Relatório do Testador de Estratégia
VantageInternational-Demo (Build 5660)
Configuração
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
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
Graph
Graph
Correlação (Lucros,MFE): 0.82 Correlação (Lucros,MAE): 0.36 Correlação(MFE,MAE): -0.0157
Graph
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
Graph
Ordens
Horário da Abertura Ordem Ativo Tipo Volume Preço S / L T / P Horário Estado Comentário
2026.01.02 17:00:002SP500sell0.5 / 0.50.002026.01.02 17:00:00filledSigmaTau
2026.01.02 18:00:003SP500buy0.5 / 0.50.002026.01.02 18:00:00filled
2026.01.05 01:00:004SP500sell0.5 / 0.50.002026.01.05 01:00:00filledSigmaTau
2026.01.06 02:00:005SP500buy0.5 / 0.50.002026.01.06 02:00:00filledSigmaTau
2026.01.06 03:00:006SP500buy0.5 / 0.50.002026.01.06 03:00:00filledSigmaTau
2026.01.06 04:00:007SP500sell0.5 / 0.50.002026.01.06 04:00:00filled
2026.01.06 04:00:008SP500sell0.5 / 0.50.002026.01.06 04:00:00filled
2026.01.06 15:00:009SP500sell0.5 / 0.50.002026.01.06 15:00:00filledSigmaTau
2026.01.07 09:00:0010SP500buy0.5 / 0.50.002026.01.07 09:00:00filledSigmaTau
2026.01.07 14:00:0011SP500sell0.5 / 0.50.002026.01.07 14:00:00filled
2026.01.07 22:00:0012SP500buy0.5 / 0.50.002026.01.07 22:00:00filledSigmaTau
2026.01.08 21:00:0013SP500buy0.5 / 0.50.002026.01.08 21:00:00filledSigmaTau
2026.01.09 01:00:0014SP500sell0.5 / 0.50.002026.01.09 01:00:00filled
2026.01.09 01:00:0015SP500sell0.5 / 0.50.002026.01.09 01:00:00filled
2026.01.09 06:00:0016SP500buy0.5 / 0.50.002026.01.09 06:00:00filledSigmaTau
2026.01.09 07:00:0017SP500sell0.5 / 0.50.002026.01.09 07:00:00filledSigmaTau
2026.01.09 08:00:0018SP500sell0.5 / 0.50.002026.01.09 08:00:00filled
2026.01.13 03:00:0019SP500buy0.5 / 0.50.002026.01.13 03:00:00filledSigmaTau
2026.01.13 04:00:0020SP500sell0.5 / 0.50.002026.01.13 04:00:00filled
2026.01.13 14:00:0021SP500sell0.5 / 0.50.002026.01.13 14:00:00filledSigmaTau
2026.01.13 15:00:0022SP500buy0.5 / 0.50.002026.01.13 15:00:00filledSigmaTau
2026.01.13 16:00:0023SP500sell0.5 / 0.50.002026.01.13 16:00:00filled
2026.01.13 17:00:0024SP500buy0.5 / 0.50.002026.01.13 17:00:00filledSigmaTau
2026.01.13 19:00:0025SP500sell0.5 / 0.50.002026.01.13 19:00:00filled
2026.01.13 23:00:0026SP500sell0.5 / 0.50.002026.01.13 23:00:00filledSigmaTau
2026.01.14 17:00:0027SP500buy0.5 / 0.50.002026.01.14 17:00:00filled
2026.01.14 17:00:0028SP500buy0.5 / 0.50.002026.01.14 17:00:00filled
2026.01.14 17:00:0029SP500buy0.5 / 0.50.002026.01.14 17:00:00filled
2026.01.14 17:00:0030SP500buy0.5 / 0.50.002026.01.14 17:00:00filled
2026.01.14 17:00:0031SP500buy0.5 / 0.50.002026.01.14 17:00:00filled
2026.01.14 23:00:0032SP500sell0.5 / 0.50.002026.01.14 23:00:00filledSigmaTau
2026.01.15 01:00:0033SP500buy0.5 / 0.50.002026.01.15 01:00:00filled
2026.01.15 22:00:0034SP500buy0.5 / 0.50.002026.01.15 22:00:00filledSigmaTau
2026.01.16 03:00:0035SP500sell0.5 / 0.50.002026.01.16 03:00:00filled
