Estudo de Escudos para a Estratégia Multi-Simulação E11672370

Carteiras testadas nesta Estratégia: S14367841 // S12162331 //

Data Inicial: Data Final:

Com dados de 20181101 a 20200220.

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 // Ordenar pelo Acumulado R$ // Tabela ordenada 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
15.0503.058 (Fator: 4,9)379153210132.50000500500
12.6743.058 (Fator: 4,1)379153110132.50000500250
15.0503.059 (Fator: 4,9)6101300000
20.3083.108 (Fator: 6,5)390673210182.50000500500
18.0303.108 (Fator: 5,8)390673110182.50000500250
20.3083.110 (Fator: 6,5)7101800000
30.0723.136 (Fator: 9,6)27115800000
30.0723.136 (Fator: 9,6)621073211582.50000500500
27.5463.136 (Fator: 8,8)621073111582.50000500250
33.7403.151 (Fator: 10,7)93172800000
33.7403.151 (Fator: 10,7)1381393217282.50000500500
33.7273.151 (Fator: 10,7)86165300000
33.7273.151 (Fator: 10,7)1300753216532.50000500500
33.7193.151 (Fator: 10,7)85164800000
33.7193.151 (Fator: 10,7)1289233216482.50000500500
33.7153.151 (Fator: 10,7)84164300000
33.7153.151 (Fator: 10,7)1277713216432.50000500500
33.6933.151 (Fator: 10,7)91171800000
33.6933.151 (Fator: 10,7)1358353217182.50000500500
33.6013.151 (Fator: 10,7)90171300000
33.6013.151 (Fator: 10,7)1346833217132.50000500500
33.5883.151 (Fator: 10,7)94173300000
33.5883.151 (Fator: 10,7)95173800000
33.5883.151 (Fator: 10,7)96174300000
33.5883.151 (Fator: 10,7)97174800000
33.5883.151 (Fator: 10,7)98175300000
33.5883.151 (Fator: 10,7)1392913217332.50000500500
33.5883.151 (Fator: 10,7)1404433217382.50000500500
33.5883.151 (Fator: 10,7)1415953217432.50000500500
33.5883.151 (Fator: 10,7)1427473217482.50000500500
33.5883.151 (Fator: 10,7)1438993217532.50000500500
33.5863.151 (Fator: 10,7)92172300000
33.5863.151 (Fator: 10,7)1369873217232.50000500500
33.5213.151 (Fator: 10,6)87165800000
33.5213.151 (Fator: 10,6)1312273216582.50000500500
33.4673.151 (Fator: 10,6)89170800000
33.4673.151 (Fator: 10,6)1335313217082.50000500500
33.4663.151 (Fator: 10,6)88170300000
33.4663.151 (Fator: 10,6)1323793217032.50000500500
33.4043.151 (Fator: 10,6)81162800000
33.4043.151 (Fator: 10,6)1243153216282.50000500500
33.3913.151 (Fator: 10,6)82163300000
33.3913.151 (Fator: 10,6)1254673216332.50000500500
33.3753.151 (Fator: 10,6)83163800000
33.3753.151 (Fator: 10,6)1266193216382.50000500500
33.3073.151 (Fator: 10,6)80162300000
33.3073.151 (Fator: 10,6)1231633216232.50000500500
33.1763.151 (Fator: 10,5)76160300000
33.1763.151 (Fator: 10,5)1185553216032.50000500500
33.0963.151 (Fator: 10,5)79161800000
33.0963.151 (Fator: 10,5)1220113216182.50000500500
33.0673.151 (Fator: 10,5)78161300000
33.0673.151 (Fator: 10,5)1208593216132.50000500500
33.0323.151 (Fator: 10,5)77160800000
33.0323.151 (Fator: 10,5)1197073216082.50000500500
32.9653.151 (Fator: 10,5)70153300000
32.9653.151 (Fator: 10,5)1116433215332.50000500500
32.9503.151 (Fator: 10,5)75155800000
32.9503.151 (Fator: 10,5)1174033215582.50000500500
32.9373.151 (Fator: 10,5)69152800000
32.9373.151 (Fator: 10,5)1104913215282.50000500500
32.8723.151 (Fator: 10,4)72154300000
32.8723.151 (Fator: 10,4)1139473215432.50000500500
32.8443.151 (Fator: 10,4)68152300000
32.8443.151 (Fator: 10,4)1093393215232.50000500500
32.7833.151 (Fator: 10,4)71153800000
32.7833.151 (Fator: 10,4)1127953215382.50000500500
32.7153.151 (Fator: 10,4)74155300000
32.7153.151 (Fator: 10,4)1162513215532.50000500500
32.6573.151 (Fator: 10,4)67151800000
