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 30/10/2002 |
8,48 |
12:00 12/11/2002 |
8,41 |
0,992 |
10 |
16,801 |
0,991 |
1 |
0,04 |
0,551 |
| 2 |
12:00 13/11/2002 |
8,45 |
12:00 22/11/2002 |
9,04 |
1,07 |
7 |
88,99 |
1,069 |
1 |
0,028 |
0,594 |
| 3 |
12:00 25/11/2002 |
8,82 |
12:00 04/12/2002 |
8,99 |
1,019 |
8 |
37,458 |
1,019 |
1 |
0,032 |
0,566 |
| 4 |
12:00 11/12/2002 |
8,83 |
12:00 18/12/2002 |
9,01 |
1,02 |
6 |
307,136 |
1,02 |
1 |
0,024 |
0,567 |
| 5 |
12:00 20/12/2002 |
9,72 |
12:00 03/01/2003 |
9,37 |
0,964 |
7 |
19,561 |
0,963 |
1 |
0,028 |
0,536 |
| 6 |
12:00 06/01/2003 |
9,79 |
12:00 13/01/2003 |
10,45 |
1,067 |
6 |
55 |
1,067 |
1 |
0,024 |
0,593 |
| 7 |
12:00 14/01/2003 |
10,5 |
12:00 24/01/2003 |
9,01 |
0,858 |
9 |
6,012 |
0,857 |
1 |
0,036 |
0,477 |
| 8 |
12:00 27/01/2003 |
9,03 |
12:00 04/02/2003 |
9,37 |
1,038 |
7 |
45,232 |
1,037 |
1 |
0,028 |
0,576 |
| 9 |
12:00 10/02/2003 |
9,39 |
12:00 18/02/2003 |
9,16 |
0,976 |
7 |
38,167 |
0,975 |
1 |
0,028 |
0,542 |
| 10 |
12:00 21/02/2003 |
9 |
12:00 05/03/2003 |
8,3 |
0,922 |
7 |
11,857 |
0,922 |
1 |
0,028 |
0,512 |
| 11 |
12:00 06/03/2003 |
8,58 |
12:00 13/03/2003 |
9,14 |
1,065 |
6 |
49,395 |
1,065 |
1 |
0,024 |
0,592 |
| 12 |
12:00 14/03/2003 |
9,2 |
12:00 21/03/2003 |
9,62 |
1,046 |
6 |
101,637 |
1,045 |
1 |
0,024 |
0,581 |
| 13 |
12:00 25/03/2003 |
9,55 |
12:00 31/03/2003 |
9,58 |
1,003 |
5 |
95,8 |
1,002 |
1 |
0,02 |
0,557 |
| 14 |
12:00 01/04/2003 |
9,84 |
12:00 07/04/2003 |
9,87 |
1,003 |
5 |
37,67 |
1,002 |
1 |
0,02 |
0,557 |
| 15 |
12:00 09/04/2003 |
9,53 |
12:00 16/04/2003 |
9,58 |
1,005 |
6 |
138,58 |
1,005 |
1 |
0,024 |
0,558 |
| 16 |
12:00 17/04/2003 |
9,81 |
12:00 06/05/2003 |
10,62 |
1,083 |
11 |
43,519 |
1,082 |
1 |
0,044 |
0,601 |
| 17 |
12:00 07/05/2003 |
10,76 |
12:00 14/05/2003 |
11,14 |
1,035 |
6 |
55,7 |
1,035 |
1 |
0,024 |
0,575 |
| 18 |
12:00 15/05/2003 |
11,25 |
12:00 23/05/2003 |
10,96 |
0,974 |
7 |
27,4 |
0,974 |
1 |
0,028 |
0,541 |
| 19 |
12:00 27/05/2003 |
11,01 |
12:00 02/06/2003 |
10,84 |
0,985 |
5 |
45,454 |
0,984 |
1 |
0,02 |
0,547 |
| 20 |
12:00 04/06/2003 |
11,15 |
12:00 13/06/2003 |
11,17 |
1,002 |
8 |
35,094 |
1,001 |
1 |
0,032 |
0,557 |
| 21 |
12:00 16/06/2003 |
11,2 |
12:00 26/06/2003 |
10,36 |
0,925 |
8 |
10,915 |
0,924 |
1 |
0,032 |
0,514 |
| 22 |
12:00 27/06/2003 |
10,48 |
12:00 11/07/2003 |
11,22 |
1,071 |
10 |
71,731 |
1,07 |
1 |
0,04 |
0,595 |
| 23 |
12:00 14/07/2003 |
11,38 |
12:00 23/07/2003 |
11,84 |
1,04 |
8 |
201,495 |
1,04 |
1 |
0,032 |
0,578 |
| 24 |
12:00 28/07/2003 |
11,67 |
12:00 01/08/2003 |
11,12 |
0,953 |
5 |
18,043 |
0,952 |
1 |
0,02 |
0,529 |
| 25 |
12:00 05/08/2003 |
11,3 |
12:00 13/08/2003 |
12,02 |
1,064 |
7 |
240,4 |
1,063 |
1 |
0,028 |
0,591 |
| 26 |
12:00 14/08/2003 |
12,3 |
12:00 22/08/2003 |
11,97 |
0,973 |
7 |
30,692 |
0,972 |
1 |
0,028 |
0,541 |
| 27 |
12:00 26/08/2003 |
11,92 |
12:00 08/09/2003 |
13,37 |
1,122 |
10 |
82,87 |
1,121 |
1 |
0,04 |
0,623 |
| 28 |
12:00 10/09/2003 |
13,23 |
12:00 17/09/2003 |
13,02 |
0,984 |
6 |
43,63 |
0,983 |
1 |
0,024 |
0,547 |
| 29 |
12:00 18/09/2003 |
13,05 |
12:00 25/09/2003 |
12,45 |
0,954 |
6 |
20,75 |
0,953 |
1 |
0,024 |
0,53 |
| 30 |
12:00 26/09/2003 |
12,47 |
12:00 07/10/2003 |
13,65 |
1,095 |
8 |
172,404 |
1,094 |
1 |
0,032 |
0,608 |
| 31 |
12:00 08/10/2003 |
13,77 |
12:00 14/10/2003 |
13,86 |
1,007 |
5 |
? |
1,006 |
1 |
0,02 |
0,559 |
| TOTAL |
12:00 09/10/2002 |
- |
12:00 08/10/2003 |
- |
1,8 |
219 |
6,467 |
1,274 |
1 |
0,88 |
0,708 |