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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) 2004.01.01 00:00 - 2004.12.30 23:59 (2004.01.01 - 2004.12.31)
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 test25906Ticks modelled50796Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit115159.90Gross profit255472.81Gross loss-140312.91
Profit factor1.82Expected payoff278.16
Absolute drawdown729.35Maximal drawdown17539.67 (10.75%)Relative drawdown10.75% (17539.67)
Total trades414Short 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%)
Largestprofit trade6232.25loss trade-1875.30
Averageprofit trade1188.25loss trade-705.09
Maximumconsecutive wins (profit in money)15 (21140.80)consecutive losses (loss in money)10 (-7150.80)
Maximalconsecutive profit (count of wins)21140.80 (15)consecutive loss (count of losses)-9480.15 (9)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12004.01.01 19:15sell12.001.256100.000000.00000
22004.01.01 19:15modify12.001.256101.280601.23160
32004.01.01 19:30sell22.001.254400.000000.00000
42004.01.01 19:30modify22.001.254401.288401.22040
52004.01.01 22:15close22.001.254051.288401.2204070.00100070.00
62004.01.01 23:15close12.001.255451.280601.23160130.00100200.00
72004.01.02 02:15sell32.001.253700.000000.00000
82004.01.02 02:15modify32.001.253701.290701.21670
92004.01.02 02:30sell42.001.254500.000000.00000
102004.01.02 02:30modify42.001.254501.291501.21750
112004.01.02 03:00close42.001.255551.291501.21750-210.0099990.00
122004.01.02 04:30close32.001.256651.290701.21670-590.0099400.00
132004.01.08 13:30buy51.991.263050.000000.00000
142004.01.08 13:30modify51.991.263051.220901.30490
152004.01.08 14:30close51.991.267501.220901.30490885.55100285.55
162004.01.08 15:00buy62.011.273050.000000.00000
172004.01.08 15:00modify62.011.273051.186401.35940
182004.01.08 20:15buy72.011.275050.000000.00000
192004.01.08 20:15modify72.011.275051.161901.38790
202004.01.09 01:15close72.011.276301.161901.38790248.64100534.19
212004.01.09 02:00close62.011.275901.186401.35940570.24101104.42
222004.01.09 14:45buy82.021.283650.000000.00000
232004.01.09 14:45modify82.021.283651.208001.35900
242004.01.09 15:00buy92.021.282250.000000.00000
252004.01.09 15:00modify92.021.282251.206601.35760
262004.01.09 15:15buy102.021.282350.000000.00000
272004.01.09 15:15modify102.021.282351.206701.35770
282004.01.09 22:45buy112.021.282350.000000.00000
292004.01.09 22:45modify112.021.282350.850201.71420
302004.01.09 23:00close112.021.281700.850201.71420-131.30100973.12
312004.01.09 23:15buy122.021.282150.000000.00000
322004.01.09 23:15modify122.021.282150.850001.71400
332004.01.12 03:00buy132.021.283250.000000.00000
342004.01.12 03:00modify132.021.283251.212601.35360
352004.01.12 09:15close132.021.287401.212601.35360838.30101811.42
362004.01.12 09:15close122.021.287400.850001.714001057.87102869.30
372004.01.12 09:15close102.021.287401.206701.357701017.47103886.77
382004.01.12 09:15close92.021.287401.206601.357601037.67104924.45
392004.01.12 09:30close82.021.288901.208001.359001057.87105982.32
402004.01.12 14:15sell142.121.282400.000000.00000
412004.01.12 14:15modify142.121.282401.326401.23840
422004.01.12 14:30sell152.121.280000.000000.00000
432004.01.12 14:30modify152.121.280001.332001.22800
442004.01.12 15:00close152.121.279351.332001.22800137.80106120.12
452004.01.12 16:00close142.121.280351.326401.23840434.60106554.72
462004.01.13 10:15buy162.131.279650.000000.00000
472004.01.13 10:15modify162.131.279651.239501.31950
482004.01.13 11:00close162.131.276201.239501.31950-734.85105819.87
492004.01.14 09:30sell172.121.267100.000000.00000
