Estudo de Escudos para a Estratégia Multi-Simulação E11672370

Carteiras testadas nesta Estratégia: S14367841 // S12162331 //

Data Inicial: Data Final:

Com dados de 20181101 a 20200122.

Clique no link da coluna Escudo_ID para ver detalhes.

Os campos com o valor 0(zero) devem ficar desligados.

Todos os dados abaixo são descontados de 0,5 DVP***
*** DVP = Desvio Padrão da oscilação média de 1 minuto da Estratégia Multi-Simulação.
Cada 0,5 DVP é equivalente a 1% de perdas eventuais em volume.


Os valores originais sem escudos são semelhantes a esta configuração de Escudo_ID: 98.

Ordenar Por

Tabela ordenada pelo maior Fator = R$ Acumulado/Drawdown // Ordenar pelo Acumulado R$ // Ordenar pelo menor Drawdown R$
Remover todos os filtros
R$ AcumuladoR$ DrawdownEscudo_IDHora
R$ Loss
R$ Gain(Fixo)
R$ Escudo S
R$ Gain(Gatilho)
R$ Escudo
32.3953.151 (Fator: 10,3)93172800000
32.3953.151 (Fator: 10,3)1381393217282.50000500500
32.3303.151 (Fator: 10,3)91171800000
32.3303.151 (Fator: 10,3)1358353217182.50000500500
32.2903.151 (Fator: 10,2)86165300000
32.2903.151 (Fator: 10,2)1300753216532.50000500500
32.2863.151 (Fator: 10,2)84164300000
32.2863.151 (Fator: 10,2)1277713216432.50000500500
32.2683.151 (Fator: 10,2)85164800000
32.2683.151 (Fator: 10,2)1289233216482.50000500500
32.2443.151 (Fator: 10,2)90171300000
32.2443.151 (Fator: 10,2)1346833217132.50000500500
32.2433.151 (Fator: 10,2)94173300000
32.2433.151 (Fator: 10,2)95173800000
32.2433.151 (Fator: 10,2)96174300000
32.2433.151 (Fator: 10,2)97174800000
32.2433.151 (Fator: 10,2)98175300000
32.2433.151 (Fator: 10,2)1392913217332.50000500500
32.2433.151 (Fator: 10,2)1404433217382.50000500500
32.2433.151 (Fator: 10,2)1415953217432.50000500500
32.2433.151 (Fator: 10,2)1427473217482.50000500500
32.2433.151 (Fator: 10,2)1438993217532.50000500500
32.2353.151 (Fator: 10,2)92172300000
32.2353.151 (Fator: 10,2)1369873217232.50000500500
32.1223.151 (Fator: 10,2)87165800000
32.1223.151 (Fator: 10,2)1312273216582.50000500500
32.1163.151 (Fator: 10,2)89170800000
32.1163.151 (Fator: 10,2)1335313217082.50000500500
32.1113.151 (Fator: 10,2)88170300000
32.1113.151 (Fator: 10,2)1323793217032.50000500500
31.9713.151 (Fator: 10,1)81162800000
31.9713.151 (Fator: 10,1)1243153216282.50000500500
31.9703.151 (Fator: 10,1)82163300000
31.9703.151 (Fator: 10,1)1254673216332.50000500500
31.9443.151 (Fator: 10,1)83163800000
31.9443.151 (Fator: 10,1)1266193216382.50000500500
31.8343.151 (Fator: 10,1)80162300000
31.8343.151 (Fator: 10,1)1231633216232.50000500500
31.6073.151 (Fator: 10,0)79161800000
31.6073.151 (Fator: 10,0)1220113216182.50000500500
31.5743.151 (Fator: 10,0)78161300000
31.5743.151 (Fator: 10,0)1208593216132.50000500500
31.5173.151 (Fator: 10,0)76160300000
31.5173.151 (Fator: 10,0)1185553216032.50000500500
31.4933.151 (Fator: 10,0)77160800000
