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 18/10/1994 |
2,08 |
12:00 27/10/1994 |
1,91 |
0,918 |
8 |
5,969 |
0,918 |
1 |
0,033 |
1,346 |
| 2 |
12:00 28/10/1994 |
2,02 |
12:00 11/11/1994 |
1,97 |
0,975 |
10 |
7,88 |
0,975 |
1 |
0,041 |
1,43 |
| 3 |
12:00 22/11/1994 |
1,75 |
12:00 30/11/1994 |
1,84 |
1,051 |
7 |
27,487 |
1,051 |
1 |
0,028 |
1,542 |
| 4 |
12:00 05/12/1994 |
1,83 |
12:00 09/12/1994 |
1,78 |
0,973 |
5 |
22,25 |
0,972 |
1 |
0,02 |
1,426 |
| 5 |
12:00 13/12/1994 |
1,79 |
12:00 20/12/1994 |
1,9 |
1,061 |
6 |
34,674 |
1,061 |
1 |
0,024 |
1,556 |
| 6 |
12:00 23/12/1994 |
1,66 |
12:00 02/01/1995 |
1,58 |
0,952 |
6 |
12,154 |
0,951 |
1 |
0,024 |
1,396 |
| 7 |
12:00 05/01/1995 |
1,44 |
12:00 16/01/1995 |
1,45 |
1,007 |
8 |
5 |
1,006 |
1 |
0,033 |
1,476 |
| 8 |
12:00 17/01/1995 |
1,48 |
12:00 23/01/1995 |
1,29 |
0,872 |
5 |
6,789 |
0,871 |
1 |
0,02 |
1,278 |
| 9 |
12:00 24/01/1995 |
1,32 |
12:00 02/02/1995 |
1,41 |
1,068 |
7 |
10,112 |
1,067 |
1 |
0,028 |
1,566 |
| 10 |
12:00 03/02/1995 |
1,46 |
12:00 14/02/1995 |
1,28 |
0,877 |
8 |
6,4 |
0,876 |
1 |
0,033 |
1,285 |
| 11 |
12:00 17/02/1995 |
1,24 |
12:00 24/02/1995 |
1,3 |
1,048 |
6 |
10,833 |
1,048 |
1 |
0,024 |
1,537 |
| 12 |
12:00 10/03/1995 |
0,95 |
12:00 17/03/1995 |
1,06 |
1,116 |
6 |
35,333 |
1,115 |
1 |
0,024 |
1,636 |
| 13 |
12:00 21/03/1995 |
1,02 |
12:00 27/03/1995 |
1,09 |
1,069 |
5 |
109 |
1,068 |
1 |
0,02 |
1,567 |
| 14 |
12:00 04/04/1995 |
1,05 |
12:00 05/05/1995 |
1,42 |
1,352 |
20 |
12,909 |
1,351 |
1 |
0,081 |
1,983 |
| 15 |
12:00 09/05/1995 |
1,44 |
12:00 15/05/1995 |
1,31 |
0,91 |
5 |
10,077 |
0,909 |
1 |
0,02 |
1,334 |
| 16 |
12:00 17/05/1995 |
1,34 |
12:00 25/05/1995 |
1,43 |
1,067 |
7 |
74,701 |
1,066 |
1 |
0,028 |
1,565 |
| 17 |
12:00 01/06/1995 |
1,35 |
12:00 14/06/1995 |
1,25 |
0,926 |
10 |
5,556 |
0,925 |
1 |
0,041 |
1,358 |
| 18 |
12:00 16/06/1995 |
1,26 |
12:00 22/06/1995 |
1,2 |
0,952 |
5 |
17,143 |
0,952 |
1 |
0,02 |
1,396 |
| 19 |
12:00 27/06/1995 |
1,21 |
12:00 11/07/1995 |
1,37 |
1,132 |
11 |
45,667 |
1,131 |
1 |
0,045 |
1,66 |
| 20 |
12:00 12/07/1995 |
1,44 |
12:00 21/07/1995 |
1,32 |
0,917 |
8 |
9,429 |
0,916 |
1 |
0,033 |
1,344 |
| 21 |
12:00 24/07/1995 |
1,35 |
12:00 08/08/1995 |
1,44 |
1,067 |
12 |
24 |
1,066 |
1 |
0,049 |
1,564 |
| 22 |
12:00 10/08/1995 |
1,42 |
12:00 17/08/1995 |
1,34 |
0,944 |
6 |
13,4 |
0,943 |
1 |
0,024 |
1,384 |
| 23 |
12:00 21/08/1995 |
1,37 |
12:00 29/08/1995 |
1,4 |
1,022 |
7 |
21,46 |
1,021 |
1 |
0,028 |
1,498 |
| 24 |
12:00 31/08/1995 |
1,4 |
12:00 06/09/1995 |
1,45 |
1,036 |
5 |
151,214 |
1,035 |
1 |
0,02 |
1,519 |
| 25 |
12:00 11/09/1995 |
1,47 |
12:00 19/09/1995 |
1,66 |
1,129 |
7 |
63,615 |
1,128 |
1 |
0,028 |
1,656 |
| 26 |
12:00 29/09/1995 |
1,54 |
12:00 09/10/1995 |
1,46 |
0,948 |
7 |
16,222 |
0,947 |
1 |
0,028 |
1,39 |
| TOTAL |
12:00 10/10/1994 |
- |
12:00 06/10/1995 |
- |
0,682 |
197 |
4,136 |
1,279 |
1 |
0,801 |
1,877 |