Strategy Tester: Robin_VOL
Strategy Tester Report
Robin_VOL
AlpariUK-Demo-Pro (Build 419)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2000.01.03 00:00 - 2000.12.29 23:44 (2000.01.01 - 2000.12.31)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parameterss1="----==== 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 broker 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 test25797Ticks modelled50553Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit66523.87Gross profit202882.10Gross loss-136358.23
Profit factor1.49Expected payoff146.53
Absolute drawdown150.00Maximal drawdown23295.67 (12.97%)Relative drawdown12.97% (23295.67)
Total trades454Short 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%)
Largestprofit trade8479.75loss trade-2221.10
Averageprofit trade897.71loss trade-598.06
Maximumconsecutive wins (profit in money)18 (15104.85)consecutive losses (loss in money)11 (-6503.90)
Maximalconsecutive profit (count of wins)15104.85 (18)consecutive loss (count of losses)-7846.35 (7)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12000.01.03 01:00buy12.001.013050.000000.00000
22000.01.03 01:00modify12.001.013050.970401.05540
32000.01.03 01:30buy22.001.013350.000000.00000
42000.01.03 01:30modify22.001.013350.970201.05620
52000.01.03 03:00close22.001.017000.970201.05620730.00100730.00
62000.01.03 03:00close12.001.017000.970401.05540790.00101520.00
72000.01.03 03:15buy32.031.018950.000000.00000
82000.01.03 03:15modify32.031.018950.947301.09030
92000.01.03 08:00close32.031.015400.947301.09030-720.65100799.35
102000.01.03 17:00buy42.021.015550.000000.00000
112000.01.03 17:00modify42.021.015550.951901.07890
122000.01.03 17:15buy52.021.016450.000000.00000
132000.01.03 17:15modify52.021.016450.952801.07980
142000.01.03 18:30close52.021.019900.952801.07980696.90101496.25
152000.01.03 19:00close42.021.020700.951901.078901040.30102536.55
162000.01.05 08:30buy62.051.036150.000000.00000
172000.01.05 08:30modify62.051.036150.992001.08000
182000.01.05 09:00buy72.051.036750.000000.00000
192000.01.05 09:00modify72.051.036750.994101.07910
202000.01.05 09:45close72.051.038800.994101.07910420.25102956.80
212000.01.05 10:15close62.051.037100.992001.08000194.75103151.55
222000.01.14 15:00sell82.061.018100.000000.00000
232000.01.14 15:00modify82.061.018101.068600.96760
242000.01.14 15:15sell92.061.018600.000000.00000
252000.01.14 15:15modify92.061.018601.066600.97060
262000.01.14 16:30close92.061.013151.066600.970601122.70104274.25
272000.01.14 16:45sell102.061.013500.000000.00000
282000.01.14 16:45modify102.061.013501.088000.93900
292000.01.14 17:00sell112.061.011700.000000.00000
302000.01.14 17:00modify112.061.011701.089200.93420
312000.01.14 18:15close112.061.015351.089200.93420-751.90103522.35
322000.01.17 01:45sell122.061.013700.000000.00000
332000.01.17 01:45modify122.061.013701.072700.95470
342000.01.17 15:00close122.061.008051.072700.954701163.90104686.25
352000.01.17 15:00close102.061.008051.088000.939001123.94105810.19
362000.01.17 19:45close82.061.011951.068600.967601268.14107078.32
372000.01.20 10:15sell132.141.010600.000000.00000
382000.01.20 10:15modify132.141.010601.032100.98910
392000.01.20 10:30sell142.141.010800.000000.00000
402000.01.20 10:30modify142.141.010801.032300.98930
412000.01.20 10:45close142.141.008751.032300.98930438.70107517.02
422000.01.20 11:00close132.141.009851.032100.98910160.50107677.52
432000.01.20 17:45buy152.151.013750.000000.00000
442000.01.20 17:45modify152.151.013750.978101.04910
452000.01.20 18:15buy162.151.014550.000000.00000
462000.01.20 18:15modify162.151.014550.973901.05490
472000.01.20 18:45close162.151.017400.973901.05490612.75108290.27
482000.01.20 18:45close152.151.017400.978101.04910784.75109075.02
492000.01.21 14:30sell172.181.009100.000000.00000
502000.01.21 14:30modify172.181.009101.061100.95710
512000.01.21 15:45close172.181.005851.061100.95710708.50109783.52
522000.01.21 18:00sell182.201.009500.000000.00000
532000.01.21 18:00modify182.201.009501.081000.93800
