close1101.00118.040.00121.4947.598520.75
2212006.11.14 00:05buy1111.00118.060.00121.58
2222006.11.14 01:00close1111.00117.610.00121.58-382.628138.13
2232006.11.15 18:55buy1121.00118.000.00121.52
2242006.11.17 16:00close1121.00117.940.00121.52-97.728040.40
2252006.11.30 03:15buy1131.00116.190.00119.71
2262006.11.30 17:00close1131.00115.650.00119.71-466.927573.48
2272006.12.21 01:05buy1141.00118.340.00121.86
2282006.12.21 11:00close1141.00118.050.00121.86-245.657327.83
2292007.01.04 01:20buy1151.00119.360.00122.88
2302007.01.04 14:00close1151.00119.090.00122.88-226.727101.11
2312007.01.18 20:50buy1161.00121.220.00124.74
2322007.01.23 14:00close1161.00121.170.00124.74-76.417024.70