Relatório do Testador de Estratégia |
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VantageInternational-Demo (Build 5660) |
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Configuração |
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| Expert Advisor (Robô): | Index_Codex | |||||||||||
| Ativo: | SP500 | |||||||||||
| Período: | H1 (2026.01.01 - 2026.03.02) | |||||||||||
| Parâmetros de entrada: | ||||||||||||
| SigmaTau=SigmaTau | ||||||||||||
| MagicNumber=1938 | ||||||||||||
| MaxSpread=500 | ||||||||||||
| LicenseKey= | ||||||||||||
| TesterBypassLicense=true | ||||||||||||
| Lots=0.5 | ||||||||||||
| MoneyManagement=false | ||||||||||||
| RiskPercent=10.0 | ||||||||||||
| MaxLot=0.0 | ||||||||||||
| OscillatorStrategies=0 | ||||||||||||
| MomentOfTheSignal=0 | ||||||||||||
| OscillatorPeriod=15 | ||||||||||||
| OscillatorMethod=3 | ||||||||||||
| OscillatorApplyPrice=5 | ||||||||||||
| UpLevel=25.0 | ||||||||||||
| DownLevel=-25.0 | ||||||||||||
| OscillatorAdditionalRules=0 | ||||||||||||
| OscillatorTimeframe=0 | ||||||||||||
| OscillatorAtrPeriod=14 | ||||||||||||
| OscillatorSensitivity=25.0 | ||||||||||||
| OscillatorSmoothing=1 | ||||||||||||
| OscillatorNeutralZone=0.0 | ||||||||||||
| OscillatorAdaptiveMode=false | ||||||||||||
| EnableOrari=false | ||||||||||||
| TradingStartHour=0 | ||||||||||||
| TradingStartMinute=0 | ||||||||||||
| TradingStopHour=9 | ||||||||||||
| TradingStopMinute=0 | ||||||||||||
| CloseOutHour=false | ||||||||||||
| Monday=true | ||||||||||||
| Tuesday=true | ||||||||||||
| Wednesday=true | ||||||||||||
| Thursday=true | ||||||||||||
| Friday=true | ||||||||||||
| Saturday=true | ||||||||||||
| Sunday=true | ||||||||||||
| AllowBuy=true | ||||||||||||
| AllowSell=true | ||||||||||||
| AllowBuyAndSellAtSameTime=true | ||||||||||||
| AllowOrdersFromOthersPairsAtSameTime=true | ||||||||||||
| MaxBuyOrders=50 | ||||||||||||
| MaxSellOrders=50 | ||||||||||||
| OneTradeBar=true | ||||||||||||
| DoNotOpenOrdersIfThereIsClosedOrderOnBar=true | ||||||||||||
| OrderTimeframe=0 | ||||||||||||
| EnableGrid=false | ||||||||||||
| GridOrdersComplyMaxSpreadConditions=true | ||||||||||||
| GridOrdersComplyIndicatorsConditions=false | ||||||||||||
| GridOrdersComplyHoursConditions=false | ||||||||||||
| GridOrdersComplyWeekDaysConditions=false | ||||||||||||
| GridManagement=0 | ||||||||||||
| CoefficientGridManagement=1.0 | ||||||||||||
| MinDistanzaPiramide=50 | ||||||||||||
| MinDistanceMultiplier=1.0 | ||||||||||||
| OneTradeBarGrid=true | ||||||||||||
| NewOpenPeriod=0 | ||||||||||||
| MinDistanceOnAtr=false | ||||||||||||
| DistanceAtrPeriod=9 | ||||||||||||
| AtrMultiplier=2.0 | ||||||||||||
| DistanceAtrTimeframe=0 | ||||||||||||
| EnableClosingOnOscillator=false | ||||||||||||
| ClosureType=0 | ||||||||||||
| CloseUpLevel=25.0 | ||||||||||||
| CloseDownLevel=-25.0 | ||||||||||||
| RespectSpreadAllowedWhileClosingOnIndicator=true | ||||||||||||
| CloseOnIndicatorOnlyInProfit=false | ||||||||||||
| TakeTarget=50 | ||||||||||||
| DifferentTakeTargetForFirstOrder=false | ||||||||||||
| TakeTargetFirstOrder=50 | ||||||||||||
| StopTarget=500 | ||||||||||||
| StopTargetMode=2 | ||||||||||||
| OnlyEndOfBar=false | ||||||||||||
| CloseMode=1 | ||||||||||||
| MonetaryLoss=Monetary Loss Settings | ||||||||||||
| MonetaryStopLoss=false | ||||||||||||
| EveryMicrolot=false | ||||||||||||
| StopTradingWhenHit=false | ||||||||||||
| MaximumMonetaryLoss=3000.0 | ||||||||||||
| PercentageLoss=Percentage Loss Settings | ||||||||||||
| CloseInPercentageLoss=false | ||||||||||||
| StopTradingAfterPercentageLoss=false | ||||||||||||
| LossPercentage=30.0 | ||||||||||||
| EnableAverageTrailingStop=false | ||||||||||||
| AverageOnlyInProfit=true | ||||||||||||
| AverageBrokerCommission=7.0 | ||||||||||||
| AverageTrailingStop=50 | ||||||||||||
| AverageTrailingStep=10 | ||||||||||||
| FreezesAllFriday=false | ||||||||||||
| FreezesHour=18 | ||||||||||||
| CloseFriday=false | ||||||||||||
| CloseFridayHour=18 | ||||||||||||
| ForcedCloseFriday=false | ||||||||||||
| ForcedCloseFridayHour=23 | ||||||||||||
| CustomComment=SigmaTau | ||||||||||||
| ShowPanel=true | ||||||||||||
| ShowButton=false | ||||||||||||
| CustomChart=true | ||||||||||||
| DashboardTextColor=16777215 | ||||||||||||
| DashboardAccentColor=65280 | ||||||||||||
| MinimumTrades=100 | ||||||||||||
| AllowNetting=false | ||||||||||||
| Empresa: | Vantage International Group Limited | |||||||||||
| Moeda: | USD | |||||||||||
| Depósito Inicial: | 100 000.00 | |||||||||||
| Alavancagem: | 1:100 | |||||||||||
Resultados |
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| Qualidade do histórico: | 100% | |||||||||||
| Barras: | 935 | Ticks: | 3680 | Ativos: | 1 | |||||||
