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

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2002.01.01 00:00 - 2002.12.30 23:59 (2002.01.01 - 2002.12.31)
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 test25831Ticks modelled50646Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit31646.40Gross profit82307.16Gross loss-50660.76
Profit factor1.62Expected payoff108.38
Absolute drawdown465.20Maximal drawdown10189.82 (8.97%)Relative drawdown8.97% (10189.82)
Total trades292Short 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%)
Largestprofit trade2940.44loss trade-960.00
Averageprofit trade575.57loss trade-340.01
Maximumconsecutive wins (profit in money)11 (8165.91)consecutive losses (loss in money)19 (-5726.65)
Maximalconsecutive profit (count of wins)8165.91 (11)consecutive loss (count of losses)-6405.78 (10)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12002.01.01 18:45buy12.000.889150.000000.00000
22002.01.01 18:45modify12.000.889150.848000.93000
32002.01.01 19:15buy22.000.890550.000000.00000
42002.01.01 19:15modify22.000.890550.855400.92540
52002.01.02 01:30close22.000.888700.855400.92540-372.6099627.40
62002.01.02 04:15close12.000.892200.848000.93000607.40100234.80
72002.01.02 10:15buy32.000.897850.000000.00000
82002.01.02 10:15modify32.000.897850.849700.94570
92002.01.02 10:30buy42.000.899850.000000.00000
102002.01.02 10:30modify42.000.899850.840700.95870
112002.01.02 12:00close42.000.900000.840700.9587030.00100264.80
122002.01.02 14:00close32.000.903900.849700.945701210.00101474.80
132002.01.07 12:00sell52.030.893400.000000.00000
142002.01.07 12:00modify52.030.893400.926900.85990
152002.01.07 12:15sell62.030.892300.000000.00000
162002.01.07 12:15modify62.030.892300.933300.85130
172002.01.07 12:45sell72.030.890700.000000.00000
182002.01.07 12:45modify72.030.890700.940200.84120
192002.01.07 14:00close72.030.890550.940200.8412030.45101505.25
202002.01.07 15:15close62.030.891750.933300.85130111.65101616.90
212002.01.07 17:15close52.030.892550.926900.85990172.55101789.45
222002.01.09 16:00sell82.040.888800.000000.00000
232002.01.09 16:00modify82.040.888800.919800.85780
242002.01.09 18:30close82.040.889450.919800.85780-132.60101656.85
252002.01.15 19:15sell92.030.885800.000000.00000
262002.01.15 19:15modify92.030.885800.930300.84130
272002.01.15 19:30sell102.030.886500.000000.00000
282002.01.15 19:30modify102.030.886500.930000.84300
292002.01.15 21:45close102.030.883850.930000.84300537.95102194.80
302002.01.15 22:00close92.030.883250.930300.84130517.65102712.45
312002.01.18 16:45buy112.050.884450.000000.00000
322002.01.18 16:45modify112.050.884450.859300.90930
332002.01.21 01:00close112.050.886100.859300.90930335.58103048.03
342002.01.23 19:15sell122.060.878500.000000.00000
352002.01.23 19:15modify122.060.878500.932000.82500
362002.01.23 19:30sell132.060.877800.000000.00000
372002.01.23 19:30modify132.060.877800.932300.82330
382002.01.24 08:15sell142.060.878600.000000.00000
392002.01.24 08:15modify142.060.878600.890100.86710
402002.01.25 10:00sell152.060.875500.000000.00000
412002.01.25 10:00modify152.060.875500.895500.85550
422002.01.25 11:00close152.060.874350.895500.85550236.90103284.93
