Forex RobinVOL

RobinVOL 2.0 | year 2000

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Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2000.01.03 00:00 - 2000.12.29 23:44 (2000.01.01 - 2000.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25797

Ticks modelled

50553

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

66523.87

Gross profit

202882.10

Gross loss

-136358.23

Profit factor

1.49

Expected payoff

146.53

Absolute Bal DD

150.00

Maximal Bal DD

23295.67 (12.97%)

Relative Bal DD

12.97% (23295.67)

Total Trades

454

Short positions (won %)

247 (52.63%)

Long positions (won %)

207 (46.38%)

Profit trades (% of total)

226 (49.78%)

Loss trades (% of total)

228 (50.22%)

Largest Profit trade

8479.75

Largest Loss trade

-2221.10

Average Profit trade

897.71

Average Loss trade

-598.06

Maximum consecutive wins (profit in money)

18 (15104.85)

Maximum consecutive losses (loss in money)

11 (-6503.90)

Maximal consecutive profit (count of wins)

15104.85 (18)

Maximal consecutive loss (count of losses)

-7846.35 (7)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2001

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Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2001.01.01 00:00 - 2001.12.28 23:59 (2001.01.01 - 2001.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25783

Ticks modelled

50547

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

40415.65

Gross profit

145220.35

Gross loss

-104804.70

Profit factor

1.39

Expected payoff

101.04

Absolute Bal DD

5600.44

Maximal Bal DD

14341.02 (10.05%)

Relative Bal DD

10.73% (11346.34)

Total Trades

400

Short positions (won %)

202 (50.00%)

Long positions (won %)

198 (43.94%)

Profit trades (% of total)

188 (47.00%)

Loss trades (% of total)

212 (53.00%)

Largest Profit trade

3195.28

Largest Loss trade

-2544.10

Average Profit trade

772.45

Average Loss trade

-494.36

Maximum consecutive wins (profit in money)

8 (8771.47)

Maximum consecutive losses (loss in money)

12 (-5604.20)

Maximal consecutive profit (count of wins)

8771.47 (8)

Maximal consecutive loss (count of losses)

-9297.19 (5)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2002

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2002.01.01 00:00 - 2002.12.30 23:59 (2002.01.01 - 2002.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25831

Ticks modelled

50646

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

31646.40

Gross profit

82307.16

Gross loss

-50660.76

Profit factor

1.62

Expected payoff

108.38

Absolute Bal DD

465.20

Maximal Bal DD

10189.82 (8.97%)

Relative Bal DD

8.97% (10189.82)

Total Trades

292

Short positions (won %)

115 (46.09%)

Long positions (won %)

177 (50.85%)

Profit trades (% of total)

143 (48.97%)

Loss trades (% of total)

149 (51.03%)

Largest Profit trade

2940.44

Largest Loss trade

-960.00

Average Profit trade

575.57

Average Loss trade

-340.01

Maximum consecutive wins (profit in money)

11 (8165.91)

Maximum consecutive losses (loss in money)

19 (-5726.65)

Maximal consecutive profit (count of wins)

8165.91 (11)

Maximal consecutive loss (count of losses)

-6405.78 (10)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2003

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Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2003.01.01 05:45 - 2003.12.30 23:59 (2003.01.01 - 2003.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25868

Ticks modelled

50728

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

45420.91

Gross profit

137464.02

Gross loss

-92043.11

Profit factor

1.49

Expected payoff

135.58

Absolute Bal DD

6674.91

Maximal Bal DD

11915.30 (10.33%)

Relative Bal DD

10.33% (11915.30)

Total Trades

335

Short positions (won %)

162 (41.36%)

Long positions (won %)

173 (51.45%)

Profit trades (% of total)

156 (46.57%)

Loss trades (% of total)

179 (53.43%)

Largest Profit trade

3468.09

Largest Loss trade

-4248.90

Average Profit trade

881.18

Average Loss trade

-514.21

Maximum consecutive wins (profit in money)

10 (8800.40)

Maximum consecutive losses (loss in money)

8 (-4080.35)

Maximal consecutive profit (count of wins)

9166.50 (6)

Maximal consecutive loss (count of losses)