| Lucro Líquido Total: | 378.93 | Rebaixamento Absoluto do Saldo : | 0.00 | Rebaixamento Absoluto do Capital Líquido: | 113.26 | |||||||
| Lucro Bruto: | 479.84 | Rebaixamento Máximo do Saldo : | 36.46 (0.04%) | Rebaixamento Máximo do Capital Líquido: | 235.67 (0.24%) | |||||||
| Perda Bruta: | -100.91 | Rebaixamento Relativo do Saldo : | 0.04% (36.46) | Rebaixamento Relativo do Capital Líquido: | 0.24% (235.67) | |||||||
| Fator de Lucro: | 4.76 | Retorno Esperado (Payoff): | 5.57 | Nível de Margem: | 288439.39% | |||||||
| Fator de Recuperação: | 1.61 | Índice de Sharpe: | 3.63 | Z-Pontuação: | -0.72 (52.85%) | |||||||
| AHPR: | 1.0001 (0.01%) | Correlação LR : | 0.99 | Resultado OnTester: | 0 | |||||||
| GHPR: | 1.0001 (0.01%) | Erro Padrão LR : | 16.59 | |||||||||
| Total de Negociações: | 68 | Posições Vendidas (% e ganhos): | 33 (87.88%) | Posições Compradas (% de ganhos): | 35 (91.43%) | |||||||
| Ofertas Total: | 136 | Negociações com Lucro (% of total): | 61 (89.71%) | Negociações com Perda (% of total): | 7 (10.29%) | |||||||
| Maior lucro da negociação: | 48.19 | Maior perda na Negociação: | -36.46 | |||||||||
| Média lucro da negociação: | 7.87 | Média perda na Negociação: | -14.42 | |||||||||
| Máximo ganhos consecutivos ($): | 19 (83.45) | Máximo perdas consecutivas ($): | 2 (-23.48) | |||||||||
| Máxima lucro consecutivo (contagem): | 139.71 (17) | Máxima perda consecutiva (contagem): | -36.46 (1) | |||||||||
| Média ganhos consecutivos: | 10 | Média perdas consecutivas: | 1 | |||||||||
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| Correlação (Lucros,MFE): | 0.82 | Correlação (Lucros,MAE): | 0.36 | Correlação(MFE,MAE): | -0.0157 | |||||||
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| Tempo mínimo de duração da posição: | 1:00:00 | Tempo máximo de duração da posição: | 184:00:00 | Tempo médio de duração da posição: | 15:08:49 | |||||||
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Ordens |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Horário da Abertura | Ordem | Ativo | Tipo | Volume | Preço | S / L | T / P | Horário | Estado | Comentário | ||
| 2026.01.02 17:00:00 | 2 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.02 17:00:00 | filled | SigmaTau | ||||
| 2026.01.02 18:00:00 | 3 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.02 18:00:00 | filled | |||||
| 2026.01.05 01:00:00 | 4 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.05 01:00:00 | filled | SigmaTau | ||||
| 2026.01.06 02:00:00 | 5 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.06 02:00:00 | filled | SigmaTau | ||||
| 2026.01.06 03:00:00 | 6 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.06 03:00:00 | filled | SigmaTau | ||||
| 2026.01.06 04:00:00 | 7 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.06 04:00:00 | filled | |||||
| 2026.01.06 04:00:00 | 8 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.06 04:00:00 | filled | |||||
| 2026.01.06 15:00:00 | 9 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.06 15:00:00 | filled | SigmaTau | ||||
| 2026.01.07 09:00:00 | 10 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.07 09:00:00 | filled | SigmaTau | ||||
| 2026.01.07 14:00:00 | 11 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.07 14:00:00 | filled | |||||
| 2026.01.07 22:00:00 | 12 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.07 22:00:00 | filled | SigmaTau | ||||
| 2026.01.08 21:00:00 | 13 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.08 21:00:00 | filled | SigmaTau | ||||
| 2026.01.09 01:00:00 | 14 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.09 01:00:00 | filled | |||||
| 2026.01.09 01:00:00 | 15 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.09 01:00:00 | filled | |||||
| 2026.01.09 06:00:00 | 16 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.09 06:00:00 | filled | SigmaTau | ||||
| 2026.01.09 07:00:00 | 17 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.09 07:00:00 | filled | SigmaTau | ||||
| 2026.01.09 08:00:00 | 18 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.09 08:00:00 | filled | |||||
| 2026.01.13 03:00:00 | 19 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.13 03:00:00 | filled | SigmaTau | ||||
| 2026.01.13 04:00:00 | 20 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.13 04:00:00 | filled | |||||
| 2026.01.13 14:00:00 | 21 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.13 14:00:00 | filled | SigmaTau | ||||
| 2026.01.13 15:00:00 | 22 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.13 15:00:00 | filled | SigmaTau | ||||
| 2026.01.13 16:00:00 | 23 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.13 16:00:00 | filled | |||||
| 2026.01.13 17:00:00 | 24 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.13 17:00:00 | filled | SigmaTau | ||||