2026.01.19 19:00:0036SP500sell0.5 / 0.50.002026.01.19 19:00:00filledSigmaTau
2026.01.20 02:00:0037SP500buy0.5 / 0.50.002026.01.20 02:00:00filled
2026.01.21 09:00:0038SP500buy0.5 / 0.50.002026.01.21 09:00:00filledSigmaTau
2026.01.21 10:00:0039SP500sell0.5 / 0.50.002026.01.21 10:00:00filled
2026.01.21 20:00:0040SP500sell0.5 / 0.50.002026.01.21 20:00:00filledSigmaTau
2026.01.22 17:00:0041SP500buy0.5 / 0.50.002026.01.22 17:00:00filledSigmaTau
2026.01.22 18:00:0042SP500sell0.5 / 0.50.002026.01.22 18:00:00filled
2026.01.22 22:00:0043SP500buy0.5 / 0.50.002026.01.22 22:00:00filledSigmaTau
2026.01.22 23:00:0044SP500sell0.5 / 0.50.002026.01.22 23:00:00filled
2026.01.23 03:00:0045SP500sell0.5 / 0.50.002026.01.23 03:00:00filledSigmaTau
2026.01.23 17:00:0046SP500sell0.5 / 0.50.002026.01.23 17:00:00filledSigmaTau
2026.01.26 01:00:0047SP500buy0.5 / 0.50.002026.01.26 01:00:00filled
2026.01.26 01:00:0048SP500buy0.5 / 0.50.002026.01.26 01:00:00filled
2026.01.26 01:00:0049SP500buy0.5 / 0.50.002026.01.26 01:00:00filled
2026.01.26 08:00:0050SP500sell0.5 / 0.50.002026.01.26 08:00:00filledSigmaTau
2026.01.26 12:00:0051SP500buy0.5 / 0.50.002026.01.26 12:00:00filled
2026.01.27 16:00:0052SP500buy0.5 / 0.50.002026.01.27 16:00:00filledSigmaTau
2026.01.27 17:00:0053SP500sell0.5 / 0.50.002026.01.27 17:00:00filled
2026.01.29 01:00:0054SP500sell0.5 / 0.50.002026.01.29 01:00:00filledSigmaTau
2026.01.29 02:00:0055SP500buy0.5 / 0.50.002026.01.29 02:00:00filled
2026.01.29 05:00:0056SP500sell0.5 / 0.50.002026.01.29 05:00:00filledSigmaTau
2026.01.29 13:00:0057SP500buy0.5 / 0.50.002026.01.29 13:00:00filledSigmaTau
2026.01.29 14:00:0058SP500sell0.5 / 0.50.002026.01.29 14:00:00filled
2026.01.29 17:00:0059SP500buy0.5 / 0.50.002026.01.29 17:00:00filled
2026.02.02 01:00:0060SP500buy0.5 / 0.50.002026.02.02 01:00:00filledSigmaTau
2026.02.02 02:00:0061SP500sell0.5 / 0.50.002026.02.02 02:00:00filled
2026.02.02 03:00:0062SP500sell0.5 / 0.50.002026.02.02 03:00:00filledSigmaTau
2026.02.02 04:00:0063SP500buy0.5 / 0.50.002026.02.02 04:00:00filled
2026.02.02 11:00:0064SP500sell0.5 / 0.50.002026.02.02 11:00:00filledSigmaTau
2026.02.03 12:00:0065SP500buy0.5 / 0.50.002026.02.03 12:00:00filledSigmaTau
2026.02.03 15:00:0066SP500sell0.5 / 0.50.002026.02.03 15:00:00filled
2026.02.03 21:00:0067SP500buy0.5 / 0.50.002026.02.03 21:00:00filled
2026.02.04 04:00:0068SP500sell0.5 / 0.50.002026.02.04 04:00:00filledSigmaTau
2026.02.04 05:00:0069SP500buy0.5 / 0.50.002026.02.04 05:00:00filled
2026.02.04 11:00:0070SP500buy0.5 / 0.50.002026.02.04 11:00:00filledSigmaTau
2026.02.04 13:00:0071SP500sell0.5 / 0.50.002026.02.04 13:00:00filled
2026.02.04 16:00:0072SP500buy0.5 / 0.50.002026.02.04 16:00:00filledSigmaTau
2026.02.04 22:00:0073SP500sell0.5 / 0.50.002026.02.04 22:00:00filledSigmaTau
2026.02.04 23:00:0074SP500buy0.5 / 0.50.002026.02.04 23:00:00filled
2026.02.05 02:00:0075SP500buy0.5 / 0.50.002026.02.05 02:00:00filledSigmaTau
