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 14/10/1997 |
5,25 |
12:00 22/10/1997 |
5,27 |
1,004 |
7 |
37,643 |
1,003 |
1 |
0,028 |
2,625 |
| 2 |
12:00 28/10/1997 |
4,18 |
12:00 05/11/1997 |
4 |
0,957 |
7 |
4,878 |
0,956 |
1 |
0,028 |
2,502 |
| 3 |
12:00 10/11/1997 |
3,75 |
12:00 18/11/1997 |
3,69 |
0,984 |
7 |
7,688 |
0,983 |
1 |
0,028 |
2,573 |
| 4 |
12:00 19/11/1997 |
3,72 |
12:00 04/12/1997 |
4,4 |
1,183 |
12 |
17,978 |
1,182 |
1 |
0,048 |
3,093 |
| 5 |
12:00 05/12/1997 |
4,41 |
12:00 17/12/1997 |
4,2 |
0,952 |
9 |
8,347 |
0,952 |
1 |
0,036 |
2,49 |
| 6 |
12:00 22/12/1997 |
3,89 |
12:00 06/01/1998 |
4,47 |
1,149 |
8 |
43,953 |
1,148 |
1 |
0,032 |
3,005 |
| 7 |
12:00 13/01/1998 |
4,04 |
12:00 20/01/1998 |
4,06 |
1,005 |
6 |
23,672 |
1,004 |
1 |
0,024 |
2,628 |
| 8 |
12:00 22/01/1998 |
4,04 |
12:00 29/01/1998 |
4,13 |
1,022 |
6 |
85,462 |
1,022 |
1 |
0,024 |
2,673 |
| 9 |
12:00 03/02/1998 |
4,05 |
12:00 10/02/1998 |
4,15 |
1,025 |
6 |
103,75 |
1,024 |
1 |
0,024 |
2,68 |
| 10 |
12:00 11/02/1998 |
4,29 |
12:00 18/02/1998 |
4,22 |
0,984 |
6 |
60,286 |
0,983 |
1 |
0,024 |
2,572 |
| 11 |
12:00 19/02/1998 |
4,29 |
12:00 27/02/1998 |
4,33 |
1,009 |
5 |
63,443 |
1,009 |
1 |
0,02 |
2,639 |
| 12 |
12:00 02/03/1998 |
4,37 |
12:00 18/03/1998 |
4,64 |
1,062 |
13 |
116 |
1,061 |
1 |
0,052 |
2,777 |
| 13 |
12:00 20/03/1998 |
4,7 |
12:00 30/03/1998 |
4,59 |
0,977 |
7 |
35,458 |
0,976 |
1 |
0,028 |
2,554 |
| 14 |
12:00 31/03/1998 |
4,67 |
12:00 16/04/1998 |
5,02 |
1,075 |
11 |
46,711 |
1,074 |
1 |
0,044 |
2,811 |
| 15 |
12:00 23/04/1998 |
4,88 |
12:00 29/04/1998 |
4,95 |
1,014 |
5 |
29,774 |
1,014 |
1 |
0,02 |
2,653 |
| 16 |
12:00 30/04/1998 |
5,01 |
12:00 18/05/1998 |
4,1 |
0,818 |
12 |
4,505 |
0,818 |
1 |
0,048 |
2,14 |
| 17 |
12:00 19/05/1998 |
4,15 |
12:00 29/05/1998 |
3,83 |
0,923 |
9 |
7,226 |
0,922 |
1 |
0,036 |
2,413 |
| 18 |
12:00 01/06/1998 |
3,89 |
12:00 09/06/1998 |
4,12 |
1,059 |
7 |
40,728 |
1,058 |
1 |
0,028 |
2,77 |
| 19 |
12:00 16/06/1998 |
3,59 |
12:00 22/06/1998 |
3,64 |
1,014 |
5 |
22,545 |
1,013 |
1 |
0,02 |
2,651 |
| 20 |
12:00 23/06/1998 |
3,74 |
12:00 13/07/1998 |
4,34 |
1,16 |
14 |
36,167 |
1,16 |
1 |
0,056 |
3,035 |
| 21 |
12:00 14/07/1998 |
4,46 |
12:00 22/07/1998 |
4,8 |
1,076 |
7 |
? |
1,075 |
1 |
0,028 |
2,814 |
| 22 |
12:00 28/07/1998 |
4,5 |
12:00 17/08/1998 |
3,33 |
0,74 |
15 |
2,811 |
0,739 |
1 |
0,06 |
1,935 |
| 23 |
12:00 01/09/1998 |
2,29 |
12:00 16/09/1998 |
2,33 |
1,017 |
11 |
3,406 |
1,017 |
1 |
0,044 |
2,661 |
| 24 |
12:00 18/09/1998 |
2,06 |
12:00 24/09/1998 |
2,25 |
1,092 |
5 |
21,572 |
1,091 |
1 |
0,02 |
2,856 |
| 25 |
12:00 28/09/1998 |
2,19 |
12:00 05/10/1998 |
1,91 |
0,872 |
6 |
6,586 |
0,872 |
1 |
0,024 |
2,281 |
| 26 |
12:00 06/10/1998 |
2,02 |
12:00 14/10/1998 |
2,26 |
1,119 |
6 |
56,5 |
1,118 |
1 |
0,024 |
2,926 |
| TOTAL |
12:00 09/10/1997 |
- |
12:00 08/10/1998 |
- |
0,382 |
212 |
2,575 |
1,154 |
1 |
0,855 |
3,02 |