-5807.70 (4)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2004

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2004.01.01 00:00 - 2004.12.30 23:59 (2004.01.01 - 2004.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25906

Ticks modelled

50796

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

115159.90

Gross profit

255472.81

Gross loss

-140312.91

Profit factor

1.82

Expected payoff

278.16

Absolute Bal DD

729.35

Maximal Bal DD

17539.67 (10.75%)

Relative Bal DD

10.75% (17539.67)

Total Trades

414

Short positions (won %)

175 (53.71%)

Long positions (won %)

239 (50.63%)

Profit trades (% of total)

215 (51.93%)

Loss trades (% of total)

199 (48.07%)

Largest Profit trade

6232.25

Largest Loss trade

-1875.30

Average Profit trade

1188.25

Average Loss trade

-705.09

Maximum consecutive wins (profit in money)

15 (21140.80)

Maximum consecutive losses (loss in money)

10 (-7150.80)

Maximal consecutive profit (count of wins)

21140.80 (15)

Maximal consecutive loss (count of losses)

-9480.15 (9)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2005

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:59 (2005.01.01 - 2005.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25725

Ticks modelled

50428

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

53095.19

Gross profit

222950.42

Gross loss

-169855.23

Profit factor

1.31

Expected payoff

104.93

Absolute Bal DD

3370.10

Maximal Bal DD

19367.44 (11.23%)

Relative Bal DD

12.02% (18935.60)

Total Trades

506

Short positions (won %)

271 (45.02%)

Long positions (won %)

235 (46.38%)

Profit trades (% of total)

231 (45.65%)

Loss trades (% of total)

275 (54.35%)

Largest Profit trade

6159.65

Largest Loss trade

-1550.35

Average Profit trade

965.15

Average Loss trade

-617.66

Maximum consecutive wins (profit in money)

14 (15088.75)

Maximum consecutive losses (loss in money)

14 (-8568.15)

Maximal consecutive profit (count of wins)

15088.75 (14)

Maximal consecutive loss (count of losses)

-10041.98 (11)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2006

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2006.01.02 00:30 - 2006.12.29 22:59 (2006.01.01 - 2006.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25579

Ticks modelled

50145

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

25502.40

Gross profit

168610.74

Gross loss

-143108.34

Profit factor

1.18

Expected payoff

47.94

Absolute Bal DD

3523.05

Maximal Bal DD

18371.86 (13.01%)

Relative Bal DD

13.01% (18371.86)

Total Trades

532

Short positions (won %)

256 (41.02%)

Long positions (won %)

276 (47.83%)

Profit trades (% of total)

237 (44.55%)

Loss trades (% of total)

295 (55.45%)

Largest Profit trade

4273.62

Largest Loss trade

-1904.30

Average Profit trade

711.44

Average Loss trade

-485.11

Maximum consecutive wins (profit in money)

11 (8660.63)

Maximum consecutive losses (loss in money)

13 (-8994.94)

Maximal consecutive profit (count of wins)

9180.86 (3)

Maximal consecutive loss (count of losses)

-9996.17 (11)

Avarage consecutive wins

3

Avarage consecutive losses

4

官方网站

RobinVOL 2.0 | year 2007

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2007.01.02 08:00 - 2007.12.28 22:59 (2007.01.01 - 2007.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25440

Ticks modelled

49868

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

28564.69

Gross profit

120341.32

Gross loss

-91776.63

Profit factor

1.31

Expected payoff

61.43

Absolute Bal DD

1295.60

Maximal Bal DD

8596.07 (7.93%)

Relative Bal DD

7.93% (8596.07)

Total Trades

465

Short positions (won %)

220 (40.45%)

Long positions (won %)

245 (47.35%)

Profit trades (% of total)

205 (44.09%)

Loss trades (% of total)

260 (55.91%)

Largest Profit trade

2959.00

Largest Loss trade

-1206.95

Average Profit trade

587.03

Average Loss trade

-352.99

Maximum consecutive wins (profit in money)

8 (6483.45)

Maximum consecutive losses (loss in money)

15 (-3485.65)

Maximal consecutive profit (count of wins)

6483.45 (8)

Maximal consecutive loss (count of losses)

-5742.65 (11)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2008

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2008.01.02 10:00 - 2008.12.30 23:59 (2008.01.01 - 2008.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25536

