Símbolo | EURJPY (Euro vs Japanese Yen) | ||||
Período | 4 Horas (H4) 2010.01.03 20:00 - 2010.04.30 23:59 (2010.01.01 - 2010.05.01) | ||||
Modelo | Preços de abertura somente (método mais rápido para analisar a barra recém completa) | ||||
Parâmetros | Lots=1; fSEMA=4; sSEMA=6; fBEMA=1; sBEMA=4; ATR=96; BB_period=20; BB_deviation=2; tp_mult=1; sl_mult=2; bb_mult=2; | ||||
Barras em teste | 1473 | Ticks modelados | 1945 | Qualidade do modelamento | n/a |
Mismatched charts errors | 0 | ||||
Deposito Inicial | 100000.00 | ||||
Lucro líquido total | 17261.91 | Lucro Bruto | 22593.37 | Perda Bruta | -5331.46 |
Fator de lucro | 4.24 | Compensação esperada | 507.70 | ||
diminuição absoluta | 1265.50 | Perda máxima | 1513.10 (1.33%) | Relative drawdown | 1.33% (1513.10) |
Total de negociações | 34 | Posições de Venda (ganhos %) | 19 (78.95%) | Posições de Compras (ganhos %) | 15 (100.00%) |
Negociações com Lucro (% do total) | 30 (88.24%) | Negociações com perdas (% do total) | 4 (11.76%) | ||
Maior | Negociações com lucro | 945.84 | Negociações com perda | -1513.10 | |
Média | Negociações com lucro | 753.11 | Negociações com perda | -1332.87 | |
Máximo | Ganhos consecutivos (lucro em dinheiro) | 19 (15011.82) | Perdas consecutivas (perdas em dinheiro) | 1 (-1513.10) | |
Máximo | ganhos consecutivos (contagem de ganhos) | 15011.82 (19) | perdas consecutivas (contagem de perdas) | -1513.10 (1) | |
Média | ganhos consecutivos | 8 | perdas consecutivas | 1 |
# | Horário | Tipo | Ordem | Volume | Preço | S / L | T / P | Lucro | Balanço |
1 | 2010.01.04 04:00 | sell | 1 | 1.00 | 132.492 | 133.507 | 131.984 | ||
2 | 2010.01.04 12:00 | s/l | 1 | 1.00 | 133.507 | 133.507 | 131.984 | -1235.56 | 98764.44 |
3 | 2010.01.05 04:00 | sell | 2 | 1.00 | 132.903 | 133.884 | 132.412 | ||
4 | 2010.01.05 08:00 | t/p | 2 | 1.00 | 132.412 | 133.884 | 132.412 | 597.70 | 99362.14 |
5 | 2010.01.06 12:00 | buy | 3 | 1.00 | 132.685 | 131.691 | 133.182 | ||
6 | 2010.01.06 16:00 | t/p | 3 | 1.00 | 133.182 | 131.691 | 133.182 | 605.17 | 99967.31 |
7 | 2010.01.08 16:00 | sell | 4 | 1.00 | 133.130 | 134.138 | 132.626 | ||
8 | 2010.01.11 12:00 | s/l | 4 | 1.00 | 134.138 | 134.138 | 132.626 | -1232.81 | 98734.50 |
9 | 2010.01.12 00:00 | sell | 5 | 1.00 | 133.616 | 134.605 | 133.122 | ||
10 | 2010.01.12 04:00 | t/p | 5 | 1.00 | 133.122 | 134.605 | 133.122 | 601.34 | 99335.84 |
11 | 2010.01.13 20:00 | buy | 6 | 1.00 | 132.720 | 131.731 | 133.215 | ||