432002.01.25 11:00close142.060.874350.890100.86710876.74104161.67
442002.01.25 11:00close132.060.874350.932300.82330715.64104877.31
452002.01.25 11:45sell162.060.868900.000000.00000
462002.01.25 11:45modify162.060.868900.929900.80790
472002.01.25 12:00sell172.060.868700.000000.00000
482002.01.25 12:00modify172.060.868700.929700.80770
492002.01.25 15:15close172.060.867850.929700.80770175.10105052.41
502002.01.25 16:00close162.060.864250.929900.80790957.90106010.31
512002.01.25 16:00close122.060.864250.932000.825002940.44108950.76
522002.01.28 12:15sell182.180.862100.000000.00000
532002.01.28 12:15modify182.180.862100.885600.83860
542002.01.28 12:30sell192.180.861100.000000.00000
552002.01.28 12:30modify192.180.861100.889100.83310
562002.01.28 13:15close192.180.859350.889100.83310381.50109332.26
572002.01.28 13:30close182.180.859850.885600.83860490.50109822.76
582002.01.30 14:45sell202.200.860500.000000.00000
592002.01.30 14:45modify202.200.860500.897500.82350
602002.01.30 15:00sell212.200.860800.000000.00000
612002.01.30 15:00modify212.200.860800.899800.82180
622002.01.30 15:15sell222.200.861500.000000.00000
632002.01.30 15:15modify222.200.861500.900500.82250
642002.01.30 16:15close222.200.863050.900500.82250-341.00109481.76
652002.01.30 16:15close212.200.863050.899800.82180-495.00108986.76
662002.01.30 16:30close202.200.863350.897500.82350-627.00108359.76
672002.02.04 16:30buy232.170.866750.000000.00000
682002.02.04 16:30modify232.170.866750.835100.89810
692002.02.04 18:00close232.170.868800.835100.89810444.85108804.61
702002.02.04 18:15buy242.180.869550.000000.00000
712002.02.04 18:15modify242.180.869550.824900.91390
722002.02.04 18:30buy252.180.870450.000000.00000
732002.02.04 18:30modify252.180.870450.817800.92280
742002.02.04 23:45buy262.180.869850.000000.00000
752002.02.04 23:45modify262.180.869850.820700.91870
762002.02.05 01:45close262.180.869100.820700.91870-166.33108638.27
772002.02.05 01:45close252.180.869100.817800.92280-297.13108341.14
782002.02.05 09:45close242.180.872200.824900.91390574.87108916.01
792002.02.05 15:15buy272.180.871950.000000.00000
802002.02.05 15:15modify272.180.871950.848300.89530
812002.02.05 15:30buy282.180.872650.000000.00000
822002.02.05 15:30modify282.180.872650.844000.90100
832002.02.05 15:45close282.180.870900.844000.90100-381.50108534.51
842002.02.05 15:45close272.180.870900.848300.89530-228.90108305.61
852002.02.06 16:45buy292.170.868050.000000.00000
862002.02.06 16:45modify292.170.868050.841400.89440
872002.02.06 17:00buy302.170.868850.000000.00000
882002.02.06 17:00modify302.170.868850.836200.90120
892002.02.06 18:30close302.170.870300.836200.90120314.65108620.26
902002.02.06 19:00close292.170.868800.841400.89440162.75108783.01
912002.02.07 09:45buy312.180.868950.000000.00000
922002.02.07 09:45modify312.180.868950.845300.89230
932002.02.07 10:00close312.180.867700.845300.89230-272.50108510.51
942002.02.11 11:45buy322.170.877350.000000.00000
952002.02.11 11:45modify322.170.877350.841200.91320
962002.02.11 12:00buy332.170.877250.000000.00000
972002.02.11 12:00modify332.170.877250.838600.91560
982002.02.11 13:30close332.170.879700.838600.91560531.65109042.16
992002.02.11 13:30close322.170.879700.841200.91320509.95109552.11