2026.02.05 09:00:0076SP500sell0.5 / 0.50.002026.02.05 09:00:00filledSigmaTau
2026.02.05 10:00:0077SP500buy0.5 / 0.50.002026.02.05 10:00:00filled
2026.02.05 11:00:0078SP500buy0.5 / 0.50.002026.02.05 11:00:00filledSigmaTau
2026.02.05 14:00:0079SP500sell0.5 / 0.50.002026.02.05 14:00:00filledSigmaTau
2026.02.05 15:00:0080SP500buy0.5 / 0.50.002026.02.05 15:00:00filled
2026.02.06 08:00:0081SP500sell0.5 / 0.50.002026.02.06 08:00:00filledSigmaTau
2026.02.06 09:00:0082SP500buy0.5 / 0.50.002026.02.06 09:00:00filled
2026.02.06 10:00:0083SP500sell0.5 / 0.50.002026.02.06 10:00:00filledSigmaTau
2026.02.06 20:00:0084SP500sell0.5 / 0.50.002026.02.06 20:00:00filled
2026.02.06 20:00:0085SP500sell0.5 / 0.50.002026.02.06 20:00:00filled
2026.02.06 20:00:0086SP500sell0.5 / 0.50.002026.02.06 20:00:00filled
2026.02.10 05:00:0087SP500buy0.5 / 0.50.002026.02.10 05:00:00filledSigmaTau
2026.02.10 07:00:0088SP500sell0.5 / 0.50.002026.02.10 07:00:00filled
2026.02.10 09:00:0089SP500buy0.5 / 0.50.002026.02.10 09:00:00filledSigmaTau
2026.02.10 10:00:0090SP500sell0.5 / 0.50.002026.02.10 10:00:00filled
2026.02.10 15:00:0091SP500buy0.5 / 0.50.002026.02.10 15:00:00filledSigmaTau
2026.02.10 16:00:0092SP500sell0.5 / 0.50.002026.02.10 16:00:00filled
2026.02.11 03:00:0093SP500sell0.5 / 0.50.002026.02.11 03:00:00filledSigmaTau
2026.02.11 08:00:0094SP500buy0.5 / 0.50.002026.02.11 08:00:00filledSigmaTau
2026.02.11 16:00:0095SP500sell0.5 / 0.50.002026.02.11 16:00:00filled
2026.02.12 19:00:0096SP500buy0.5 / 0.50.002026.02.12 19:00:00filled
2026.02.12 19:00:0097SP500buy0.5 / 0.50.002026.02.12 19:00:00filled
2026.02.13 16:00:0098SP500sell0.5 / 0.50.002026.02.13 16:00:00filledSigmaTau
2026.02.13 17:00:0099SP500buy0.5 / 0.50.002026.02.13 17:00:00filled
2026.02.16 02:00:00100SP500sell0.5 / 0.50.002026.02.16 02:00:00filledSigmaTau
2026.02.16 07:00:00101SP500buy0.5 / 0.50.002026.02.16 07:00:00filledSigmaTau
2026.02.16 08:00:00102SP500buy0.5 / 0.50.002026.02.16 08:00:00filled
2026.02.16 10:00:00103SP500sell0.5 / 0.50.002026.02.16 10:00:00filled
2026.02.17 02:00:00104SP500sell0.5 / 0.50.002026.02.17 02:00:00filledSigmaTau
2026.02.17 03:00:00105SP500buy0.5 / 0.50.002026.02.17 03:00:00filled
2026.02.17 11:00:00106SP500buy0.5 / 0.50.002026.02.17 11:00:00filledSigmaTau
2026.02.17 12:00:00107SP500sell0.5 / 0.50.002026.02.17 12:00:00filled
2026.02.18 16:00:00108SP500buy0.5 / 0.50.002026.02.18 16:00:00filledSigmaTau
2026.02.18 17:00:00109SP500sell0.5 / 0.50.002026.02.18 17:00:00filled
2026.02.19 02:00:00110SP500buy0.5 / 0.50.002026.02.19 02:00:00filledSigmaTau
2026.02.19 04:00:00111SP500sell0.5 / 0.50.002026.02.19 04:00:00filled
2026.02.19 07:00:00112SP500buy0.5 / 0.50.002026.02.19 07:00:00filledSigmaTau
2026.02.19 08:00:00113SP500sell0.5 / 0.50.002026.02.19 08:00:00filled
2026.02.19 11:00:00114SP500buy0.5 / 0.50.002026.02.19 11:00:00filledSigmaTau
2026.02.19 18:00:00115SP500sell0.5 / 0.50.002026.02.19 18:00:00filledSigmaTau