12 | 2010.01.14 04:00 | t/p | 6 | 1.00 | 133.215 | 131.731 | 133.215 | 607.26 | 99943.10 |
13 | 2010.01.14 16:00 | sell | 7 | 1.00 | 131.831 | 132.851 | 131.321 | ||
14 | 2010.01.15 04:00 | t/p | 7 | 1.00 | 131.321 | 132.851 | 131.321 | 615.04 | 100558.13 |
15 | 2010.01.25 08:00 | buy | 8 | 1.00 | 127.698 | 126.429 | 128.332 | ||
16 | 2010.01.26 04:00 | t/p | 8 | 1.00 | 128.332 | 126.429 | 128.332 | 773.50 | 101331.63 |
17 | 2010.01.26 04:00 | sell | 9 | 1.00 | 127.081 | 128.364 | 126.439 | ||
18 | 2010.01.26 08:00 | t/p | 9 | 1.00 | 126.439 | 128.364 | 126.439 | 781.51 | 102113.14 |
19 | 2010.01.28 00:00 | buy | 10 | 1.00 | 126.234 | 124.916 | 126.893 | ||
20 | 2010.01.28 08:00 | t/p | 10 | 1.00 | 126.893 | 124.916 | 126.893 | 802.42 | 102915.56 |
21 | 2010.01.28 16:00 | sell | 11 | 1.00 | 125.496 | 126.839 | 124.825 | ||
22 | 2010.02.01 04:00 | t/p | 11 | 1.00 | 124.825 | 126.839 | 124.825 | 805.23 | 103720.80 |
23 | 2010.02.01 16:00 | buy | 12 | 1.00 | 126.150 | 124.772 | 126.839 | ||
24 | 2010.02.03 12:00 | t/p | 12 | 1.00 | 126.839 | 124.772 | 126.839 | 841.97 | 104562.77 |
25 | 2010.02.04 04:00 | sell | 13 | 1.00 | 126.229 | 127.570 | 125.559 | ||
26 | 2010.02.04 12:00 | t/p | 13 | 1.00 | 125.559 | 127.570 | 125.559 | 815.60 | 105378.37 |
27 | 2010.02.09 04:00 | buy | 14 | 1.00 | 122.344 | 120.876 | 123.078 | ||
28 | 2010.02.09 08:00 | t/p | 14 | 1.00 | 123.078 | 120.876 | 123.078 | 893.75 | 106272.12 |
29 | 2010.02.11 12:00 | sell | 15 | 1.00 | 123.172 | 124.726 | 122.395 | ||
30 | 2010.02.11 16:00 | t/p | 15 | 1.00 | 122.395 | 124.726 | 122.395 | 945.84 | 107217.96 |
31 | 2010.02.15 04:00 | buy | 16 | 1.00 | 122.794 | 121.295 | 123.544 | ||
32 | 2010.02.16 16:00 | t/p | 16 | 1.00 | 123.544 | 121.295 | 123.544 | 914.74 | 108132.70 |
33 | 2010.02.18 04:00 | sell | 17 | 1.00 | 123.498 | 124.906 | 122.794 | ||
34 | 2010.02.18 16:00 | t/p | 17 | 1.00 | 122.794 | 124.906 | 122.794 | 856.98 | 108989.68 |
35 | 2010.02.18 20:00 | buy | 18 | 1.00 | 124.364 | 122.962 | 125.065 | ||
36 | 2010.02.22 04:00 | t/p | 18 | 1.00 | 125.065 | 122.962 | 125.065 | 856.58 | 109846.26 |
37 | 2010.02.22 12:00 | sell | 19 | 1.00 | 124.113 | 125.456 | 123.441 | ||
38 | 2010.02.23 12:00 | t/p | 19 | 1.00 | 123.441 | 125.456 | 123.441 | 812.25 | 110658.51 |
39 | 2010.02.26 08:00 | buy | 20 | 1.00 | 121.171 | 119.820 | 121.846 | ||