| 2026.01.13 19:00:00 | 25 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.13 19:00:00 | filled | |||||
| 2026.01.13 23:00:00 | 26 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.13 23:00:00 | filled | SigmaTau | ||||
| 2026.01.14 17:00:00 | 27 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.14 17:00:00 | filled | |||||
| 2026.01.14 17:00:00 | 28 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.14 17:00:00 | filled | |||||
| 2026.01.14 17:00:00 | 29 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.14 17:00:00 | filled | |||||
| 2026.01.14 17:00:00 | 30 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.14 17:00:00 | filled | |||||
| 2026.01.14 17:00:00 | 31 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.14 17:00:00 | filled | |||||
| 2026.01.14 23:00:00 | 32 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.14 23:00:00 | filled | SigmaTau | ||||
| 2026.01.15 01:00:00 | 33 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.15 01:00:00 | filled | |||||
| 2026.01.15 22:00:00 | 34 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.15 22:00:00 | filled | SigmaTau | ||||
| 2026.01.16 03:00:00 | 35 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.16 03:00:00 | filled | |||||
| 2026.01.19 19:00:00 | 36 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.19 19:00:00 | filled | SigmaTau | ||||
| 2026.01.20 02:00:00 | 37 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.20 02:00:00 | filled | |||||
| 2026.01.21 09:00:00 | 38 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.21 09:00:00 | filled | SigmaTau | ||||
| 2026.01.21 10:00:00 | 39 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.21 10:00:00 | filled | |||||
| 2026.01.21 20:00:00 | 40 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.21 20:00:00 | filled | SigmaTau | ||||
| 2026.01.22 17:00:00 | 41 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.22 17:00:00 | filled | SigmaTau | ||||
| 2026.01.22 18:00:00 | 42 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.22 18:00:00 | filled | |||||
| 2026.01.22 22:00:00 | 43 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.22 22:00:00 | filled | SigmaTau | ||||
| 2026.01.22 23:00:00 | 44 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.22 23:00:00 | filled | |||||
| 2026.01.23 03:00:00 | 45 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.23 03:00:00 | filled | SigmaTau | ||||
| 2026.01.23 17:00:00 | 46 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.23 17:00:00 | filled | SigmaTau | ||||
| 2026.01.26 01:00:00 | 47 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.26 01:00:00 | filled | |||||
| 2026.01.26 01:00:00 | 48 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.26 01:00:00 | filled | |||||
| 2026.01.26 01:00:00 | 49 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.26 01:00:00 | filled | |||||
| 2026.01.26 08:00:00 | 50 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.26 08:00:00 | filled | SigmaTau | ||||
| 2026.01.26 12:00:00 | 51 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.26 12:00:00 | filled | |||||
| 2026.01.27 16:00:00 | 52 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.27 16:00:00 | filled | SigmaTau | ||||
| 2026.01.27 17:00:00 | 53 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.27 17:00:00 | filled | |||||
| 2026.01.29 01:00:00 | 54 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.29 01:00:00 | filled | SigmaTau | ||||
| 2026.01.29 02:00:00 | 55 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.29 02:00:00 | filled | |||||
| 2026.01.29 05:00:00 | 56 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.29 05:00:00 | filled | SigmaTau | ||||
| 2026.01.29 13:00:00 | 57 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.29 13:00:00 | filled | SigmaTau | ||||
| 2026.01.29 14:00:00 | 58 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.01.29 14:00:00 | filled | |||||
| 2026.01.29 17:00:00 | 59 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.01.29 17:00:00 | filled | |||||
| 2026.02.02 01:00:00 | 60 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.02 01:00:00 | filled | SigmaTau | ||||
| 2026.02.02 02:00:00 | 61 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.02 02:00:00 | filled | |||||
| 2026.02.02 03:00:00 | 62 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.02 03:00:00 | filled | SigmaTau | ||||
| 2026.02.02 04:00:00 | 63 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.02 04:00:00 | filled | |||||
| 2026.02.02 11:00:00 | 64 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.02 11:00:00 | filled | SigmaTau | ||||
| 2026.02.03 12:00:00 | 65 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.03 12:00:00 | filled | SigmaTau | ||||