31.4933.151 (Fator: 10,0)1197073216082.50000500500
31.3823.151 (Fator: 10,0)70153300000
31.3823.151 (Fator: 10,0)1116433215332.50000500500
31.3243.151 (Fator: 9,9)69152800000
31.3243.151 (Fator: 9,9)1104913215282.50000500500
31.3213.151 (Fator: 9,9)72154300000
31.3213.151 (Fator: 9,9)1139473215432.50000500500
31.2873.151 (Fator: 9,9)75155800000
31.2873.151 (Fator: 9,9)1174033215582.50000500500
31.2493.151 (Fator: 9,9)68152300000
31.2493.151 (Fator: 9,9)1093393215232.50000500500
31.1803.151 (Fator: 9,9)71153800000
31.1803.151 (Fator: 9,9)1127953215382.50000500500
31.0663.151 (Fator: 9,9)74155300000
31.0663.151 (Fator: 9,9)1162513215532.50000500500
31.0403.151 (Fator: 9,9)67151800000
31.0403.151 (Fator: 9,9)1081873215182.50000500500
30.9053.151 (Fator: 9,8)73154800000
30.9053.151 (Fator: 9,8)1150993215482.50000500500
30.8403.151 (Fator: 9,8)66151300000
30.8403.151 (Fator: 9,8)1070353215132.50000500500
30.8123.151 (Fator: 9,8)65150800000
30.8123.151 (Fator: 9,8)1058833215082.50000500500
30.6103.151 (Fator: 9,7)64150300000
30.6103.151 (Fator: 9,7)1047313215032.50000500500
30.3313.151 (Fator: 9,6)63145800000
30.3313.151 (Fator: 9,6)1035793214582.50000500500
30.2863.151 (Fator: 9,6)62145300000
30.2863.151 (Fator: 9,6)1024273214532.50000500500
30.2173.151 (Fator: 9,6)56142300000
30.2173.151 (Fator: 9,6)955153214232.50000500500
30.1863.151 (Fator: 9,6)61144800000
30.1863.151 (Fator: 9,6)1012753214482.50000500500
30.1433.151 (Fator: 9,6)57142800000
30.1433.151 (Fator: 9,6)966673214282.50000500500
30.0493.151 (Fator: 9,5)59143800000
30.0493.151 (Fator: 9,5)989713214382.50000500500
30.0483.151 (Fator: 9,5)54141300000
30.0483.151 (Fator: 9,5)932113214132.50000500500
30.0123.151 (Fator: 9,5)60144300000
30.0123.151 (Fator: 9,5)1001233214432.50000500500
30.0033.151 (Fator: 9,5)55141800000
30.0033.151 (Fator: 9,5)943633214182.50000500500
29.9903.151 (Fator: 9,5)53140800000
29.9903.151 (Fator: 9,5)920593214082.50000500500
29.9713.151 (Fator: 9,5)58143300000
29.9713.151 (Fator: 9,5)978193214332.50000500500
29.9643.151 (Fator: 9,5)50135300000
29.9643.151 (Fator: 9,5)886033213532.50000500500
29.8913.151 (Fator: 9,5)52140300000
29.8913.151 (Fator: 9,5)909073214032.50000500500
29.8863.151 (Fator: 9,5)51135800000
29.8863.151 (Fator: 9,5)897553213582.50000500500
29.8053.151 (Fator: 9,5)49134800000
29.8053.151 (Fator: 9,5)874513213482.50000500500
29.6493.151 (Fator: 9,4)48134300000
29.6493.151 (Fator: 9,4)862993213432.50000500500
29.5803.151 (Fator: 9,4)46133300000
29.5803.151 (Fator: 9,4)839953213332.50000500500
29.4903.151 (Fator: 9,4)47133800000
29.4903.151 (Fator: 9,4)851473213382.50000500500
29.4813.151 (Fator: 9,4)45132800000
29.4813.151 (Fator: 9,4)828433213282.50000500500
29.4793.151 (Fator: 9,4)44132300000
29.4793.151 (Fator: 9,4)816913213232.50000500500
29.3853.151 (Fator: 9,3)43131800000