2026.02.19 19:00:00116SP500buy0.5 / 0.50.002026.02.19 19:00:00filled
2026.02.19 23:00:00117SP500sell0.5 / 0.50.002026.02.19 23:00:00filledSigmaTau
2026.02.20 01:00:00118SP500buy0.5 / 0.50.002026.02.20 01:00:00filled
2026.02.20 08:00:00119SP500sell0.5 / 0.50.002026.02.20 08:00:00filled
2026.02.23 10:00:00120SP500sell0.5 / 0.50.002026.02.23 10:00:00filledSigmaTau
2026.02.23 15:00:00121SP500buy0.5 / 0.50.002026.02.23 15:00:00filledSigmaTau
2026.02.23 16:00:00122SP500sell0.5 / 0.50.002026.02.23 16:00:00filled
2026.02.23 18:00:00123SP500buy0.5 / 0.50.002026.02.23 18:00:00filled
2026.02.24 04:00:00124SP500sell0.5 / 0.50.002026.02.24 04:00:00filledSigmaTau
2026.02.24 11:00:00125SP500buy0.5 / 0.50.002026.02.24 11:00:00filled
2026.02.24 12:00:00126SP500sell0.5 / 0.50.002026.02.24 12:00:00filledSigmaTau
2026.02.24 13:00:00127SP500buy0.5 / 0.50.002026.02.24 13:00:00filled
2026.02.25 10:00:00128SP500buy0.5 / 0.50.002026.02.25 10:00:00filledSigmaTau
2026.02.25 11:00:00129SP500sell0.5 / 0.50.002026.02.25 11:00:00filled
2026.02.26 04:00:00130SP500sell0.5 / 0.50.002026.02.26 04:00:00filledSigmaTau
2026.02.26 05:00:00131SP500buy0.5 / 0.50.002026.02.26 05:00:00filled
2026.02.26 06:00:00132SP500buy0.5 / 0.50.002026.02.26 06:00:00filledSigmaTau
2026.02.26 09:00:00133SP500sell0.5 / 0.50.002026.02.26 09:00:00filled
2026.02.27 09:00:00134SP500sell0.5 / 0.50.002026.02.27 09:00:00filledSigmaTau
2026.02.27 12:00:00135SP500buy0.5 / 0.50.002026.02.27 12:00:00filledSigmaTau
2026.02.27 13:00:00136SP500buy0.5 / 0.50.002026.02.27 13:00:00filled
2026.02.27 23:59:59137SP500sell0.5 / 0.50.002026.02.27 23:59:59filledend of test
Transações
Horário Oferta Ativo Tipo Direção Volume Preço Ordem Comissão Swap Lucro Saldo Comentário
2026.01.01 00:00:001balance0.000.00100 000.00100 000.00
2026.01.02 17:00:002SP500sellin0.56893.8220.000.000.00100 000.00SigmaTau
2026.01.02 18:00:003SP500buyout0.56844.6830.000.0024.57100 024.57
2026.01.05 01:00:004SP500sellin0.56869.4040.000.000.00100 024.57SigmaTau
2026.01.06 02:00:005SP500buyin0.56904.9450.000.000.00100 024.57SigmaTau
2026.01.06 03:00:006SP500buyin0.56904.6960.000.000.00100 024.57SigmaTau
2026.01.06 04:00:007SP500sellout0.56910.5870.000.002.95100 027.52
2026.01.06 04:00:008SP500sellout0.56910.5880.000.002.82100 030.34
2026.01.06 15:00:009SP500sellin0.56910.7090.000.000.00100 030.34SigmaTau
2026.01.07 09:00:0010SP500buyin0.56945.13100.000.000.00100 030.34SigmaTau
2026.01.07 14:00:0011SP500sellout0.56945.77110.000.000.32100 030.66
2026.01.07 22:00:0012SP500buyin0.56948.26120.000.000.00100 030.66SigmaTau
2026.01.08 21:00:0013SP500buyin0.56919.01130.000.000.00100 030.66SigmaTau
2026.01.09 01:00:0014SP500sellout0.56936.08140.00-0.708.54100 038.50
2026.01.09 01:00:0015SP500sellout0.56936.08150.00-1.40-6.09100 031.01
2026.01.09 06:00:0016SP500buyin0.56925.39160.000.000.00100 031.01SigmaTau