40 | 2010.03.01 12:00 | t/p | 20 | 1.00 | 121.846 | 119.820 | 121.846 | 823.42 | 111481.93 |
41 | 2010.03.01 12:00 | sell | 21 | 1.00 | 120.862 | 122.153 | 120.217 | ||
42 | 2010.03.01 16:00 | t/p | 21 | 1.00 | 120.217 | 122.153 | 120.217 | 785.16 | 112267.09 |
43 | 2010.03.09 00:00 | sell | 22 | 1.00 | 122.976 | 124.170 | 122.379 | ||
44 | 2010.03.09 04:00 | t/p | 22 | 1.00 | 122.379 | 124.170 | 122.379 | 726.73 | 112993.82 |
45 | 2010.03.10 12:00 | buy | 23 | 1.00 | 123.084 | 121.849 | 123.702 | ||
46 | 2010.03.10 16:00 | t/p | 23 | 1.00 | 123.702 | 121.849 | 123.702 | 752.50 | 113746.32 |
47 | 2010.03.26 00:00 | sell | 24 | 1.00 | 123.095 | 124.338 | 122.474 | ||
48 | 2010.03.28 20:00 | s/l | 24 | 1.00 | 124.338 | 124.338 | 122.474 | -1513.10 | 112233.22 |
49 | 2010.04.05 12:00 | sell | 25 | 1.00 | 127.212 | 128.342 | 126.647 | ||
50 | 2010.04.06 04:00 | t/p | 25 | 1.00 | 126.647 | 128.342 | 126.647 | 681.99 | 112915.20 |
51 | 2010.04.09 00:00 | buy | 26 | 1.00 | 124.976 | 123.859 | 125.534 | ||
52 | 2010.04.09 12:00 | t/p | 26 | 1.00 | 125.534 | 123.859 | 125.534 | 679.45 | 113594.65 |
53 | 2010.04.13 04:00 | sell | 27 | 1.00 | 125.713 | 126.822 | 125.158 | ||
54 | 2010.04.13 08:00 | s/l | 27 | 1.00 | 126.822 | 126.822 | 125.158 | -1349.99 | 112244.66 |
55 | 2010.04.13 16:00 | buy | 28 | 1.00 | 126.548 | 125.409 | 127.118 | ||
56 | 2010.04.14 04:00 | t/p | 28 | 1.00 | 127.118 | 125.409 | 127.118 | 695.56 | 112940.22 |
57 | 2010.04.15 08:00 | sell | 29 | 1.00 | 126.610 | 127.716 | 126.057 | ||
58 | 2010.04.15 12:00 | t/p | 29 | 1.00 | 126.057 | 127.716 | 126.057 | 673.17 | 113613.39 |
59 | 2010.04.20 00:00 | buy | 30 | 1.00 | 124.741 | 123.593 | 125.315 | ||
60 | 2010.04.20 12:00 | t/p | 30 | 1.00 | 125.315 | 123.593 | 125.315 | 698.93 | 114312.32 |
61 | 2010.04.21 12:00 | sell | 31 | 1.00 | 124.568 | 125.720 | 123.992 | ||
62 | 2010.04.22 12:00 | t/p | 31 | 1.00 | 123.992 | 125.720 | 123.992 | 683.81 | 114996.13 |
63 | 2010.04.23 12:00 | buy | 32 | 1.00 | 124.936 | 123.753 | 125.528 | ||
64 | 2010.04.23 16:00 | t/p | 32 | 1.00 | 125.528 | 123.753 | 125.528 | 720.84 | 115716.97 |
65 | 2010.04.27 08:00 | sell | 33 | 1.00 | 125.197 | 126.412 | 124.589 | ||
66 | 2010.04.27 12:00 | t/p | 33 | 1.00 | 124.589 | 126.412 | 124.589 | 740.12 | 116457.09 |
67 | 2010.04.28 20:00 | buy | 34 | 1.00 | 124.249 | 122.938 | 124.905 | ||
68 | 2010.04.30 08:00 | t/p | 34 | 1.00 | 124.905 | 122.938 | 124.905 | 804.81 | 117261.91 |