| Period |
Date |
Strategy |
BrazilianRewardRiskRatio |
BuyAndHold |
NumberOfTicks |
RewardRiskRatio |
BrazilianTotalProfit |
VersusBuyAndHold |
VersusBuyAndHold |
VersusBuyAndHold |
| 1 |
12:00 09/10/1991 - 12:00 08/10/1992 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| 2 |
12:00 09/10/1992 - 12:00 08/10/1993 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 5 over ClosePriceIndicator number of ticks: 3 |
8,779 |
2,386 |
205 |
8,946 |
2,96 |
1 |
0,833 |
1,241 |
| 3 |
12:00 11/10/1993 - 12:00 07/10/1994 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
7,213 |
1,927 |
208 |
7,371 |
2,506 |
1 |
0,852 |
1,301 |
| 4 |
12:00 10/10/1994 - 12:00 06/10/1995 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 18 over ClosePriceIndicator number of ticks: 3 |
4,062 |
0,682 |
197 |
4,136 |
1,279 |
1 |
0,801 |
1,877 |
| 5 |
12:00 09/10/1995 - 12:00 08/10/1996 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
5,601 |
1,329 |
209 |
5,712 |
1,247 |
1 |
0,85 |
0,939 |
| 6 |
12:00 09/10/1996 - 12:00 08/10/1997 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 13 over ClosePriceIndicator number of ticks: 3 |
19,946 |
2,668 |
204 |
20,312 |
2,86 |
1 |
0,826 |
1,073 |
| 7 |
12:00 09/10/1997 - 12:00 08/10/1998 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
2,529 |
0,382 |
212 |
2,575 |
1,154 |
1 |
0,855 |
3,02 |
| 8 |
12:00 09/10/1998 - 12:00 08/10/1999 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
7,33 |
2,514 |
220 |
7,496 |
2,397 |
1 |
0,894 |
0,954 |
| 9 |
12:00 11/10/1999 - 12:00 06/10/2000 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
9,509 |
1,811 |
214 |
9,725 |
1,862 |
1 |
0,866 |
1,029 |
| 10 |
12:00 09/10/2000 - 12:00 08/10/2001 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
7,389 |
1,037 |
208 |
7,54 |
1,286 |
1 |
0,842 |
1,24 |
| 11 |
12:00 09/10/2001 - 12:00 08/10/2002 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
3,373 |
0,781 |
228 |
3,444 |
1,087 |
1 |
0,919 |
1,393 |
| 12 |
12:00 09/10/2002 - 12:00 08/10/2003 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
6,328 |
1,8 |
219 |
6,467 |
1,274 |
1 |
0,88 |
0,708 |
| 13 |
12:00 09/10/2003 - 12:00 08/10/2004 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 47 over ClosePriceIndicator number of ticks: 3 |
6,366 |
1,606 |
216 |
6,501 |
1,333 |
1 |
0,861 |
0,831 |
| 14 |
12:00 11/10/2004 - 12:00 07/10/2005 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 24 over ClosePriceIndicator number of ticks: 3 |
7,743 |
1,372 |
228 |
7,924 |
1,184 |
1 |
0,919 |
0,864 |
| 15 |
12:00 10/10/2005 - 12:00 06/10/2006 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 4 over ClosePriceIndicator number of ticks: 3 |
7,151 |
1,312 |
213 |
7,303 |
1,471 |
1 |
0,859 |
1,122 |
| 16 |
12:00 09/10/2006 - 12:00 06/08/2007 |
NotSoFastStrategy over strategy: Cross ParabolicSarIndicator timeFrame: 60 over ClosePriceIndicator number of ticks: 3 |
7,384 |
1,267 |
182 |
7,525 |
1,05 |
1 |
0,901 |
0,83 |
| TOTAL |
12:00 09/10/1991 - 12:00 06/08/2007 |
- |
1.659,167 |
107,532 |
3.163 |
2.254,471 |
757,083 |
1 |
0,813 |
7,045 |