2026.01.09 07:00:0017SP500sellin0.56925.53170.000.000.00100 031.01SigmaTau
2026.01.09 08:00:0018SP500sellout0.56926.77180.000.000.69100 031.70
2026.01.13 03:00:0019SP500buyin0.56968.51190.000.000.00100 031.70SigmaTau
2026.01.13 04:00:0020SP500sellout0.56971.65200.000.001.57100 033.27
2026.01.13 14:00:0021SP500sellin0.56975.77210.000.000.00100 033.27SigmaTau
2026.01.13 15:00:0022SP500buyin0.56972.63220.000.000.00100 033.27SigmaTau
2026.01.13 16:00:0023SP500sellout0.56985.27230.000.006.32100 039.59
2026.01.13 17:00:0024SP500buyin0.56971.38240.000.000.00100 039.59SigmaTau
2026.01.13 19:00:0025SP500sellout0.56978.02250.000.003.32100 042.91
2026.01.13 23:00:0026SP500sellin0.56967.02260.000.000.00100 042.91SigmaTau
2026.01.14 17:00:0027SP500buyout0.56915.73270.000.1325.65100 068.69
2026.01.14 17:00:0028SP500buyout0.56915.73280.000.1330.02100 098.84
2026.01.14 17:00:0029SP500buyout0.56915.73290.000.654.90100 104.39
2026.01.14 17:00:0030SP500buyout0.56915.73300.001.04-2.52100 102.91
2026.01.14 17:00:0031SP500buyout0.56915.73310.001.17-23.17100 080.91
2026.01.14 23:00:0032SP500sellin0.56934.67320.000.000.00100 080.91SigmaTau
2026.01.15 01:00:0033SP500buyout0.56923.86330.000.135.41100 086.45
2026.01.15 22:00:0034SP500buyin0.56957.08340.000.000.00100 086.45SigmaTau
2026.01.16 03:00:0035SP500sellout0.56959.44350.00-0.701.18100 086.93
2026.01.19 19:00:0036SP500sellin0.56879.30360.000.000.00100 086.93SigmaTau
2026.01.20 02:00:0037SP500buyout0.56877.16370.000.131.07100 088.13
2026.01.21 09:00:0038SP500buyin0.56818.33380.000.000.00100 088.13SigmaTau
2026.01.21 10:00:0039SP500sellout0.56823.47390.000.002.57100 090.70
2026.01.21 20:00:0040SP500sellin0.56832.99400.000.000.00100 090.70SigmaTau
2026.01.22 17:00:0041SP500buyin0.56907.42410.000.000.00100 090.70SigmaTau
2026.01.22 18:00:0042SP500sellout0.56913.94420.000.003.26100 093.96
2026.01.22 22:00:0043SP500buyin0.56916.30430.000.000.00100 093.96SigmaTau
2026.01.22 23:00:0044SP500sellout0.56917.19440.000.000.45100 094.41
2026.01.23 03:00:0045SP500sellin0.56921.17450.000.000.00100 094.41SigmaTau
2026.01.23 17:00:0046SP500sellin0.56913.04460.000.000.00100 094.41SigmaTau
2026.01.26 01:00:0047SP500buyout0.56858.24470.000.3927.40100 122.20
2026.01.26 01:00:0048SP500buyout0.56858.24480.000.3931.47100 154.06
2026.01.26 01:00:0049SP500buyout0.56858.24490.000.65-12.63100 142.08
2026.01.26 08:00:0050SP500sellin0.56906.65500.000.000.00100 142.08SigmaTau
2026.01.26 12:00:0051SP500buyout0.56901.63510.000.002.51100 144.59
2026.01.27 16:00:0052SP500buyin0.56969.82520.000.000.00100 144.59SigmaTau
2026.01.27 17:00:0053SP500sellout0.56980.08530.000.005.13100 149.72
2026.01.29 01:00:0054SP500sellin0.56994.94540.000.000.00100 149.72SigmaTau
2026.01.29 02:00:0055SP500buyout0.56971.94550.000.0011.50100 161.22
2026.01.29 05:00:0056SP500sellin0.56978.34560.000.000.00100 161.22SigmaTau
2026.01.29 13:00:0057SP500buyin0.56989.57570.000.000.00100 161.22SigmaTau