502004.01.14 09:30modify172.121.267101.330101.20410
512004.01.14 09:45sell182.121.267200.000000.00000
522004.01.14 09:45modify182.121.267201.331701.20270
532004.01.14 14:30close182.121.269751.331701.20270-540.60105279.27
542004.01.14 14:30close172.121.269751.330101.20410-561.80104717.47
552004.01.16 08:45sell192.091.253200.000000.00000
562004.01.16 08:45modify192.091.253201.298701.20770
572004.01.16 10:00close192.091.250251.298701.20770616.55105334.02
582004.01.16 15:30sell202.111.243800.000000.00000
592004.01.16 15:30modify202.111.243801.325801.16180
602004.01.16 15:45sell212.111.243900.000000.00000
612004.01.16 15:45modify212.111.243901.331901.15590
622004.01.16 17:15close212.111.241551.331901.15590495.85105829.87
632004.01.16 18:15close202.111.238451.325801.161801128.85106958.72
642004.01.20 09:00buy222.141.245450.000000.00000
652004.01.20 09:00modify222.141.245451.187801.30280
662004.01.20 09:15buy232.141.245450.000000.00000
672004.01.20 09:15modify232.141.245451.186801.30380
682004.01.20 11:15close232.141.246301.186801.30380181.90107140.62
692004.01.20 11:15close222.141.246301.187801.30280181.90107322.52
702004.01.20 12:45buy242.151.251650.000000.00000
712004.01.20 12:45modify242.151.251651.165001.33800
722004.01.20 13:00buy252.151.250750.000000.00000
732004.01.20 13:00modify252.151.250751.162101.33910
742004.01.20 13:15buy262.151.253150.000000.00000
752004.01.20 13:15modify262.151.253151.157501.34850
762004.01.20 15:15close262.151.249801.157501.34850-720.25106602.27
772004.01.20 16:45close252.151.257501.162101.339101451.25108053.52
782004.01.20 16:45close242.151.257501.165001.338001257.75109311.27
792004.01.22 11:00buy272.191.272150.000000.00000
802004.01.22 11:00modify272.191.272151.221001.32300
812004.01.22 11:15buy282.191.271550.000000.00000
822004.01.22 11:15modify282.191.271551.219401.32340
832004.01.22 12:45close282.191.271101.219401.32340-98.55109212.72
842004.01.22 12:45close272.191.271101.221001.32300-229.95108982.77
852004.01.23 01:15buy292.181.271550.000000.00000
862004.01.23 01:15modify292.181.271551.229901.31290
872004.01.23 08:45close292.181.274901.229901.31290730.30109713.07
882004.01.23 13:45sell302.191.269100.000000.00000
892004.01.23 13:45modify302.191.269101.315101.22310
902004.01.23 17:15close302.191.264851.315101.22310930.75110643.82
912004.01.23 17:45sell312.211.262300.000000.00000
922004.01.23 17:45modify312.211.262301.344801.17980
932004.01.26 01:15close312.211.257251.344801.179801117.38111761.20
942004.01.26 10:00buy322.241.260150.000000.00000
952004.01.26 10:00modify322.241.260151.219001.30100
962004.01.26 10:30close322.241.257901.219001.30100-504.00111257.20
972004.01.28 20:30sell332.231.250700.000000.00000
982004.01.28 20:30modify332.231.250701.336701.16470
992004.01.28 20:45sell342.231.248500.000000.00000
1002004.01.28 20:45modify342.231.248501.342001.15500
1012004.01.28 21:00sell352.231.250900.000000.00000
1022004.01.28 21:00modify352.231.250901.344401.15740
1032004.01.28 23:30close352.231.242751.344401.157401817.45113074.65
1042004.01.28 23:30close342.231.242751.342001.155001282.25114356.90
1052004.01.28 23:30close332.231.242751.336701.164701772.85116129.75
1062004.01.29 02:15sell362.321.248900.000000.00000
1072004.01.29 02:15modify362.321.248901.366901.13090
1082004.01.29 07:45close362.321.247251.366901.13090382.80116512.55
1092004.01.30 14:45buy372.331.246950.000000.00000
1102004.01.30 14:45modify372.331.246951.174301.31930
1112004.01.30 15:00buy382.331.245150.000000.00000
1122004.01.30 15:00modify382.331.245151.172501.31750
1132004.01.30 15:15close382.331.243201.172501.31750-454.35116058.20
