CM[2] PM3 HD1 PARC (00:30-01:30) #702 derivado => setupVersion=6.33 | riscoOpAcoesAtivas=1 | riscoOpPoliticaAcaoContencao=2 | riscoOpPoliticaAcaoDeriv

Execução: mt5_auto_20260903_124142_5c99f99d

Período2026-01-022026-01-29
Setup708GOLDm#
Lucro($21085.63)
DrawDown$32871.38
OnTester (Max. $ Required)(35813.58)
Negociações37213
-
1.36 / 20D
Backtest derivado

Este backtest não bate com o setup oficial e não entra no consolidado automático. Motivo: PARAMETROS_DIVERGENTES: precoMedioAtivo2 oficial=1 backtest=0; precoMedioDistancia2 oficial=0.6 backtest=; precoMedioFator2 oficial=1 backtest=; precoMedioIncremento2 oficial=0.2 backtest=; precoMedioMedida2 oficial=3 backtest=; precoMedioMesmoCandle2 oficial=3 backtest=; precoMedioMesmoCandleTempo2 oficial=4 backtest=; precoMedioNegociar oficial=104 backtest=4; precoMedioNegociar2 oficial=204 backtest=; precoMedioSinal2 oficial=12 backtest=; riscoOpCapitalReferencia oficial=0 backtest=1000; riscoOpModeloCoeficientes1 oficial=-0.4823859595,0,0,0.1339598263,0.01460246997,0.5369962818,0,0,0.1582640875,0,0.2873731635,0.5832332777,0.1750568198,0,0.2797932474,0,0.001045025422,0.1938302712,0.05902592099,0.2682772145,0.1337255402 backtest=-0.4823859595,0,0,0.1339598263,0.01460246997,0.5369962818,0,0,0; riscoOpModeloCoeficientes2 oficial=-1.14506037,0,0,0.07718737139,0,0.5743896666,0,0,0.1760325283,0,0.2496675685,0.6772500357,0.1976277825,0,0.3563030396,0,0.04250127886,0.01992644592,0,0.1930451112,0.07656979718 backtest=-1.14506037,0,0,0.07718737139,0,0.5743896666,0,0,0.1760325283,0; riscoOpModeloCoeficientes3 oficial=-1.610752916,0,0,0.077143626,0.02436752274,0.2397529355,0,0,0.08200022447,0,0.2670159666,0.5079865449,0.183763028,0,0.2214198487,0,0.01626722092,0.06807147816,0.04363310577,0.22298848,0.07692986251 backtest=-1.610752916,0,0,0.077143626,0.02436752274,0.2397529355,0,0,0.0; riscoOpModeloCoeficientes4 oficial=-1.9778226,0,0.0072742967,0.056232549,0.012069243,0.25953026,0.0008622637,0,0.06548812,0,0.2739615,0.42635639,0.18076757,0.0082445306,0.22477222,0.010447928,0.0031924192,0.054002795,0.039335349,0.22563046,0.056042124 backtest=-1.9778226,0,0.0072742967,0.056232549,0.012069243,0.25953026,0.; riscoOpModeloEscalas1 oficial=0.00071550766,0.0015276735,0.00077024536,1,0.51082562,0.35086097,0.024086134,0.00063389287,0.00013935279,0.3845147,0.33504391,0.26892478,1.0986123,1.0986123,0.00013049149,0.29745558,0.00044087751,0.00028476521,0.4611487,0.0770625 backtest=0.00071550766,0.0015276735,0.00077024536,1,0.51082562,0.3508609; riscoOpModeloEscalas2 oficial=0.00074100032,0.0015583812,0.00079048143,1,0.51082562,0.34623273,0.029150222,0.00064308959,0.0001385404,0.38139643,0.34802184,0.26731477,1.0986123,1.3862944,0.00012999155,0.30058548,0.00045312141,0.00028945624,0.47694709,0.03954375 backtest=0.00074100032,0.0015583812,0.00079048143,1,0.51082562,0.3462327; riscoOpModeloEscalas3 oficial=0.00073325781,0.0015517751,0.00079223145,1,0.51082562,0.34735748,0.027720812,0.00063612111,0.00013674065,0.37789042,0.34815158,0.26451521,1.0986123,1.3862944,0.00013049149,0.29996022,0.00044542791,0.00028715465,0.46947039,0.0158525 backtest=0.00073325781,0.0015517751,0.00079223145,1,0.51082562,0.3473574; riscoOpModeloEscalas4 oficial=0.00072963594,0.0015471616,0.00079235674,1,0.51082562,0.34607044,0.0281148,0.00063845744,0.00013824044,0.37724001,0.34563779,0.26428898,1.0986123,1.3862944,0.00012999155,0.29893177,0.0004502691,0.00028645853,0.47698178,0.0079275 backtest=0.00072963594,0.0015471616,0.00079235674,1,0.51082562,0.3460704; riscoOpModeloMedianas1 oficial=0.000439903228,0.000874867192,0.000382926674,0,2.07944154,0.322773392,0.135404637,0.000265989622,2.1399771e-05,1.16072401,2.04704747,0.553885113,0.693147181,0.693147181,0,0.211309094,0.000204520751,6.67965112e-05,0.918288735,0.0383 backtest=0.000439903228,0.000874867192,0.000382926674,0,2.07944154,0.322; riscoOpModeloMedianas2 oficial=0.0004254095,0.0008646261,0.00038167715,0,2.0794415,0.33377318,0.13540464,0.0002618907,2.0649787e-05,1.1677476,2.0570042,0.55860038,0.69314718,0.69314718,4.9999987e-07,0.21985948,0.00020356261,6.5799783e-05,0.90962033,0.0190875 backtest=0.0004254095,0.0008646261,0.00038167715,0,2.0794415,0.33377318,; riscoOpModeloMedianas3 oficial=0.00041241495,0.0008466415,0.00036943175,0,2.0794415,0.33270575,0.13540464,0.00025511745,2.0374792e-05,1.169635,2.0604247,0.55961579,0.69314718,0.69314718,4.9999987e-07,0.21772348,0.00019946037,6.3997952e-05,0.90935921,0.00739 backtest=0.00041241495,0.0008466415,0.00036943175,0,2.0794415,0.33270575; riscoOpModeloMedianas4 oficial=0.00041241495,0.00085063811,0.00037393008,0,2.0794415,0.33213383,0.13517478,0.00025396775,2.0849783e-05,1.1686047,2.0605328,0.56081959,0.69314718,0.69314718,4.9999987e-07,0.21730128,0.0002019796,6.3916562e-05,0.91065238,0.00374 backtest=0.00041241495,0.00085063811,0.00037393008,0,2.0794415,0.3321338; stressOpGrupoAlvo11 oficial=81 backtest=0; stressOpGrupoAlvo9 oficial=25 backtest=0; stressOpGrupoContexto11 oficial=5 backtest=3; stressOpGrupoContexto6 oficial=0 backtest=6; stressOpGrupoIntencao11 oficial=30 backtest=0; stressOpGrupoLimite11 oficial=0.2 backtest=0; stressOpGrupoLimite6 oficial=0.3 backtest=0.8; stressOpGrupoLimiteMaximo6 oficial=0.8 backtest=1.6