542000.01.21 19:45sell192.201.010100.000000.00000
552000.01.21 19:45modify192.201.010101.081100.93910
562000.01.21 21:00sell202.201.009800.000000.00000
572000.01.21 21:00modify202.201.009801.411800.60780
582000.01.21 23:44sell212.201.008900.000000.00000
592000.01.21 23:44modify212.201.008901.332900.68490
602000.01.24 00:15close212.201.003851.332900.684901112.32110895.84
612000.01.24 00:15close202.201.003851.411800.607801310.32112206.16
622000.01.24 00:15close192.201.003851.081100.939101376.32113582.48
632000.01.24 00:15close182.201.003851.081000.938001244.32114826.80
642000.01.25 09:45sell222.301.005800.000000.00000
652000.01.25 09:45modify222.301.005801.029800.98180
662000.01.25 10:45close222.301.004551.029800.98180287.50115114.30
672000.01.27 13:45sell232.300.996700.000000.00000
682000.01.27 13:45modify232.300.996701.033200.96020
692000.01.27 14:00sell242.300.996300.000000.00000
702000.01.27 14:00modify242.300.996301.033300.95930
712000.01.27 14:15sell252.300.996500.000000.00000
722000.01.27 14:15modify252.300.996501.033500.95950
732000.01.27 14:45close252.300.994451.033500.95950471.50115585.80
742000.01.27 14:45close242.300.994451.033300.95930425.50116011.30
752000.01.27 14:45close232.300.994451.033200.96020517.50116528.80
762000.01.27 15:00sell262.330.993600.000000.00000
772000.01.27 15:00modify262.330.993601.046600.94060
782000.01.27 15:30sell272.330.991200.000000.00000
792000.01.27 15:30modify272.330.991201.053200.92920
802000.01.27 16:45close272.330.988351.053200.92920664.05117192.85
812000.01.28 02:00close262.330.987451.046600.940601434.35118627.20
822000.01.28 09:15sell282.370.984000.000000.00000
832000.01.28 09:15modify282.370.984001.015500.95250
842000.01.28 09:30sell292.370.983300.000000.00000
852000.01.28 09:30modify292.370.983301.015300.95130
862000.01.28 09:45close292.370.984951.015300.95130-391.05118236.15
872000.01.28 10:45close282.370.985851.015500.95250-438.45117797.70
882000.01.28 16:30sell302.360.979400.000000.00000
892000.01.28 16:30modify302.360.979401.033400.92540
902000.01.28 16:45sell312.360.977100.000000.00000
912000.01.28 16:45modify312.360.977101.041100.91310
922000.01.28 17:00close312.360.979851.041100.91310-649.00117148.70
932000.01.28 18:30close302.360.975451.033400.92540932.20118080.90
942000.01.31 00:15sell322.360.977700.000000.00000
952000.01.31 00:15modify322.360.977701.044700.91070
962000.01.31 00:30sell332.360.977700.000000.00000
972000.01.31 00:30modify332.360.977701.044700.91070
982000.01.31 00:45sell342.360.979000.000000.00000
992000.01.31 00:45modify342.360.979001.046000.91200
1002000.01.31 01:45close342.360.979651.046000.91200-153.40117927.50
1012000.01.31 01:45close332.360.979651.044700.91070-460.20117467.30
1022000.01.31 01:45close322.360.979651.044700.91070-460.20117007.10
1032000.02.01 14:45buy352.340.974550.000000.00000
1042000.02.01 14:45modify352.340.974550.934401.01440
1052000.02.01 15:15buy362.340.975350.000000.00000
1062000.02.01 15:15modify362.340.975350.926201.02420
1072000.02.01 16:30close362.340.977500.926201.02420503.10117510.20
1082000.02.01 17:00close352.340.973000.934401.01440-362.70117147.50
1092000.02.01 17:15sell372.340.972600.000000.00000
1102000.02.01 17:15modify372.340.972601.030100.91510
1112000.02.01 19:30close372.340.971451.030100.91510269.10117416.60
1122000.02.02 17:45buy382.350.976150.000000.00000
1132000.02.02 17:45modify382.350.976150.942501.00950
1142000.02.02 20:15close382.350.977400.942501.00950293.75117710.35
1152000.02.03 16:15buy392.350.982050.000000.00000
1162000.02.03 16:15modify392.350.982050.925901.03790
1172000.02.03 17:30buy402.350.988950.000000.00000
1182000.02.03 17:30modify402.350.988950.899801.07780
1192000.02.03 18:15close402.350.991100.899801.07780505.25118215.60
1202000.02.03 18:30buy412.350.994050.000000.00000
1212000.02.03 18:30modify412.350.994050.877901.10990
1222000.02.03 19:00close412.350.989100.877901.10990-1163.25117052.35
1232000.02.03 19:30close392.350.988600.925901.037901539.25118591.60