1142004.01.30 16:00close372.331.241001.174301.31930-1386.35114671.85
1152004.02.02 00:00buy392.291.248350.000000.00000
1162004.02.02 00:00modify392.291.248351.182701.31370
1172004.02.02 02:00buy402.291.246950.000000.00000
1182004.02.02 02:00modify402.291.246951.181301.31230
1192004.02.02 18:15close402.291.241501.181301.31230-1248.05113423.80
1202004.02.02 18:15close392.291.241501.182701.31370-1568.65111855.15
1212004.02.03 09:00buy412.241.255750.000000.00000
1222004.02.03 09:00modify412.241.255751.172601.33860
1232004.02.03 15:00buy422.241.255650.000000.00000
1242004.02.03 15:00modify422.241.255651.172501.33850
1252004.02.03 15:30buy432.241.254650.000000.00000
1262004.02.03 15:30modify432.241.254651.172001.33700
1272004.02.03 20:00close432.241.252901.172001.33700-392.00111463.15
1282004.02.03 20:00close422.241.252901.172501.33850-616.00110847.15
1292004.02.03 20:00close412.241.252901.172601.33860-638.40110208.75
1302004.02.05 10:45buy442.201.258750.000000.00000
1312004.02.05 10:45modify442.201.258751.222101.29510
1322004.02.05 11:00buy452.201.259350.000000.00000
1332004.02.05 11:00modify452.201.259351.221701.29670
1342004.02.05 11:15buy462.201.258950.000000.00000
1352004.02.05 11:15modify462.201.258951.220301.29730
1362004.02.05 11:30close462.201.257501.220301.29730-319.00109889.75
1372004.02.05 11:30close452.201.257501.221701.29670-407.00109482.75
1382004.02.05 13:15close442.201.258201.222101.29510-121.00109361.75
1392004.02.06 14:45buy472.191.262250.000000.00000
1402004.02.06 14:45modify472.191.262251.201101.32310
1412004.02.06 15:15buy482.191.265650.000000.00000
1422004.02.06 15:15modify482.191.265651.179501.35150
1432004.02.06 15:30buy492.191.267250.000000.00000
1442004.02.06 15:30modify492.191.267251.181101.35310
1452004.02.06 16:00close492.191.271201.181101.35310865.05110226.80
1462004.02.06 17:30close482.191.270201.179501.35150996.45111223.25
1472004.02.06 21:00buy502.191.269550.000000.00000
1482004.02.06 21:00modify502.191.269550.624401.91440
1492004.02.09 00:15close502.191.261000.624401.91440-1875.30109347.95
1502004.02.09 00:15close472.191.261001.201101.32310-276.60109071.35
1512004.02.11 17:15buy512.181.275750.000000.00000
1522004.02.11 17:15modify512.181.275751.214101.33710
1532004.02.11 17:30buy522.181.278350.000000.00000
1542004.02.11 17:30modify522.181.278351.207701.34870
1552004.02.11 17:45buy532.181.280050.000000.00000
1562004.02.11 17:45modify532.181.280051.193901.36590
1572004.02.11 18:45close532.181.279701.193901.36590-76.30108995.05
1582004.02.12 01:00buy542.181.283050.000000.00000
1592004.02.12 01:00modify542.181.283051.187401.37840
1602004.02.13 14:45close542.181.285701.187401.37840574.87109569.92
1612004.02.13 15:00buy552.181.286850.000000.00000
1622004.02.13 15:00modify552.181.286851.240701.33270
1632004.02.13 15:15buy562.181.286850.000000.00000
1642004.02.13 15:15modify562.181.286851.241201.33220
1652004.02.13 16:15close562.181.283301.241201.33220-773.90108796.02
1662004.02.13 16:15close552.181.283301.240701.33270-773.90108022.12
1672004.02.13 16:15close522.181.283301.207701.348701067.76109089.88
1682004.02.13 16:15close512.181.283301.214101.337101634.56110724.45
1692004.02.13 16:30sell572.211.280800.000000.00000
1702004.02.13 16:30modify572.211.280801.341301.22030
1712004.02.13 18:15close572.211.276551.341301.22030939.25111663.70
1722004.02.17 08:15buy582.231.280450.000000.00000
1732004.02.17 08:15modify582.231.280451.253301.30730
1742004.02.17 08:45buy592.231.282650.000000.00000
1752004.02.17 08:45modify592.231.282651.243001.32200
1762004.02.17 09:45close592.231.284801.243001.32200479.45112143.15