29.3853.151 (Fator: 9,3)805393213182.50000500500
29.3163.151 (Fator: 9,3)42131300000
29.3163.151 (Fator: 9,3)793873213132.50000500500
29.1853.151 (Fator: 9,3)1381393117282.50000500250
29.1203.151 (Fator: 9,2)1358353117182.50000500250
29.0923.151 (Fator: 9,2)40130300000
29.0923.151 (Fator: 9,2)770833213032.50000500500
29.0923.151 (Fator: 9,2)1300753116532.50000500250
29.0803.151 (Fator: 9,2)1277713116432.50000500250
29.0663.151 (Fator: 9,2)1289233116482.50000500250
29.0493.151 (Fator: 9,2)41130800000
29.0493.151 (Fator: 9,2)782353213082.50000500500
29.0413.151 (Fator: 9,2)33122800000
29.0413.151 (Fator: 9,2)690193212282.50000500500
29.0343.151 (Fator: 9,2)1346833117132.50000500250
29.0333.151 (Fator: 9,2)1392913117332.50000500250
29.0333.151 (Fator: 9,2)1404433117382.50000500250
29.0333.151 (Fator: 9,2)1415953117432.50000500250
29.0333.151 (Fator: 9,2)1427473117482.50000500250
29.0333.151 (Fator: 9,2)1438993117532.50000500250
29.0253.151 (Fator: 9,2)1369873117232.50000500250
29.0103.151 (Fator: 9,2)39125800000
29.0103.151 (Fator: 9,2)759313212582.50000500500
28.9723.151 (Fator: 9,2)32122300000
28.9723.151 (Fator: 9,2)678673212232.50000500500
28.9643.151 (Fator: 9,2)38125300000
28.9643.151 (Fator: 9,2)747793212532.50000500500
28.9593.151 (Fator: 9,2)37124800000
28.9593.151 (Fator: 9,2)736273212482.50000500500
28.9573.151 (Fator: 9,2)35123800000
28.9573.151 (Fator: 9,2)713233212382.50000500500
28.9483.151 (Fator: 9,2)31121800000
28.9483.151 (Fator: 9,2)667153212182.50000500500
28.9163.151 (Fator: 9,2)1312273116582.50000500250
28.9063.151 (Fator: 9,2)1335313117082.50000500250
28.9013.151 (Fator: 9,2)1323793117032.50000500250
28.8683.151 (Fator: 9,2)36124300000
28.8683.151 (Fator: 9,2)724753212432.50000500500
28.8573.151 (Fator: 9,2)34123300000
28.8573.151 (Fator: 9,2)701713212332.50000500500
28.7893.151 (Fator: 9,1)1243153116282.50000500250
28.7883.151 (Fator: 9,1)1254673116332.50000500250
28.7793.151 (Fator: 9,1)30121300000
28.7793.151 (Fator: 9,1)655633212132.50000500500
28.6393.136 (Fator: 9,1)27115800000
28.6393.136 (Fator: 9,1)621073211582.50000500500
28.7723.151 (Fator: 9,1)29120800000
28.7723.151 (Fator: 9,1)644113212082.50000500500
28.7623.151 (Fator: 9,1)1266193116382.50000500250
28.7273.151 (Fator: 9,1)28120300000
28.7273.151 (Fator: 9,1)632593212032.50000500500
28.6523.151 (Fator: 9,1)1231633116232.50000500250
28.4323.151 (Fator: 9,0)1208593116132.50000500250
28.4253.151 (Fator: 9,0)1220113116182.50000500250
28.4213.151 (Fator: 9,0)1185553116032.50000500250
28.3893.151 (Fator: 9,0)1197073116082.50000500250
28.2943.151 (Fator: 9,0)1116433115332.50000500250
28.2333.151 (Fator: 9,0)1139473115432.50000500250
28.2163.151 (Fator: 9,0)1104913115282.50000500250
28.1993.151 (Fator: 8,9)1174033115582.50000500250
28.1813.151 (Fator: 8,9)1093393115232.50000500250