| 2026.02.03 15:00:00 | 66 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.03 15:00:00 | filled | |||||
| 2026.02.03 21:00:00 | 67 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.03 21:00:00 | filled | |||||
| 2026.02.04 04:00:00 | 68 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.04 04:00:00 | filled | SigmaTau | ||||
| 2026.02.04 05:00:00 | 69 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.04 05:00:00 | filled | |||||
| 2026.02.04 11:00:00 | 70 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.04 11:00:00 | filled | SigmaTau | ||||
| 2026.02.04 13:00:00 | 71 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.04 13:00:00 | filled | |||||
| 2026.02.04 16:00:00 | 72 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.04 16:00:00 | filled | SigmaTau | ||||
| 2026.02.04 22:00:00 | 73 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.04 22:00:00 | filled | SigmaTau | ||||
| 2026.02.04 23:00:00 | 74 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.04 23:00:00 | filled | |||||
| 2026.02.05 02:00:00 | 75 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.05 02:00:00 | filled | SigmaTau | ||||
| 2026.02.05 09:00:00 | 76 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.05 09:00:00 | filled | SigmaTau | ||||
| 2026.02.05 10:00:00 | 77 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.05 10:00:00 | filled | |||||
| 2026.02.05 11:00:00 | 78 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.05 11:00:00 | filled | SigmaTau | ||||
| 2026.02.05 14:00:00 | 79 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.05 14:00:00 | filled | SigmaTau | ||||
| 2026.02.05 15:00:00 | 80 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.05 15:00:00 | filled | |||||
| 2026.02.06 08:00:00 | 81 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.06 08:00:00 | filled | SigmaTau | ||||
| 2026.02.06 09:00:00 | 82 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.06 09:00:00 | filled | |||||
| 2026.02.06 10:00:00 | 83 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.06 10:00:00 | filled | SigmaTau | ||||
| 2026.02.06 20:00:00 | 84 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.06 20:00:00 | filled | |||||
| 2026.02.06 20:00:00 | 85 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.06 20:00:00 | filled | |||||
| 2026.02.06 20:00:00 | 86 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.06 20:00:00 | filled | |||||
| 2026.02.10 05:00:00 | 87 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.10 05:00:00 | filled | SigmaTau | ||||
| 2026.02.10 07:00:00 | 88 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.10 07:00:00 | filled | |||||
| 2026.02.10 09:00:00 | 89 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.10 09:00:00 | filled | SigmaTau | ||||
| 2026.02.10 10:00:00 | 90 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.10 10:00:00 | filled | |||||
| 2026.02.10 15:00:00 | 91 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.10 15:00:00 | filled | SigmaTau | ||||
| 2026.02.10 16:00:00 | 92 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.10 16:00:00 | filled | |||||
| 2026.02.11 03:00:00 | 93 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.11 03:00:00 | filled | SigmaTau | ||||
| 2026.02.11 08:00:00 | 94 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.11 08:00:00 | filled | SigmaTau | ||||
| 2026.02.11 16:00:00 | 95 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.11 16:00:00 | filled | |||||
| 2026.02.12 19:00:00 | 96 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.12 19:00:00 | filled | |||||
| 2026.02.12 19:00:00 | 97 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.12 19:00:00 | filled | |||||
| 2026.02.13 16:00:00 | 98 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.13 16:00:00 | filled | SigmaTau | ||||
| 2026.02.13 17:00:00 | 99 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.13 17:00:00 | filled | |||||
| 2026.02.16 02:00:00 | 100 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.16 02:00:00 | filled | SigmaTau | ||||
| 2026.02.16 07:00:00 | 101 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.16 07:00:00 | filled | SigmaTau | ||||
| 2026.02.16 08:00:00 | 102 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.16 08:00:00 | filled | |||||
| 2026.02.16 10:00:00 | 103 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.16 10:00:00 | filled | |||||
| 2026.02.17 02:00:00 | 104 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.17 02:00:00 | filled | SigmaTau | ||||
| 2026.02.17 03:00:00 | 105 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.17 03:00:00 | filled | |||||
| 2026.02.17 11:00:00 | 106 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.17 11:00:00 | filled | SigmaTau | ||||