32.6573.151 (Fator: 10,4)1081873215182.50000500500
32.4803.151 (Fator: 10,3)73154800000
32.4803.151 (Fator: 10,3)1150993215482.50000500500
32.4313.151 (Fator: 10,3)66151300000
32.4313.151 (Fator: 10,3)1070353215132.50000500500
32.4153.151 (Fator: 10,3)65150800000
32.4153.151 (Fator: 10,3)1058833215082.50000500500
32.2333.151 (Fator: 10,2)64150300000
32.2333.151 (Fator: 10,2)1047313215032.50000500500
31.9583.151 (Fator: 10,1)63145800000
31.9583.151 (Fator: 10,1)1035793214582.50000500500
31.9133.151 (Fator: 10,1)62145300000
31.9133.151 (Fator: 10,1)1024273214532.50000500500
31.8763.151 (Fator: 10,1)56142300000
31.8763.151 (Fator: 10,1)955153214232.50000500500
31.8133.151 (Fator: 10,1)61144800000
31.8133.151 (Fator: 10,1)1012753214482.50000500500
31.8063.151 (Fator: 10,1)57142800000
31.8063.151 (Fator: 10,1)966673214282.50000500500
31.7363.151 (Fator: 10,1)54141300000
31.7363.151 (Fator: 10,1)932113214132.50000500500
31.7083.151 (Fator: 10,1)59143800000
31.7083.151 (Fator: 10,1)989713214382.50000500500
31.6773.151 (Fator: 10,1)53140800000
31.6773.151 (Fator: 10,1)920593214082.50000500500
31.6723.151 (Fator: 10,1)55141800000
31.6723.151 (Fator: 10,1)943633214182.50000500500
31.6423.151 (Fator: 10,0)58143300000
31.6423.151 (Fator: 10,0)978193214332.50000500500
31.6393.151 (Fator: 10,0)60144300000
31.6393.151 (Fator: 10,0)1001233214432.50000500500
31.5943.151 (Fator: 10,0)50135300000
31.5943.151 (Fator: 10,0)886033213532.50000500500
31.5523.151 (Fator: 10,0)52140300000
31.5523.151 (Fator: 10,0)909073214032.50000500500
31.4853.151 (Fator: 10,0)51135800000
31.4853.151 (Fator: 10,0)897553213582.50000500500
31.4063.151 (Fator: 10,0)49134800000
31.4063.151 (Fator: 10,0)874513213482.50000500500
31.2763.151 (Fator: 9,9)48134300000
31.2763.151 (Fator: 9,9)862993213432.50000500500
31.1683.151 (Fator: 9,9)46133300000
31.1683.151 (Fator: 9,9)839953213332.50000500500
31.1183.151 (Fator: 9,9)47133800000
31.1183.151 (Fator: 9,9)851473213382.50000500500
31.0593.151 (Fator: 9,9)45132800000
31.0593.151 (Fator: 9,9)828433213282.50000500500
31.0253.151 (Fator: 9,8)44132300000
31.0253.151 (Fator: 9,8)816913213232.50000500500
30.8453.151 (Fator: 9,8)43131800000
30.8453.151 (Fator: 9,8)805393213182.50000500500
30.7703.151 (Fator: 9,8)42131300000
30.7703.151 (Fator: 9,8)793873213132.50000500500
30.7623.151 (Fator: 9,8)1381393117282.50000500250
30.7613.151 (Fator: 9,8)1300753116532.50000500250
30.7493.151 (Fator: 9,8)1289233116482.50000500250
30.7413.151 (Fator: 9,8)1277713116432.50000500250
30.7153.151 (Fator: 9,7)1358353117182.50000500250
30.6233.151 (Fator: 9,7)1346833117132.50000500250
30.6103.151 (Fator: 9,7)1392913117332.50000500250
30.6103.151 (Fator: 9,7)1404433117382.50000500250
30.6103.151 (Fator: 9,7)1415953117432.50000500250
30.6103.151 (Fator: 9,7)1427473117482.50000500250
30.6103.151 (Fator: 9,7)1438993117532.50000500250
30.6083.151 (Fator: 9,7)1369873117232.50000500250
30.5483.151 (Fator: 9,7)40130300000
30.5483.151 (Fator: 9,7)770833213032.50000500500
30.5473.151 (Fator: 9,7)1312273116582.50000500250
30.5193.151 (Fator: 9,7)33122800000
30.5193.151 (Fator: 9,7)41130800000
30.5193.151 (Fator: 9,7)690193212282.50000500500
30.5193.151 (Fator: 9,7)782353213082.50000500500
30.4893.151 (Fator: 9,7)1335313117082.50000500250
30.4883.151 (Fator: 9,7)1323793117032.50000500250
30.4823.151 (Fator: 9,7)39125800000
30.4823.151 (Fator: 9,7)759313212582.50000500500
