Estudo de Escudos para a Estratégia Multi-Simulação E11672370

Carteiras testadas nesta Estratégia: S14367841 // S12162331 //

Data Inicial: Data Final:

Com dados de 20181101 a 20200312.

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

Ordenar pelo maior Fator = R$ Acumulado/Drawdown // Tabela ordenada 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
35.4423.151 (Fator: 11,2)93172800000
35.4423.151 (Fator: 11,2)1381393217282.50000500500
35.4273.151 (Fator: 11,2)91171800000
35.4273.151 (Fator: 11,2)1358353217182.50000500500
35.4073.151 (Fator: 11,2)86165300000
35.4073.151 (Fator: 11,2)1300753216532.50000500500
35.3993.151 (Fator: 11,2)85164800000
35.3993.151 (Fator: 11,2)1289233216482.50000500500
35.3953.151 (Fator: 11,2)84164300000
35.3953.151 (Fator: 11,2)1277713216432.50000500500
35.3333.151 (Fator: 11,2)90171300000
35.3333.151 (Fator: 11,2)1346833217132.50000500500
35.3163.151 (Fator: 11,2)92172300000
35.3163.151 (Fator: 11,2)1369873217232.50000500500
35.2503.151 (Fator: 11,2)94173300000
35.2503.151 (Fator: 11,2)95173800000
35.2503.151 (Fator: 11,2)96174300000
35.2503.151 (Fator: 11,2)97174800000
35.2503.151 (Fator: 11,2)98175300000
35.2503.151 (Fator: 11,2)1392913217332.50000500500
35.2503.151 (Fator: 11,2)1404433217382.50000500500
35.2503.151 (Fator: 11,2)1415953217432.50000500500
35.2503.151 (Fator: 11,2)1427473217482.50000500500
35.2503.151 (Fator: 11,2)1438993217532.50000500500
35.2053.151 (Fator: 11,2)89170800000
35.2053.151 (Fator: 11,2)1335313217082.50000500500
35.2013.151 (Fator: 11,2)87165800000
35.2013.151 (Fator: 11,2)1312273216582.50000500500
35.1563.151 (Fator: 11,2)88170300000
35.1563.151 (Fator: 11,2)1323793217032.50000500500
35.0713.151 (Fator: 11,1)82163300000
35.0713.151 (Fator: 11,1)1254673216332.50000500500
35.0553.151 (Fator: 11,1)83163800000
35.0553.151 (Fator: 11,1)1266193216382.50000500500
35.0503.151 (Fator: 11,1)81162800000
35.0503.151 (Fator: 11,1)1243153216282.50000500500
34.9373.151 (Fator: 11,1)80162300000
34.9373.151 (Fator: 11,1)1231633216232.50000500500
34.7763.151 (Fator: 11,0)76160300000
34.7763.151 (Fator: 11,0)1185553216032.50000500500
34.7323.151 (Fator: 11,0)79161800000
34.7323.151 (Fator: 11,0)1220113216182.50000500500
34.6593.151 (Fator: 11,0)78161300000
34.6593.151 (Fator: 11,0)1208593216132.50000500500
34.6583.151 (Fator: 11,0)77160800000
34.6583.151 (Fator: 11,0)1197073216082.50000500500
34.5173.151 (Fator: 11,0)70153300000
34.5173.151 (Fator: 11,0)1116433215332.50000500500
34.5023.151 (Fator: 10,9)75155800000
34.5023.151 (Fator: 10,9)1174033215582.50000500500
34.4893.151 (Fator: 10,9)69152800000
34.4893.151 (Fator: 10,9)1104913215282.50000500500
34.4243.151 (Fator: 10,9)72154300000
34.4243.151 (Fator: 10,9)1139473215432.50000500500
34.3963.151 (Fator: 10,9)68152300000
34.3963.151 (Fator: 10,9)1093393215232.50000500500
34.3353.151 (Fator: 10,9)71153800000
34.3353.151 (Fator: 10,9)1127953215382.50000500500
34.2673.151 (Fator: 10,9)74155300000
34.2673.151 (Fator: 10,9)1162513215532.50000500500
34.2093.151 (Fator: 10,9)67151800000
34.2093.151 (Fator: 10,9)1081873215182.50000500500
34.0323.151 (Fator: 10,8)73154800000
34.0323.151 (Fator: 10,8)1150993215482.50000500500
33.9833.151 (Fator: 10,8)66151300000
33.9833.151 (Fator: 10,8)1070353215132.50000500500
33.9673.151 (Fator: 10,8)65150800000
33.9673.151 (Fator: 10,8)1058833215082.50000500500
33.7853.151 (Fator: 10,7)64150300000
33.7853.151 (Fator: 10,7)1047313215032.50000500500
