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 15/10/1998 |
2,37 |
12:00 23/10/1998 |
2,71 |
1,143 |
7 |
17,453 |
1,143 |
1 |
0,028 |
0,455 |
| 2 |
12:00 28/10/1998 |
2,51 |
12:00 09/11/1998 |
3,14 |
1,251 |
8 |
28,545 |
1,25 |
1 |
0,033 |
0,498 |
| 3 |
12:00 10/11/1998 |
3,15 |
12:00 19/11/1998 |
3,22 |
1,022 |
8 |
14,636 |
1,022 |
1 |
0,033 |
0,407 |
| 4 |
12:00 23/11/1998 |
3,2 |
12:00 03/12/1998 |
2,79 |
0,872 |
9 |
5,94 |
0,871 |
1 |
0,037 |
0,347 |
| 5 |
12:00 07/12/1998 |
2,86 |
12:00 16/12/1998 |
2,29 |
0,801 |
8 |
4,018 |
0,8 |
1 |
0,033 |
0,318 |
| 6 |
12:00 18/12/1998 |
2,31 |
12:00 28/12/1998 |
2,4 |
1,039 |
5 |
20,22 |
1,038 |
1 |
0,02 |
0,413 |
| 7 |
12:00 30/12/1998 |
2,36 |
12:00 07/01/1999 |
2,39 |
1,013 |
5 |
35,59 |
1,012 |
1 |
0,02 |
0,403 |
| 8 |
12:00 15/01/1999 |
1,8 |
12:00 21/01/1999 |
2 |
1,111 |
5 |
56,667 |
1,11 |
1 |
0,02 |
0,442 |
| 9 |
12:00 26/01/1999 |
1,97 |
12:00 03/02/1999 |
2,69 |
1,365 |
7 |
93,194 |
1,365 |
1 |
0,028 |
0,543 |
| 10 |
12:00 08/02/1999 |
2,73 |
12:00 23/02/1999 |
2,92 |
1,07 |
10 |
20,857 |
1,069 |
1 |
0,041 |
0,425 |
| 11 |
12:00 26/02/1999 |
2,77 |
12:00 09/03/1999 |
3,24 |
1,17 |
8 |
68,309 |
1,169 |
1 |
0,033 |
0,465 |
| 12 |
12:00 10/03/1999 |
3,42 |
12:00 17/03/1999 |
3,74 |
1,094 |
6 |
103,342 |
1,093 |
1 |
0,024 |
0,435 |
| 13 |
12:00 18/03/1999 |
3,78 |
12:00 26/03/1999 |
3,9 |
1,032 |
7 |
13,241 |
1,031 |
1 |
0,028 |
0,41 |
| 14 |
12:00 29/03/1999 |
4,03 |
12:00 08/04/1999 |
4,86 |
1,206 |
7 |
294,253 |
1,205 |
1 |
0,028 |
0,48 |
| 15 |
12:00 12/04/1999 |
4,72 |
12:00 19/04/1999 |
4,72 |
1 |
6 |
60 |
0,999 |
1 |
0,024 |
0,398 |
| 16 |
12:00 22/04/1999 |
4,5 |
12:00 29/04/1999 |
4,22 |
0,938 |
6 |
15,071 |
0,937 |
1 |
0,024 |
0,373 |
| 17 |
12:00 30/04/1999 |
4,76 |
12:00 10/05/1999 |
4,79 |
1,006 |
7 |
43,637 |
1,006 |
1 |
0,028 |
0,4 |
| 18 |
12:00 13/05/1999 |
4,92 |
12:00 21/05/1999 |
4,39 |
0,892 |
7 |
8,283 |
0,892 |
1 |
0,028 |
0,355 |
| 19 |
12:00 26/05/1999 |
4,35 |
12:00 02/06/1999 |
4,41 |
1,014 |
6 |
64,883 |
1,013 |
1 |
0,024 |
0,403 |
| 20 |
12:00 04/06/1999 |
4,46 |
12:00 11/06/1999 |
4,24 |
0,951 |
6 |
15,704 |
0,95 |
1 |
0,024 |
0,378 |
| 21 |
12:00 14/06/1999 |
4,26 |
12:00 23/06/1999 |
4,89 |
1,148 |
8 |
94,701 |
1,147 |
1 |
0,033 |
0,457 |
| 22 |
12:00 28/06/1999 |
4,67 |
12:00 05/07/1999 |
4,99 |
1,069 |
6 |
107,707 |
1,068 |
1 |
0,024 |
0,425 |
| 23 |
12:00 06/07/1999 |
5,07 |
12:00 15/07/1999 |
4,89 |
0,964 |
7 |
23,286 |
0,964 |
1 |
0,028 |
0,384 |
| 24 |
12:00 16/07/1999 |
4,97 |
12:00 23/07/1999 |
4,74 |
0,954 |
6 |
20,609 |
0,953 |
1 |
0,024 |
0,379 |
| 25 |
12:00 27/07/1999 |
4,64 |
12:00 02/08/1999 |
4,48 |
0,966 |
5 |
26,41 |
0,965 |
1 |
0,02 |
0,384 |
| 26 |
12:00 03/08/1999 |
4,62 |
12:00 12/08/1999 |
4,22 |
0,913 |
8 |
8,979 |
0,913 |
1 |
0,033 |
0,363 |
| 27 |
12:00 13/08/1999 |
4,32 |
12:00 24/08/1999 |
4,5 |
1,042 |
8 |
32,143 |
1,041 |
1 |
0,033 |
0,414 |
| 28 |
12:00 27/08/1999 |
4,5 |
12:00 06/09/1999 |
4,9 |
1,089 |
7 |
107,8 |
1,088 |
1 |
0,028 |
0,433 |
| 29 |
12:00 08/09/1999 |
4,92 |
12:00 14/09/1999 |
5,04 |
1,024 |
5 |
259,171 |
1,024 |
1 |
0,02 |
0,407 |
| 30 |
12:00 15/09/1999 |
5,01 |
12:00 22/09/1999 |
5,47 |
1,092 |
6 |
598,315 |
1,091 |
1 |
0,024 |
0,434 |
| 31 |
12:00 23/09/1999 |
5,43 |
12:00 05/10/1999 |
5,11 |
0,941 |
9 |
13,811 |
0,94 |
1 |
0,037 |
0,374 |
| 32 |
12:00 06/10/1999 |
5,39 |
12:00 18/10/1999 |
4,94 |
0,917 |
7 |
247 |
0,916 |
1 |
0,028 |
0,365 |
| TOTAL |
12:00 09/10/1998 |
- |
12:00 08/10/1999 |
- |
2,514 |
220 |
7,496 |
2,397 |
1 |
0,894 |
0,954 |