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 19/10/1999 |
5,05 |
12:00 26/10/1999 |
5,52 |
1,093 |
6 |
302,78 |
1,092 |
1 |
0,024 |
0,604 |
| 2 |
12:00 27/10/1999 |
5,59 |
12:00 11/11/1999 |
6,58 |
1,177 |
11 |
94,168 |
1,176 |
1 |
0,045 |
0,65 |
| 3 |
12:00 16/11/1999 |
6,56 |
12:00 24/11/1999 |
7,03 |
1,072 |
7 |
58,583 |
1,071 |
1 |
0,028 |
0,592 |
| 4 |
12:00 26/11/1999 |
6,94 |
12:00 06/12/1999 |
7,09 |
1,022 |
7 |
101,286 |
1,021 |
1 |
0,028 |
0,564 |
| 5 |
12:00 07/12/1999 |
7,12 |
12:00 14/12/1999 |
7,1 |
0,997 |
6 |
102,141 |
0,996 |
1 |
0,024 |
0,551 |
| 6 |
12:00 16/12/1999 |
6,98 |
12:00 23/12/1999 |
7,56 |
1,083 |
6 |
137,553 |
1,082 |
1 |
0,024 |
0,598 |
| 7 |
12:00 28/12/1999 |
7,64 |
12:00 04/01/2000 |
7,87 |
1,03 |
5 |
17,244 |
1,029 |
1 |
0,02 |
0,569 |
| 8 |
12:00 07/01/2000 |
7,83 |
12:00 17/01/2000 |
7,6 |
0,971 |
7 |
18,488 |
0,97 |
1 |
0,028 |
0,536 |
| 9 |
12:00 18/01/2000 |
7,64 |
12:00 27/01/2000 |
7,42 |
0,971 |
7 |
25,586 |
0,971 |
1 |
0,028 |
0,536 |
| 10 |
12:00 01/02/2000 |
7,41 |
12:00 09/02/2000 |
8,01 |
1,081 |
7 |
49,184 |
1,08 |
1 |
0,028 |
0,597 |
| 11 |
12:00 15/02/2000 |
7,62 |
12:00 28/02/2000 |
8,17 |
1,072 |
10 |
36,231 |
1,071 |
1 |
0,04 |
0,592 |
| 12 |
12:00 29/02/2000 |
8,19 |
12:00 10/03/2000 |
8,84 |
1,079 |
7 |
35,156 |
1,079 |
1 |
0,028 |
0,596 |
| 13 |
12:00 15/03/2000 |
8,45 |
12:00 23/03/2000 |
8,24 |
0,975 |
7 |
24,235 |
0,974 |
1 |
0,028 |
0,538 |
| 14 |
12:00 24/03/2000 |
8,43 |
12:00 03/04/2000 |
8,48 |
1,006 |
7 |
14,941 |
1,005 |
1 |
0,028 |
0,555 |
| 15 |
12:00 05/04/2000 |
8,79 |
12:00 13/04/2000 |
8,56 |
0,974 |
7 |
19,919 |
0,973 |
1 |
0,028 |
0,538 |
| 16 |
12:00 20/04/2000 |
7,4 |
12:00 03/05/2000 |
7,95 |
1,074 |
8 |
61,154 |
1,074 |
1 |
0,032 |
0,593 |
| 17 |
12:00 04/05/2000 |
7,97 |
12:00 10/05/2000 |
7,82 |
0,981 |
5 |
52,133 |
0,98 |
1 |
0,02 |
0,542 |
| 18 |
12:00 12/05/2000 |
7,7 |
12:00 19/05/2000 |
7,84 |
1,018 |
6 |
32,948 |
1,017 |
1 |
0,024 |
0,562 |
| 19 |
12:00 23/05/2000 |
7,69 |
12:00 31/05/2000 |
7,59 |
0,987 |
7 |
47,808 |
0,986 |
1 |
0,028 |
0,545 |
| 20 |
12:00 01/06/2000 |
7,96 |
12:00 12/06/2000 |
9,04 |
1,136 |
8 |
172,245 |
1,135 |
1 |
0,032 |
0,627 |
| 21 |
12:00 13/06/2000 |
9,08 |
12:00 19/06/2000 |
9,13 |
1,006 |
5 |
48,053 |
1,005 |
1 |
0,02 |
0,555 |
| 22 |
12:00 20/06/2000 |
9,22 |
12:00 29/06/2000 |
9,64 |
1,046 |
7 |
44,868 |
1,045 |
1 |
0,028 |
0,577 |
| 23 |
12:00 30/06/2000 |
9,87 |
12:00 11/07/2000 |
9,18 |
0,93 |
8 |
8,166 |
0,929 |
1 |
0,032 |
0,514 |
| 24 |
12:00 14/07/2000 |
9,06 |
12:00 21/07/2000 |
9,37 |
1,034 |
6 |
52,056 |
1,033 |
1 |
0,024 |
0,571 |
| 25 |
12:00 26/07/2000 |
8,85 |
12:00 01/08/2000 |
8,22 |
0,929 |
5 |
13,048 |
0,928 |
1 |
0,02 |
0,513 |
| 26 |
12:00 02/08/2000 |
8,4 |
12:00 08/08/2000 |
8,29 |
0,987 |
5 |
26,554 |
0,986 |
1 |
0,02 |
0,545 |
| 27 |
12:00 10/08/2000 |
9,04 |
12:00 18/08/2000 |
9,39 |
1,039 |
7 |
37,163 |
1,038 |
1 |
0,028 |
0,574 |
| 28 |
12:00 22/08/2000 |
9,33 |
12:00 28/08/2000 |
9,56 |
1,025 |
5 |
70,994 |
1,024 |
1 |
0,02 |
0,566 |
| 29 |
12:00 29/08/2000 |
9,87 |
12:00 05/09/2000 |
9,93 |
1,006 |
6 |
34,307 |
1,005 |
1 |
0,024 |
0,555 |
| 30 |
12:00 06/09/2000 |
10,34 |
12:00 18/09/2000 |
9,57 |
0,926 |
8 |
10,878 |
0,925 |
1 |
0,032 |
0,511 |
| 31 |
12:00 20/09/2000 |
9,68 |
12:00 27/09/2000 |
9,63 |
0,995 |
6 |
29,182 |
0,994 |
1 |
0,024 |
0,549 |
| 32 |
12:00 02/10/2000 |
9,58 |
12:00 06/10/2000 |
9,4 |
0,981 |
5 |
37,875 |
0,981 |
1 |
0,02 |
0,542 |
| TOTAL |
12:00 11/10/1999 |
- |
12:00 06/10/2000 |
- |
1,811 |
214 |
9,725 |
1,862 |
1 |
0,866 |
1,029 |