Desempenho

- Baixar Setup

Carga de Depósito

Entradas por Hora

Entradas por Semana

Entradas por Mês

Lucros e Perdas por Hora

Lucros e Perdas por Semana

Lucros e Perdas por Mês

Lucro x MFE

Correlação Lucro/MFE0.34
Correlação MFE/MAE-0.39

Lucro x MAE

Correlação Lucro/MAE0.59
Correlação MFE/MAE-0.39

Lucro x Duração da Posição

Duração mínima0:00:00
Duração máxima5:50:54
Duração média0:14:16

Resumo do Testador

Resultado

Lucro Líquido Total ($21085.63)
Lucro Bruto $108521.30
Perda Bruta ($129606.93)
Fator de Lucro 0.84
Retorno Esperado ($0.57)
Fator de Recuperação -0.64
Índice de Sharpe -4.11
Resultado OnTester (35813.58)

Rebaixamento

Saldo Mínimo ($1085.63)
Rebaixamento Absoluto do Saldo $21085.63
Rebaixamento Máximo do Saldo ($) $33452.27
Rebaixamento Máximo do Saldo (%) 103.35%
Rebaixamento Relativo do Saldo $33452.27
Percentual Relativo do Saldo 103.35%
Capital Líquido Mínimo ($1085.63)
Rebaixamento Absoluto do Capital Líquido $21085.63
Rebaixamento Máximo do Capital Líquido ($) $32871.38
Rebaixamento Relativo do Capital Líquido 103.42%
Rebaixamento Relativo do Capital Líquido ($) $32871.38
Percentual Relativo do Capital Líquido 103.42%
DrawDown Máximo Aberto ($27053.80)

Neg.

Total Neg. 37213.00
Ofertas Total 49060.00
Posições Vendidas 18484.00
Posições Compradas 18729.00
Posições Vendidas com Lucro 9252.00
Posições Compradas com Lucro 10165.00
Neg. com Lucro 19417.00
Neg. com Perda 17796.00
Maior Lucro da Negociação $997.60
Maior Perda na Negociação ($1435.50)
Média Lucro da Negociação $5.59
Média Perda na Negociação ($7.28)

Operacional

Máximo de Contratos 54537.70
Máximo de Volume 3082.30
Máximo de Volume Diferencial 2896.50
Máximo de Margem Usada $13788.71
Máximo de Saldo Exigido ($35813.58)
Máximo de Hedges Abertos 3328.00
Máximo de Inversões de Mão 3.00
Média de Inversões de Mão 2.70
Máximo de Entradas Parciais (PM) Abertas 33.00

Sequências

Maior Lucro em Sequência $1524.00
Neg. do Maior Lucro em Sequência 3.00
Máximo Lucro Consecutivo $9.20
Máximo Lucro Consecutivo (Contagem) 27.00
Maior Perda em Sequência ($12768.34)
Neg. da Maior Perda em Sequência 13.00
Máxima Perda Consecutiva ($1304.44)
Máxima Perda Consecutiva (Contagem) 16.00
Média Ganhos Consecutivos 2.00
Média Perdas Consecutivas 2.00

Qualidade

Ativos 1.00
Depósito Inicial $20000.00
Retiradas $0.00
Nível de Margem 85.03%
Score 0.00

Cobertura do Relatório

Curva balance/equity250 pontos
Resumo Numérico64 métricas
Distribuições86 buckets
Posições50 Posições
MFE50 Posições
MAE50 Posições
Duração50 Posições