Ticks modelled

50067

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

122907.25

Gross profit

298705.75

Gross loss

-175798.50

Profit factor

1.70

Expected payoff

326.88

Absolute Bal DD

3188.05

Maximal Bal DD

24482.70 (10.68%)

Relative Bal DD

10.68% (24482.70)

Total Trades

376

Short positions (won %)

193 (53.37%)

Long positions (won %)

183 (49.18%)

Profit trades (% of total)

193 (51.33%)

Loss trades (% of total)

183 (48.67%)

Largest Profit trade

6869.40

Largest Loss trade

-6016.20

Average Profit trade

1547.70

Average Loss trade

-960.65

Maximum consecutive wins (profit in money)

16 (28991.04)

Maximum consecutive losses (loss in money)

15 (-12429.47)

Maximal consecutive profit (count of wins)

28991.04 (16)

Maximal consecutive loss (count of losses)

-17623.75 (9)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2009

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2009.01.02 10:00 - 2009.12.30 23:59 (2009.01.01 - 2009.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25493

Ticks modelled

49981

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

175567.02

Gross profit

325756.45

Gross loss

-150189.43

Profit factor

2.17

Expected payoff

546.94

Absolute Bal DD

10.00

Maximal Bal DD

27985.48 (11.36%)

Relative Bal DD

11.36% (27985.48)

Total Trades

321

Short positions (won %)

164 (53.66%)

Long positions (won %)

157 (50.32%)

Profit trades (% of total)

167 (52.02%)

Loss trades (% of total)

154 (47.98%)

Largest Profit trade

13910.62

Largest Loss trade

-2847.15

Average Profit trade

1950.64

Average Loss trade

-975.26

Maximum consecutive wins (profit in money)

12 (29574.51)

Maximum consecutive losses (loss in money)

12 (-14075.86)

Maximal consecutive profit (count of wins)

29574.51 (12)

Maximal consecutive loss (count of losses)

-14075.86 (12)

Avarage consecutive wins

4

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2010

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2010.01.04 00:00 - 2010.12.30 23:59 (2010.01.01 - 2010.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25654

Ticks modelled

50305

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

82912.20

Gross profit

198941.92

Gross loss

-116029.71

Profit factor

1.71

Expected payoff

231.60

Absolute Bal DD

6214.78

Maximal Bal DD

16370.64 (9.16%)

Relative Bal DD

9.16% (16370.64)

Total Trades

358

Short positions (won %)

143 (42.66%)

Long positions (won %)

215 (50.70%)

Profit trades (% of total)

170 (47.49%)

Loss trades (% of total)

188 (52.51%)

Largest Profit trade

7534.47

Largest Loss trade

-2336.00

Average Profit trade

1170.25

Average Loss trade

-617.18

Maximum consecutive wins (profit in money)

14 (22803.02)

Maximum consecutive losses (loss in money)

19 (-14425.85)

Maximal consecutive profit (count of wins)

22803.02 (14)

Maximal consecutive loss (count of losses)

-14425.85 (19)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2011

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2011.01.03 00:00 - 2011.12.30 22:59 (2011.01.01 - 2011.12.31)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

25712

Ticks modelled

50423

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

111310.31

Gross profit

248684.49

Gross loss

-137374.18

Profit factor

1.81

Expected payoff

308.34

Absolute Bal DD

1406.55

Maximal Bal DD

23619.03 (13.08%)

Relative Bal DD

13.08% (23619.03)

Total Trades

361

Short positions (won %)

188 (54.26%)

Long positions (won %)

173 (50.87%)

Profit trades (% of total)

190 (52.63%)

Loss trades (% of total)

171 (47.37%)

Largest Profit trade

5005.58

Largest Loss trade

-3431.62

Average Profit trade

1308.87

Average Loss trade

-803.36

Maximum consecutive wins (profit in money)

9 (11254.45)

Maximum consecutive losses (loss in money)

13 (-12124.59)

Maximal consecutive profit (count of wins)

20296.63 (7)

Maximal consecutive loss (count of losses)

-12789.86 (7)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | year 2012

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2012.01.02 00:00 - 2012.11.12 23:59 (2012.01.01 - 2012.11.13)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test

