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    ReportOptimizer-11446975 54 Ativos 3 Anos Max Min Free

    Uploaded by

    Maiquel de Carvalho
    The document appears to be reporting results from a quantitative trading strategy or strategies. It includes metrics like profit, expected payoff, profit factor, recovery factor, and Sharpe ratio for various stocks or indexes traded using the strategy. It also includes the percentage drawdown experienced by various strategy instances and the number of trades for each.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd

    ReportOptimizer-11446975 54 Ativos 3 Anos Max Min Free

    Uploaded by

    Maiquel de Carvalho
    3 views4 pages
    The document appears to be reporting results from a quantitative trading strategy or strategies. It includes metrics like profit, expected payoff, profit factor, recovery factor, and Sharpe ratio for various stocks or indexes traded using the strategy. It also includes the percentage drawdown experienced by various strategy instances and the number of trades for each.

    Copyright

    © © All Rights Reserved

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    XLSX, PDF, TXT or read online from Scribd

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    The document appears to be reporting results from a quantitative trading strategy or strategies. It includes metrics like profit, expected payoff, profit factor, recovery factor, and Sharpe ratio for various stocks or indexes traded using the strategy. It also includes the percentage drawdown experienced by various strategy instances and the number of trades for each.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    3 views4 pages

    ReportOptimizer-11446975 54 Ativos 3 Anos Max Min Free

    Uploaded by

    Maiquel de Carvalho
    The document appears to be reporting results from a quantitative trading strategy or strategies. It includes metrics like profit, expected payoff, profit factor, recovery factor, and Sharpe ratio for various stocks or indexes traded using the strategy. It also includes the percentage drawdown experienced by various strategy instances and the number of trades for each.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 4

    Symbol Pass Result Profit Expected Payoff Profit Factor Recovery Factor Sharpe Ratio