33.5103.151 (Fator: 10,6)63145800000
33.5103.151 (Fator: 10,6)1035793214582.50000500500
33.4653.151 (Fator: 10,6)62145300000
33.4653.151 (Fator: 10,6)1024273214532.50000500500
33.4283.151 (Fator: 10,6)56142300000
33.4283.151 (Fator: 10,6)955153214232.50000500500
33.3653.151 (Fator: 10,6)61144800000
33.3653.151 (Fator: 10,6)1012753214482.50000500500
33.3583.151 (Fator: 10,6)57142800000
33.3583.151 (Fator: 10,6)966673214282.50000500500
33.2883.151 (Fator: 10,6)54141300000
33.2883.151 (Fator: 10,6)932113214132.50000500500
33.2603.151 (Fator: 10,6)59143800000
33.2603.151 (Fator: 10,6)989713214382.50000500500
33.2293.151 (Fator: 10,5)53140800000
33.2293.151 (Fator: 10,5)920593214082.50000500500
33.2243.151 (Fator: 10,5)55141800000
33.2243.151 (Fator: 10,5)943633214182.50000500500
33.1943.151 (Fator: 10,5)58143300000
33.1943.151 (Fator: 10,5)978193214332.50000500500
33.1913.151 (Fator: 10,5)60144300000
33.1913.151 (Fator: 10,5)1001233214432.50000500500
33.1463.151 (Fator: 10,5)50135300000
33.1463.151 (Fator: 10,5)886033213532.50000500500
33.1043.151 (Fator: 10,5)52140300000
33.1043.151 (Fator: 10,5)909073214032.50000500500
33.0373.151 (Fator: 10,5)51135800000
33.0373.151 (Fator: 10,5)897553213582.50000500500
32.9583.151 (Fator: 10,5)49134800000
32.9583.151 (Fator: 10,5)874513213482.50000500500
32.8283.151 (Fator: 10,4)48134300000
32.8283.151 (Fator: 10,4)862993213432.50000500500
32.7203.151 (Fator: 10,4)46133300000
32.7203.151 (Fator: 10,4)839953213332.50000500500
32.6703.151 (Fator: 10,4)47133800000
32.6703.151 (Fator: 10,4)851473213382.50000500500
32.6113.151 (Fator: 10,3)45132800000
32.6113.151 (Fator: 10,3)828433213282.50000500500
32.5773.151 (Fator: 10,3)44132300000
32.5773.151 (Fator: 10,3)816913213232.50000500500
32.4643.151 (Fator: 10,3)1381393117282.50000500250
32.4493.151 (Fator: 10,3)1358353117182.50000500250
32.4413.151 (Fator: 10,3)1300753116532.50000500250
32.4293.151 (Fator: 10,3)1289233116482.50000500250
32.4213.151 (Fator: 10,3)1277713116432.50000500250
32.3973.151 (Fator: 10,3)43131800000
32.3973.151 (Fator: 10,3)805393213182.50000500500
32.3553.151 (Fator: 10,3)1346833117132.50000500250
32.3463.151 (Fator: 10,3)42131300000
32.3463.151 (Fator: 10,3)793873213132.50000500500
32.3383.151 (Fator: 10,3)1369873117232.50000500250
32.2723.151 (Fator: 10,2)1392913117332.50000500250
32.2723.151 (Fator: 10,2)1404433117382.50000500250
32.2723.151 (Fator: 10,2)1415953117432.50000500250
32.2723.151 (Fator: 10,2)1427473117482.50000500250
32.2723.151 (Fator: 10,2)1438993117532.50000500250
32.2273.151 (Fator: 10,2)1312273116582.50000500250
32.2273.151 (Fator: 10,2)1335313117082.50000500250
32.1993.151 (Fator: 10,2)33122800000
32.1993.151 (Fator: 10,2)690193212282.50000500500
32.1783.151 (Fator: 10,2)1323793117032.50000500250
32.1303.151 (Fator: 10,2)32122300000
32.1303.151 (Fator: 10,2)678673212232.50000500500
32.1243.151 (Fator: 10,2)40130300000
32.1243.151 (Fator: 10,2)770833213032.50000500500
32.1213.151 (Fator: 10,2)1254673116332.50000500250
32.1083.151 (Fator: 10,2)31121800000
32.1083.151 (Fator: 10,2)667153212182.50000500500
32.1053.151 (Fator: 10,2)1266193116382.50000500250
32.1033.151 (Fator: 10,2)35123800000
32.1033.151 (Fator: 10,2)713233212382.50000500500
32.1003.151 (Fator: 10,2)1243153116282.50000500250
32.0953.151 (Fator: 10,2)41130800000
32.0953.151 (Fator: 10,2)782353213082.50000500500
32.0583.151 (Fator: 10,2)39125800000