1772004.02.17 09:45close582.231.284801.253301.30730970.05113113.20
1782004.02.18 08:00buy602.261.291350.000000.00000
1792004.02.18 08:00modify602.261.291351.244701.33770
1802004.02.18 08:15buy612.261.292150.000000.00000
1812004.02.18 08:15modify612.261.292151.242001.34200
1822004.02.18 08:30close612.261.288701.242001.34200-779.70112333.50
1832004.02.18 08:30close602.261.288701.244701.33770-598.90111734.60
1842004.02.18 20:15sell622.231.270800.000000.00000
1852004.02.18 20:15modify622.231.270801.383801.15780
1862004.02.19 01:00sell632.231.272400.000000.00000
1872004.02.19 01:00modify632.231.272401.385901.15890
1882004.02.19 06:00sell642.231.273300.000000.00000
1892004.02.19 06:00modify642.231.273301.356801.18980
1902004.02.19 15:00sell652.231.266500.000000.00000
1912004.02.19 15:00modify652.231.266501.305001.22800
1922004.02.19 15:30close652.231.268851.305001.22800-524.05111210.55
1932004.02.20 00:45close642.231.276051.356801.18980-611.91110598.63
1942004.02.20 00:45close632.231.276051.385901.15890-812.61109786.02
1952004.02.20 00:45close622.231.276051.383801.15780-1165.40108620.62
1962004.02.20 16:45sell662.171.255300.000000.00000
1972004.02.20 16:45modify662.171.255301.361801.14880
1982004.02.23 01:15close662.171.247851.361801.148801617.95110238.58
1992004.02.24 16:30buy672.201.266950.000000.00000
2002004.02.24 16:30modify672.201.266951.190301.34330
2012004.02.24 16:45buy682.201.267150.000000.00000
2022004.02.24 16:45modify682.201.267151.187001.34700
2032004.02.25 12:45close682.201.263601.187001.34700-783.86109454.72
2042004.02.25 12:45close672.201.263601.190301.34330-739.86108714.86
2052004.02.25 16:30sell692.171.256800.000000.00000
2062004.02.25 16:30modify692.171.256801.329301.18430
2072004.02.25 16:45sell702.171.255400.000000.00000
2082004.02.25 16:45modify702.171.255401.341901.16890
2092004.02.25 17:00sell712.171.254100.000000.00000
2102004.02.25 17:00modify712.171.254101.340601.16760
2112004.02.25 17:15close712.171.249451.340601.167601009.05109723.91
2122004.02.25 18:30close702.171.248751.341901.168901443.05111166.96
2132004.02.26 01:45sell722.171.250200.000000.00000
2142004.02.26 01:45modify722.171.250201.335701.16470
2152004.02.26 02:30sell732.171.250900.000000.00000
2162004.02.26 02:30modify732.171.250901.335901.16590
2172004.02.26 09:45sell742.171.244000.000000.00000
2182004.02.26 09:45modify742.171.244001.284501.20350
2192004.02.26 10:00sell752.171.244300.000000.00000
2202004.02.26 10:00modify752.171.244301.286801.20180
2212004.02.26 11:30close752.171.242451.286801.20180401.45111568.41
2222004.02.26 11:30close742.171.242451.284501.20350336.35111904.76
2232004.02.26 11:30close732.171.242451.335901.165901833.65113738.41
2242004.02.26 14:00close722.171.245151.335701.164701095.85114834.26
2252004.02.26 14:30close692.171.245851.329301.184302380.06117214.31
2262004.02.26 14:45sell762.341.239100.000000.00000
2272004.02.26 14:45modify762.341.239101.306601.17160
2282004.02.26 15:00close762.341.243051.306601.17160-924.30116290.01
2292004.02.27 09:45sell772.331.242500.000000.00000
2302004.02.27 09:45modify772.331.242501.268001.21700
2312004.02.27 10:15close772.331.243751.268001.21700-291.25115998.76
2322004.02.27 11:00sell782.321.238600.000000.00000
2332004.02.27 11:00modify782.321.238601.280601.19660
2342004.02.27 11:15sell792.321.237900.000000.00000
2352004.02.27 11:15modify792.321.237901.286401.18940
2362004.02.27 12:00close792.321.240851.286401.18940-684.40115314.36
2372004.02.27 12:00close782.321.240851.280601.19660-522.00114792.36
2382004.03.01 09:45sell802.301.248900.000000.00000