1242000.02.04 12:15sell422.370.985600.000000.00000
1252000.02.04 12:15modify422.370.985601.030600.94060
1262000.02.04 14:30close422.370.982751.030600.94060675.45119267.05
1272000.02.07 13:15sell432.390.977300.000000.00000
1282000.02.07 13:15modify432.390.977301.006800.94780
1292000.02.07 16:45close432.390.978551.006800.94780-298.75118968.30
1302000.02.08 10:00sell442.380.979300.000000.00000
1312000.02.08 10:00modify442.380.979301.006800.95180
1322000.02.08 10:45close442.380.980951.006800.95180-392.70118575.60
1332000.02.08 11:45buy452.370.986350.000000.00000
1342000.02.08 11:45modify452.370.986350.943701.02870
1352000.02.08 12:00buy462.370.986650.000000.00000
1362000.02.08 12:00modify462.370.986650.938001.03500
1372000.02.08 13:45close462.370.990900.938001.035001007.25119582.85
1382000.02.08 14:00buy472.370.990450.000000.00000
1392000.02.08 14:00modify472.370.990450.926301.05430
1402000.02.08 14:45close472.370.987800.926301.05430-628.05118954.80
1412000.02.08 14:45close452.370.987800.943701.02870343.65119298.45
1422000.02.09 09:00buy482.390.993150.000000.00000
1432000.02.09 09:00modify482.390.993150.951501.03450
1442000.02.09 09:15buy492.390.992650.000000.00000
1452000.02.09 09:15modify492.390.992650.950501.03450
1462000.02.09 09:30buy502.390.992550.000000.00000
1472000.02.09 09:30modify502.390.992550.948901.03590
1482000.02.09 11:00close502.390.989700.948901.03590-681.15118617.30
1492000.02.09 11:00close492.390.989700.950501.03450-705.05117912.25
1502000.02.09 11:00close482.390.989700.951501.03450-824.55117087.70
1512000.02.10 07:30sell512.340.991000.000000.00000
1522000.02.10 07:30modify512.340.991001.017500.96450
1532000.02.10 08:00close512.340.992751.017500.96450-409.50116678.20
1542000.02.10 13:15sell522.330.987500.000000.00000
1552000.02.10 13:15modify522.330.987501.037500.93750
1562000.02.10 13:30sell532.330.986800.000000.00000
1572000.02.10 13:30modify532.330.986801.037800.93580
1582000.02.10 13:45sell542.330.987100.000000.00000
1592000.02.10 13:45modify542.330.987101.038100.93610
1602000.02.10 15:45sell552.330.988300.000000.00000
1612000.02.10 15:45modify552.330.988301.041300.93530
1622000.02.10 16:30close552.330.984051.041300.93530990.25117668.45
1632000.02.10 17:30close542.330.986551.038100.93610128.15117796.60
1642000.02.10 17:30close532.330.986551.037800.9358058.25117854.85
1652000.02.10 17:45close522.330.987251.037500.9375058.25117913.10
1662000.02.11 13:00sell562.360.980700.000000.00000
1672000.02.11 13:00modify562.360.980701.021200.94020
1682000.02.11 13:15sell572.360.980200.000000.00000
1692000.02.11 13:15modify572.360.980201.020700.93970
1702000.02.11 16:15close572.360.984451.020700.93970-1003.00116910.10
1712000.02.11 16:15close562.360.984451.021200.94020-885.00116025.10
1722000.02.15 13:45sell582.320.977100.000000.00000
1732000.02.15 13:45modify582.320.977101.003100.95110
1742000.02.15 14:00close582.320.978051.003100.95110-220.40115804.70
1752000.02.15 16:30buy592.320.982150.000000.00000
1762000.02.15 16:30modify592.320.982150.946001.01800
1772000.02.15 16:45buy602.320.984350.000000.00000
1782000.02.15 16:45modify602.320.984350.942701.02570
1792000.02.15 17:00buy612.320.983650.000000.00000
1802000.02.15 17:00modify612.320.983650.938001.02900
1812000.02.15 17:15close612.320.982700.938001.02900-220.40115584.30
1822000.02.15 17:15close602.320.982700.942701.02570-382.80115201.50
1832000.02.15 20:30close592.320.981800.946001.01800-81.20115120.30
1842000.02.16 15:45buy622.300.983250.000000.00000
1852000.02.16 15:45modify622.300.983250.958601.00760
1862000.02.16 17:15close622.300.983300.958601.0076011.50115131.80
1872000.02.17 10:45buy632.300.990350.000000.00000
1882000.02.17 10:45modify632.300.990350.958701.02170
1892000.02.17 11:00buy642.300.991750.000000.00000
1902000.02.17 11:00modify642.300.991750.951101.03210
1912000.02.17 11:15close642.300.994900.951101.03210724.50115856.30
1922000.02.17 11:30buy652.300.993950.000000.00000
1932000.02.17 11:30modify652.300.993950.939301.04830