22508

Ticks modelled

44011

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

50121.59

Gross profit

158119.76

Gross loss

-107998.17

Profit factor

1.46

Expected payoff

119.05

Absolute Bal DD

2448.35

Maximal Bal DD

13654.31 (10.62%)

Relative Bal DD

10.62% (13654.31)

Total Trades

421

Short positions (won %)

215 (49.30%)

Long positions (won %)

206 (45.15%)

Profit trades (% of total)

199 (47.27%)

Loss trades (% of total)

222 (52.73%)

Largest Profit trade

5636.46

Largest Loss trade

-1828.30

Average Profit trade

794.57

Average Loss trade

-486.48

Maximum consecutive wins (profit in money)

14 (9458.67)

Maximum consecutive losses (loss in money)

17 (-9377.62)

Maximal consecutive profit (count of wins)

10535.98 (6)

Maximal consecutive loss (count of losses)

-9377.62 (17)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | Strategy Tester Fixed Lots

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2000.01.03 00:00 - 2012.11.12 23:59 (2000.01.01 - 2012.11.13)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1=\"----==== TRADE DEFINITION ====----\"; Magic_Number=10101; TradeComment=\"Robin VOL\"; fifo=false; s2=\"----==== POSITION SIZING ====----\"; s21=\"Set Fixed Lots=0 to enable risk Percent (%risk)\"; FixedLots=0.1; s22=\"Percent of the capital to risk on each trade\"; riskPercent=2; s23=\"Adjust the position to the recent range of the market\"; atrAdjustedMM=false; s24=\"Keep the same size on all trades of the same basket\"; KeepTradeSizeInBasket=true; s25=\"Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)\"; UseMinLotIfUnderMinimum=true; s26=\"Maximum concurrent trades allowed on a basket\"; TradesMax=8; s3=\"----==== CAPITAL PRESERVATION ====----\"; s31=\"Ignore the account balance and limit the capital used to the specified here\"; useInitialBalance=false; initialBalance=0; s32=\"Close all opened trades before friday closing of the market\"; avoidTradesOverWeekend=false; s33=\"Set a secure stop loss and take profit on every trade at a constant distance from the price\"; useBracketSLTP=true; bracketSLTPatr=1.1; s333=\"Use Breakeven\"; useBreakeven=true; s34=\"Friday closing date and time of the market.\"; fridayClosingDay=5; fridayClosingHour=21; s4=\"----==== TRADING STRATEGY ====----\"; strat_1=\"--- Strategy 1 ---\"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2=\"--- Strategy 2 ---\"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment=\"(s2)\"; exit_str=\"--- Exit strategy ---\"; s44=\"Take Profit and Stop Loss as a percentage of the recent range\"; TP=0.31; SL=0.18; s45=\"Number of bars to calculate the recent range\"; s46=\"Activate aditional exit conditions after this number of bars\"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5=\"----==== MARKET CONDITIONS ====----\"; s51=\"Maximal acceptable slippage\"; Slippage=3; s52=\"Spread Filter - in pips\"; useSpreadFilter=false; maxSpreadInPips=0; s6=\"----==== BELLS AND WHISTLES ====----\"; showInfo=true; saveScreenshots=false; s7=\"----==== ANALYSIS AND ADVANCED HACKING ====----\"; s72=\"--- S2 control ---\"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73=\"--- Time Filter ---\"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71=\"--- Date filters ---\"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81=\"--- Functional testing ---\"; testid=-1;

Bars in test

319471

Ticks modelled

637799

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

35522.86

Gross profit

94160.16

Gross loss

-58637.30

Profit factor

1.61

Expected payoff

6.76

Absolute Bal DD

7.50

Maximal Bal DD

768.93 (0.67%)

Relative Bal DD

0.68% (698.37)

Total Trades

5255

Short positions (won %)

2561 (47.83%)

Long positions (won %)

2694 (48.33%)

Profit trades (% of total)

2527 (48.09%)

Loss trades (% of total)

2728 (51.91%)

Largest Profit trade

621.01

Largest Loss trade

-141.63

Average Profit trade

37.26

Average Loss trade

-21.49

Maximum consecutive wins (profit in money)