32.0583.151 (Fator: 10,2)759313212582.50000500500
32.0493.151 (Fator: 10,2)37124800000
32.0493.151 (Fator: 10,2)736273212482.50000500500
32.0453.151 (Fator: 10,2)34123300000
32.0453.151 (Fator: 10,2)701713212332.50000500500
32.0383.151 (Fator: 10,2)38125300000
32.0383.151 (Fator: 10,2)747793212532.50000500500
32.0003.136 (Fator: 10,2)27115800000
32.0003.136 (Fator: 10,2)621073211582.50000500500
31.9873.151 (Fator: 10,2)1231633116232.50000500250
31.9563.151 (Fator: 10,1)36124300000
31.9563.151 (Fator: 10,1)724753212432.50000500500
31.9333.151 (Fator: 10,1)30121300000
31.9333.151 (Fator: 10,1)655633212132.50000500500
31.9223.151 (Fator: 10,1)29120800000
31.9223.151 (Fator: 10,1)644113212082.50000500500
31.8943.151 (Fator: 10,1)1185553116032.50000500250
31.8773.151 (Fator: 10,1)28120300000
31.8773.151 (Fator: 10,1)632593212032.50000500500
31.7623.151 (Fator: 10,1)1197073116082.50000500250
31.7543.151 (Fator: 10,1)1220113116182.50000500250
31.7413.151 (Fator: 10,1)1208593116132.50000500250
31.5973.151 (Fator: 10,0)1116433115332.50000500250
31.5843.151 (Fator: 10,0)1174033115582.50000500250
31.5493.151 (Fator: 10,0)1104913115282.50000500250
31.5243.151 (Fator: 10,0)1139473115432.50000500250
31.4963.151 (Fator: 10,0)1093393115232.50000500250
31.4813.194 (Fator: 9,9)26115300000
31.4813.194 (Fator: 9,9)609553211532.50000500500
31.4573.273 (Fator: 9,6)24114300000
31.4573.273 (Fator: 9,6)586513211432.50000500500
31.3973.151 (Fator: 10,0)1127953115382.50000500250
31.3133.151 (Fator: 9,9)1162513115532.50000500250
31.2933.151 (Fator: 9,9)1081873115182.50000500250
31.2833.239 (Fator: 9,7)25114800000
31.2833.239 (Fator: 9,7)598033211482.50000500500
31.1143.151 (Fator: 9,9)1150993115482.50000500250
31.0513.151 (Fator: 9,9)1070353115132.50000500250
31.0473.151 (Fator: 9,9)1058833115082.50000500250
30.9353.252 (Fator: 9,5)23113800000
30.9353.252 (Fator: 9,5)574993211382.50000500500
30.9123.251 (Fator: 9,5)22113300000
30.9123.251 (Fator: 9,5)563473211332.50000500500
30.8593.151 (Fator: 9,8)1047313115032.50000500250
30.7353.258 (Fator: 9,4)20112300000
30.7353.258 (Fator: 9,4)540433211232.50000500500
30.6983.151 (Fator: 9,7)955153114232.50000500250
30.6763.244 (Fator: 9,5)21112800000
30.6763.244 (Fator: 9,5)551953211282.50000500500
30.6483.151 (Fator: 9,7)966673114282.50000500250
30.6483.151 (Fator: 9,7)1035793114582.50000500250
30.6253.151 (Fator: 9,7)1024273114532.50000500250
30.5843.151 (Fator: 9,7)932113114132.50000500250
30.5833.151 (Fator: 9,7)1012753114482.50000500250
30.5803.151 (Fator: 9,7)989713114382.50000500250
30.5553.151 (Fator: 9,7)920593114082.50000500250
30.5403.151 (Fator: 9,7)886033113532.50000500250
30.5263.151 (Fator: 9,7)943633114182.50000500250
30.5263.296 (Fator: 9,3)19111800000
30.5263.296 (Fator: 9,3)528913211182.50000500500
30.5123.151 (Fator: 9,7)978193114332.50000500250
30.5093.375 (Fator: 9,0)16110300000
30.5093.375 (Fator: 9,0)494353211032.50000500500
30.4723.151 (Fator: 9,7)909073114032.50000500250
30.4413.151 (Fator: 9,7)1001233114432.50000500250
30.4243.151 (Fator: 9,7)874513113482.50000500250
30.3473.286 (Fator: 9,2)18111300000
30.3473.286 (Fator: 9,2)517393211132.50000500500
30.3433.151 (Fator: 9,6)897553113582.50000500250
30.3043.151 (Fator: 9,6)862993113432.50000500250
30.2083.311 (Fator: 9,1)17110800000
30.2083.311 (Fator: 9,1)505873211082.50000500500
30.1403.151 (Fator: 9,6)851473113382.50000500250
30.1343.151 (Fator: 9,6)839953113332.50000500250