| 2026.02.17 12:00:00 | 107 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.17 12:00:00 | filled | |||||
| 2026.02.18 16:00:00 | 108 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.18 16:00:00 | filled | SigmaTau | ||||
| 2026.02.18 17:00:00 | 109 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.18 17:00:00 | filled | |||||
| 2026.02.19 02:00:00 | 110 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.19 02:00:00 | filled | SigmaTau | ||||
| 2026.02.19 04:00:00 | 111 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.19 04:00:00 | filled | |||||
| 2026.02.19 07:00:00 | 112 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.19 07:00:00 | filled | SigmaTau | ||||
| 2026.02.19 08:00:00 | 113 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.19 08:00:00 | filled | |||||
| 2026.02.19 11:00:00 | 114 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.19 11:00:00 | filled | SigmaTau | ||||
| 2026.02.19 18:00:00 | 115 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.19 18:00:00 | filled | SigmaTau | ||||
| 2026.02.19 19:00:00 | 116 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.19 19:00:00 | filled | |||||
| 2026.02.19 23:00:00 | 117 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.19 23:00:00 | filled | SigmaTau | ||||
| 2026.02.20 01:00:00 | 118 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.20 01:00:00 | filled | |||||
| 2026.02.20 08:00:00 | 119 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.20 08:00:00 | filled | |||||
| 2026.02.23 10:00:00 | 120 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.23 10:00:00 | filled | SigmaTau | ||||
| 2026.02.23 15:00:00 | 121 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.23 15:00:00 | filled | SigmaTau | ||||
| 2026.02.23 16:00:00 | 122 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.23 16:00:00 | filled | |||||
| 2026.02.23 18:00:00 | 123 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.23 18:00:00 | filled | |||||
| 2026.02.24 04:00:00 | 124 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.24 04:00:00 | filled | SigmaTau | ||||
| 2026.02.24 11:00:00 | 125 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.24 11:00:00 | filled | |||||
| 2026.02.24 12:00:00 | 126 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.24 12:00:00 | filled | SigmaTau | ||||
| 2026.02.24 13:00:00 | 127 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.24 13:00:00 | filled | |||||
| 2026.02.25 10:00:00 | 128 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.25 10:00:00 | filled | SigmaTau | ||||
| 2026.02.25 11:00:00 | 129 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.25 11:00:00 | filled | |||||
| 2026.02.26 04:00:00 | 130 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.26 04:00:00 | filled | SigmaTau | ||||
| 2026.02.26 05:00:00 | 131 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.26 05:00:00 | filled | |||||
| 2026.02.26 06:00:00 | 132 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.26 06:00:00 | filled | SigmaTau | ||||
| 2026.02.26 09:00:00 | 133 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.26 09:00:00 | filled | |||||
| 2026.02.27 09:00:00 | 134 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.27 09:00:00 | filled | SigmaTau | ||||
| 2026.02.27 12:00:00 | 135 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.27 12:00:00 | filled | SigmaTau | ||||
| 2026.02.27 13:00:00 | 136 | SP500 | buy | 0.5 / 0.5 | 0.00 | 2026.02.27 13:00:00 | filled | |||||
| 2026.02.27 23:59:59 | 137 | SP500 | sell | 0.5 / 0.5 | 0.00 | 2026.02.27 23:59:59 | filled | end of test | ||||
Transações |
||||||||||||
| Horário | Oferta | Ativo | Tipo | Direção | Volume | Preço | Ordem | Comissão | Swap | Lucro | Saldo | Comentário |
| 2026.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 100 000.00 | 100 000.00 | ||||||
| 2026.01.02 17:00:00 | 2 | SP500 | sell | in | 0.5 | 6893.82 | 2 | 0.00 | 0.00 | 0.00 | 100 000.00 | SigmaTau |
| 2026.01.02 18:00:00 | 3 | SP500 | buy | out | 0.5 | 6844.68 | 3 | 0.00 | 0.00 | 24.57 | 100 024.57 | |
| 2026.01.05 01:00:00 | 4 | SP500 | sell | in | 0.5 | 6869.40 | 4 | 0.00 | 0.00 | 0.00 | 100 024.57 | SigmaTau |
| 2026.01.06 02:00:00 | 5 | SP500 | buy | in | 0.5 | 6904.94 | 5 | 0.00 | 0.00 | 0.00 | 100 024.57 | SigmaTau |
| 2026.01.06 03:00:00 | 6 | SP500 | buy | in | 0.5 | 6904.69 | 6 | 0.00 | 0.00 | 0.00 | 100 024.57 | SigmaTau |
| 2026.01.06 04:00:00 | 7 | SP500 | sell | out | 0.5 | 6910.58 | 7 | 0.00 | 0.00 | 2.95 | 100 027.52 | |
| 2026.01.06 04:00:00 | 8 | SP500 | sell | out | 0.5 | 6910.58 | 8 | 0.00 | 0.00 | 2.82 | 100 030.34 | |
| 2026.01.06 15:00:00 | 9 | SP500 | sell | in | 0.5 | 6910.70 | 9 | 0.00 | 0.00 | 0.00 | 100 030.34 | SigmaTau |
| 2026.01.07 09:00:00 | 10 | SP500 | buy | in | 0.5 | 6945.13 | 10 | 0.00 | 0.00 | 0.00 | 100 030.34 | SigmaTau |