2026.01.29 14:00:0058SP500sellout0.56994.71580.000.002.57100 163.79
2026.01.29 17:00:0059SP500buyout0.56942.19590.000.0018.08100 181.87
2026.02.02 01:00:0060SP500buyin0.56915.51600.000.000.00100 181.87SigmaTau
2026.02.02 02:00:0061SP500sellout0.56924.53610.000.004.51100 186.38
2026.02.02 03:00:0062SP500sellin0.56936.78620.000.000.00100 186.38SigmaTau
2026.02.02 04:00:0063SP500buyout0.56895.64630.000.0020.57100 206.95
2026.02.02 11:00:0064SP500sellin0.56895.95640.000.000.00100 206.95SigmaTau
2026.02.03 12:00:0065SP500buyin0.56993.97650.000.000.00100 206.95SigmaTau
2026.02.03 15:00:0066SP500sellout0.56999.36660.000.002.70100 209.65
2026.02.03 21:00:0067SP500buyout0.56874.57670.000.1310.69100 220.47
2026.02.04 04:00:0068SP500sellin0.56925.83680.000.000.00100 220.47SigmaTau
2026.02.04 05:00:0069SP500buyout0.56923.70690.000.001.07100 221.54
2026.02.04 11:00:0070SP500buyin0.56927.69700.000.000.00100 221.54SigmaTau
2026.02.04 13:00:0071SP500sellout0.56930.96710.000.001.64100 223.18
2026.02.04 16:00:0072SP500buyin0.56927.57720.000.000.00100 223.18SigmaTau
2026.02.04 22:00:0073SP500sellin0.56908.86730.000.000.00100 223.18SigmaTau
2026.02.04 23:00:0074SP500buyout0.56887.84740.000.0010.51100 233.69
2026.02.05 02:00:0075SP500buyin0.56900.54750.000.000.00100 233.69SigmaTau
2026.02.05 09:00:0076SP500sellin0.56894.94760.000.000.00100 233.69SigmaTau
2026.02.05 10:00:0077SP500buyout0.56890.55770.000.002.20100 235.89
2026.02.05 11:00:0078SP500buyin0.56883.80780.000.000.00100 235.89SigmaTau
2026.02.05 14:00:0079SP500sellin0.56896.56790.000.000.00100 235.89SigmaTau
2026.02.05 15:00:0080SP500buyout0.56852.37800.000.0022.10100 257.99
2026.02.06 08:00:0081SP500sellin0.56792.68810.000.000.00100 257.99SigmaTau
2026.02.06 09:00:0082SP500buyout0.56787.79820.000.002.45100 260.44
2026.02.06 10:00:0083SP500sellin0.56791.68830.000.000.00100 260.44SigmaTau
2026.02.06 20:00:0084SP500sellout0.56914.91840.00-0.7015.56100 275.30
2026.02.06 20:00:0085SP500sellout0.56914.91850.00-0.707.19100 281.79
2026.02.06 20:00:0086SP500sellout0.56914.91860.00-1.40-6.33100 274.06
2026.02.10 05:00:0087SP500buyin0.56960.39870.000.000.00100 274.06SigmaTau
2026.02.10 07:00:0088SP500sellout0.56967.27880.000.003.44100 277.50
2026.02.10 09:00:0089SP500buyin0.56961.89890.000.000.00100 277.50SigmaTau
2026.02.10 10:00:0090SP500sellout0.56968.27900.000.003.19100 280.69
2026.02.10 15:00:0091SP500buyin0.56961.64910.000.000.00100 280.69SigmaTau
2026.02.10 16:00:0092SP500sellout0.56967.27920.000.002.82100 283.51
2026.02.11 03:00:0093SP500sellin0.56962.28930.000.000.00100 283.51SigmaTau
2026.02.11 08:00:0094SP500buyin0.56960.89940.000.000.00100 283.51SigmaTau
2026.02.11 16:00:0095SP500sellout0.56988.90950.000.0014.01100 297.52
2026.02.12 19:00:0096SP500buyout0.56866.16960.000.1348.06100 345.71
2026.02.12 19:00:0097SP500buyout0.56866.16970.000.78-37.24100 309.25
2026.02.13 16:00:0098SP500sellin0.56839.05980.000.000.00100 309.25SigmaTau
