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 09/10/2001 |
9,87 |
12:00 16/10/2001 |
10,48 |
1,062 |
6 |
59,629 |
1,061 |
1 |
0,024 |
1,359 |
| 2 |
12:00 22/10/2001 |
10,35 |
12:00 01/11/2001 |
9,95 |
0,961 |
9 |
18,864 |
0,961 |
1 |
0,036 |
1,231 |
| 3 |
12:00 07/11/2001 |
9,7 |
12:00 14/11/2001 |
9,65 |
0,995 |
6 |
12,424 |
0,994 |
1 |
0,024 |
1,274 |
| 4 |
12:00 19/11/2001 |
9,15 |
12:00 23/11/2001 |
9,67 |
1,057 |
5 |
52,155 |
1,056 |
1 |
0,02 |
1,353 |
| 5 |
12:00 27/11/2001 |
9,58 |
12:00 04/12/2001 |
9,83 |
1,026 |
6 |
42,739 |
1,025 |
1 |
0,024 |
1,314 |
| 6 |
12:00 05/12/2001 |
10,1 |
12:00 17/12/2001 |
9,13 |
0,904 |
9 |
9,412 |
0,903 |
1 |
0,036 |
1,157 |
| 7 |
12:00 18/12/2001 |
9,35 |
12:00 04/01/2002 |
9,95 |
1,064 |
10 |
46,001 |
1,063 |
1 |
0,04 |
1,362 |
| 8 |
12:00 07/01/2002 |
10,17 |
12:00 21/01/2002 |
9,38 |
0,922 |
11 |
11,167 |
0,922 |
1 |
0,044 |
1,181 |
| 9 |
12:00 28/01/2002 |
9,44 |
12:00 04/02/2002 |
9,29 |
0,984 |
6 |
44,238 |
0,983 |
1 |
0,024 |
1,26 |
| 10 |
12:00 06/02/2002 |
9,45 |
12:00 18/02/2002 |
9,66 |
1,022 |
7 |
43,909 |
1,022 |
1 |
0,028 |
1,309 |
| 11 |
12:00 19/02/2002 |
9,65 |
12:00 05/03/2002 |
11,06 |
1,146 |
11 |
48,094 |
1,145 |
1 |
0,044 |
1,467 |
| 12 |
12:00 07/03/2002 |
10,96 |
12:00 19/03/2002 |
11,69 |
1,067 |
9 |
167 |
1,066 |
1 |
0,036 |
1,365 |
| 13 |
12:00 25/03/2002 |
11,45 |
12:00 02/04/2002 |
11,37 |
0,993 |
6 |
24,267 |
0,992 |
1 |
0,024 |
1,271 |
| 14 |
12:00 04/04/2002 |
11,31 |
12:00 11/04/2002 |
10,86 |
0,96 |
6 |
24,133 |
0,96 |
1 |
0,024 |
1,229 |
| 15 |
12:00 15/04/2002 |
10,86 |
12:00 25/04/2002 |
10,79 |
0,994 |
9 |
35,576 |
0,993 |
1 |
0,036 |
1,272 |
| 16 |
12:00 29/04/2002 |
10,72 |
12:00 06/05/2002 |
10,35 |
0,965 |
5 |
27,973 |
0,965 |
1 |
0,02 |
1,236 |
| 17 |
12:00 08/05/2002 |
10,65 |
12:00 15/05/2002 |
10,14 |
0,952 |
6 |
17,789 |
0,951 |
1 |
0,024 |
1,219 |
| 18 |
12:00 16/05/2002 |
10,52 |
12:00 22/05/2002 |
10,76 |
1,023 |
5 |
276,16 |
1,022 |
1 |
0,02 |
1,309 |
| 19 |
12:00 23/05/2002 |
10,98 |
12:00 11/06/2002 |
10,33 |
0,941 |
13 |
15,892 |
0,94 |
1 |
0,052 |
1,204 |
| 20 |
12:00 17/06/2002 |
9,69 |
12:00 28/06/2002 |
9,57 |
0,988 |
10 |
6,51 |
0,987 |
1 |
0,04 |
1,264 |
| 21 |
12:00 04/07/2002 |
9,15 |
12:00 15/07/2002 |
8,65 |
0,945 |
7 |
17,3 |
0,945 |
1 |
0,028 |
1,21 |
| 22 |
12:00 16/07/2002 |
8,78 |
12:00 25/07/2002 |
7,93 |
0,903 |
8 |
7,13 |
0,903 |
1 |
0,032 |
1,156 |
| 23 |
12:00 30/07/2002 |
7,63 |
12:00 05/08/2002 |
8,04 |
1,054 |
5 |
21,717 |
1,053 |
1 |
0,02 |
1,349 |
| 24 |
12:00 06/08/2002 |
8,06 |
12:00 12/08/2002 |
8,41 |
1,043 |
5 |
24,76 |
1,043 |
1 |
0,02 |
1,336 |
| 25 |
12:00 15/08/2002 |
7,97 |
12:00 28/08/2002 |
8,53 |
1,07 |
10 |
30,464 |
1,07 |
1 |
0,04 |
1,37 |
| 26 |
12:00 30/08/2002 |
8,58 |
12:00 05/09/2002 |
8,78 |
1,023 |
5 |
150,768 |
1,023 |
1 |
0,02 |
1,31 |
| 27 |
12:00 06/09/2002 |
8,85 |
12:00 12/09/2002 |
9,24 |
1,044 |
5 |
965,763 |
1,043 |
1 |
0,02 |
1,337 |
| 28 |
12:00 13/09/2002 |
9,39 |
12:00 23/09/2002 |
8,24 |
0,878 |
7 |
7,165 |
0,877 |
1 |
0,028 |
1,123 |
| 29 |
12:00 30/09/2002 |
7,19 |
12:00 04/10/2002 |
7,93 |
1,103 |
5 |
853,661 |
1,102 |
1 |
0,02 |
1,412 |
| 30 |
12:00 07/10/2002 |
7,62 |
12:00 28/10/2002 |
8,19 |
1,075 |
16 |
? |
1,074 |
1 |
0,065 |
1,376 |
| TOTAL |
12:00 09/10/2001 |
- |
12:00 08/10/2002 |
- |
0,781 |
228 |
3,444 |
1,087 |
1 |
0,919 |
1,393 |