2392004.03.01 09:45modify802.301.248901.281401.21640
2402004.03.01 12:30close802.301.247551.281401.21640310.50115102.86
2412004.03.02 17:00sell812.301.230100.000000.00000
2422004.03.02 17:00modify812.301.230101.305101.15510
2432004.03.02 17:15sell822.301.227400.000000.00000
2442004.03.02 17:15modify822.301.227401.336901.11790
2452004.03.02 17:30sell832.301.227100.000000.00000
2462004.03.02 17:30modify832.301.227101.336601.11760
2472004.03.02 18:15close832.301.220451.336601.117601529.50116632.36
2482004.03.03 01:15close822.301.216951.336901.117902404.88119037.24
2492004.03.03 13:15close812.301.211551.305101.155104267.88123305.12
2502004.03.04 11:00sell842.471.217100.000000.00000
2512004.03.04 11:00modify842.471.217101.264601.16960
2522004.03.04 12:30close842.471.219451.264601.16960-580.45122724.67
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8312004.09.10 15:15buy2783.431.229150.000000.00000
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8692004.09.21 14:45close2903.421.226001.179101.27110256.50171344.20
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8922004.09.22 11:45close2973.421.230201.180201.28320-564.30174439.30
8932004.09.22 12:15close2963.421.227901.180801.28380-1556.10172883.20
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9032004.09.22 18:00close3003.391.226151.263801.18980220.35170163.86
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9142004.09.30 14:30buy3063.411.241350.000000.00000
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9162004.09.30 23:30buy3073.411.243150.000000.00000
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9332004.10.01 12:15close3043.411.239501.204301.27130524.12166595.88
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10632004.10.27 17:15sell3553.771.273000.000000.00000
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10932004.11.05 14:45sell3653.841.279700.000000.00000
10942004.11.05 14:45modify3653.841.279701.340201.21920
10952004.11.05 15:00close3653.841.282951.340201.21920-1248.00190946.57
10962004.11.05 15:30buy3663.821.283350.000000.00000
10972004.11.05 15:30modify3663.821.283351.222701.34370
10982004.11.05 16:00buy3673.821.288250.000000.00000
10992004.11.05 16:00modify3673.821.288251.221601.35460
11002004.11.05 16:15buy3683.821.289050.000000.00000
11012004.11.05 16:15modify3683.821.289051.219401.35840
11022004.11.05 17:15close3683.821.293501.219401.358401699.90192646.47
11032004.11.05 17:15close3673.821.293501.221601.354602005.50194651.97
11042004.11.05 17:15close3663.821.293501.222701.343703877.30198529.27
11052004.11.10 09:45buy3693.971.291350.000000.00000
11062004.11.10 09:45modify3693.971.291351.268201.31420
11072004.11.10 10:00buy3703.971.291650.000000.00000
11082004.11.10 10:00modify3703.971.291651.266001.31700
11092004.11.10 11:15close3703.971.293801.266001.31700853.55199382.82
11102004.11.10 11:15close3693.971.293801.268201.31420972.65200355.47
11112004.11.10 16:30sell3714.011.287400.000000.00000
11122004.11.10 16:30modify3714.011.287401.364401.21040
11132004.11.10 17:00close3714.011.291451.364401.21040-1624.05198731.42
11142004.11.11 14:15buy3723.971.289050.000000.00000
11152004.11.11 14:15modify3723.971.289051.266901.31090
11162004.11.11 15:15close3723.971.289201.266901.3109059.55198790.97
11172004.11.12 16:30buy3733.981.292250.000000.00000
11182004.11.12 16:30modify3733.981.292251.261101.32310
11192004.11.12 17:15close3733.981.295401.261101.323101253.70200044.67
11202004.11.17 10:45buy3744.001.301950.000000.00000
11212004.11.17 10:45modify3744.001.301951.266801.33680
11222004.11.17 11:00buy3754.001.302350.000000.00000