1002002.02.11 21:00buy342.190.876750.000000.00000
1012002.02.11 21:00modify342.190.876750.829600.92360
1022002.02.11 21:15buy352.190.876350.000000.00000
1032002.02.11 21:15modify352.190.876350.829200.92320
1042002.02.12 10:00close352.190.879800.829200.92320752.70110304.81
1052002.02.12 10:00close342.190.879800.829600.92360665.10110969.91
1062002.02.14 13:15sell362.220.868400.000000.00000
1072002.02.14 13:15modify362.220.868400.893900.84290
1082002.02.14 14:15close362.220.869550.893900.84290-255.30110714.61
1092002.02.19 09:45sell372.210.866800.000000.00000
1102002.02.19 09:45modify372.210.866800.890300.84330
1112002.02.19 10:15close372.210.868050.890300.84330-276.25110438.36
1122002.02.19 17:00buy382.210.874250.000000.00000
1132002.02.19 17:00modify382.210.874250.832600.91560
1142002.02.19 17:15buy392.210.874050.000000.00000
1152002.02.19 17:15modify392.210.874050.832400.91540
1162002.02.19 18:45close392.210.876700.832400.91540585.65111024.01
1172002.02.19 18:45close382.210.876700.832600.91560541.45111565.46
1182002.02.22 12:15buy402.230.871650.000000.00000
1192002.02.22 12:15modify402.230.871650.852000.89100
1202002.02.22 14:15buy412.230.874250.000000.00000
1212002.02.22 14:15modify412.230.874250.841100.90710
1222002.02.22 14:30buy422.230.874550.000000.00000
1232002.02.22 14:30modify422.230.874550.832900.91590
1242002.02.22 15:30close422.230.874500.832900.91590-11.15111554.31
1252002.02.22 15:30close412.230.874500.841100.9071055.75111610.06
1262002.02.22 17:00close402.230.877500.852000.891001304.55112914.61
1272002.02.22 21:00buy432.260.875950.000000.00000
1282002.02.22 21:00modify432.260.875950.581801.16980
1292002.02.25 00:00buy442.260.875450.000000.00000
1302002.02.25 00:00modify442.260.875450.831300.91930
1312002.02.25 13:45close442.260.872900.831300.91930-576.30112338.31
1322002.02.25 13:45close432.260.872900.581801.16980-692.24111646.07
1332002.02.26 13:00sell452.230.867200.000000.00000
1342002.02.26 13:00modify452.230.867200.892200.84220
1352002.02.26 13:15close452.230.868550.892200.84220-301.05111345.02
1362002.02.26 16:15buy462.230.870450.000000.00000
1372002.02.26 16:15modify462.230.870450.840300.90030
1382002.02.26 16:30buy472.230.870050.000000.00000
1392002.02.26 16:30modify472.230.870050.839900.89990
1402002.02.26 16:45close472.230.868400.839900.89990-367.95110977.07
1412002.02.26 16:45close462.230.868400.840300.90030-457.15110519.92
1422002.02.26 18:30sell482.210.865100.000000.00000
1432002.02.26 18:30modify482.210.865100.906600.82360
1442002.02.26 19:00sell492.210.862600.000000.00000
1452002.02.26 19:00modify492.210.862600.917100.80810
1462002.02.26 21:30close492.210.864150.917100.80810-342.55110177.37
1472002.02.27 02:15close482.210.865250.906600.82360-31.82110145.55
1482002.03.01 16:30sell502.200.865400.000000.00000
1492002.03.01 16:30modify502.200.865400.887900.84290
1502002.03.01 16:45sell512.200.865500.000000.00000
1512002.03.01 16:45modify512.200.865500.892000.83900
1522002.03.01 17:30close512.200.864050.892000.83900319.00110464.55
1532002.03.01 18:15close502.200.866150.887900.84290-165.00110299.55
1542002.03.04 17:30buy522.210.871050.000000.00000
1552002.03.04 17:30modify522.210.871050.831900.90990
