Slice Report
Stock:
Strategy: NotSoFastStrategy
Criteria: BrazilianRewardRiskRatioCriterion
| Trade |
Buy Date |
Buy Price |
Sell Date |
Sell Price |
BuyAndHoldCriterion |
NumberOfTicksCriterion |
RewardRiskRatioCriterion |
BrazilianTotalProfitCriterion |
VersusBuyAndHoldCriterion |
VersusBuyAndHoldCriterion |
VersusBuyAndHoldCriterion |
| 1 |
12:00 11/10/1995 |
1,46 |
12:00 18/10/1995 |
1,47 |
1,007 |
5 |
49 |
1,006 |
1 |
0,02 |
0,758 |
| 2 |
12:00 20/10/1995 |
1,47 |
12:00 30/10/1995 |
1,24 |
0,844 |
7 |
5,391 |
0,843 |
1 |
0,028 |
0,635 |
| 3 |
12:00 31/10/1995 |
1,26 |
12:00 10/11/1995 |
1,21 |
0,96 |
8 |
17,56 |
0,96 |
1 |
0,033 |
0,723 |
| 4 |
12:00 14/11/1995 |
1,18 |
12:00 28/11/1995 |
1,14 |
0,966 |
10 |
13,203 |
0,965 |
1 |
0,041 |
0,727 |
| 5 |
12:00 29/11/1995 |
1,17 |
12:00 08/12/1995 |
1,25 |
1,068 |
8 |
34,455 |
1,068 |
1 |
0,033 |
0,804 |
| 6 |
12:00 11/12/1995 |
1,26 |
12:00 21/12/1995 |
1,24 |
0,984 |
9 |
15,746 |
0,983 |
1 |
0,037 |
0,741 |
| 7 |
12:00 22/12/1995 |
1,29 |
12:00 09/01/1996 |
1,47 |
1,14 |
10 |
49 |
1,139 |
1 |
0,041 |
0,858 |
| 8 |
12:00 11/01/1996 |
1,48 |
12:00 22/01/1996 |
1,51 |
1,02 |
8 |
31,832 |
1,02 |
1 |
0,033 |
0,768 |
| 9 |
12:00 30/01/1996 |
1,52 |
12:00 05/02/1996 |
1,71 |
1,125 |
5 |
49,219 |
1,124 |
1 |
0,02 |
0,847 |
| 10 |
12:00 06/02/1996 |
1,73 |
12:00 13/02/1996 |
1,71 |
0,988 |
6 |
42,75 |
0,988 |
1 |
0,024 |
0,744 |
| 11 |
12:00 22/02/1996 |
1,67 |
12:00 29/02/1996 |
1,67 |
1 |
6 |
21,875 |
0,999 |
1 |
0,024 |
0,753 |
| 12 |
12:00 01/03/1996 |
1,7 |
12:00 19/03/1996 |
1,74 |
1,024 |
13 |
14,172 |
1,023 |
1 |
0,053 |
0,77 |
| 13 |
12:00 20/03/1996 |
1,75 |
12:00 02/04/1996 |
1,85 |
1,057 |
9 |
40,171 |
1,056 |
1 |
0,037 |
0,796 |
| 14 |
12:00 12/04/1996 |
1,82 |
12:00 18/04/1996 |
1,84 |
1,011 |
5 |
184 |
1,01 |
1 |
0,02 |
0,761 |
| 15 |
12:00 19/04/1996 |
1,87 |
12:00 02/05/1996 |
1,86 |
0,995 |
9 |
37,399 |
0,994 |
1 |
0,037 |
0,749 |
| 16 |
12:00 06/05/1996 |
1,88 |
12:00 14/05/1996 |
2,04 |
1,085 |
7 |
222,447 |
1,084 |
1 |
0,028 |
0,817 |
| 17 |
12:00 15/05/1996 |
2,05 |
12:00 21/05/1996 |
2 |
0,976 |
5 |
28,85 |
0,975 |
1 |
0,02 |
0,734 |
| 18 |
12:00 28/05/1996 |
1,98 |
12:00 05/06/1996 |
1,9 |
0,96 |
7 |
23,75 |
0,959 |
1 |
0,028 |
0,722 |
| 19 |
12:00 12/06/1996 |
1,93 |
12:00 18/06/1996 |
1,98 |
1,026 |
5 |
198 |
1,025 |
1 |
0,02 |
0,772 |
| 20 |
12:00 20/06/1996 |
1,98 |
12:00 28/06/1996 |
1,96 |
0,99 |
7 |
20,392 |
0,989 |
1 |
0,028 |
0,745 |
| 21 |
12:00 02/07/1996 |
2,05 |
12:00 10/07/1996 |
2,05 |
1 |
7 |
23,778 |
0,999 |
1 |
0,028 |
0,753 |
| 22 |
12:00 17/07/1996 |
1,86 |
12:00 29/07/1996 |
1,79 |
0,962 |
9 |
20,103 |
0,962 |
1 |
0,037 |
0,724 |
| 23 |
12:00 30/07/1996 |
1,82 |
12:00 08/08/1996 |
1,92 |
1,055 |
8 |
51,692 |
1,054 |
1 |
0,033 |
0,794 |
| 24 |
12:00 09/08/1996 |
1,93 |
12:00 19/08/1996 |
1,99 |
1,031 |
7 |
102,078 |
1,03 |
1 |
0,028 |
0,776 |
| 25 |
12:00 27/08/1996 |
1,88 |
12:00 02/09/1996 |
1,9 |
1,011 |
5 |
65,018 |
1,01 |
1 |
0,02 |
0,761 |
| 26 |
12:00 04/09/1996 |
1,92 |
12:00 11/09/1996 |
1,9 |
0,99 |
6 |
27,85 |
0,989 |
1 |
0,024 |
0,745 |
| 27 |
12:00 12/09/1996 |
1,91 |
12:00 20/09/1996 |
1,91 |
1 |
7 |
48,75 |
0,999 |
1 |
0,028 |
0,753 |
| 28 |
12:00 24/09/1996 |
1,91 |
12:00 09/10/1996 |
1,93 |
1,01 |
11 |
38,6 |
1,01 |
1 |
0,045 |
0,76 |
| TOTAL |
12:00 09/10/1995 |
- |
12:00 08/10/1996 |
- |
1,329 |
209 |
5,712 |
1,247 |
1 |
0,85 |
0,939 |