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 11/10/1996 |
1,92 |
12:00 18/10/1996 |
2,1 |
1,094 |
6 |
58,516 |
1,093 |
1 |
0,024 |
0,41 |
| 2 |
12:00 21/10/1996 |
2,17 |
12:00 30/10/1996 |
2,05 |
0,945 |
8 |
13,667 |
0,944 |
1 |
0,032 |
0,354 |
| 3 |
12:00 31/10/1996 |
2,12 |
12:00 14/11/1996 |
2,07 |
0,976 |
11 |
13,93 |
0,976 |
1 |
0,045 |
0,366 |
| 4 |
12:00 18/11/1996 |
2,16 |
12:00 26/11/1996 |
2,25 |
1,042 |
7 |
112,5 |
1,041 |
1 |
0,028 |
0,39 |
| 5 |
12:00 28/11/1996 |
2,24 |
12:00 06/12/1996 |
2,46 |
1,098 |
7 |
? |
1,097 |
1 |
0,028 |
0,412 |
| 6 |
12:00 12/12/1996 |
2,43 |
12:00 02/01/1997 |
2,61 |
1,074 |
12 |
130,5 |
1,073 |
1 |
0,049 |
0,403 |
| 7 |
12:00 03/01/1997 |
2,67 |
12:00 09/01/1997 |
2,83 |
1,06 |
5 |
51,053 |
1,059 |
1 |
0,02 |
0,397 |
| 8 |
12:00 10/01/1997 |
2,84 |
12:00 16/01/1997 |
2,98 |
1,049 |
5 |
105,279 |
1,049 |
1 |
0,02 |
0,393 |
| 9 |
12:00 17/01/1997 |
3,09 |
12:00 24/01/1997 |
3,01 |
0,974 |
6 |
30,295 |
0,973 |
1 |
0,024 |
0,365 |
| 10 |
12:00 30/01/1997 |
3,06 |
12:00 13/02/1997 |
3,54 |
1,157 |
8 |
128,026 |
1,156 |
1 |
0,032 |
0,434 |
| 11 |
12:00 14/02/1997 |
3,54 |
12:00 26/02/1997 |
3,44 |
0,972 |
9 |
14,576 |
0,971 |
1 |
0,036 |
0,364 |
| 12 |
12:00 28/02/1997 |
3,43 |
12:00 11/03/1997 |
3,49 |
1,017 |
8 |
58,167 |
1,017 |
1 |
0,032 |
0,381 |
| 13 |
12:00 13/03/1997 |
3,39 |
12:00 26/03/1997 |
3,57 |
1,053 |
9 |
30,277 |
1,052 |
1 |
0,036 |
0,395 |
| 14 |
12:00 04/04/1997 |
3,38 |
12:00 11/04/1997 |
3,44 |
1,018 |
6 |
32,846 |
1,017 |
1 |
0,024 |
0,381 |
| 15 |
12:00 18/04/1997 |
3,36 |
12:00 05/05/1997 |
3,73 |
1,11 |
10 |
415,185 |
1,109 |
1 |
0,04 |
0,416 |
| 16 |
12:00 12/05/1997 |
3,72 |
12:00 21/05/1997 |
4,01 |
1,078 |
8 |
34,329 |
1,077 |
1 |
0,032 |
0,404 |
| 17 |
12:00 26/05/1997 |
3,99 |
12:00 03/06/1997 |
4,04 |
1,013 |
7 |
26,579 |
1,012 |
1 |
0,028 |
0,379 |
| 18 |
12:00 05/06/1997 |
4,07 |
12:00 18/06/1997 |
5,07 |
1,246 |
10 |
632,816 |
1,245 |
1 |
0,04 |
0,467 |
| 19 |
12:00 23/06/1997 |
4,86 |
12:00 03/07/1997 |
4,97 |
1,023 |
9 |
15,731 |
1,022 |
1 |
0,036 |
0,383 |
| 20 |
12:00 04/07/1997 |
5,07 |
12:00 17/07/1997 |
4,8 |
0,947 |
9 |
6,603 |
0,946 |
1 |
0,036 |
0,355 |
| 21 |
12:00 22/07/1997 |
5,03 |
12:00 31/07/1997 |
5,38 |
1,07 |
8 |
53,382 |
1,069 |
1 |
0,032 |
0,401 |
| 22 |
12:00 06/08/1997 |
5,05 |
12:00 15/08/1997 |
4,93 |
0,976 |
8 |
18,165 |
0,976 |
1 |
0,032 |
0,366 |
| 23 |
12:00 21/08/1997 |
4,68 |
12:00 28/08/1997 |
4,75 |
1,015 |
6 |
25,12 |
1,014 |
1 |
0,024 |
0,38 |
| 24 |
12:00 02/09/1997 |
4,6 |
12:00 10/09/1997 |
4,73 |
1,028 |
7 |
23,136 |
1,028 |
1 |
0,028 |
0,385 |
| 25 |
12:00 12/09/1997 |
4,66 |
12:00 23/09/1997 |
4,93 |
1,058 |
8 |
30,812 |
1,057 |
1 |
0,032 |
0,396 |
| 26 |
12:00 26/09/1997 |
5 |
01:00 06/10/1997 |
5,25 |
1,05 |
7 |
92,925 |
1,049 |
1 |
0,028 |
0,393 |
| TOTAL |
12:00 09/10/1996 |
- |
12:00 08/10/1997 |
- |
2,668 |
204 |
20,312 |
2,86 |
1 |
0,826 |
1,073 |