[CS26] Otimizações

7

2026-10-1208:36:01

2026-07-012026-07-03

Normal

Campo	Oficial	Otimização	Passada
saida Parcial Volume	0.7	0.2 - 0.1 - 1	0.9
saida Parcial Distancia	1.3	0.4 - 0.1 - 1.5	1.4
saida Parcial Incremento	0	0 - 0.05 - 0.4	0.1
preco Medio Dist Min Recuo Hedge		0	0
saida Parcial Volume Incremento		0 - 0.05 - 0.1	0.1
fechar Hedge Recuo Down N Preco Medio		-1	-1

$75719.70

$16531.70

(53625.89)

2916

-

25240 / 16532¹⁄₁

4.33 / 3D

6

2026-10-1120:45:02

2026-07-012026-07-03

Normal

Campo	Oficial	Otimização	Passada
stress Op Ativo	No	Yes	Yes
stress Op Risco Saldo		50	50
stress Op Peso Volume		0.5	0.5
stress Op Peso Tempo		0.1	0.1
stress Op Grupo Alvo		Hedge [1]: Position Ratio	Hedge [1]: Position Ratio
stress Op Grupo Intencao		Reduce	Reduce
stress Op Grupo Contexto		Always (Stress Only)	Always (Stress Only)
stress Op Grupo Limite		0.5	0.5
entrada Hedge Maximo Volume	0.5	0	0
entrada Hedge Fator Volume	1	0 - 0 - 1	0.2
entrada Hedge Ativo2	Yes	No	No
preco Medio Ativo2	No	Yes	Yes
preco Medio Negociar2		[-VOL] Original with Hedge	[-VOL] Original with Hedge
preco Medio Distancia2		0 - 0 - 1	0.8
preco Medio Incremento2		0 - 0 - 0.15	0.15
preco Medio Fator2		0 - 0 - 1	0.8
preco Medio Fator Incremento2		0 - 0.05 - 0.15	0
preco Medio Fator Referencia2		x Open Volume (byself) -> Fixed Volume
preco Medio Referencia2		Open (FIRST) -> Open (NEAR + REARM)	Open (NEAR PEAK)
fechar Hedge Recuo Ativo	Yes	No	No
preco Medio Dist Min Recuo Hedge		0	0
preco Medio Dist Min Recuo Hedge2		0	0

$65562.16

$16155.79

(59227.89)

15911

-

21854 / 16156¹⁄₁

4.26 / 3D

5

2026-10-1120:43:24

2026-07-012026-07-01

Normal

Campo	Oficial	Otimização	Passada
stress Op Ativo	No	Yes	Yes
stress Op Risco Saldo		50	50
stress Op Peso Volume		0.5	0.5
stress Op Peso Tempo		0.1	0.1
stress Op Grupo Alvo		Hedge [1]: Position Ratio	Hedge [1]: Position Ratio
stress Op Grupo Intencao		Reduce	Reduce
stress Op Grupo Contexto		Always (Stress Only)	Always (Stress Only)
stress Op Grupo Limite		0.5	0.5
entrada Hedge Maximo Volume	0.5	0	0
entrada Hedge Ativo2	Yes	No	No
preco Medio Ativo2	No	Yes	Yes
preco Medio Negociar2		[-VOL] Original with Hedge	[-VOL] Original with Hedge
preco Medio Distancia2		0.4	0.4
preco Medio Incremento2		0.15	0.15
preco Medio Fator2		0.4	0.4
preco Medio Fator Incremento2		0.15	0.15
preco Medio Referencia2		Open (FIRST) -> Open (NEAR + REARM)	Open (REARM)
fechar Hedge Recuo Ativo	Yes	No	No
preco Medio Dist Min Recuo Hedge		0	0
preco Medio Dist Min Recuo Hedge2		0	0

($16609.29)

$63245.19

(123601.99)

16

-

1.90 / 1D

4

2026-10-1120:39:20

2026-07-012026-07-03

Normal

Campo	Oficial	Otimização	Passada
stress Op Ativo	No	Yes	Yes
stress Op Risco Saldo		50	50
stress Op Peso Volume		0.5	0.5
stress Op Peso Tempo		0.1	0.1
stress Op Grupo Alvo		Hedge [1]: Position Ratio	Hedge [1]: Position Ratio
stress Op Grupo Intencao		Reduce	Reduce
stress Op Grupo Contexto		Always (Stress Only)	Always (Stress Only)
stress Op Grupo Limite		0 - 0.1 - 1	0.6
entrada Hedge Maximo Volume	0.5	0	0
entrada Hedge Ativo2	Yes	No	No
fechar Hedge Recuo Ativo	Yes	No	No
preco Medio Dist Min Recuo Hedge		0	0

$9422.12

$5867.86

(9959.70)

11

-

3141 / 5868¹⁄₂

4.07 / 3D

3

2026-10-1116:52:07

2026-07-032026-07-03

Normal

Campo	Oficial	Otimização	Passada
stress Op Ativo	No	Yes	Yes
stress Op Risco Saldo		50	50
stress Op Grupo Alvo		Partial Exit [1]: Main Exit	Partial Exit [1]: Main Exit
stress Op Grupo Intencao		Increase	Increase
stress Op Grupo Contexto		Always (Stress Only)	Always (Stress Only)
stress Op Grupo Limite		0 - 0.1 - 1	0
stress Op Grupo Alvo2		Partial Exit [1]: Distance	Partial Exit [1]: Distance
stress Op Grupo Intencao2		Reduce	Reduce
stress Op Grupo Contexto2		Always (Stress Only)	Always (Stress Only)
stress Op Grupo Limite2		0 - 0.1 - 1	0.7
stress Op Grupo Alvo3		Partial Exit [1]: Loss Budget	Partial Exit [1]: Loss Budget
stress Op Grupo Intencao3		Increase	Increase
stress Op Grupo Contexto3		Always (Stress Only)	Always (Stress Only)
stress Op Grupo Limite3		0 - 0.5 - 10	0.5
preco Medio Dist Min Recuo Hedge		0	0

$1598.82

$227.61

(775.01)

2541

-

1599 / 228⁷⁄₁

4.89 / 1D

2

2026-10-1116:49:56

2026-07-032026-07-03

Normal

Campo	Oficial	Otimização	Passada
stress Op Ativo	No	Yes	Yes
stress Op Risco Saldo		50	50
stress Op Grupo Alvo		Partial Exit [1]: Main Exit	Partial Exit [1]: Main Exit
stress Op Grupo Intencao		Increase	Increase
stress Op Grupo Contexto		Always (Stress Only)	Always (Stress Only)
stress Op Grupo Limite		0 - 0.1 - 1	0.2
stress Op Grupo Alvo2		Partial Exit [1]: Distance	Partial Exit [1]: Distance
stress Op Grupo Intencao2		Reduce	Reduce
stress Op Grupo Contexto2		Always (Stress Only)	Always (Stress Only)
stress Op Grupo Limite2		0 - 0.1 - 1	0.6
preco Medio Dist Min Recuo Hedge		0	0

$2373.79

$525.37

(1845.00)

121

-

2374 / 525⁴⁄₁

4.87 / 1D

1

2026-10-1116:21:02

2026-07-012026-07-03

Normal

$5231.75

$2016.97

(6193.66)

11

-

1744 / 2017¹⁄₂

4.57 / 3D