| 2026.01.07 14:00:00 | 11 | SP500 | sell | out | 0.5 | 6945.77 | 11 | 0.00 | 0.00 | 0.32 | 100 030.66 | |
| 2026.01.07 22:00:00 | 12 | SP500 | buy | in | 0.5 | 6948.26 | 12 | 0.00 | 0.00 | 0.00 | 100 030.66 | SigmaTau |
| 2026.01.08 21:00:00 | 13 | SP500 | buy | in | 0.5 | 6919.01 | 13 | 0.00 | 0.00 | 0.00 | 100 030.66 | SigmaTau |
| 2026.01.09 01:00:00 | 14 | SP500 | sell | out | 0.5 | 6936.08 | 14 | 0.00 | -0.70 | 8.54 | 100 038.50 | |
| 2026.01.09 01:00:00 | 15 | SP500 | sell | out | 0.5 | 6936.08 | 15 | 0.00 | -1.40 | -6.09 | 100 031.01 | |
| 2026.01.09 06:00:00 | 16 | SP500 | buy | in | 0.5 | 6925.39 | 16 | 0.00 | 0.00 | 0.00 | 100 031.01 | SigmaTau |
| 2026.01.09 07:00:00 | 17 | SP500 | sell | in | 0.5 | 6925.53 | 17 | 0.00 | 0.00 | 0.00 | 100 031.01 | SigmaTau |
| 2026.01.09 08:00:00 | 18 | SP500 | sell | out | 0.5 | 6926.77 | 18 | 0.00 | 0.00 | 0.69 | 100 031.70 | |
| 2026.01.13 03:00:00 | 19 | SP500 | buy | in | 0.5 | 6968.51 | 19 | 0.00 | 0.00 | 0.00 | 100 031.70 | SigmaTau |
| 2026.01.13 04:00:00 | 20 | SP500 | sell | out | 0.5 | 6971.65 | 20 | 0.00 | 0.00 | 1.57 | 100 033.27 | |
| 2026.01.13 14:00:00 | 21 | SP500 | sell | in | 0.5 | 6975.77 | 21 | 0.00 | 0.00 | 0.00 | 100 033.27 | SigmaTau |
| 2026.01.13 15:00:00 | 22 | SP500 | buy | in | 0.5 | 6972.63 | 22 | 0.00 | 0.00 | 0.00 | 100 033.27 | SigmaTau |
| 2026.01.13 16:00:00 | 23 | SP500 | sell | out | 0.5 | 6985.27 | 23 | 0.00 | 0.00 | 6.32 | 100 039.59 | |
| 2026.01.13 17:00:00 | 24 | SP500 | buy | in | 0.5 | 6971.38 | 24 | 0.00 | 0.00 | 0.00 | 100 039.59 | SigmaTau |
| 2026.01.13 19:00:00 | 25 | SP500 | sell | out | 0.5 | 6978.02 | 25 | 0.00 | 0.00 | 3.32 | 100 042.91 | |
| 2026.01.13 23:00:00 | 26 | SP500 | sell | in | 0.5 | 6967.02 | 26 | 0.00 | 0.00 | 0.00 | 100 042.91 | SigmaTau |
| 2026.01.14 17:00:00 | 27 | SP500 | buy | out | 0.5 | 6915.73 | 27 | 0.00 | 0.13 | 25.65 | 100 068.69 | |
| 2026.01.14 17:00:00 | 28 | SP500 | buy | out | 0.5 | 6915.73 | 28 | 0.00 | 0.13 | 30.02 | 100 098.84 | |
| 2026.01.14 17:00:00 | 29 | SP500 | buy | out | 0.5 | 6915.73 | 29 | 0.00 | 0.65 | 4.90 | 100 104.39 | |
| 2026.01.14 17:00:00 | 30 | SP500 | buy | out | 0.5 | 6915.73 | 30 | 0.00 | 1.04 | -2.52 | 100 102.91 | |
| 2026.01.14 17:00:00 | 31 | SP500 | buy | out | 0.5 | 6915.73 | 31 | 0.00 | 1.17 | -23.17 | 100 080.91 | |
| 2026.01.14 23:00:00 | 32 | SP500 | sell | in | 0.5 | 6934.67 | 32 | 0.00 | 0.00 | 0.00 | 100 080.91 | SigmaTau |
| 2026.01.15 01:00:00 | 33 | SP500 | buy | out | 0.5 | 6923.86 | 33 | 0.00 | 0.13 | 5.41 | 100 086.45 | |
| 2026.01.15 22:00:00 | 34 | SP500 | buy | in | 0.5 | 6957.08 | 34 | 0.00 | 0.00 | 0.00 | 100 086.45 | SigmaTau |
| 2026.01.16 03:00:00 | 35 | SP500 | sell | out | 0.5 | 6959.44 | 35 | 0.00 | -0.70 | 1.18 | 100 086.93 | |
| 2026.01.19 19:00:00 | 36 | SP500 | sell | in | 0.5 | 6879.30 | 36 | 0.00 | 0.00 | 0.00 | 100 086.93 | SigmaTau |
| 2026.01.20 02:00:00 | 37 | SP500 | buy | out | 0.5 | 6877.16 | 37 | 0.00 | 0.13 | 1.07 | 100 088.13 | |
| 2026.01.21 09:00:00 | 38 | SP500 | buy | in | 0.5 | 6818.33 | 38 | 0.00 | 0.00 | 0.00 | 100 088.13 | SigmaTau |
| 2026.01.21 10:00:00 | 39 | SP500 | sell | out | 0.5 | 6823.47 | 39 | 0.00 | 0.00 | 2.57 | 100 090.70 | |
| 2026.01.21 20:00:00 | 40 | SP500 | sell | in | 0.5 | 6832.99 | 40 | 0.00 | 0.00 | 0.00 | 100 090.70 | SigmaTau |
| 2026.01.22 17:00:00 | 41 | SP500 | buy | in | 0.5 | 6907.42 | 41 | 0.00 | 0.00 | 0.00 | 100 090.70 | SigmaTau |
| 2026.01.22 18:00:00 | 42 | SP500 | sell | out | 0.5 | 6913.94 | 42 | 0.00 | 0.00 | 3.26 | 100 093.96 | |
| 2026.01.22 22:00:00 | 43 | SP500 | buy | in | 0.5 | 6916.30 | 43 | 0.00 | 0.00 | 0.00 | 100 093.96 | SigmaTau |
| 2026.01.22 23:00:00 | 44 | SP500 | sell | out | 0.5 | 6917.19 | 44 | 0.00 | 0.00 | 0.45 | 100 094.41 | |
| 2026.01.23 03:00:00 | 45 | SP500 | sell | in | 0.5 | 6921.17 | 45 | 0.00 | 0.00 | 0.00 | 100 094.41 | SigmaTau |
| 2026.01.23 17:00:00 | 46 | SP500 | sell | in | 0.5 | 6913.04 | 46 | 0.00 | 0.00 | 0.00 | 100 094.41 | SigmaTau |
| 2026.01.26 01:00:00 | 47 | SP500 | buy | out | 0.5 | 6858.24 | 47 | 0.00 | 0.39 | 27.40 | 100 122.20 | |
| 2026.01.26 01:00:00 | 48 | SP500 | buy | out | 0.5 | 6858.24 | 48 | 0.00 | 0.39 | 31.47 | 100 154.06 | |
| 2026.01.26 01:00:00 | 49 | SP500 | buy | out | 0.5 | 6858.24 | 49 | 0.00 | 0.65 | -12.63 | 100 142.08 | |
| 2026.01.26 08:00:00 | 50 | SP500 | sell | in | 0.5 | 6906.65 | 50 | 0.00 | 0.00 | 0.00 | 100 142.08 | SigmaTau |
| 2026.01.26 12:00:00 | 51 | SP500 | buy | out | 0.5 | 6901.63 | 51 | 0.00 | 0.00 | 2.51 | 100 144.59 | |
| 2026.01.27 16:00:00 | 52 | SP500 | buy | in | 0.5 | 6969.82 | 52 | 0.00 | 0.00 | 0.00 | 100 144.59 | SigmaTau |
