Relatório do Testador de Estratégia
Exness-MT5Real (Build 2485)
Configuração
Expert Advisor (Robô): DataCrypto-Analytics-Bot
Ativo: EURUSDm
Período: H1 (2020.06.01 - 2020.06.26)
Parâmetros de entrada: Inp_Expert_Title= DataCrypto-Analytics-Bot
Inp_Signal_MACD_PeriodFast=6
Inp_Signal_MACD_PeriodSlow=9
Inp_Signal_MACD_PeriodSignal=3
Inp_Signal_MACD_TakeProfit=100
Inp_Signal_MACD_StopLoss=50
Corretora: Exness Technologies Ltd
Moeda: USD
Depósito Inicial: 100.00
Alavancagem: 1:100
Resultados
Qualidade do histórico: 100%
Barras: 456 Ticks: 1495432 Ativos: 1
Lucro Líquido Total: 55.64 Rebaixamento Absoluto do Saldo : 0.00 Rebaixamento Absoluto do Capital Líquido: 1.63
Lucro Bruto: 85.83 Rebaixamento Máximo do Saldo : 15.20 (9.59%) Rebaixamento Máximo do Capital Líquido: 18.87 (11.72%)
Perda Bruta: -30.19 Rebaixamento Relativo do Saldo : 9.59% (15.20) Rebaixamento Relativo do Capital Líquido: 11.72% (18.87)
Fator de Lucro: 2.84 Retorno Esperado (Payoff): 3.48 Nível de Margem: 884.62%
Fator de Recuperação: 2.95 Índice de Sharpe: 0.54 Z-Pontuação: 0.55 (41.77%)
AHPR: 1.0295 (2.95%) Correlação LR : 0.90 Resultado OnTester: 0
GHPR: 1.0280 (2.80%) Erro Padrão LR : 7.91
Total de Negociações: 16 Posições Vendidas (% e ganhos): 6 (66.67%) Posições Compradas (% de ganhos): 10 (60.00%)
Ofertas Total: 32 Negociações com Lucro (% of total): 10 (62.50%) Negociações com Perda (% of total): 6 (37.50%)
Maior lucro da negociação: 10.10 Maior perda na Negociação: -5.18
Média lucro da negociação: 8.58 Média perda na Negociação: -5.03
Máximo ganhos consecutivos ($): 3 (28.67) Máximo perdas consecutivas ($): 3 (-15.20)
Máxima lucro consecutivo (contagem): 28.67 (3) Máxima perda consecutiva (contagem): -15.20 (3)
Média ganhos consecutivos: 2 Média perdas consecutivas: 2
Graph
Graph
Correlação (Lucros,MFE): 0.97 Correlação (Lucros,MAE): 0.79 Correlação(MFE,MAE): 0.6953
Graph
Tempo mínimo de duração da posição: 6:01:31 Tempo máximo de duração da posição: 55:04:39 Tempo médio de duração da posição: 26:39:31
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2020.06.01 00:00:002EURUSDmbuy0.01 / 0.010.000001.106631.121632020.06.01 00:00:00filled
2020.06.03 07:04:393EURUSDmsell0.01 / 0.010.000002020.06.03 07:04:39filledtp 1.12163
2020.06.03 08:00:004EURUSDmbuy0.01 / 0.010.000001.116701.131702020.06.03 08:00:00filled
2020.06.04 14:33:285EURUSDmsell0.01 / 0.010.000002020.06.04 14:33:28filledtp 1.13170
2020.06.04 20:00:006EURUSDmsell0.01 / 0.010.000001.137961.122962020.06.04 20:00:00filled
2020.06.05 06:19:287EURUSDmbuy0.01 / 0.010.000002020.06.05 06:19:28filledsl 1.13796
2020.06.05 08:00:008EURUSDmsell0.01 / 0.010.000001.139811.124812020.06.05 08:00:00filled
2020.06.09 08:17:279EURUSDmbuy0.01 / 0.010.000002020.06.09 08:17:27filledtp 1.12481
2020.06.09 11:00:0010EURUSDmbuy0.01 / 0.010.000001.123251.138252020.06.09 11:00:00filled
2020.06.10 11:20:2811EURUSDmsell0.01 / 0.010.000002020.06.10 11:20:28filledtp 1.13825
2020.06.10 12:00:0012EURUSDmbuy0.01 / 0.010.000001.133631.148632020.06.10 12:00:00filled
2020.06.10 18:01:3113EURUSDmsell0.01 / 0.010.000002020.06.10 18:01:31filledsl 1.13363
2020.06.10 21:00:0014EURUSDmsell0.01 / 0.010.000001.142171.127172020.06.10 21:00:00filled
2020.06.12 14:38:1515EURUSDmbuy0.01 / 0.010.000002020.06.12 14:38:15filledtp 1.12717
2020.06.12 20:00:0016EURUSDmbuy0.01 / 0.010.000001.120341.135342020.06.12 20:00:00filled
2020.06.16 04:00:0017EURUSDmsell0.01 / 0.010.000002020.06.16 04:00:00filled
2020.06.16 04:00:0018EURUSDmsell0.01 / 0.010.000001.138921.123922020.06.16 04:00:00filled
2020.06.16 14:44:1519EURUSDmbuy0.01 / 0.010.000002020.06.16 14:44:15filledtp 1.12392
