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 10/10/2000 |
9,58 |
12:00 20/10/2000 |
9,06 |
0,946 |
8 |
11,963 |
0,945 |
1 |
0,032 |
0,912 |
| 2 |
12:00 26/10/2000 |
8,81 |
12:00 03/11/2000 |
9,06 |
1,028 |
6 |
45,395 |
1,028 |
1 |
0,024 |
0,991 |
| 3 |
12:00 06/11/2000 |
9,26 |
12:00 20/11/2000 |
9,37 |
1,012 |
10 |
28,915 |
1,011 |
1 |
0,04 |
0,975 |
| 4 |
12:00 21/11/2000 |
9,46 |
12:00 06/12/2000 |
8,13 |
0,859 |
12 |
6,035 |
0,859 |
1 |
0,049 |
0,828 |
| 5 |
12:00 07/12/2000 |
8,14 |
12:00 15/12/2000 |
8,57 |
1,053 |
7 |
172,453 |
1,052 |
1 |
0,028 |
1,015 |
| 6 |
12:00 22/12/2000 |
8,15 |
12:00 05/01/2001 |
8,98 |
1,102 |
8 |
124,783 |
1,101 |
1 |
0,032 |
1,062 |
| 7 |
12:00 09/01/2001 |
9,12 |
12:00 15/01/2001 |
9,29 |
1,019 |
5 |
232,25 |
1,018 |
1 |
0,02 |
0,982 |
| 8 |
12:00 16/01/2001 |
9,5 |
12:00 22/01/2001 |
9,88 |
1,04 |
5 |
80,08 |
1,039 |
1 |
0,02 |
1,003 |
| 9 |
12:00 23/01/2001 |
10,12 |
12:00 01/02/2001 |
9,76 |
0,964 |
7 |
27,111 |
0,964 |
1 |
0,028 |
0,93 |
| 10 |
12:00 06/02/2001 |
9,82 |
12:00 12/02/2001 |
10,08 |
1,026 |
5 |
148,839 |
1,026 |
1 |
0,02 |
0,99 |
| 11 |
12:00 13/02/2001 |
10,32 |
12:00 21/02/2001 |
10,12 |
0,981 |
7 |
27,802 |
0,98 |
1 |
0,028 |
0,945 |
| 12 |
12:00 22/02/2001 |
10,15 |
12:00 06/03/2001 |
10,21 |
1,006 |
7 |
51,05 |
1,005 |
1 |
0,028 |
0,97 |
| 13 |
12:00 07/03/2001 |
10,38 |
12:00 14/03/2001 |
9,79 |
0,943 |
6 |
14,325 |
0,942 |
1 |
0,024 |
0,909 |
| 14 |
12:00 16/03/2001 |
9,25 |
12:00 22/03/2001 |
8,68 |
0,938 |
5 |
14,982 |
0,938 |
1 |
0,02 |
0,905 |
| 15 |
12:00 23/03/2001 |
8,84 |
12:00 02/04/2001 |
8,56 |
0,968 |
7 |
13,158 |
0,968 |
1 |
0,028 |
0,933 |
| 16 |
12:00 04/04/2001 |
8,89 |
12:00 11/04/2001 |
9,64 |
1,084 |
6 |
88,195 |
1,084 |
1 |
0,024 |
1,045 |
| 17 |
12:00 17/04/2001 |
9,4 |
12:00 27/04/2001 |
10,17 |
1,082 |
9 |
15,906 |
1,081 |
1 |
0,036 |
1,043 |
| 18 |
12:00 02/05/2001 |
10,27 |
12:00 11/05/2001 |
10,75 |
1,047 |
8 |
31,701 |
1,046 |
1 |
0,032 |
1,009 |
| 19 |
12:00 16/05/2001 |
10,75 |
12:00 24/05/2001 |
11,22 |
1,044 |
7 |
84,69 |
1,043 |
1 |
0,028 |
1,006 |
| 20 |
12:00 29/05/2001 |
10,98 |
12:00 05/06/2001 |
11,61 |
1,057 |
6 |
48,273 |
1,057 |
1 |
0,024 |
1,019 |
| 21 |
12:00 11/06/2001 |
11,13 |
12:00 22/06/2001 |
10,89 |
0,978 |
9 |
25,929 |
0,978 |
1 |
0,036 |
0,943 |
| 22 |
12:00 29/06/2001 |
10,27 |
12:00 13/07/2001 |
10,43 |
1,016 |
10 |
32,594 |
1,015 |
1 |
0,04 |
0,979 |
| 23 |
12:00 19/07/2001 |
9,87 |
12:00 26/07/2001 |
10,35 |
1,049 |
6 |
84,536 |
1,048 |
1 |
0,024 |
1,011 |
| 24 |
12:00 27/07/2001 |
10,37 |
12:00 07/08/2001 |
10,28 |
0,991 |
8 |
23,153 |
0,991 |
1 |
0,032 |
0,956 |
| 25 |
12:00 09/08/2001 |
10,28 |
12:00 17/08/2001 |
10,21 |
0,993 |
7 |
32,682 |
0,992 |
1 |
0,028 |
0,957 |
| 26 |
12:00 22/08/2001 |
10,33 |
12:00 28/08/2001 |
10,87 |
1,052 |
5 |
217,4 |
1,052 |
1 |
0,02 |
1,014 |
| 27 |
12:00 29/08/2001 |
10,85 |
12:00 06/09/2001 |
10,83 |
0,998 |
7 |
26,736 |
0,997 |
1 |
0,028 |
0,962 |
| 28 |
12:00 11/09/2001 |
10,48 |
12:00 19/09/2001 |
10,89 |
1,039 |
7 |
13,261 |
1,038 |
1 |
0,028 |
1,002 |
| 29 |
12:00 27/09/2001 |
9,78 |
12:00 08/10/2001 |
9,72 |
0,994 |
8 |
24,119 |
0,993 |
1 |
0,032 |
0,958 |
| TOTAL |
12:00 09/10/2000 |
- |
12:00 08/10/2001 |
- |
1,037 |
208 |
7,54 |
1,286 |
1 |
0,842 |
1,24 |