1562002.03.04 21:00close522.210.869100.831900.90990-430.95109868.60
1572002.03.05 17:00buy532.200.869650.000000.00000
1582002.03.05 17:00modify532.200.869650.839000.90000
1592002.03.05 21:00close532.200.871600.839000.90000429.00110297.60
1602002.03.07 09:15buy542.210.880750.000000.00000
1612002.03.07 09:15modify542.210.880750.853100.90810
1622002.03.07 09:30close542.210.878900.853100.90810-408.85109888.75
1632002.03.07 12:30sell552.200.875900.000000.00000
1642002.03.07 12:30modify552.200.875900.904400.84740
1652002.03.07 15:00close552.200.876850.904400.84740-209.00109679.75
1662002.03.12 17:15buy562.190.873850.000000.00000
1672002.03.12 17:15modify562.190.873850.843700.90370
1682002.03.12 17:30buy572.190.875550.000000.00000
1692002.03.12 17:30modify572.190.875550.845400.90540
1702002.03.12 17:45close572.190.875300.845400.90540-54.75109625.00
1712002.03.13 13:15close562.190.874000.843700.9037030.00109655.00
1722002.03.13 15:15buy582.190.876650.000000.00000
1732002.03.13 15:15modify582.190.876650.852000.90100
1742002.03.13 15:30buy592.190.876550.000000.00000
1752002.03.13 15:30modify592.190.876550.851900.90090
1762002.03.13 16:15close592.190.875500.851900.90090-229.95109425.05
1772002.03.13 16:15close582.190.875500.852000.90100-251.85109173.20
1782002.03.13 17:15buy602.180.878350.000000.00000
1792002.03.13 17:15modify602.180.878350.847700.90870
1802002.03.13 18:00close602.180.877100.847700.90870-272.50108900.70
1812002.03.15 15:15sell612.180.882100.000000.00000
1822002.03.15 15:15modify612.180.882100.906600.85760
1832002.03.15 15:30sell622.180.882000.000000.00000
1842002.03.15 15:30modify622.180.882000.911000.85300
1852002.03.15 15:45close622.180.883550.911000.85300-337.90108562.80
1862002.03.15 15:45close612.180.883550.906600.85760-316.10108246.70
1872002.03.15 16:00buy632.160.885150.000000.00000
1882002.03.15 16:00modify632.160.885150.856000.91400
1892002.03.15 16:15buy642.160.885550.000000.00000
1902002.03.15 16:15modify642.160.885550.853900.91690
1912002.03.15 16:30close642.160.884900.853900.91690-140.40108106.30
1922002.03.15 16:45close632.160.883100.856000.91400-442.80107663.50
1932002.03.19 12:00buy652.150.883650.000000.00000
1942002.03.19 12:00modify652.150.883650.869500.89750
1952002.03.19 13:00close652.150.883200.869500.89750-96.75107566.75
1962002.03.21 13:45sell662.150.881700.000000.00000
1972002.03.21 13:45modify662.150.881700.907200.85620
1982002.03.21 17:45close662.150.883350.907200.85620-354.75107212.00
1992002.03.22 09:15sell672.140.880600.000000.00000
2002002.03.22 09:15modify672.140.880600.897100.86410
2012002.03.22 09:30close672.140.881050.897100.86410-96.30107115.70
2022002.03.22 18:15sell682.140.876300.000000.00000
2032002.03.22 18:15modify682.140.876300.911300.84130
2042002.03.22 18:30sell692.140.875700.000000.00000
2052002.03.22 18:30modify692.140.875700.914200.83720
2062002.03.22 18:45sell702.140.876000.000000.00000
2072002.03.22 18:45modify702.140.876000.914500.83750
2082002.03.22 19:30close702.140.877550.914500.83750-331.70106784.00
2092002.03.22 19:30close692.140.877550.914200.83720-395.90106388.10
2102002.03.22 19:30close682.140.877550.911300.84130-267.50106120.60
2112002.03.26 12:00sell712.120.874000.000000.00000