2020.06.16 17:00:0020EURUSDmbuy0.01 / 0.010.000001.121881.136882020.06.16 17:00:00filled
2020.06.17 13:57:3821EURUSDmsell0.01 / 0.010.000002020.06.17 13:57:38filledsl 1.12188
2020.06.17 17:00:0022EURUSDmbuy0.01 / 0.010.000001.118151.133152020.06.17 17:00:00filled
2020.06.19 14:49:4023EURUSDmsell0.01 / 0.010.000002020.06.19 14:49:40filledsl 1.11815
2020.06.19 15:00:0024EURUSDmsell0.01 / 0.010.000001.123151.108152020.06.19 15:00:00filled
2020.06.22 13:45:2625EURUSDmbuy0.01 / 0.010.000002020.06.22 13:45:26filledsl 1.12315
2020.06.22 14:00:0026EURUSDmbuy0.01 / 0.010.000001.119471.134472020.06.22 14:00:00filled
2020.06.23 14:16:3827EURUSDmsell0.01 / 0.010.000002020.06.23 14:16:38filledtp 1.13447
2020.06.23 16:00:0028EURUSDmsell0.01 / 0.010.000001.137211.122212020.06.23 16:00:00filled
2020.06.25 05:00:0029EURUSDmbuy0.01 / 0.010.000002020.06.25 05:00:00filled
2020.06.25 05:00:0030EURUSDmbuy0.01 / 0.010.000001.119921.134922020.06.25 05:00:00filled
2020.06.25 11:43:3831EURUSDmsell0.01 / 0.010.000002020.06.25 11:43:38filledsl 1.11992
2020.06.25 14:00:0032EURUSDmbuy0.01 / 0.010.000001.116751.131752020.06.25 14:00:00filled
2020.06.25 23:59:5933EURUSDmsell0.01 / 0.010.000002020.06.25 23:59:59filledend of test
Ofertas
Horário Oferta Ativo Tipo Direção Volume Preço Ordem Comissão Swap Lucro Saldo Comentário
2020.06.01 00:00:001balance0.000.00100.00100.00
2020.06.01 00:00:002EURUSDmbuyin0.011.1116320.000.000.00100.00
2020.06.03 07:04:393EURUSDmsellout0.011.1216430.00-0.0610.01109.95tp 1.12163
2020.06.03 08:00:004EURUSDmbuyin0.011.1217040.000.000.00109.95
2020.06.04 14:33:285EURUSDmsellout0.011.1317150.00-0.1010.01119.86tp 1.13170
2020.06.04 20:00:006EURUSDmsellin0.011.1329660.000.000.00119.86
2020.06.05 06:19:287EURUSDmbuyout0.011.1379670.000.01-5.00114.87sl 1.13796
2020.06.05 08:00:008EURUSDmsellin0.011.1348180.000.000.00114.87
2020.06.09 08:17:279EURUSDmbuyout0.011.1248190.000.0210.00124.89tp 1.12481
2020.06.09 11:00:0010EURUSDmbuyin0.011.12825100.000.000.00124.89
2020.06.10 11:20:2811EURUSDmsellout0.011.13825110.00-0.0310.00134.86tp 1.13825
2020.06.10 12:00:0012EURUSDmbuyin0.011.13863120.000.000.00134.86
2020.06.10 18:01:3113EURUSDmsellout0.011.13363130.000.00-5.00129.86sl 1.13363
2020.06.10 21:00:0014EURUSDmsellin0.011.13717140.000.000.00129.86
2020.06.12 14:38:1515EURUSDmbuyout0.011.12715150.000.0310.02139.91tp 1.12717
2020.06.12 20:00:0016EURUSDmbuyin0.011.12534160.000.000.00139.91
2020.06.16 04:00:0017EURUSDmsellout0.011.13392170.00-0.068.58148.43
2020.06.16 04:00:0018EURUSDmsellin0.011.13392180.000.000.00148.43
2020.06.16 14:44:1519EURUSDmbuyout0.011.12382190.000.0010.10158.53tp 1.12392
2020.06.16 17:00:0020EURUSDmbuyin0.011.12688200.000.000.00158.53
2020.06.17 13:57:3821EURUSDmsellout0.011.12188210.00-0.03-5.00153.50sl 1.12188
2020.06.17 17:00:0022EURUSDmbuyin0.011.12315220.000.000.00153.50
2020.06.19 14:49:4023EURUSDmsellout0.011.11810230.00-0.13-5.05148.32sl 1.11815
2020.06.19 15:00:0024EURUSDmsellin0.011.11815240.000.000.00148.32
2020.06.22 13:45:2625EURUSDmbuyout0.011.12315250.000.01-5.00143.33sl 1.12315
2020.06.22 14:00:0026EURUSDmbuyin0.011.12447260.000.000.00143.33
2020.06.23 14:16:3827EURUSDmsellout0.011.13448270.00-0.0310.01153.31tp 1.13447
2020.06.23 16:00:0028EURUSDmsellin0.011.13221280.000.000.00153.31
2020.06.25 05:00:0029EURUSDmbuyout0.011.12492290.000.037.29160.63
2020.06.25 05:00:0030EURUSDmbuyin0.011.12492300.000.000.00160.63
2020.06.25 11:43:3831EURUSDmsellout0.011.11992310.000.00-5.00155.63sl 1.11992
2020.06.25 14:00:0032EURUSDmbuyin0.011.12175320.000.000.00155.63
2020.06.25 23:59:5933EURUSDmsellout0.011.12176330.000.000.01155.64end of test
0.00 -0.34 55.98 155.64