11232004.11.17 11:00modify3754.001.302351.260701.34370
11242004.11.17 11:15buy3764.001.302550.000000.00000
11252004.11.17 11:15modify3764.001.302551.260401.34440
11262004.11.17 13:00close3764.001.302801.260401.34440100.00200144.67
11272004.11.17 13:15buy3774.001.302450.000000.00000
11282004.11.17 13:15modify3774.001.302451.255301.34930
11292004.11.17 13:30buy3784.001.302350.000000.00000
11302004.11.17 13:30modify3784.001.302351.255201.34920
11312004.11.18 01:30buy3794.001.302750.000000.00000
11322004.11.18 01:30modify3794.001.302751.281601.32360
11332004.11.18 07:30close3794.001.305601.281601.323601140.00201284.67
11342004.11.18 07:30close3784.001.305601.255201.349201284.40202569.07
11352004.11.18 07:30close3774.001.305601.255301.349301244.40203813.47
11362004.11.18 07:30close3754.001.305601.260701.343701284.40205097.87
11372004.11.18 07:30close3744.001.305601.266801.336801444.40206542.27
11382004.11.18 13:30sell3804.131.300500.000000.00000
11392004.11.18 13:30modify3804.131.300501.337001.26400
11402004.11.18 14:00close3804.131.301751.337001.26400-516.25206026.02
11412004.11.19 12:15buy3814.121.303850.000000.00000
11422004.11.19 12:15modify3814.121.303851.251201.35620
11432004.11.19 12:45close3814.121.301801.251201.35620-844.60205181.42
11442004.11.19 19:30buy3824.101.302650.000000.00000
11452004.11.19 19:30modify3824.101.302651.245501.35950
11462004.11.19 21:00close3824.101.301201.245501.35950-594.50204586.92
11472004.11.23 11:30buy3834.091.303850.000000.00000
11482004.11.23 11:30modify3834.091.303851.268201.33920
11492004.11.23 11:45buy3844.091.305250.000000.00000
11502004.11.23 11:45modify3844.091.305251.266101.34410
11512004.11.23 12:00buy3854.091.305250.000000.00000
11522004.11.23 12:00modify3854.091.305251.266101.34410
11532004.11.23 12:15close3854.091.306401.266101.34410470.35205057.27
11542004.11.23 13:30close3844.091.308101.266101.344101165.65206222.92
11552004.11.23 13:30close3834.091.308101.268201.339201738.25207961.17
11562004.11.25 09:30buy3864.161.319150.000000.00000
11572004.11.25 09:30modify3864.161.319151.304501.33350
11582004.11.25 10:00close3864.161.318801.304501.33350-145.60207815.57
11592004.11.25 12:30buy3874.161.322950.000000.00000
11602004.11.25 12:30modify3874.161.322951.289301.35630
11612004.11.25 14:15close3874.161.321101.289301.35630-769.60207045.97
11622004.11.26 09:30sell3884.141.319200.000000.00000
11632004.11.26 09:30modify3884.141.319201.391201.24720
11642004.11.26 10:45close3884.141.323351.391201.24720-1718.10205327.87
11652004.11.30 09:00sell3894.111.323700.000000.00000
11662004.11.30 09:00modify3894.111.323701.348701.29870
11672004.11.30 09:15close3894.111.325251.348701.29870-637.05204690.82
11682004.12.02 16:30sell3904.091.330900.000000.00000
11692004.12.02 16:30modify3904.091.330901.369901.29190
11702004.12.02 16:45sell3914.091.329200.000000.00000
11712004.12.02 16:45modify3914.091.329201.386701.27170
11722004.12.02 18:30close3914.091.327951.386701.27170511.25205202.07
11732004.12.03 13:30close3904.091.330051.369901.29190350.10205552.18
11742004.12.03 15:15buy3924.111.334150.000000.00000
11752004.12.03 15:15modify3924.111.334151.275501.39250
11762004.12.03 15:30buy3934.111.336250.000000.00000
11772004.12.03 15:30modify3934.111.336251.277601.39460
11782004.12.03 17:30close3934.111.337901.277601.39460678.15206230.33
11792004.12.03 18:45close3924.111.339701.275501.392502281.05208511.38
11802004.12.08 05:45sell3944.171.335700.000000.00000
11812004.12.08 05:45modify3944.171.335701.381201.29020
11822004.12.08 09:15close3944.171.332551.381201.290201313.55209824.93
11832004.12.10 11:45sell3954.201.313800.000000.00000