30.4733.151 (Fator: 9,7)37124800000
30.4733.151 (Fator: 9,7)736273212482.50000500500
30.4623.151 (Fator: 9,7)38125300000
30.4623.151 (Fator: 9,7)747793212532.50000500500
30.4573.151 (Fator: 9,7)35123800000
30.4573.151 (Fator: 9,7)713233212382.50000500500
30.4543.151 (Fator: 9,7)1243153116282.50000500250
30.4503.151 (Fator: 9,7)32122300000
30.4503.151 (Fator: 9,7)678673212232.50000500500
30.4413.151 (Fator: 9,7)1254673116332.50000500250
30.4283.151 (Fator: 9,7)31121800000
30.4283.151 (Fator: 9,7)667153212182.50000500500
30.4253.151 (Fator: 9,7)1266193116382.50000500250
30.3803.151 (Fator: 9,6)36124300000
30.3803.151 (Fator: 9,6)724753212432.50000500500
30.3573.151 (Fator: 9,6)1231633116232.50000500250
30.3493.151 (Fator: 9,6)34123300000
30.3493.151 (Fator: 9,6)701713212332.50000500500
30.2943.151 (Fator: 9,6)1185553116032.50000500250
30.2533.151 (Fator: 9,6)30121300000
30.2533.151 (Fator: 9,6)655633212132.50000500500
30.2423.151 (Fator: 9,6)29120800000
30.2423.151 (Fator: 9,6)644113212082.50000500500
30.1973.151 (Fator: 9,6)28120300000
30.1973.151 (Fator: 9,6)632593212032.50000500500
30.1493.151 (Fator: 9,6)1208593116132.50000500250
30.1363.151 (Fator: 9,6)1197073116082.50000500250
30.1183.151 (Fator: 9,6)1220113116182.50000500250
30.0453.151 (Fator: 9,5)1116433115332.50000500250
30.0323.151 (Fator: 9,5)1174033115582.50000500250
29.9973.151 (Fator: 9,5)1104913115282.50000500250
29.9723.151 (Fator: 9,5)1139473115432.50000500250
29.9443.151 (Fator: 9,5)1093393115232.50000500250
29.8453.151 (Fator: 9,5)1127953115382.50000500250
29.7613.151 (Fator: 9,4)1162513115532.50000500250
29.7413.151 (Fator: 9,4)1081873115182.50000500250
29.5623.151 (Fator: 9,4)1150993115482.50000500250
29.4993.151 (Fator: 9,4)1070353115132.50000500250
29.4953.151 (Fator: 9,4)1058833115082.50000500250
29.3073.151 (Fator: 9,3)1047313115032.50000500250
29.1463.151 (Fator: 9,2)955153114232.50000500250
29.0963.151 (Fator: 9,2)966673114282.50000500250
29.0963.151 (Fator: 9,2)1035793114582.50000500250
29.0733.151 (Fator: 9,2)1024273114532.50000500250
29.0323.151 (Fator: 9,2)932113114132.50000500250
29.0313.151 (Fator: 9,2)1012753114482.50000500250
29.0283.151 (Fator: 9,2)989713114382.50000500250
29.0033.151 (Fator: 9,2)920593114082.50000500250
28.9883.151 (Fator: 9,2)886033113532.50000500250
28.9743.151 (Fator: 9,2)943633114182.50000500250
28.9603.151 (Fator: 9,2)978193114332.50000500250
28.9203.151 (Fator: 9,2)909073114032.50000500250
28.8893.151 (Fator: 9,2)1001233114432.50000500250
28.8723.151 (Fator: 9,2)874513113482.50000500250
28.7913.151 (Fator: 9,1)897553113582.50000500250
28.7523.151 (Fator: 9,1)862993113432.50000500250
28.5883.151 (Fator: 9,1)851473113382.50000500250
28.5823.151 (Fator: 9,1)839953113332.50000500250
28.4133.151 (Fator: 9,0)828433113282.50000500250
28.4093.151 (Fator: 9,0)816913113232.50000500250
28.2513.151 (Fator: 9,0)805393113182.50000500250
28.2443.151 (Fator: 9,0)793873113132.50000500250
28.1183.151 (Fator: 8,9)759313112582.50000500250
28.1013.151 (Fator: 8,9)782353113082.50000500250
28.0963.151 (Fator: 8,9)747793112532.50000500250
28.0923.151 (Fator: 8,9)770833113032.50000500250
28.0413.151 (Fator: 8,9)736273112482.50000500250
28.0073.151 (Fator: 8,9)690193112282.50000500250
27.9443.151 (Fator: 8,9)678673112232.50000500250
27.9413.151 (Fator: 8,9)713233112382.50000500250
27.9203.151 (Fator: 8,9)667153112182.50000500250
27.8833.151 (Fator: 8,8)701713112332.50000500250
