📊 Trading Strategy Backtest Summary

1. Initial Conditions

• Initial Deposit: $3,000

• Leverage: 1:200

• History Quality: 100%

• Bars Tested: 3,743

• Ticks Processed: 801,460

• Active Symbols: 1

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2. Overall Performance

• Total Net Profit: $480.78

• Gross Profit: $480.78

• Gross Loss: $0.00

• Profit Factor: Undefined (no losses)

• Expected Payoff: 96.16

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3. Drawdown Analysis

• Absolute Drawdown: $0.00

• Maximal Drawdown: $378.15 (10.88%)

• Relative Drawdown: 10.88%

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4. Risk & Efficiency Metrics

• Sharpe Ratio: 0.48

• Recovery Factor: 1.27

• LR Correlation: 0.98

• LR Standard Error: 9.70

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5. Trade Statistics

• Total Trades: 5

• Total Orders: 10

Winning Trades:

• 100% win rate (5 out of 5 trades)

• Short Positions: 3 wins (100%)

• Long Positions: 2 wins (100%)

Profit/Loss Details:

• Largest Winning Trade: $103.50

• Average Profit per Trade: $96.16

• Largest Loss: $0.00

• Number of Consecutive Wins: 5

• Max Consecutive Profit: $480.78

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6. Correlation Metrics

• Profit vs. MFE Correlation: 1.00

• Profit vs. MAE Correlation: 0.36

• MFE vs. MAE Correlation: 0.3619

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7. Trade Duration

• Minimum Position Duration: 25 min 38 sec

• Maximum Position Duration: 67 hours 8 min 36 sec

• Average Position Duration: 18 hours 49 min 01 sec

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📈 Conclusion

The backtest shows exceptional performance with:

• A 100% win rate,

• Zero losing trades,

• Moderate drawdown at 10.88%,

• Consistent profitability over only 5 trades.

While the results are very strong, the small number of trades suggests that additional testing over a larger sample size is needed to confirm long-term reliability and robustness.

