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 20/10/2003 |
13,36 |
12:00 29/10/2003 |
13,37 |
1,001 |
8 |
31,881 |
1 |
1 |
0,032 |
0,623 |
| 2 |
12:00 03/11/2003 |
13,41 |
12:00 10/11/2003 |
13,35 |
0,996 |
6 |
38,143 |
0,995 |
1 |
0,024 |
0,62 |
| 3 |
12:00 11/11/2003 |
13,53 |
12:00 17/11/2003 |
13,91 |
1,028 |
5 |
50,341 |
1,027 |
1 |
0,02 |
0,64 |
| 4 |
12:00 18/11/2003 |
14,13 |
12:00 26/11/2003 |
14,25 |
1,008 |
7 |
120,767 |
1,008 |
1 |
0,028 |
0,628 |
| 5 |
12:00 27/11/2003 |
14,4 |
12:00 03/12/2003 |
14,68 |
1,019 |
5 |
100,789 |
1,019 |
1 |
0,02 |
0,635 |
| 6 |
12:00 04/12/2003 |
14,74 |
12:00 10/12/2003 |
15,35 |
1,041 |
5 |
320,746 |
1,041 |
1 |
0,02 |
0,649 |
| 7 |
12:00 11/12/2003 |
15,78 |
12:00 23/12/2003 |
16,39 |
1,039 |
9 |
51,108 |
1,038 |
1 |
0,036 |
0,647 |
| 8 |
12:00 29/12/2003 |
16,52 |
12:00 07/01/2004 |
18,84 |
1,14 |
6 |
103,454 |
1,14 |
1 |
0,024 |
0,71 |
| 9 |
12:00 12/01/2004 |
18,56 |
12:00 21/01/2004 |
18,64 |
1,004 |
8 |
20,671 |
1,004 |
1 |
0,032 |
0,625 |
| 10 |
12:00 23/01/2004 |
18,38 |
12:00 04/02/2004 |
16,91 |
0,92 |
9 |
9,468 |
0,919 |
1 |
0,036 |
0,573 |
| 11 |
12:00 06/02/2004 |
17,63 |
12:00 12/02/2004 |
18,81 |
1,067 |
5 |
627 |
1,066 |
1 |
0,02 |
0,664 |
| 12 |
12:00 17/02/2004 |
18,42 |
12:00 26/02/2004 |
17,51 |
0,951 |
6 |
18,052 |
0,95 |
1 |
0,024 |
0,592 |
| 13 |
12:00 27/02/2004 |
17,71 |
12:00 04/03/2004 |
18,34 |
1,036 |
5 |
80,171 |
1,035 |
1 |
0,02 |
0,645 |
| 14 |
12:00 05/03/2004 |
18,51 |
12:00 15/03/2004 |
17,44 |
0,942 |
7 |
14,411 |
0,942 |
1 |
0,028 |
0,587 |
| 15 |
12:00 16/03/2004 |
17,53 |
12:00 29/03/2004 |
17,85 |
1,018 |
10 |
20,105 |
1,018 |
1 |
0,04 |
0,634 |
| 16 |
12:00 30/03/2004 |
18,48 |
12:00 05/04/2004 |
18,95 |
1,025 |
5 |
78,753 |
1,025 |
1 |
0,02 |
0,639 |
| 17 |
12:00 06/04/2004 |
19,05 |
12:00 13/04/2004 |
19,42 |
1,019 |
5 |
91,007 |
1,019 |
1 |
0,02 |
0,635 |
| 18 |
12:00 23/04/2004 |
18,15 |
12:00 06/05/2004 |
16,48 |
0,908 |
10 |
9,868 |
0,907 |
1 |
0,04 |
0,565 |
| 19 |
12:00 11/05/2004 |
16,5 |
12:00 20/05/2004 |
15,33 |
0,929 |
8 |
11,479 |
0,928 |
1 |
0,032 |
0,579 |
| 20 |
12:00 24/05/2004 |
15,85 |
12:00 28/05/2004 |
15,76 |
0,994 |
5 |
61,266 |
0,994 |
1 |
0,02 |
0,619 |
| 21 |
12:00 31/05/2004 |
15,92 |
12:00 08/06/2004 |
16,27 |
1,022 |
7 |
62,606 |
1,021 |
1 |
0,028 |
0,636 |
| 22 |
12:00 15/06/2004 |
16,57 |
12:00 24/06/2004 |
17,23 |
1,04 |
8 |
62,018 |
1,039 |
1 |
0,032 |
0,648 |
| 23 |
12:00 29/06/2004 |
16,78 |
12:00 13/07/2004 |
16,5 |
0,983 |
10 |
23,766 |
0,983 |
1 |
0,04 |
0,612 |
| 24 |
12:00 15/07/2004 |
17,01 |
12:00 30/07/2004 |
17,33 |
1,019 |
12 |
18,455 |
1,018 |
1 |
0,048 |
0,635 |
| 25 |
12:00 04/08/2004 |
17,44 |
12:00 13/08/2004 |
17,64 |
1,011 |
8 |
55,125 |
1,011 |
1 |
0,032 |
0,63 |
| 26 |
12:00 16/08/2004 |
17,75 |
12:00 23/08/2004 |
18,63 |
1,05 |
6 |
131,407 |
1,049 |
1 |
0,024 |
0,654 |
| 27 |
12:00 25/08/2004 |
18,7 |
12:00 10/09/2004 |
18,65 |
0,997 |
12 |
37,3 |
0,997 |
1 |
0,048 |
0,621 |
| 28 |
12:00 14/09/2004 |
18,91 |
12:00 22/09/2004 |
19,63 |
1,038 |
7 |
186,287 |
1,037 |
1 |
0,028 |
0,647 |
| 29 |
12:00 23/09/2004 |
20,19 |
12:00 29/09/2004 |
20,79 |
1,03 |
5 |
536,225 |
1,029 |
1 |
0,02 |
0,641 |
| 30 |
12:00 30/09/2004 |
20,83 |
12:00 08/10/2004 |
22,19 |
1,065 |
7 |
296,55 |
1,065 |
1 |
0,028 |
0,663 |
| TOTAL |
12:00 09/10/2003 |
- |
12:00 08/10/2004 |
- |
1,606 |
216 |
6,501 |
1,333 |
1 |
0,861 |
0,831 |