2122002.03.26 12:00modify712.120.874000.894500.85350
2132002.03.26 12:15sell722.120.874300.000000.00000
2142002.03.26 12:15modify722.120.874300.896300.85230
2152002.03.26 15:15close722.120.875250.896300.85230-201.40105919.20
2162002.03.26 15:15close712.120.875250.894500.85350-265.00105654.20
2172002.03.26 15:30buy732.110.879050.000000.00000
2182002.03.26 15:30modify732.110.879050.845400.91240
2192002.03.26 15:45buy742.110.878950.000000.00000
2202002.03.26 15:45modify742.110.878950.845300.91230
2212002.03.26 16:00buy752.110.878250.000000.00000
2222002.03.26 16:00modify752.110.878250.844600.91160
2232002.03.26 16:15close752.110.876500.844600.91160-369.25105284.95
2242002.03.26 16:15close742.110.876500.845300.91230-516.95104768.00
2252002.03.26 16:15close732.110.876500.845400.91240-538.05104229.95
2262002.03.27 17:00sell762.080.872200.000000.00000
2272002.03.27 17:00modify762.080.872200.896200.84820
2282002.03.27 17:45close762.080.873650.896200.84820-301.60103928.35
2292002.04.01 15:00buy772.080.879350.000000.00000
2302002.04.01 15:00modify772.080.879350.840700.91770
2312002.04.01 15:15buy782.080.879950.000000.00000
2322002.04.01 15:15modify782.080.879950.840300.91930
2332002.04.01 15:30buy792.080.880150.000000.00000
2342002.04.01 15:30modify792.080.880150.841500.91850
2352002.04.01 17:45close792.080.881800.841500.91850343.20104271.55
2362002.04.02 00:30close782.080.879400.840300.91930-117.10104154.45
2372002.04.02 00:45close772.080.879400.840700.917707.70104162.15
2382002.04.02 01:00buy802.080.879350.000000.00000
2392002.04.02 01:00modify802.080.879350.833200.92520
2402002.04.02 08:30close802.080.878100.833200.92520-260.00103902.15
2412002.04.02 16:45sell812.080.879100.000000.00000
2422002.04.02 16:45modify812.080.879100.901600.85660
2432002.04.03 04:30close812.080.878650.901600.8566094.85103996.99
2442002.04.04 14:00buy822.080.884750.000000.00000
2452002.04.04 14:00modify822.080.884750.858100.91110
2462002.04.04 14:15buy832.080.884750.000000.00000
2472002.04.04 14:15modify832.080.884750.858100.91110
2482002.04.04 15:45close832.080.883300.858100.91110-301.60103695.39
2492002.04.04 15:45close822.080.883300.858100.91110-301.60103393.79
2502002.04.04 16:30sell842.070.880900.000000.00000
2512002.04.04 16:30modify842.070.880900.910400.85140
2522002.04.04 16:45sell852.070.880200.000000.00000
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8132002.12.05 15:30close2712.610.999751.026500.97050-326.25130387.88
8142002.12.06 14:45buy2722.611.006050.000000.00000
8152002.12.06 14:45modify2722.611.006050.974901.03690
8162002.12.06 15:00buy2732.611.005550.000000.00000
8172002.12.06 15:00modify2732.611.005550.973901.03690
8182002.12.06 15:15close2732.611.009600.973901.036901057.05131444.93
8192002.12.06 15:30buy2742.611.009450.000000.00000
8202002.12.06 15:30modify2742.611.009450.943801.07480
8212002.12.06 16:15close2742.611.006500.943801.07480-769.95130674.98
8222002.12.09 10:15buy2752.611.011250.000000.00000
8232002.12.09 10:15modify2752.611.011250.990601.03160
8242002.12.09 11:30close2752.611.010200.990601.03160-274.05130400.93
8252002.12.10 10:15buy2762.611.013550.000000.00000
8262002.12.10 10:15modify2762.611.013550.988901.03790