| 2026.01.27 17:00:00 | 53 | SP500 | sell | out | 0.5 | 6980.08 | 53 | 0.00 | 0.00 | 5.13 | 100 149.72 | |
| 2026.01.29 01:00:00 | 54 | SP500 | sell | in | 0.5 | 6994.94 | 54 | 0.00 | 0.00 | 0.00 | 100 149.72 | SigmaTau |
| 2026.01.29 02:00:00 | 55 | SP500 | buy | out | 0.5 | 6971.94 | 55 | 0.00 | 0.00 | 11.50 | 100 161.22 | |
| 2026.01.29 05:00:00 | 56 | SP500 | sell | in | 0.5 | 6978.34 | 56 | 0.00 | 0.00 | 0.00 | 100 161.22 | SigmaTau |
| 2026.01.29 13:00:00 | 57 | SP500 | buy | in | 0.5 | 6989.57 | 57 | 0.00 | 0.00 | 0.00 | 100 161.22 | SigmaTau |
| 2026.01.29 14:00:00 | 58 | SP500 | sell | out | 0.5 | 6994.71 | 58 | 0.00 | 0.00 | 2.57 | 100 163.79 | |
| 2026.01.29 17:00:00 | 59 | SP500 | buy | out | 0.5 | 6942.19 | 59 | 0.00 | 0.00 | 18.08 | 100 181.87 | |
| 2026.02.02 01:00:00 | 60 | SP500 | buy | in | 0.5 | 6915.51 | 60 | 0.00 | 0.00 | 0.00 | 100 181.87 | SigmaTau |
| 2026.02.02 02:00:00 | 61 | SP500 | sell | out | 0.5 | 6924.53 | 61 | 0.00 | 0.00 | 4.51 | 100 186.38 | |
| 2026.02.02 03:00:00 | 62 | SP500 | sell | in | 0.5 | 6936.78 | 62 | 0.00 | 0.00 | 0.00 | 100 186.38 | SigmaTau |
| 2026.02.02 04:00:00 | 63 | SP500 | buy | out | 0.5 | 6895.64 | 63 | 0.00 | 0.00 | 20.57 | 100 206.95 | |
| 2026.02.02 11:00:00 | 64 | SP500 | sell | in | 0.5 | 6895.95 | 64 | 0.00 | 0.00 | 0.00 | 100 206.95 | SigmaTau |
| 2026.02.03 12:00:00 | 65 | SP500 | buy | in | 0.5 | 6993.97 | 65 | 0.00 | 0.00 | 0.00 | 100 206.95 | SigmaTau |
| 2026.02.03 15:00:00 | 66 | SP500 | sell | out | 0.5 | 6999.36 | 66 | 0.00 | 0.00 | 2.70 | 100 209.65 | |
| 2026.02.03 21:00:00 | 67 | SP500 | buy | out | 0.5 | 6874.57 | 67 | 0.00 | 0.13 | 10.69 | 100 220.47 | |
| 2026.02.04 04:00:00 | 68 | SP500 | sell | in | 0.5 | 6925.83 | 68 | 0.00 | 0.00 | 0.00 | 100 220.47 | SigmaTau |
| 2026.02.04 05:00:00 | 69 | SP500 | buy | out | 0.5 | 6923.70 | 69 | 0.00 | 0.00 | 1.07 | 100 221.54 | |
| 2026.02.04 11:00:00 | 70 | SP500 | buy | in | 0.5 | 6927.69 | 70 | 0.00 | 0.00 | 0.00 | 100 221.54 | SigmaTau |
| 2026.02.04 13:00:00 | 71 | SP500 | sell | out | 0.5 | 6930.96 | 71 | 0.00 | 0.00 | 1.64 | 100 223.18 | |
| 2026.02.04 16:00:00 | 72 | SP500 | buy | in | 0.5 | 6927.57 | 72 | 0.00 | 0.00 | 0.00 | 100 223.18 | SigmaTau |
| 2026.02.04 22:00:00 | 73 | SP500 | sell | in | 0.5 | 6908.86 | 73 | 0.00 | 0.00 | 0.00 | 100 223.18 | SigmaTau |
| 2026.02.04 23:00:00 | 74 | SP500 | buy | out | 0.5 | 6887.84 | 74 | 0.00 | 0.00 | 10.51 | 100 233.69 | |
| 2026.02.05 02:00:00 | 75 | SP500 | buy | in | 0.5 | 6900.54 | 75 | 0.00 | 0.00 | 0.00 | 100 233.69 | SigmaTau |
| 2026.02.05 09:00:00 | 76 | SP500 | sell | in | 0.5 | 6894.94 | 76 | 0.00 | 0.00 | 0.00 | 100 233.69 | SigmaTau |
| 2026.02.05 10:00:00 | 77 | SP500 | buy | out | 0.5 | 6890.55 | 77 | 0.00 | 0.00 | 2.20 | 100 235.89 | |
| 2026.02.05 11:00:00 | 78 | SP500 | buy | in | 0.5 | 6883.80 | 78 | 0.00 | 0.00 | 0.00 | 100 235.89 | SigmaTau |
| 2026.02.05 14:00:00 | 79 | SP500 | sell | in | 0.5 | 6896.56 | 79 | 0.00 | 0.00 | 0.00 | 100 235.89 | SigmaTau |
| 2026.02.05 15:00:00 | 80 | SP500 | buy | out | 0.5 | 6852.37 | 80 | 0.00 | 0.00 | 22.10 | 100 257.99 | |
| 2026.02.06 08:00:00 | 81 | SP500 | sell | in | 0.5 | 6792.68 | 81 | 0.00 | 0.00 | 0.00 | 100 257.99 | SigmaTau |
| 2026.02.06 09:00:00 | 82 | SP500 | buy | out | 0.5 | 6787.79 | 82 | 0.00 | 0.00 | 2.45 | 100 260.44 | |
| 2026.02.06 10:00:00 | 83 | SP500 | sell | in | 0.5 | 6791.68 | 83 | 0.00 | 0.00 | 0.00 | 100 260.44 | SigmaTau |
| 2026.02.06 20:00:00 | 84 | SP500 | sell | out | 0.5 | 6914.91 | 84 | 0.00 | -0.70 | 15.56 | 100 275.30 | |
| 2026.02.06 20:00:00 | 85 | SP500 | sell | out | 0.5 | 6914.91 | 85 | 0.00 | -0.70 | 7.19 | 100 281.79 | |
| 2026.02.06 20:00:00 | 86 | SP500 | sell | out | 0.5 | 6914.91 | 86 | 0.00 | -1.40 | -6.33 | 100 274.06 | |
| 2026.02.10 05:00:00 | 87 | SP500 | buy | in | 0.5 | 6960.39 | 87 | 0.00 | 0.00 | 0.00 | 100 274.06 | SigmaTau |
| 2026.02.10 07:00:00 | 88 | SP500 | sell | out | 0.5 | 6967.27 | 88 | 0.00 | 0.00 | 3.44 | 100 277.50 | |
| 2026.02.10 09:00:00 | 89 | SP500 | buy | in | 0.5 | 6961.89 | 89 | 0.00 | 0.00 | 0.00 | 100 277.50 | SigmaTau |
| 2026.02.10 10:00:00 | 90 | SP500 | sell | out | 0.5 | 6968.27 | 90 | 0.00 | 0.00 | 3.19 | 100 280.69 | |
| 2026.02.10 15:00:00 | 91 | SP500 | buy | in | 0.5 | 6961.64 | 91 | 0.00 | 0.00 | 0.00 | 100 280.69 | SigmaTau |
| 2026.02.10 16:00:00 | 92 | SP500 | sell | out | 0.5 | 6967.27 | 92 | 0.00 | 0.00 | 2.82 | 100 283.51 | |
| 2026.02.11 03:00:00 | 93 | SP500 | sell | in | 0.5 | 6962.28 | 93 | 0.00 | 0.00 | 0.00 | 100 283.51 | SigmaTau |
| 2026.02.11 08:00:00 | 94 | SP500 | buy | in | 0.5 | 6960.89 | 94 | 0.00 | 0.00 | 0.00 | 100 283.51 | SigmaTau |
| 2026.02.11 16:00:00 | 95 | SP500 | sell | out | 0.5 | 6988.90 | 95 | 0.00 | 0.00 | 14.01 | 100 297.52 | |