11842004.12.10 11:45modify3954.201.313801.402301.22530
11852004.12.10 12:45close3954.201.317851.402301.22530-1701.00208123.93
11862004.12.15 11:30buy3964.161.334750.000000.00000
11872004.12.15 11:30modify3964.161.334751.290101.37910
11882004.12.15 12:30close3964.161.337601.290101.379101185.60209309.53
11892004.12.16 15:15sell3974.191.334800.000000.00000
11902004.12.16 15:15modify3974.191.334801.380301.28930
11912004.12.16 15:45sell3984.191.330700.000000.00000
11922004.12.16 15:45modify3984.191.330701.400701.26070
11932004.12.16 16:00sell3994.191.330800.000000.00000
11942004.12.16 16:00modify3994.191.330801.400801.26080
11952004.12.16 18:45close3994.191.326351.400801.260801864.55211174.08
11962004.12.16 19:00close3984.191.326051.400701.260701948.35213122.43
11972004.12.16 19:00close3974.191.326051.380301.289303666.25216788.68
11982004.12.21 11:15buy4004.341.339950.000000.00000
11992004.12.21 11:15modify4004.341.339951.311801.36780
12002004.12.21 11:30buy4014.341.340150.000000.00000
12012004.12.21 11:30modify4014.341.340151.312001.36800
12022004.12.21 14:45close4014.341.337701.312001.36800-1063.30215725.38
12032004.12.21 14:45close4004.341.337701.311801.36780-976.50214748.88
12042004.12.22 13:00sell4024.291.335300.000000.00000
12052004.12.22 13:00modify4024.291.335301.366301.30430
12062004.12.22 13:30close4024.291.337651.366301.30430-1008.15213740.73
12072004.12.23 04:45buy4034.271.342850.000000.00000
12082004.12.23 04:45modify4034.271.342851.305701.37970
12092004.12.23 05:00buy4044.271.343250.000000.00000
12102004.12.23 05:00modify4044.271.343251.305601.38060
12112004.12.23 05:15buy4054.271.343450.000000.00000
12122004.12.23 05:15modify4054.271.343451.305801.38080
12132004.12.23 09:30close4054.271.345101.305801.38080704.55214445.28
12142004.12.23 13:00close4044.271.345501.305601.38060960.75215406.03
12152004.12.23 13:15close4034.271.345801.305701.379701259.65216665.68
12162004.12.24 09:45buy4064.331.353750.000000.00000
12172004.12.24 09:45modify4064.331.353751.327101.38010
12182004.12.24 10:00buy4074.331.354150.000000.00000
12192004.12.24 10:00modify4074.331.354151.325501.38250
12202004.12.24 12:30close4074.331.352101.325501.38250-887.65215778.03
12212004.12.24 12:30close4064.331.352101.327101.38010-714.45215063.58
12222004.12.27 16:15buy4084.301.357750.000000.00000
12232004.12.27 16:15modify4084.301.357751.326601.38860
12242004.12.27 16:30buy4094.301.358550.000000.00000
12252004.12.27 16:30modify4094.301.358551.325901.39090
12262004.12.27 16:45buy4104.301.359450.000000.00000
12272004.12.27 16:45modify4104.301.359451.322801.39580
12282004.12.27 17:00close4104.301.361601.322801.39580924.50215988.08
12292004.12.27 17:00close4094.301.361601.325901.390901311.50217299.58
12302004.12.27 17:15buy4114.301.362350.000000.00000
12312004.12.27 17:15modify4114.301.362351.309701.41470
12322004.12.27 17:30buy4124.301.363350.000000.00000
12332004.12.27 17:30modify4124.301.363351.306701.41970
12342004.12.27 20:30buy4134.301.361950.000000.00000
12352004.12.27 20:30modify4134.301.361951.304301.41930
12362004.12.27 20:45buy4144.301.361750.000000.00000
12372004.12.27 20:45modify4144.301.361751.304101.41910
12382004.12.27 21:45close4144.301.360801.304101.41910-408.50216891.08
12392004.12.27 21:45close4134.301.360801.304301.41930-494.50216396.58
12402004.12.27 21:45close4124.301.360801.306701.41970-1096.50215300.08
12412004.12.28 01:30close4114.301.359901.309701.41470-1059.09214240.99
12422004.12.28 01:30close4084.301.359901.326601.38860918.91215159.90

谈论 RobinVOL 2.0 | year 2004 回测

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