28.0863.151 (Fator: 8,9)1127953115382.50000500250
27.9563.151 (Fator: 8,9)1081873115182.50000500250
27.9423.151 (Fator: 8,9)1162513115532.50000500250
28.2553.194 (Fator: 8,8)26115300000
28.2553.194 (Fator: 8,8)609553211532.50000500500
27.7953.151 (Fator: 8,8)1150993115482.50000500250
27.7403.151 (Fator: 8,8)1070353115132.50000500250
27.7243.151 (Fator: 8,8)1058833115082.50000500250
27.5163.151 (Fator: 8,7)1047313115032.50000500250
27.3193.151 (Fator: 8,7)955153114232.50000500250
27.3013.151 (Fator: 8,7)1035793114582.50000500250
28.0563.239 (Fator: 8,7)25114800000
28.0563.239 (Fator: 8,7)598033211482.50000500500
27.2783.151 (Fator: 8,7)1024273114532.50000500250
27.2653.151 (Fator: 8,7)966673114282.50000500250
27.2363.151 (Fator: 8,6)1012753114482.50000500250
27.2013.151 (Fator: 8,6)989713114382.50000500250
27.1903.151 (Fator: 8,6)886033113532.50000500250
27.1763.151 (Fator: 8,6)932113114132.50000500250
27.1483.151 (Fator: 8,6)920593114082.50000500250
27.1373.151 (Fator: 8,6)943633114182.50000500250
27.1213.151 (Fator: 8,6)978193114332.50000500250
27.1033.151 (Fator: 8,6)874513113482.50000500250
27.0943.151 (Fator: 8,6)1001233114432.50000500250
27.0913.151 (Fator: 8,6)909073114032.50000500250
28.1253.273 (Fator: 8,6)24114300000
28.1253.273 (Fator: 8,6)586513211432.50000500500
27.0243.151 (Fator: 8,6)897553113582.50000500250
26.9573.151 (Fator: 8,6)862993113432.50000500250
27.7603.251 (Fator: 8,5)22113300000
27.7603.251 (Fator: 8,5)563473211332.50000500500
27.7073.252 (Fator: 8,5)23113800000
27.7073.252 (Fator: 8,5)574993211382.50000500500
26.8263.151 (Fator: 8,5)839953113332.50000500250
26.7923.151 (Fator: 8,5)851473113382.50000500250
26.6953.151 (Fator: 8,5)816913113232.50000500250
26.6673.151 (Fator: 8,5)828433113282.50000500250
26.6233.151 (Fator: 8,4)805393113182.50000500250
26.6223.151 (Fator: 8,4)793873113132.50000500250
27.3433.244 (Fator: 8,4)21112800000
27.3433.244 (Fator: 8,4)551953211282.50000500500
27.4243.258 (Fator: 8,4)20112300000
27.4243.258 (Fator: 8,4)540433211232.50000500500
26.4783.151 (Fator: 8,4)759313112582.50000500250
26.4683.151 (Fator: 8,4)770833113032.50000500250
26.4633.151 (Fator: 8,4)782353113082.50000500250
26.4303.151 (Fator: 8,4)747793112532.50000500250
26.3613.151 (Fator: 8,4)690193112282.50000500250
26.3593.151 (Fator: 8,4)736273112482.50000500250
26.2983.151 (Fator: 8,3)678673112232.50000500250
26.2733.151 (Fator: 8,3)713233112382.50000500250
26.2723.151 (Fator: 8,3)667153112182.50000500250
26.2233.151 (Fator: 8,3)701713112332.50000500250
26.1843.151 (Fator: 8,3)724753112432.50000500250
26.1173.151 (Fator: 8,3)655633112132.50000500250
26.0943.151 (Fator: 8,3)644113112082.50000500250
27.2703.296 (Fator: 8,3)19111800000
27.2703.296 (Fator: 8,3)528913211182.50000500500
25.9453.136 (Fator: 8,3)621073111582.50000500250