| 2026.02.12 19:00:00 | 96 | SP500 | buy | out | 0.5 | 6866.16 | 96 | 0.00 | 0.13 | 48.06 | 100 345.71 | |
| 2026.02.12 19:00:00 | 97 | SP500 | buy | out | 0.5 | 6866.16 | 97 | 0.00 | 0.78 | -37.24 | 100 309.25 | |
| 2026.02.13 16:00:00 | 98 | SP500 | sell | in | 0.5 | 6839.05 | 98 | 0.00 | 0.00 | 0.00 | 100 309.25 | SigmaTau |
| 2026.02.13 17:00:00 | 99 | SP500 | buy | out | 0.5 | 6823.41 | 99 | 0.00 | 0.00 | 7.82 | 100 317.07 | |
| 2026.02.16 02:00:00 | 100 | SP500 | sell | in | 0.5 | 6846.32 | 100 | 0.00 | 0.00 | 0.00 | 100 317.07 | SigmaTau |
| 2026.02.16 07:00:00 | 101 | SP500 | buy | in | 0.5 | 6848.31 | 101 | 0.00 | 0.00 | 0.00 | 100 317.07 | SigmaTau |
| 2026.02.16 08:00:00 | 102 | SP500 | buy | out | 0.5 | 6845.31 | 102 | 0.00 | 0.00 | 0.51 | 100 317.58 | |
| 2026.02.16 10:00:00 | 103 | SP500 | sell | out | 0.5 | 6857.33 | 103 | 0.00 | 0.00 | 4.51 | 100 322.09 | |
| 2026.02.17 02:00:00 | 104 | SP500 | sell | in | 0.5 | 6850.88 | 104 | 0.00 | 0.00 | 0.00 | 100 322.09 | SigmaTau |
| 2026.02.17 03:00:00 | 105 | SP500 | buy | out | 0.5 | 6842.61 | 105 | 0.00 | 0.00 | 4.14 | 100 326.23 | |
| 2026.02.17 11:00:00 | 106 | SP500 | buy | in | 0.5 | 6819.33 | 106 | 0.00 | 0.00 | 0.00 | 100 326.23 | SigmaTau |
| 2026.02.17 12:00:00 | 107 | SP500 | sell | out | 0.5 | 6828.22 | 107 | 0.00 | 0.00 | 4.45 | 100 330.68 | |
| 2026.02.18 16:00:00 | 108 | SP500 | buy | in | 0.5 | 6863.81 | 108 | 0.00 | 0.00 | 0.00 | 100 330.68 | SigmaTau |
| 2026.02.18 17:00:00 | 109 | SP500 | sell | out | 0.5 | 6884.95 | 109 | 0.00 | 0.00 | 10.57 | 100 341.25 | |
| 2026.02.19 02:00:00 | 110 | SP500 | buy | in | 0.5 | 6884.03 | 110 | 0.00 | 0.00 | 0.00 | 100 341.25 | SigmaTau |
| 2026.02.19 04:00:00 | 111 | SP500 | sell | out | 0.5 | 6885.67 | 111 | 0.00 | 0.00 | 0.82 | 100 342.07 | |
| 2026.02.19 07:00:00 | 112 | SP500 | buy | in | 0.5 | 6882.54 | 112 | 0.00 | 0.00 | 0.00 | 100 342.07 | SigmaTau |
| 2026.02.19 08:00:00 | 113 | SP500 | sell | out | 0.5 | 6890.17 | 113 | 0.00 | 0.00 | 3.82 | 100 345.89 | |
| 2026.02.19 11:00:00 | 114 | SP500 | buy | in | 0.5 | 6881.03 | 114 | 0.00 | 0.00 | 0.00 | 100 345.89 | SigmaTau |
| 2026.02.19 18:00:00 | 115 | SP500 | sell | in | 0.5 | 6874.00 | 115 | 0.00 | 0.00 | 0.00 | 100 345.89 | SigmaTau |
| 2026.02.19 19:00:00 | 116 | SP500 | buy | out | 0.5 | 6855.73 | 116 | 0.00 | 0.00 | 9.14 | 100 355.03 | |
| 2026.02.19 23:00:00 | 117 | SP500 | sell | in | 0.5 | 6866.50 | 117 | 0.00 | 0.00 | 0.00 | 100 355.03 | SigmaTau |
| 2026.02.20 01:00:00 | 118 | SP500 | buy | out | 0.5 | 6861.94 | 118 | 0.00 | 0.13 | 2.28 | 100 357.44 | |
| 2026.02.20 08:00:00 | 119 | SP500 | sell | out | 0.5 | 6886.52 | 119 | 0.00 | -0.70 | 2.75 | 100 359.49 | |
| 2026.02.23 10:00:00 | 120 | SP500 | sell | in | 0.5 | 6876.65 | 120 | 0.00 | 0.00 | 0.00 | 100 359.49 | SigmaTau |
| 2026.02.23 15:00:00 | 121 | SP500 | buy | in | 0.5 | 6880.01 | 121 | 0.00 | 0.00 | 0.00 | 100 359.49 | SigmaTau |
| 2026.02.23 16:00:00 | 122 | SP500 | sell | out | 0.5 | 6890.40 | 122 | 0.00 | 0.00 | 5.20 | 100 364.69 | |
| 2026.02.23 18:00:00 | 123 | SP500 | buy | out | 0.5 | 6843.26 | 123 | 0.00 | 0.00 | 16.70 | 100 381.39 | |
| 2026.02.24 04:00:00 | 124 | SP500 | sell | in | 0.5 | 6852.04 | 124 | 0.00 | 0.00 | 0.00 | 100 381.39 | SigmaTau |
| 2026.02.24 11:00:00 | 125 | SP500 | buy | out | 0.5 | 6846.65 | 125 | 0.00 | 0.00 | 2.70 | 100 384.09 | |
| 2026.02.24 12:00:00 | 126 | SP500 | sell | in | 0.5 | 6858.04 | 126 | 0.00 | 0.00 | 0.00 | 100 384.09 | SigmaTau |
| 2026.02.24 13:00:00 | 127 | SP500 | buy | out | 0.5 | 6856.90 | 127 | 0.00 | 0.00 | 0.57 | 100 384.66 | |
| 2026.02.25 10:00:00 | 128 | SP500 | buy | in | 0.5 | 6896.33 | 128 | 0.00 | 0.00 | 0.00 | 100 384.66 | SigmaTau |
| 2026.02.25 11:00:00 | 129 | SP500 | sell | out | 0.5 | 6903.72 | 129 | 0.00 | 0.00 | 3.70 | 100 388.36 | |
| 2026.02.26 04:00:00 | 130 | SP500 | sell | in | 0.5 | 6943.60 | 130 | 0.00 | 0.00 | 0.00 | 100 388.36 | SigmaTau |
| 2026.02.26 05:00:00 | 131 | SP500 | buy | out | 0.5 | 6941.34 | 131 | 0.00 | 0.00 | 1.13 | 100 389.49 | |
| 2026.02.26 06:00:00 | 132 | SP500 | buy | in | 0.5 | 6940.46 | 132 | 0.00 | 0.00 | 0.00 | 100 389.49 | SigmaTau |
| 2026.02.26 09:00:00 | 133 | SP500 | sell | out | 0.5 | 6941.35 | 133 | 0.00 | 0.00 | 0.45 | 100 389.94 | |
| 2026.02.27 09:00:00 | 134 | SP500 | sell | in | 0.5 | 6892.56 | 134 | 0.00 | 0.00 | 0.00 | 100 389.94 | SigmaTau |
| 2026.02.27 12:00:00 | 135 | SP500 | buy | in | 0.5 | 6893.54 | 135 | 0.00 | 0.00 | 0.00 | 100 389.94 | SigmaTau |
| 2026.02.27 13:00:00 | 136 | SP500 | buy | out | 0.5 | 6887.04 | 136 | 0.00 | 0.00 | 2.76 | 100 392.70 | |
| 2026.02.27 23:59:59 | 137 | SP500 | sell | out | 0.5 | 6866.01 | 137 | 0.00 | 0.00 | -13.77 | 100 378.93 | end of test |
| 0.00 | -0.32 | 379.25 | 100 378.93 | |||||||||