    VALE3 0 14316.00 4316 34.52800 1.44842 1.71134 1.21390


    ARZZ3 10 14048.00 4048 35.20000 1.38815 1.48769 1.05335
    KLBN11 14 12367.00 2367 19.56198 2.16831 5.84444 2.77596
    RDOR3 3 11716.00 1716 20.67470 1.34660 0.78607 0.94592
    TOTS3 8 11703.00 1703 14.31092 1.38090 1.84707 1.05602
    ALPA4 22 11544.00 1544 14.03636 1.30544 0.82347 0.91463
    NTCO3 2 11314.00 1314 11.42609 1.25274 0.97046 0.64417
    SLCE3 24 11092.00 1092 9.83784 1.21718 0.92386 0.64036
    ELET6 11 11026.00 1026 13.15385 1.25929 0.91689 0.88849
    ELET3 5 10940.00 940 8.46847 1.15052 1.02620 0.51895
    PSSA3 23 10837.00 837 7.27826 1.30359 1.47100 0.95014
    LEVE3 47 10810.00 810 23.14286 1.88139 1.40138 1.99282
    CRFB3 15 10555.00 555 4.95536 1.23984 0.84347 0.64908
    MILS3 53 10479.00 479 4.16522 1.28343 1.04585 0.87262
    AGRO3 43 10467.00 467 13.73529 1.43241 0.82218 1.37003
    TEND3 38 10390.00 390 3.36207 1.10563 0.34241 0.31068
    CIEL3 13 10364.00 364 3.27928 1.56434 2.73684 1.47834
    TUPY3 39 10223.00 223 2.06482 1.06902 0.30590 0.21190
    CURY3 33 10218.00 218 6.22857 1.38584 0.74658 1.06147
    SQIA3 50 10213.00 213 3.94444 1.11146 0.25912 0.37133
    ALSO3 18 10167.00 167 2.28767 1.07911 0.18785 0.25209
    EMBR3 7 10140.00 140 1.40000 1.04512 0.21539 0.14849
    ABCB4 52 10089.00 89 0.81651 1.03949 0.13127 0.14625
    AURE3 34 10066.00 66 3.00000 1.23571 0.31132 0.40168
    RAPT4 35 10023.00 23 0.30263 1.01936 0.07797 0.07022
    TTEN3 51 10016.00 16 0.27119 1.01302 0.03194 0.05313
    ENEV3 21 10003.00 3 0.02830 1.00124 0.00323 0.00434
    TASA4 40 9990.00 -10 -0.27778 0.98747 -0.03279 -0.04418
    ORVR3 46 9963.00 -37 -0.56923 0.99002 -0.03212 -0.03550
    SBFG3 49 9902.00 -98 -3.50000 0.90850 -0.21166 -0.32466
    BRFS3 17 9902.00 -98 -0.89091 0.97505 -0.08514 -0.09373
    PRIO3 1 9887.00 -113 -1.00893 0.97934 -0.10590 -0.06900
    GGBR4 4 9885.00 -115 -1.55405 0.95723 -0.20909 -0.14311
    PCAR3 20 9808.00 -192 -1.68421 0.95783 -0.09500 -0.12884
    POSI3 41 9717.00 -283 -3.77333 0.85772 -0.38927 -0.54905
    MDIA3 26 9697.00 -303 -4.15069 0.91728 -0.26838 -0.32100
    BPAN4 36 9665.00 -335 -11.96429 0.43412 -0.76835 -2.86982
    GMAT3 31 9624.00 -376 -4.94737 0.65911 -0.92383 -1.52811
    VBBR3 9 9615.00 -385 -5.27397 0.84202 -0.48185 -0.62038
    FLRY3 25 9610.00 -390 -3.71429 0.86965 -0.44268 -0.44982
    CAML3 42 9592.00 -408 -3.51724 0.79162 -0.59130 -0.74776
    CCRO3 16 9543.00 -457 -4.43689 0.79199 -0.52348 -0.83953
    DXCO3 29 9541.00 -459 -4.02632 0.82299 -0.55772 -0.63009
    TIMS3 12 9509.00 -491 -7.43939 0.61001 -0.70749 -1.78684
    INTB3 48 9489.00 -511 -7.51471 0.86456 -0.46412 -0.56702
    MEGA3 30 9422.00 -578 -17.00000 0.44952 -0.93076 -2.75756
    VIVA3 27 9407.00 -593 -5.87129 0.87256 -0.53375 -0.49261
    MRFG3 19 9382.00 -618 -8.95652 0.66846 -0.57974 -1.32613
    LWSA3 44 9366.00 -634 -18.64706 0.45719 -0.86259 -2.89764
    CBAV3 37 9228.00 -772 -12.86667 0.69304 -0.51126 -1.40131
    JBSS3 6 8843.00 -1157 -11.80612 0.73211 -0.78441 -1.00198
    DIRR3 28 8822.00 -1178 -12.14433 0.61877 -0.79919 -1.69993
    UNIP6 32 8478.00 -1522 -15.69072 0.85273 -0.49144 -0.50536
    FESA4 45 7384.00 -2616 -34.88000 0.67402 -0.74979 -1.23827
    Custom Equity DD % Trades
    0 18.60 125
    0 19.68 115
    0 3.55 121
    0 16.52 83
    0 7.68 119
    0 14.11 110
    0 12.52 115
    0 10.76 111
    0 9.66 78
    0 8.76 111
    0 5.19 115
    0 5.61 35
    0 6.38 112
    0 4.19 115
    0 5.42 34
    0 10.21 116
    0 1.31 111
    0 7.00 108
    0 2.80 35
    0 8.20 54
    0 8.17 73
    0 6.30 100
    0 6.49 109
    0 2.10 22
    0 2.88 76
    0 4.89 59
    0 8.92 106
    0 2.96 36
    0 11.18 65
    0 4.59 28
    0 10.61 110
    0 9.95 112
    0 5.47 74
    0 17.36 114
    0 7.14 75
    0 10.88 73
    0 4.32 28
    0 4.06 76
    0 7.76 73
    0 8.63 105
    0 6.73 116
    0 8.72 103
    0 8.11 114
    0 6.86 66
    0 10.75 68
    0 6.19 34
    0 10.74 101
    0 10.46 69
    0 7.29 34
    0 14.35 60
    0 14.66 98
    0 14.37 97
    0 28.93 97
    0 33.80 75

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