2026.02.13 17:00:0099SP500buyout0.56823.41990.000.007.82100 317.07
2026.02.16 02:00:00100SP500sellin0.56846.321000.000.000.00100 317.07SigmaTau
2026.02.16 07:00:00101SP500buyin0.56848.311010.000.000.00100 317.07SigmaTau
2026.02.16 08:00:00102SP500buyout0.56845.311020.000.000.51100 317.58
2026.02.16 10:00:00103SP500sellout0.56857.331030.000.004.51100 322.09
2026.02.17 02:00:00104SP500sellin0.56850.881040.000.000.00100 322.09SigmaTau
2026.02.17 03:00:00105SP500buyout0.56842.611050.000.004.14100 326.23
2026.02.17 11:00:00106SP500buyin0.56819.331060.000.000.00100 326.23SigmaTau
2026.02.17 12:00:00107SP500sellout0.56828.221070.000.004.45100 330.68
2026.02.18 16:00:00108SP500buyin0.56863.811080.000.000.00100 330.68SigmaTau
2026.02.18 17:00:00109SP500sellout0.56884.951090.000.0010.57100 341.25
2026.02.19 02:00:00110SP500buyin0.56884.031100.000.000.00100 341.25SigmaTau
2026.02.19 04:00:00111SP500sellout0.56885.671110.000.000.82100 342.07
2026.02.19 07:00:00112SP500buyin0.56882.541120.000.000.00100 342.07SigmaTau
2026.02.19 08:00:00113SP500sellout0.56890.171130.000.003.82100 345.89
2026.02.19 11:00:00114SP500buyin0.56881.031140.000.000.00100 345.89SigmaTau
2026.02.19 18:00:00115SP500sellin0.56874.001150.000.000.00100 345.89SigmaTau
2026.02.19 19:00:00116SP500buyout0.56855.731160.000.009.14100 355.03
2026.02.19 23:00:00117SP500sellin0.56866.501170.000.000.00100 355.03SigmaTau
2026.02.20 01:00:00118SP500buyout0.56861.941180.000.132.28100 357.44
2026.02.20 08:00:00119SP500sellout0.56886.521190.00-0.702.75100 359.49
2026.02.23 10:00:00120SP500sellin0.56876.651200.000.000.00100 359.49SigmaTau
2026.02.23 15:00:00121SP500buyin0.56880.011210.000.000.00100 359.49SigmaTau
2026.02.23 16:00:00122SP500sellout0.56890.401220.000.005.20100 364.69
2026.02.23 18:00:00123SP500buyout0.56843.261230.000.0016.70100 381.39
2026.02.24 04:00:00124SP500sellin0.56852.041240.000.000.00100 381.39SigmaTau
2026.02.24 11:00:00125SP500buyout0.56846.651250.000.002.70100 384.09
2026.02.24 12:00:00126SP500sellin0.56858.041260.000.000.00100 384.09SigmaTau
2026.02.24 13:00:00127SP500buyout0.56856.901270.000.000.57100 384.66
2026.02.25 10:00:00128SP500buyin0.56896.331280.000.000.00100 384.66SigmaTau
2026.02.25 11:00:00129SP500sellout0.56903.721290.000.003.70100 388.36
2026.02.26 04:00:00130SP500sellin0.56943.601300.000.000.00100 388.36SigmaTau
2026.02.26 05:00:00131SP500buyout0.56941.341310.000.001.13100 389.49
2026.02.26 06:00:00132SP500buyin0.56940.461320.000.000.00100 389.49SigmaTau
2026.02.26 09:00:00133SP500sellout0.56941.351330.000.000.45100 389.94
2026.02.27 09:00:00134SP500sellin0.56892.561340.000.000.00100 389.94SigmaTau
2026.02.27 12:00:00135SP500buyin0.56893.541350.000.000.00100 389.94SigmaTau
2026.02.27 13:00:00136SP500buyout0.56887.041360.000.002.76100 392.70
2026.02.27 23:59:59137SP500sellout0.56866.011370.000.00-13.77100 378.93end of test
0.00 -0.32 379.25 100 378.93