1942000.02.17 12:15close652.300.993200.939301.04830-172.50115683.80
1952000.02.17 14:45close632.300.990700.958701.0217080.50115764.30
1962000.02.17 17:00sell662.320.986000.000000.00000
1972000.02.17 17:00modify662.320.986001.040500.93150
1982000.02.17 19:45close662.320.988051.040500.93150-475.60115288.70
1992000.02.18 14:45sell672.310.982500.000000.00000
2002000.02.18 14:45modify672.310.982501.024000.94100
2012000.02.18 15:15sell682.310.982200.000000.00000
2022000.02.18 15:15modify682.310.982201.027200.93720
2032000.02.18 16:15close682.310.984351.027200.93720-496.65114792.05
2042000.02.18 16:30close672.310.986151.024000.94100-843.15113948.90
2052000.02.22 01:45buy692.280.992850.000000.00000
2062000.02.22 01:45modify692.280.992850.950201.03520
2072000.02.22 09:30close692.280.996500.950201.03520832.20114781.10
2082000.02.22 09:45buy702.301.001150.000000.00000
2092000.02.22 09:45modify702.301.001150.924501.07750
2102000.02.22 10:00buy712.300.999750.000000.00000
2112000.02.22 10:00modify712.300.999750.923101.07610
2122000.02.22 16:30close712.301.004500.923101.076101092.50115873.60
2132000.02.22 16:30close702.301.004500.924501.07750770.50116644.10
2142000.02.24 09:30sell722.330.999400.000000.00000
2152000.02.24 09:30modify722.330.999401.026400.97240
2162000.02.24 09:45sell732.330.998600.000000.00000
2172000.02.24 09:45modify732.330.998601.029100.96810
2182000.02.24 10:00close732.330.997451.029100.96810267.95116912.05
2192000.02.24 10:30close722.330.996851.026400.97240594.15117506.20
2202000.02.24 12:15sell742.350.994100.000000.00000
2212000.02.24 12:15modify742.350.994101.049600.93860
2222000.02.24 14:15close742.350.989651.049600.938601045.75118551.95
2232000.02.24 16:00sell752.370.992700.000000.00000
2242000.02.24 16:00modify752.370.992701.069700.91570
2252000.02.24 16:45sell762.370.995600.000000.00000
2262000.02.24 16:45modify762.370.995601.072600.91860
2272000.02.24 17:00sell772.370.995700.000000.00000
2282000.02.24 17:00modify772.370.995701.072700.91870
2292000.02.24 20:30sell782.370.995500.000000.00000
2302000.02.24 20:30modify782.370.995501.067000.92400
2312000.02.24 21:30close782.370.992951.067000.92400604.35119156.30
2322000.02.25 06:00close772.370.990651.072700.918701198.27120354.57
2332000.02.25 06:00close762.370.990651.072600.918601174.57121529.14
2342000.02.25 06:00close752.370.990651.069700.91570487.27122016.42
2352000.02.25 08:45sell792.440.986600.000000.00000
2362000.02.25 08:45modify792.440.986601.034600.93860
2372000.02.25 10:30close792.440.989551.034600.93860-719.80121296.62
2382000.02.25 12:45sell802.430.983100.000000.00000
2392000.02.25 12:45modify802.430.983101.037100.92910
2402000.02.25 13:00sell812.430.982500.000000.00000
2412000.02.25 13:00modify812.430.982501.039000.92600
2422000.02.25 13:15sell822.430.981300.000000.00000
2432000.02.25 13:15modify822.430.981301.041300.92130
2442000.02.25 16:15close822.430.978851.041300.92130595.35121891.97
2452000.02.25 16:30close812.430.977751.039000.926001154.25123046.22
2462000.02.25 18:00close802.430.977251.037100.929101421.55124467.77
2472000.02.28 04:30sell832.490.957800.000000.00000
2482000.02.28 04:30modify832.490.957801.090800.82480
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13512000.12.27 09:15buy4513.280.932450.000000.00000
13522000.12.27 09:15modify4513.280.932450.899300.96530
13532000.12.27 10:15close4513.280.931400.899300.96530-344.40163477.92
13542000.12.29 10:15buy4523.270.932550.000000.00000
13552000.12.29 10:15modify4523.270.932550.907400.95740
13562000.12.29 10:45close4523.270.930400.907400.95740-703.05162774.87
13572000.12.29 16:45buy4533.260.934550.000000.00000
13582000.12.29 16:45modify4533.260.934550.900400.96840
13592000.12.29 17:15buy4543.260.937350.000000.00000
13602000.12.29 17:15modify4543.260.937350.881200.99320
13612000.12.29 21:15close4543.260.941700.881200.993201418.10164192.97
13622000.12.29 21:15close4533.260.941700.900400.968402330.90166523.87

谈论 RobinVOL 2.0 | year 2000 回测

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