8272002.12.10 11:00close2762.611.013200.988901.03790-91.35130309.58
8282002.12.10 13:45close2722.611.011600.974901.036901441.76131751.35
8292002.12.12 09:00buy2772.641.011850.000000.00000
8302002.12.12 09:00modify2772.641.011850.986201.03720
8312002.12.12 09:15buy2782.641.012350.000000.00000
8322002.12.12 09:15modify2782.641.012350.986201.03820
8332002.12.12 09:30buy2792.641.012050.000000.00000
8342002.12.12 09:30modify2792.641.012050.983901.03990
8352002.12.12 10:45close2792.641.013800.983901.03990462.00132213.35
8362002.12.12 10:45close2782.641.013800.986201.03820382.80132596.15
8372002.12.12 10:45close2772.641.013800.986201.03720514.80133110.95
8382002.12.13 09:00buy2802.661.021250.000000.00000
8392002.12.13 09:00modify2802.661.021250.994601.04760
8402002.12.13 09:15buy2812.661.022950.000000.00000
8412002.12.13 09:15modify2812.661.022950.988801.05680
8422002.12.13 11:00close2812.661.025600.988801.05680704.90133815.85
8432002.12.13 12:00close2802.661.023600.994601.04760625.10134440.95
8442002.12.17 03:30buy2822.691.026350.000000.00000
8452002.12.17 03:30modify2822.691.026350.986701.06570
8462002.12.17 03:45buy2832.691.026450.000000.00000
8472002.12.17 03:45modify2832.691.026450.986801.06580
8482002.12.17 04:45close2832.691.028700.986801.06580605.25135046.20
8492002.12.17 04:45close2822.691.028700.986701.06570632.15135678.35
8502002.12.19 18:00sell2842.711.021700.000000.00000
8512002.12.19 18:00modify2842.711.021701.063200.98020
8522002.12.19 18:30close2842.711.023351.063200.98020-447.15135231.20
8532002.12.23 09:00buy2852.701.030350.000000.00000
8542002.12.23 09:00modify2852.701.030351.001701.05870
8552002.12.23 09:15buy2862.701.031150.000000.00000
8562002.12.23 09:15modify2862.701.031150.998501.06350
8572002.12.23 12:30close2862.701.029800.998501.06350-364.50134866.70
8582002.12.23 12:45close2852.701.029401.001701.05870-256.50134610.20
8592002.12.23 17:30sell2872.691.023100.000000.00000
8602002.12.23 17:30modify2872.691.023101.072600.97360
8612002.12.23 17:45sell2882.691.023400.000000.00000
8622002.12.23 17:45modify2882.691.023401.072900.97390
8632002.12.23 18:00sell2892.691.022400.000000.00000
8642002.12.23 18:00modify2892.691.022401.073400.97140
8652002.12.23 18:30close2892.691.024351.073400.97140-524.55134085.65
8662002.12.23 18:45close2882.691.024851.072900.97390-390.05133695.60
8672002.12.23 18:45close2872.691.024851.072600.97360-470.75133224.85
8682002.12.24 14:45buy2902.661.032150.000000.00000
8692002.12.24 14:45modify2902.661.032150.996501.06750
8702002.12.24 15:15close2902.661.029100.996501.06750-811.30132413.55
8712002.12.26 09:00buy2912.651.035950.000000.00000
8722002.12.26 09:00modify2912.651.035951.009801.06180
8732002.12.26 14:30close2912.651.034401.009801.06180-410.75132002.80
8742002.12.26 14:45sell2922.641.033000.000000.00000
8752002.12.26 14:45modify2922.641.033001.058001.00800
8762002.12.26 15:15close2922.641.034351.058001.00800-356.40131646.40

谈论 RobinVOL 2.0 | year 2002 回测

本评论文章中包含的信息、图表或示例仅用于说明和教育目的。 不应将其视为购买或出售任何证券或金融工具的建议或认可。 我们不会也不能提供任何类型的财务建议。 我们的任何员工或相关人员均未注册或被授权提供财务建议。 我们不代表任何人进行交易,也不推荐任何经纪商。 在某些情况下,我们与文章中提到的产品或服务有实质性链接。 这可以是补偿或报酬的形式。

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