CM[2] PM3 HD1 PARC (00:30-02:30) #719 derivado => precoMedioDistMinSaidaParcial=0.9 | precoMedioDistMinSaidaParcial2=1

Execução: mt5_auto_20260916_203228_06ee8a85

Período2026-07-012026-07-16
Setup720GOLDm#
Lucro($19348.82)
DrawDown$23610.43
OnTester (Max. $ Required)(31608.20)
Negociações11016
-
1.40 / 12D
Backtest derivado

Este backtest não bate com o setup oficial e não entra no consolidado automático. Motivo: PARAMETROS_DIVERGENTES: 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; stressOpGrupoLimite5 oficial=0.8 backtest=0.5; stressOpPesoTempo oficial=0.1 backtest=0.4; stressOpTempoSemAlivio oficial=5 backtest=1

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/MFE0.10
Correlação MFE/MAE-0.35

Lucro x MAE

Correlação Lucro/MAE0.86
Correlação MFE/MAE-0.35

Lucro x Duração da Posição

Duração mínima0:00:00
Duração máxima6:51:13
Duração média0:21:15

Resumo do Testador

Resultado

Lucro Líquido Total ($19348.82)
Lucro Bruto $29193.24
Perda Bruta ($48542.06)
Fator de Lucro 0.60
Retorno Esperado ($1.76)
Fator de Recuperação -0.82
Índice de Sharpe -5.00
Resultado OnTester (31608.20)

Rebaixamento

Saldo Mínimo $634.87
Rebaixamento Absoluto do Saldo $19365.13
Rebaixamento Máximo do Saldo ($) $24066.19
Rebaixamento Máximo do Saldo (%) 97.43%
Rebaixamento Relativo do Saldo $24066.19
Percentual Relativo do Saldo 97.43%
Capital Líquido Mínimo $651.18
Rebaixamento Absoluto do Capital Líquido $19348.82
Rebaixamento Máximo do Capital Líquido ($) $23610.43
Rebaixamento Relativo do Capital Líquido 97.32%
Rebaixamento Relativo do Capital Líquido ($) $23610.43
Percentual Relativo do Capital Líquido 97.32%
DrawDown Máximo Aberto ($25133.72)

Neg.

Total Neg. 11016.00
Ofertas Total 15406.00
Posições Vendidas 5644.00
Posições Compradas 5372.00
Posições Vendidas com Lucro 3182.00
Posições Compradas com Lucro 2855.00
Neg. com Lucro 6037.00
Neg. com Perda 4979.00
Maior Lucro da Negociação $571.00
Maior Perda na Negociação ($2008.10)
Média Lucro da Negociação $4.84
Média Perda na Negociação ($9.75)

Operacional

Máximo de Contratos 13922.20
Máximo de Volume 1883.50
Máximo de Volume Diferencial 1864.70
Máximo de Margem Usada $7524.41
Máximo de Saldo Exigido ($31608.20)
Máximo de Hedges Abertos 1737.00
Máximo de Inversões de Mão 3.00
Média de Inversões de Mão 2.72
Máximo de Entradas Parciais (PM) Abertas 20.00

Sequências

Maior Lucro em Sequência $3391.03
Neg. do Maior Lucro em Sequência 13.00
Máximo Lucro Consecutivo $7.38
Máximo Lucro Consecutivo (Contagem) 22.00
Maior Perda em Sequência ($13641.19)
Neg. da Maior Perda em Sequência 11.00
Máxima Perda Consecutiva ($13641.19)
Máxima Perda Consecutiva (Contagem) 11.00
Média Ganhos Consecutivos 2.00
Média Perdas Consecutivas 2.00

Qualidade

Ativos 1.00
Depósito Inicial $20000.00
Retiradas $0.00
Nível de Margem 13.94%
Score 0.00

Cobertura do Relatório

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