18 (691.42)

Maximum consecutive losses (loss in money)

19 (-267.50)

Maximal consecutive profit (count of wins)

1198.63 (6)

Maximal consecutive loss (count of losses)

-451.32 (5)

Avarage consecutive wins

3

Avarage consecutive losses

3

官方网站

RobinVOL 2.0 | Strategy Tester

查看完整回测

Backtests Settings

Symbol

EURUSD (Euro vs US Dollar)

Period

15 Minutes (M15) 2000.01.03 00:00 - 2012.11.12 23:59 (2000.01.01 - 2012.11.13)

Broker

Model

Open prices only (only for Expert Advisors that explicitly control bar opening)

Parameters

s1=\"----==== TRADE DEFINITION ====----\"; Magic_Number=10101; TradeComment=\"Robin VOL\"; fifo=false; s2=\"----==== POSITION SIZING ====----\"; s21=\"Set Fixed Lots=0 to enable risk Percent (%risk)\"; FixedLots=0; s22=\"Percent of the capital to risk on each trade\"; riskPercent=2; s23=\"Adjust the position to the recent range of the market\"; atrAdjustedMM=false; s24=\"Keep the same size on all trades of the same basket\"; KeepTradeSizeInBasket=true; s25=\"Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)\"; UseMinLotIfUnderMinimum=true; s26=\"Maximum concurrent trades allowed on a basket\"; TradesMax=8; s3=\"----==== CAPITAL PRESERVATION ====----\"; s31=\"Ignore the account balance and limit the capital used to the specified here\"; useInitialBalance=false; initialBalance=0; s32=\"Close all opened trades before friday closing of the market\"; avoidTradesOverWeekend=false; s33=\"Set a secure stop loss and take profit on every trade at a constant distance from the price\"; useBracketSLTP=true; bracketSLTPatr=1.1; s333=\"Use Breakeven\"; useBreakeven=true; s34=\"Friday closing date and time of the market.\"; fridayClosingDay=5; fridayClosingHour=21; s4=\"----==== TRADING STRATEGY ====----\"; strat_1=\"--- Strategy 1 ---\"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2=\"--- Strategy 2 ---\"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment=\"(s2)\"; exit_str=\"--- Exit strategy ---\"; s44=\"Take Profit and Stop Loss as a percentage of the recent range\"; TP=0.31; SL=0.18; s45=\"Number of bars to calculate the recent range\"; s46=\"Activate aditional exit conditions after this number of bars\"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5=\"----==== MARKET CONDITIONS ====----\"; s51=\"Maximal acceptable slippage\"; Slippage=3; s52=\"Spread Filter - in pips\"; useSpreadFilter=false; maxSpreadInPips=0; s6=\"----==== BELLS AND WHISTLES ====----\"; showInfo=true; saveScreenshots=false; s7=\"----==== ANALYSIS AND ADVANCED HACKING ====----\"; s72=\"--- S2 control ---\"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73=\"--- Time Filter ---\"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71=\"--- Date filters ---\"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81=\"--- Functional testing ---\"; testid=-1;

Bars in test

319471

Ticks modelled

637799

Modelling quality

n/a

Initial Deposit

$100000.00

Spread

Backtests Results

Total net profit

82035532.95

Gross profit

212359862.00

Gross loss

-130324329.05

Profit factor

1.63

Expected payoff

15610.95

Absolute Bal DD

150.00

Maximal Bal DD

7471681.16 (10.62%)

Relative Bal DD

14.35% (232006.46)

Total Trades

5255

Short positions (won %)

2561 (47.83%)

Long positions (won %)

2694 (48.33%)

Profit trades (% of total)

2527 (48.09%)

Loss trades (% of total)

2728 (51.91%)

Largest Profit trade

3087565.26

Largest Loss trade

-998499.70

Average Profit trade

84036.35

Average Loss trade

-47772.85

Maximum consecutive wins (profit in money)

18 (15104.85)

Maximum consecutive losses (loss in money)

19 (-2037751.18)

Maximal consecutive profit (count of wins)

5771448.14 (6)

Maximal consecutive loss (count of losses)

-5132662.92 (17)

Avarage consecutive wins

3

Avarage consecutive losses

3

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