26.0453.151 (Fator: 8,3)632593112032.50000500250
27.1283.286 (Fator: 8,3)18111300000
27.1283.286 (Fator: 8,3)517393211132.50000500500
27.0803.311 (Fator: 8,2)17110800000
27.0803.311 (Fator: 8,2)505873211082.50000500500
27.3843.375 (Fator: 8,1)16110300000
27.3843.375 (Fator: 8,1)494353211032.50000500500
25.5693.194 (Fator: 8,0)609553111532.50000500250
26.7033.342 (Fator: 8,0)14105300000
26.7033.342 (Fator: 8,0)471313210532.50000500500
26.7133.383 (Fator: 7,9)15105800000
26.7133.383 (Fator: 7,9)482833210582.50000500500
26.5033.371 (Fator: 7,9)13104800000
26.5033.371 (Fator: 7,9)459793210482.50000500500
26.3643.361 (Fator: 7,8)10103300000
26.3643.361 (Fator: 7,8)425233210332.50000500500
25.3503.239 (Fator: 7,8)598033111482.50000500250
26.1823.350 (Fator: 7,8)11103800000
26.1823.350 (Fator: 7,8)436753210382.50000500500
26.2953.375 (Fator: 7,8)12104300000
26.2953.375 (Fator: 7,8)448273210432.50000500500
26.3993.397 (Fator: 7,8)9102800000
26.3993.397 (Fator: 7,8)413713210282.50000500500
25.4113.273 (Fator: 7,8)586513111432.50000500250
25.1083.251 (Fator: 7,7)563473111332.50000500250
25.0173.252 (Fator: 7,7)574993111382.50000500250
24.6633.244 (Fator: 7,6)551953111282.50000500250
24.6923.258 (Fator: 7,6)540433111232.50000500250
24.5043.296 (Fator: 7,4)528913111182.50000500250
24.3543.286 (Fator: 7,4)517393111132.50000500250
23.9063.232 (Fator: 7,4)8102300000
23.9063.232 (Fator: 7,4)402193210232.50000500500
24.2963.311 (Fator: 7,3)505873111082.50000500250
24.6523.375 (Fator: 7,3)494353111032.50000500250
23.9933.342 (Fator: 7,2)471313110532.50000500250
23.9893.383 (Fator: 7,1)482833110582.50000500250
23.7853.371 (Fator: 7,1)459793110482.50000500250
23.6043.361 (Fator: 7,0)425233110332.50000500250
23.5133.375 (Fator: 7,0)448273110432.50000500250
23.3103.350 (Fator: 7,0)436753110382.50000500250
23.6073.397 (Fator: 6,9)413713110282.50000500250
21.4023.344 (Fator: 6,4)402193110232.50000500250
19.2033.108 (Fator: 6,2)390673210182.50000500500
19.2033.110 (Fator: 6,2)7101800000
16.9253.108 (Fator: 5,4)390673110182.50000500250
15.2693.058 (Fator: 5,0)379153210132.50000500500
15.2693.059 (Fator: 5,0)6101300000
12.8933.058 (Fator: 4,2)379153110132.50000500250
13.9783.612 (Fator: 3,9)367633210082.50000500500
13.9783.613 (Fator: 3,9)5100800000
14.1313.691 (Fator: 3,8)356113210032.50000500500
14.1313.692 (Fator: 3,8)4100300000
12.5113.691 (Fator: 3,4)356113110032.50000500250
12.2403.612 (Fator: 3,4)367633110082.50000500250
8.1384.957 (Fator: 1,6)34459329582.50000500500
8.1384.959 (Fator: 1,6)395800000
7.1764.957 (Fator: 1,4)34459319582.50000500250
4.0025.584 (Fator: 0,7)33307329532.50000500500
4.0025.586 (Fator: 0,7)295300000
3.4805.584 (Fator: 0,6)33307319532.50000500250
2.5835.675 (Fator: 0,5)32155319482.50000500250
2.5575.675 (Fator: 0,5)32155329482.50000500500
2.5575.678 (Fator: 0,5)194800000