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 15/10/1993 |
1,09 |
12:00 25/10/1993 |
0,78 |
0,716 |
7 |
2,516 |
0,715 |
1 |
0,029 |
0,371 |
| 2 |
12:00 26/10/1993 |
0,81 |
12:00 03/11/1993 |
0,9 |
1,111 |
6 |
15,741 |
1,11 |
1 |
0,025 |
0,577 |
| 3 |
12:00 08/11/1993 |
0,91 |
12:00 16/11/1993 |
1,05 |
1,154 |
6 |
35 |
1,153 |
1 |
0,025 |
0,599 |
| 4 |
12:00 17/11/1993 |
1,15 |
12:00 29/11/1993 |
1,23 |
1,07 |
9 |
20,5 |
1,069 |
1 |
0,037 |
0,555 |
| 5 |
12:00 02/12/1993 |
1,22 |
12:00 13/12/1993 |
1,27 |
1,041 |
8 |
8,212 |
1,04 |
1 |
0,033 |
0,54 |
| 6 |
12:00 21/12/1993 |
1,24 |
12:00 28/12/1993 |
1,35 |
1,089 |
5 |
50,081 |
1,088 |
1 |
0,02 |
0,565 |
| 7 |
12:00 29/12/1993 |
1,38 |
12:00 10/01/1994 |
1,77 |
1,283 |
8 |
17,7 |
1,282 |
1 |
0,033 |
0,666 |
| 8 |
12:00 12/01/1994 |
1,77 |
12:00 19/01/1994 |
1,86 |
1,051 |
6 |
38,251 |
1,05 |
1 |
0,025 |
0,545 |
| 9 |
12:00 20/01/1994 |
1,99 |
12:00 02/02/1994 |
2,16 |
1,085 |
9 |
10,909 |
1,085 |
1 |
0,037 |
0,563 |
| 10 |
12:00 04/02/1994 |
2,12 |
12:00 18/02/1994 |
2,06 |
0,972 |
8 |
5,627 |
0,971 |
1 |
0,033 |
0,504 |
| 11 |
12:00 22/02/1994 |
2,18 |
12:00 02/03/1994 |
1,79 |
0,821 |
7 |
4,59 |
0,821 |
1 |
0,029 |
0,426 |
| 12 |
12:00 03/03/1994 |
1,89 |
12:00 09/03/1994 |
2,15 |
1,138 |
5 |
? |
1,137 |
1 |
0,02 |
0,59 |
| 13 |
12:00 10/03/1994 |
2,16 |
12:00 17/03/1994 |
2,33 |
1,079 |
6 |
38,833 |
1,078 |
1 |
0,025 |
0,56 |
| 14 |
12:00 18/03/1994 |
2,19 |
12:00 24/03/1994 |
2 |
0,913 |
5 |
9,524 |
0,913 |
1 |
0,02 |
0,474 |
| 15 |
12:00 25/03/1994 |
2,17 |
12:00 04/04/1994 |
1,87 |
0,862 |
5 |
6,233 |
0,861 |
1 |
0,02 |
0,447 |
| 16 |
12:00 05/04/1994 |
1,89 |
12:00 12/04/1994 |
2,04 |
1,079 |
6 |
25,545 |
1,079 |
1 |
0,025 |
0,56 |
| 17 |
12:00 22/04/1994 |
1,32 |
12:00 29/04/1994 |
1,44 |
1,091 |
6 |
39,545 |
1,09 |
1 |
0,025 |
0,566 |
| 18 |
12:00 10/05/1994 |
1,07 |
12:00 24/05/1994 |
1,49 |
1,393 |
11 |
17,639 |
1,392 |
1 |
0,045 |
0,723 |
| 19 |
12:00 25/05/1994 |
1,55 |
12:00 31/05/1994 |
1,48 |
0,955 |
5 |
18,5 |
0,954 |
1 |
0,02 |
0,495 |
| 20 |
12:00 03/06/1994 |
1,46 |
12:00 13/06/1994 |
1,56 |
1,068 |
7 |
19,589 |
1,068 |
1 |
0,029 |
0,554 |
| 21 |
12:00 14/06/1994 |
1,61 |
12:00 21/06/1994 |
1,46 |
0,907 |
6 |
9,733 |
0,906 |
1 |
0,025 |
0,471 |
| 22 |
12:00 27/06/1994 |
1,44 |
12:00 13/07/1994 |
1,72 |
1,194 |
12 |
15,428 |
1,194 |
1 |
0,049 |
0,62 |
| 23 |
12:00 14/07/1994 |
1,82 |
12:00 21/07/1994 |
1,73 |
0,951 |
6 |
11,723 |
0,95 |
1 |
0,025 |
0,493 |
| 24 |
12:00 22/07/1994 |
1,75 |
12:00 29/07/1994 |
1,85 |
1,057 |
6 |
98,843 |
1,056 |
1 |
0,025 |
0,549 |
| 25 |
12:00 02/08/1994 |
1,9 |
12:00 09/08/1994 |
1,84 |
0,968 |
6 |
26,286 |
0,968 |
1 |
0,025 |
0,502 |
| 26 |
12:00 12/08/1994 |
1,86 |
12:00 18/08/1994 |
2,12 |
1,14 |
5 |
242,774 |
1,139 |
1 |
0,02 |
0,591 |
| 27 |
12:00 19/08/1994 |
2,19 |
12:00 26/08/1994 |
2,15 |
0,982 |
6 |
16,058 |
0,981 |
1 |
0,025 |
0,509 |
| 28 |
12:00 29/08/1994 |
2,27 |
12:00 02/09/1994 |
2,47 |
1,088 |
5 |
68,279 |
1,087 |
1 |
0,02 |
0,565 |
| 29 |
12:00 06/09/1994 |
2,26 |
12:00 13/09/1994 |
2,62 |
1,159 |
5 |
153,027 |
1,158 |
1 |
0,02 |
0,602 |
| 30 |
12:00 14/09/1994 |
2,65 |
12:00 22/09/1994 |
2,48 |
0,936 |
7 |
14,588 |
0,935 |
1 |
0,029 |
0,486 |
| 31 |
12:00 28/09/1994 |
2,36 |
12:00 11/10/1994 |
2,07 |
0,877 |
9 |
5,412 |
0,877 |
1 |
0,037 |
0,455 |
| TOTAL |
12:00 11/10/1993 |
- |
12:00 07/10/1994 |
- |
1,927 |
208 |
7,371 |
2,506 |
1 |
0,852 |
1,301 |