Análise de Trading - Dias 26 e 27/11 :root { --primary-color: #2c3e50; --secondary-color: #3498db; --success-color: #2ecc71; --danger-color: #e74c3c; --warning-color: #f39c12; --light-color: #ecf0f1; --dark-color: #34495e; } * { margin: 0; padding: 0; box-sizing: border-box; font-family: 'Segoe UI', Tahoma, Geneva, Verdana, sans-serif; } body { background-color: #f5f7fa; color: #333; line-height: 1.6; } .container { max-width: 1200px; margin: 0 auto; padding: 20px; } header { background: linear-gradient(135deg, var(--primary-color), var(--secondary-color)); color: white; padding: 30px 0; text-align: center; border-radius: 10px; margin-bottom: 30px; box-shadow: 0 4px 6px rgba(0, 0, 0, 0.1); } h1 { font-size: 2.5rem; margin-bottom: 10px; } .subtitle { font-size: 1.2rem; opacity: 0.9; } .date-filter { display: flex; justify-content: center; gap: 20px; margin-bottom: 20px; } .date-btn { padding: 10px 20px; background-color: var(--secondary-color); color: white; border: none; border-radius: 5px; cursor: pointer; font-weight: 600; transition: background-color 0.3s; } .date-btn.active { background-color: var(--primary-color); } .date-btn:hover { background-color: #2980b9; } .dashboard { display: grid; grid-template-columns: repeat(auto-fit, minmax(300px, 1fr)); gap: 20px; margin-bottom: 30px; } .card { background: white; border-radius: 10px; padding: 20px; box-shadow: 0 4px 6px rgba(0, 0, 0, 0.05); transition: transform 0.3s ease, box-shadow 0.3s ease; } .card:hover { transform: translateY(-5px); box-shadow: 0 6px 12px rgba(0, 0, 0, 0.1); } .card h2 { color: var(--primary-color); margin-bottom: 15px; font-size: 1.3rem; border-bottom: 2px solid var(--light-color); padding-bottom: 10px; } .stat { display: flex; justify-content: space-between; margin-bottom: 10px; padding: 8px 0; border-bottom: 1px solid #eee; } .stat-value { font-weight: bold; } .profit { color: var(--success-color); } .loss { color: var(--danger-color); } .chart-container { background: white; border-radius: 10px; padding: 20px; margin-bottom: 30px; box-shadow: 0 4px 6px rgba(0, 0, 0, 0.05); } .chart-title { color: var(--primary-color); margin-bottom: 15px; font-size: 1.3rem; } table { width: 100%; border-collapse: collapse; margin-bottom: 30px; background: white; border-radius: 10px; overflow: hidden; box-shadow: 0 4px 6px rgba(0, 0, 0, 0.05); } th, td { padding: 12px 15px; text-align: left; border-bottom: 1px solid #eee; } th { background-color: var(--primary-color); color: white; font-weight: 600; } tr:hover { background-color: #f9f9f9; } .summary { display: grid; grid-template-columns: repeat(auto-fit, minmax(250px, 1fr)); gap: 20px; margin-bottom: 30px; } .summary-card { background: white; border-radius: 10px; padding: 20px; text-align: center; box-shadow: 0 4px 6px rgba(0, 0, 0, 0.05); } .summary-card h3 { color: var(--primary-color); margin-bottom: 10px; } .summary-value { font-size: 2rem; font-weight: bold; margin: 10px 0; } footer { text-align: center; margin-top: 40px; padding: 20px; color: #7f8c8d; border-top: 1px solid #eee; } @media (max-width: 768px) { .dashboard, .summary { grid-template-columns: 1fr; } h1 { font-size: 2rem; } .date-filter { flex-direction: column; align-items: center; } } // Dados para os dias 26 e 27 const day26Data = { balance: 725.06, transactions: 10, netProfit: 46.08, assets: { 'GBPUSD': 12.50, 'EURGBP': 7.28, 'GBPJPY': 10.55, 'AUDJPY': 5.75, 'AUDCAD': 1.07, 'AUDUSD': 10.00, 'NZDUSD': 3.00, 'EURAUD': -2.61 } }; const day27Data = { balance: 766.81, transactions: 119, netProfit: 41.75, assets: { 'NZDUSD': -0.1, 'EURGBP': -2.65, 'AUDUSD': -0.8, 'USDCAD': -0.28, 'NZDJPY': -5.05, 'USDJPY': 6.91, 'GBPCHF': 10.05, 'EURAUD': 10.7, 'GBPNZD': 10.01, 'EURCAD': 11.4 } }; const allData = { balance: 766.81, transactions: 129, netProfit: 87.83, assets: { 'GBPUSD': 12.50, 'EURGBP': 4.63, 'GBPJPY': 10.55, 'AUDJPY': 5.75, 'AUDCAD': 1.07, 'AUDUSD': 9.20, 'NZDUSD': 2.90, 'EURAUD': 8.09, 'USDJPY': 6.91, 'GBPCHF': 10.05, 'GBPNZD': 10.01, 'EURCAD': 11.4, 'NZDJPY': -5.05, 'USDCAD': -0.28 } }; // Gráfico de Evolução do Saldo const balanceCtx = document.getElementById('balanceChart').getContext('2d'); const balanceChart = new Chart(balanceCtx, { type: 'line', data: { labels: ['26/11 - Início', '26/11 - Fim', '27/11 - Fim'], datasets: [{ label: 'Saldo da Conta', data: [678.98, 725.06, 766.81], borderColor: '#3498db', backgroundColor: 'rgba(52, 152, 219, 0.1)', borderWidth: 2, fill: true, tension: 0.4 }] }, options: { responsive: true, plugins: { legend: { position: 'top', }, title: { display: true, text: 'Evolução do Saldo nos Dias 26 e 27' } }, scales: { y: { beginAtZero: false, title: { display: true, text: 'Saldo ($)' } } } } }); // Gráfico de Distribuição por Horário const timeCtx = document.getElementById('timeDistributionChart').getContext('2d'); const timeChart = new Chart(timeCtx, { type: 'bar', data: { labels: ['00-04h', '04-08h', '08-12h', '12-16h', '16-20h', '20-24h'], datasets: [{ label: 'Número de Transações', data: [25, 40, 15, 20, 15, 14], backgroundColor: '#3498db', borderWidth: 1 }] }, options: { responsive: true, plugins: { legend: { position: 'top', }, title: { display: true, text: 'Distribuição de Transações por Horário' } }, scales: { y: { beginAtZero: true, title: { display: true, text: 'Número de Transações' } } } } }); // Gráfico de Performance por Ativo const assetCtx = document.getElementById('assetPerformanceChart').getContext('2d'); const assetChart = new Chart(assetCtx, { type: 'bar', data: { labels: Object.keys(allData.assets), datasets: [{ label: 'Lucro/Prejuízo Total ($)', data: Object.values(allData.assets), backgroundColor: function(context) { const value = context.raw; return value >= 0 ? '#2ecc71' : '#e74c3c'; }, borderWidth: 1 }] }, options: { responsive: true, plugins: { legend: { position: 'top', }, title: { display: true, text: 'Performance por Ativo (Dias 26 e 27)' } }, scales: { y: { beginAtZero: true, title: { display: true, text: 'Valor ($)' } } } } }); // Função para filtrar dados por dia function filterData(day) { // Atualizar botões ativos document.querySelectorAll('.date-btn').forEach(btn => { btn.classList.remove('active'); }); event.target.classList.add('active'); // Atualizar dados com base no dia selecionado let data; if (day === '26') { data = day26Data; } else if (day === '27') { data = day27Data; } else { data = allData; } // Atualizar os valores nos cartões de resumo document.getElementById('final-balance').textContent = '$' + data.balance.toFixed(2); document.getElementById('total-transactions').textContent = data.transactions; document.getElementById('net-profit').textContent = (data.netProfit >= 0 ? '+' : '') + '$' + data.netProfit.toFixed(2); // Atualizar o gráfico de performance por ativo assetChart.data.labels = Object.keys(data.assets); assetChart.data.datasets[0].data = Object.values(data.assets); assetChart.update(); // Atualizar a tabela de transações (simulação) updateTransactionsTable(day); } // Função para atualizar a tabela de transações (simulação simplificada) function updateTransactionsTable(day) { const tableBody = document.getElementById('transactions-table'); tableBody.innerHTML = ''; // Esta é uma simulação - em uma aplicação real, você teria dados completos let sampleTransactions = []; if (day === '26') { sampleTransactions = [ { time: '2025.11.26 17:55:02', asset: 'GBPUSD', type: 'Compra', volume: 0.5, result: 12.50 }, { time: '2025.11.26 17:55:06', asset: 'EURGBP', type: 'Venda', volume: 0.5, result: 7.28 }, { time: '2025.11.26 17:57:32', asset: 'GBPJPY', type: 'Compra', volume: 0.5, result: 10.55 }, { time: '2025.11.26 18:05:55', asset: 'AUDJPY', type: 'Compra', volume: 0.5, result: 5.75 }, { time: '2025.11.26 18:05:56', asset: 'AUDCAD', type: 'Compra', volume: 0.5, result: 1.07 } ]; } else if (day === '27') { sampleTransactions = [ { time: '2025.11.27 14:56:39', asset: 'GBPCHF', type: 'Venda', volume: 0.1, result: 10.05 }, { time: '2025.11.27 10:26:46', asset: 'GBPNZD', type: 'Compra', volume: 0.1, result: 10.01 }, { time: '2025.11.27 10:12:30', asset: 'EURCAD', type: 'Compra', volume: 0.1, result: 11.40 }, { time: '2025.11.27 10:12:30', asset: 'EURAUD', type: 'Compra', volume: 0.1, result: 10.70 }, { time: '2025.11.27 01:34:16', asset: 'AUDCAD', type: 'Venda', volume: 0.5, result: 1.07 } ]; } else { sampleTransactions = [ { time: '2025.11.26 17:55:02', asset: 'GBPUSD', type: 'Compra', volume: 0.5, result: 12.50 }, { time: '2025.11.26 17:55:06', asset: 'EURGBP', type: 'Venda', volume: 0.5, result: 7.28 }, { time: '2025.11.26 17:57:32', asset: 'GBPJPY', type: 'Compra', volume: 0.5, result: 10.55 }, { time: '2025.11.26 18:05:55', asset: 'AUDJPY', type: 'Compra', volume: 0.5, result: 5.75 }, { time: '2025.11.26 18:05:56', asset: 'AUDCAD', type: 'Compra', volume: 0.5, result: 1.07 }, { time: '2025.11.27 14:56:39', asset: 'GBPCHF', type: 'Venda', volume: 0.1, result: 10.05 } ]; } sampleTransactions.forEach(transaction => { const row = document.createElement('tr'); row.innerHTML = ` ${transaction.time} ${transaction.asset} ${transaction.type} ${transaction.volume} ${transaction.result >= 0 ? '+' : ''}$${transaction.result.toFixed(2)}`; tableBody.appendChild(row); }); }

This is my results in two days with this robot

My Profit in 3 days

Rodando banca de 200 dolares, em 1 hora e 15 minutos tive o lucro de 42 dolares, mais de 20% da banca.