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 15/10/2004 |
21,32 |
12:00 26/10/2004 |
21,47 |
1,007 |
8 |
40,561 |
1,006 |
1 |
0,032 |
0,734 |
| 2 |
12:00 27/10/2004 |
21,62 |
12:00 03/11/2004 |
21,47 |
0,993 |
5 |
69,258 |
0,992 |
1 |
0,02 |
0,724 |
| 3 |
12:00 04/11/2004 |
21,59 |
12:00 16/11/2004 |
20,93 |
0,969 |
8 |
20,479 |
0,969 |
1 |
0,032 |
0,707 |
| 4 |
12:00 17/11/2004 |
21,1 |
12:00 23/11/2004 |
20,66 |
0,979 |
5 |
46,955 |
0,978 |
1 |
0,02 |
0,714 |
| 5 |
12:00 25/11/2004 |
21,63 |
12:00 02/12/2004 |
21,53 |
0,995 |
6 |
45,809 |
0,995 |
1 |
0,024 |
0,726 |
| 6 |
12:00 06/12/2004 |
21,58 |
12:00 17/12/2004 |
21,71 |
1,006 |
10 |
25,541 |
1,005 |
1 |
0,04 |
0,733 |
| 7 |
12:00 21/12/2004 |
22,18 |
12:00 30/12/2004 |
22,27 |
1,004 |
7 |
67,485 |
1,003 |
1 |
0,028 |
0,732 |
| 8 |
12:00 06/01/2005 |
21,32 |
12:00 12/01/2005 |
21,25 |
0,997 |
5 |
76,249 |
0,996 |
1 |
0,02 |
0,727 |
| 9 |
12:00 13/01/2005 |
21,46 |
12:00 20/01/2005 |
20,85 |
0,972 |
6 |
29,107 |
0,971 |
1 |
0,024 |
0,708 |
| 10 |
12:00 21/01/2005 |
20,88 |
12:00 01/02/2005 |
21,51 |
1,03 |
7 |
71,747 |
1,029 |
1 |
0,028 |
0,751 |
| 11 |
12:00 02/02/2005 |
21,83 |
12:00 10/02/2005 |
23,19 |
1,062 |
5 |
225,014 |
1,062 |
1 |
0,02 |
0,774 |
| 12 |
12:00 11/02/2005 |
23,57 |
12:00 18/02/2005 |
23,55 |
0,999 |
6 |
58,875 |
0,998 |
1 |
0,024 |
0,728 |
| 13 |
12:00 21/02/2005 |
23,84 |
12:00 28/02/2005 |
25,34 |
1,063 |
6 |
47,502 |
1,062 |
1 |
0,024 |
0,775 |
| 14 |
12:00 02/03/2005 |
25,15 |
12:00 08/03/2005 |
26,23 |
1,043 |
5 |
89,289 |
1,042 |
1 |
0,02 |
0,76 |
| 15 |
12:00 16/03/2005 |
24,35 |
12:00 28/03/2005 |
23,1 |
0,949 |
8 |
15,656 |
0,948 |
1 |
0,032 |
0,691 |
| 16 |
12:00 30/03/2005 |
23,25 |
12:00 05/04/2005 |
23,61 |
1,015 |
5 |
40,975 |
1,015 |
1 |
0,02 |
0,74 |
| 17 |
12:00 07/04/2005 |
23,65 |
12:00 20/04/2005 |
22,08 |
0,934 |
10 |
10,985 |
0,933 |
1 |
0,04 |
0,681 |
| 18 |
12:00 25/04/2005 |
22,34 |
12:00 02/05/2005 |
21,96 |
0,983 |
6 |
19,134 |
0,982 |
1 |
0,024 |
0,717 |
| 19 |
12:00 04/05/2005 |
22,19 |
12:00 10/05/2005 |
22,53 |
1,015 |
5 |
45,869 |
1,015 |
1 |
0,02 |
0,74 |
| 20 |
12:00 11/05/2005 |
22,58 |
12:00 23/05/2005 |
22,41 |
0,992 |
9 |
21,971 |
0,992 |
1 |
0,036 |
0,723 |
| 21 |
12:00 24/05/2005 |
22,82 |
12:00 31/05/2005 |
23,43 |
1,027 |
5 |
134,673 |
1,026 |
1 |
0,02 |
0,748 |
| 22 |
12:00 01/06/2005 |
24,15 |
12:00 13/06/2005 |
23,58 |
0,976 |
9 |
25,747 |
0,976 |
1 |
0,036 |
0,712 |
| 23 |
12:00 14/06/2005 |
24,01 |
12:00 21/06/2005 |
25,37 |
1,057 |
6 |
298,913 |
1,056 |
1 |
0,024 |
0,77 |
| 24 |
12:00 22/06/2005 |
25,64 |
12:00 28/06/2005 |
25,51 |
0,995 |
5 |
31,11 |
0,994 |
1 |
0,02 |
0,725 |
| 25 |
12:00 01/07/2005 |
25,7 |
12:00 11/07/2005 |
25,65 |
0,998 |
7 |
40,484 |
0,997 |
1 |
0,028 |
0,727 |
| 26 |
12:00 12/07/2005 |
26,12 |
12:00 25/07/2005 |
25,08 |
0,96 |
10 |
17,914 |
0,96 |
1 |
0,04 |
0,7 |
| 27 |
12:00 26/07/2005 |
25,16 |
12:00 04/08/2005 |
26,88 |
1,068 |
8 |
82,39 |
1,068 |
1 |
0,032 |
0,779 |
| 28 |
12:00 05/08/2005 |
27,12 |
12:00 16/08/2005 |
28,69 |
1,058 |
8 |
59,425 |
1,057 |
1 |
0,032 |
0,771 |
| 29 |
12:00 18/08/2005 |
28,06 |
12:00 26/08/2005 |
28,92 |
1,031 |
7 |
53,323 |
1,03 |
1 |
0,028 |
0,751 |
| 30 |
12:00 29/08/2005 |
29,57 |
12:00 08/09/2005 |
31,07 |
1,051 |
8 |
85,358 |
1,05 |
1 |
0,032 |
0,766 |
| 31 |
12:00 09/09/2005 |
32,15 |
12:00 22/09/2005 |
34,23 |
1,065 |
10 |
40,678 |
1,064 |
1 |
0,04 |
0,776 |
| 32 |
12:00 27/09/2005 |
34,18 |
12:00 04/10/2005 |
32,87 |
0,962 |
6 |
19,233 |
0,961 |
1 |
0,024 |
0,701 |
| 33 |
12:00 07/10/2005 |
30,1 |
12:00 18/10/2005 |
28,87 |
0,959 |
7 |
? |
0,958 |
1 |
0,028 |
0,699 |
| TOTAL |
12:00 11/10/2004 |
- |
12:00 07/10/2005 |
- |
1,372 |
228 |
7,924 |
1,184 |
1 |
0,919 |
0,864 |