29.9653.151 (Fator: 9,5)828433113282.50000500250
29.9613.151 (Fator: 9,5)816913113232.50000500250
29.8203.151 (Fator: 9,5)793873113132.50000500250
29.8033.151 (Fator: 9,5)805393113182.50000500250
29.7503.342 (Fator: 8,9)14105300000
29.7503.342 (Fator: 8,9)471313210532.50000500500
29.7103.383 (Fator: 8,8)15105800000
29.7103.383 (Fator: 8,8)482833210582.50000500500
29.6943.151 (Fator: 9,4)759313112582.50000500250
29.6873.151 (Fator: 9,4)690193112282.50000500250
29.6773.151 (Fator: 9,4)782353113082.50000500250
29.6723.151 (Fator: 9,4)747793112532.50000500250
29.6683.151 (Fator: 9,4)770833113032.50000500250
29.6243.151 (Fator: 9,4)678673112232.50000500250
29.6173.151 (Fator: 9,4)736273112482.50000500250
29.6003.151 (Fator: 9,4)667153112182.50000500250
29.5873.151 (Fator: 9,4)713233112382.50000500250
29.5793.151 (Fator: 9,4)701713112332.50000500250
29.4983.371 (Fator: 8,8)13104800000
29.4983.371 (Fator: 8,8)459793210482.50000500500
29.4743.136 (Fator: 9,4)621073111582.50000500250
29.4403.151 (Fator: 9,3)724753112432.50000500250
29.4393.151 (Fator: 9,3)655633112132.50000500250
29.4123.151 (Fator: 9,3)644113112082.50000500250
29.3733.361 (Fator: 8,7)10103300000
29.3733.361 (Fator: 8,7)425233210332.50000500500
29.3633.151 (Fator: 9,3)632593112032.50000500250
29.2963.397 (Fator: 8,6)9102800000
29.2963.397 (Fator: 8,6)413713210282.50000500500
29.2543.375 (Fator: 8,7)12104300000
29.2543.375 (Fator: 8,7)448273210432.50000500500
29.0823.350 (Fator: 8,7)11103800000
29.0823.350 (Fator: 8,7)436753210382.50000500500
28.9633.194 (Fator: 9,1)609553111532.50000500250
28.9113.273 (Fator: 8,8)586513111432.50000500250
28.7453.239 (Fator: 8,9)598033111482.50000500250
28.4283.251 (Fator: 8,7)563473111332.50000500250
28.4133.252 (Fator: 8,7)574993111382.50000500250
28.1733.258 (Fator: 8,6)540433111232.50000500250
28.1643.244 (Fator: 8,7)551953111282.50000500250
27.9663.296 (Fator: 8,5)528913111182.50000500250
27.9493.375 (Fator: 8,3)494353111032.50000500250
27.7593.286 (Fator: 8,4)517393111132.50000500250
27.5883.311 (Fator: 8,3)505873111082.50000500250
27.2023.342 (Fator: 8,1)471313110532.50000500250
27.1543.383 (Fator: 8,0)482833110582.50000500250
26.9643.371 (Fator: 8,0)459793110482.50000500250
26.6653.232 (Fator: 8,3)8102300000
26.6653.232 (Fator: 8,3)402193210232.50000500500
26.6303.375 (Fator: 7,9)448273110432.50000500250
26.6303.397 (Fator: 7,8)413713110282.50000500250
26.6273.361 (Fator: 7,9)425233110332.50000500250
26.3663.350 (Fator: 7,9)436753110382.50000500250
24.2073.344 (Fator: 7,2)402193110232.50000500250
21.8483.108 (Fator: 7,0)390673210182.50000500500
21.8483.110 (Fator: 7,0)7101800000
19.5703.108 (Fator: 6,3)390673110182.50000500250
16.6323.058 (Fator: 5,4)379153210132.50000500500
16.6323.059 (Fator: 5,4)6101300000
14.6533.612 (Fator: 4,1)367633210082.50000500500
14.6533.613 (Fator: 4,1)5100800000
14.5653.691 (Fator: 3,9)356113210032.50000500500
14.5653.692 (Fator: 3,9)4100300000
14.2563.058 (Fator: 4,7)379153110132.50000500250
12.9453.691 (Fator: 3,5)356113110032.50000500250
12.9153.612 (Fator: 3,6)367633110082.50000500250
9.1304.957 (Fator: 1,8)34459329582.50000500500
9.1304.959 (Fator: 1,8)395800000
8.1684.957 (Fator: 1,6)34459319582.50000500250
5.9025.584 (Fator: 1,1)33307329532.50000500500
5.9025.586 (Fator: 1,1)295300000
5.3805.584 (Fator: 1,0)33307319532.50000500250
4.4215.675 (Fator: 0,8)32155319482.50000500250
4.3955.675 (Fator: 0,8)32155329482.50000500500
4.3955.678 (Fator: 0,8)194800000