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 19/10/2005 |
29,44 |
12:00 25/10/2005 |
30,51 |
1,036 |
5 |
20,897 |
1,036 |
1 |
0,02 |
0,79 |
| 2 |
12:00 28/10/2005 |
29,59 |
12:00 04/11/2005 |
31,01 |
1,048 |
5 |
36,76 |
1,047 |
1 |
0,02 |
0,799 |
| 3 |
12:00 08/11/2005 |
31,26 |
12:00 24/11/2005 |
32,54 |
1,041 |
12 |
16,687 |
1,04 |
1 |
0,048 |
0,793 |
| 4 |
12:00 25/11/2005 |
32,55 |
12:00 05/12/2005 |
33,71 |
1,036 |
7 |
28,328 |
1,035 |
1 |
0,028 |
0,789 |
| 5 |
12:00 06/12/2005 |
34,11 |
12:00 15/12/2005 |
34,48 |
1,011 |
8 |
68,038 |
1,01 |
1 |
0,032 |
0,77 |
| 6 |
12:00 20/12/2005 |
34,48 |
12:00 05/01/2006 |
37,94 |
1,1 |
12 |
67,662 |
1,1 |
1 |
0,048 |
0,839 |
| 7 |
12:00 06/01/2006 |
39,33 |
12:00 13/01/2006 |
41,01 |
1,043 |
6 |
856,278 |
1,042 |
1 |
0,024 |
0,795 |
| 8 |
12:00 16/01/2006 |
41,83 |
12:00 26/01/2006 |
43,81 |
1,047 |
8 |
42,951 |
1,047 |
1 |
0,032 |
0,798 |
| 9 |
12:00 27/01/2006 |
43,32 |
12:00 07/02/2006 |
41,77 |
0,964 |
8 |
12,538 |
0,964 |
1 |
0,032 |
0,735 |
| 10 |
12:00 14/02/2006 |
39,38 |
12:00 21/02/2006 |
42,42 |
1,077 |
6 |
73,608 |
1,076 |
1 |
0,024 |
0,821 |
| 11 |
12:00 23/02/2006 |
42,35 |
12:00 06/03/2006 |
42,61 |
1,006 |
6 |
36,732 |
1,005 |
1 |
0,024 |
0,767 |
| 12 |
12:00 10/03/2006 |
39,68 |
12:00 16/03/2006 |
42,08 |
1,06 |
5 |
128,561 |
1,06 |
1 |
0,02 |
0,808 |
| 13 |
12:00 20/03/2006 |
41,83 |
12:00 28/03/2006 |
40,17 |
0,96 |
7 |
24,199 |
0,96 |
1 |
0,028 |
0,732 |
| 14 |
12:00 29/03/2006 |
41,32 |
12:00 04/04/2006 |
42,28 |
1,023 |
5 |
132,121 |
1,023 |
1 |
0,02 |
0,78 |
| 15 |
12:00 05/04/2006 |
43,07 |
12:00 11/04/2006 |
42,44 |
0,985 |
5 |
45,952 |
0,985 |
1 |
0,02 |
0,751 |
| 16 |
12:00 17/04/2006 |
43,01 |
12:00 27/04/2006 |
44,34 |
1,031 |
8 |
37,31 |
1,03 |
1 |
0,032 |
0,786 |
| 17 |
12:00 28/04/2006 |
45,15 |
12:00 10/05/2006 |
46,84 |
1,037 |
8 |
88,297 |
1,037 |
1 |
0,032 |
0,791 |
| 18 |
12:00 11/05/2006 |
46,26 |
12:00 17/05/2006 |
43,61 |
0,943 |
5 |
16,457 |
0,942 |
1 |
0,02 |
0,718 |
| 19 |
12:00 24/05/2006 |
41,9 |
12:00 05/06/2006 |
42,01 |
1,003 |
9 |
22,714 |
1,002 |
1 |
0,036 |
0,764 |
| 20 |
12:00 14/06/2006 |
37,21 |
12:00 22/06/2006 |
39,42 |
1,059 |
6 |
42,987 |
1,059 |
1 |
0,024 |
0,807 |
| 21 |
12:00 23/06/2006 |
40,1 |
12:00 04/07/2006 |
42,4 |
1,057 |
8 |
98,605 |
1,057 |
1 |
0,032 |
0,806 |
| 22 |
12:00 06/07/2006 |
42,15 |
12:00 13/07/2006 |
42,59 |
1,01 |
6 |
81,904 |
1,01 |
1 |
0,024 |
0,77 |
| 23 |
12:00 14/07/2006 |
43,21 |
12:00 20/07/2006 |
41,37 |
0,957 |
5 |
22,484 |
0,957 |
1 |
0,02 |
0,73 |
| 24 |
12:00 24/07/2006 |
42,56 |
12:00 31/07/2006 |
43,86 |
1,031 |
6 |
238,924 |
1,03 |
1 |
0,024 |
0,785 |
| 25 |
12:00 01/08/2006 |
43,96 |
12:00 08/08/2006 |
45,13 |
1,027 |
6 |
209,289 |
1,026 |
1 |
0,024 |
0,782 |
| 26 |
12:00 09/08/2006 |
44,78 |
12:00 17/08/2006 |
43,32 |
0,967 |
7 |
28,88 |
0,967 |
1 |
0,028 |
0,737 |
| 27 |
12:00 18/08/2006 |
43,85 |
12:00 28/08/2006 |
42,63 |
0,972 |
7 |
21,315 |
0,971 |
1 |
0,028 |
0,741 |
| 28 |
12:00 01/09/2006 |
42,86 |
12:00 14/09/2006 |
38,61 |
0,901 |
9 |
8,579 |
0,9 |
1 |
0,036 |
0,687 |
| 29 |
12:00 18/09/2006 |
39,7 |
12:00 29/09/2006 |
39,65 |
0,999 |
10 |
16,184 |
0,998 |
1 |
0,04 |
0,761 |
| 30 |
12:00 02/10/2006 |
39,57 |
12:00 11/10/2006 |
39,73 |
1,004 |
8 |
23,79 |
1,003 |
1 |
0,032 |
0,765 |
| TOTAL |
12:00 10/10/2005 |
- |
12:00 06/10/2006 |
- |
1,312 |
213 |
7,303 |
1,471 |
1 |
0,859 |
1,122 |