27.8643.151 (Fator: 8,8)724753112432.50000500250
27.7593.151 (Fator: 8,8)655633112132.50000500250
27.7323.151 (Fator: 8,8)644113112082.50000500250
27.6833.151 (Fator: 8,8)632593112032.50000500250
29.6333.194 (Fator: 9,3)26115300000
29.6333.194 (Fator: 9,3)609553211532.50000500500
27.1153.194 (Fator: 8,5)609553111532.50000500250
24.9113.232 (Fator: 7,7)8102300000
24.9113.232 (Fator: 7,7)402193210232.50000500500
29.4353.239 (Fator: 9,1)25114800000
29.4353.239 (Fator: 9,1)598033211482.50000500500
26.8973.239 (Fator: 8,3)598033111482.50000500250
28.7203.244 (Fator: 8,9)21112800000
28.7203.244 (Fator: 8,9)551953211282.50000500500
26.2083.244 (Fator: 8,1)551953111282.50000500250
29.0163.251 (Fator: 8,9)22113300000
29.0163.251 (Fator: 8,9)563473211332.50000500500
26.5323.251 (Fator: 8,2)563473111332.50000500250
29.0973.252 (Fator: 8,9)23113800000
29.0973.252 (Fator: 8,9)574993211382.50000500500
26.5753.252 (Fator: 8,2)574993111382.50000500250
28.7693.258 (Fator: 8,8)20112300000
28.7693.258 (Fator: 8,8)540433211232.50000500500
26.2073.258 (Fator: 8,0)540433111232.50000500250
29.5733.273 (Fator: 9,0)24114300000
29.5733.273 (Fator: 9,0)586513211432.50000500500
27.0273.273 (Fator: 8,3)586513111432.50000500250
28.4013.286 (Fator: 8,6)18111300000
28.4013.286 (Fator: 8,6)517393211132.50000500500
25.8133.286 (Fator: 7,9)517393111132.50000500250
28.5663.296 (Fator: 8,7)19111800000
28.5663.296 (Fator: 8,7)528913211182.50000500500
26.0063.296 (Fator: 7,9)528913111182.50000500250
28.4083.311 (Fator: 8,6)17110800000
28.4083.311 (Fator: 8,6)505873211082.50000500500
25.7883.311 (Fator: 7,8)505873111082.50000500250
27.9223.342 (Fator: 8,4)14105300000
27.9223.342 (Fator: 8,4)471313210532.50000500500
25.3743.342 (Fator: 7,6)471313110532.50000500250
22.4533.344 (Fator: 6,7)402193110232.50000500250
27.1303.350 (Fator: 8,1)11103800000
27.1303.350 (Fator: 8,1)436753210382.50000500500
24.4143.350 (Fator: 7,3)436753110382.50000500250
27.4473.361 (Fator: 8,2)10103300000
27.4473.361 (Fator: 8,2)425233210332.50000500500
24.7013.361 (Fator: 7,3)425233110332.50000500250
27.6563.371 (Fator: 8,2)13104800000
27.6563.371 (Fator: 8,2)459793210482.50000500500
25.1223.371 (Fator: 7,5)459793110482.50000500250
28.6733.375 (Fator: 8,5)16110300000
28.6733.375 (Fator: 8,5)494353211032.50000500500
27.3423.375 (Fator: 8,1)12104300000
27.3423.375 (Fator: 8,1)448273210432.50000500500
26.1133.375 (Fator: 7,7)494353111032.50000500250
24.7183.375 (Fator: 7,3)448273110432.50000500250
27.8843.383 (Fator: 8,2)15105800000
27.8843.383 (Fator: 8,2)482833210582.50000500500
25.3283.383 (Fator: 7,5)482833110582.50000500250
27.3683.397 (Fator: 8,1)9102800000
27.3683.397 (Fator: 8,1)413713210282.50000500500
24.7023.397 (Fator: 7,3)413713110282.50000500250
13.0353.612 (Fator: 3,6)367633210082.50000500500
11.2973.612 (Fator: 3,1)367633110082.50000500250
13.0353.613 (Fator: 3,6)5100800000
12.9533.691 (Fator: 3,5)356113210032.50000500500
11.3333.691 (Fator: 3,1)356113110032.50000500250
12.9533.692 (Fator: 3,5)4100300000
7.4624.957 (Fator: 1,5)34459329582.50000500500
6.5004.957 (Fator: 1,3)34459319582.50000500250
7.4624.959 (Fator: 1,5)395800000
4.1205.584 (Fator: 0,7)33307329532.50000500500
3.5985.584 (Fator: 0,6)33307319532.50000500250
4.1205.586 (Fator: 0,7)295300000
2.6755.675 (Fator: 0,5)32155319482.50000500250
2.6495.675 (Fator: 0,5)32155329482.50000500500
2.6495.678 (Fator: 0,5)194800000