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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) 2005.01.03 00:00 - 2005.12.30 22:59 (2005.01.01 - 2005.12.31)
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 test25725Ticks modelled50428Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit53095.19Gross profit222950.42Gross loss-169855.23
Profit factor1.31Expected payoff104.93
Absolute drawdown3370.10Maximal drawdown19367.44 (11.23%)Relative drawdown12.02% (18935.60)
Total trades506Short 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%)
Largestprofit trade6159.65loss trade-1550.35
Averageprofit trade965.15loss trade-617.66
Maximumconsecutive wins (profit in money)14 (15088.75)consecutive losses (loss in money)14 (-8568.15)
Maximalconsecutive profit (count of wins)15088.75 (14)consecutive loss (count of losses)-10041.98 (11)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12005.01.03 04:45sell12.001.343200.000000.00000
22005.01.03 04:45modify12.001.343201.456701.22970
32005.01.03 05:00sell22.001.341100.000000.00000
42005.01.03 05:00modify22.001.341101.477601.20460
52005.01.03 08:00close22.001.347951.477601.20460-1370.0098630.00
62005.01.03 08:00close12.001.347951.456701.22970-950.0097680.00
72005.01.04 09:45sell31.951.341700.000000.00000
82005.01.04 09:45modify31.951.341701.381701.30170
92005.01.04 11:15sell41.951.335900.000000.00000
102005.01.04 11:15modify41.951.335901.404401.26740
112005.01.04 12:15close41.951.340051.404401.26740-809.2596870.75
122005.01.04 12:15close31.951.340051.381701.30170321.7597192.50
132005.01.04 16:30sell51.941.330200.000000.00000
142005.01.04 16:30modify51.941.330201.428201.23220
152005.01.04 17:00sell61.941.329000.000000.00000
162005.01.04 17:00modify61.941.329001.431501.22650
172005.01.05 01:15sell71.941.328500.000000.00000
182005.01.05 01:15modify71.941.328501.401501.25550
192005.01.05 05:15sell81.941.327000.000000.00000
202005.01.05 05:15modify81.941.327001.360001.29400
212005.01.05 07:30sell91.941.328300.000000.00000
222005.01.05 07:30modify91.941.328301.360301.29630
232005.01.05 09:45close91.941.328451.360301.29630-29.1097163.40
242005.01.05 12:15close81.941.322551.360001.29400863.3098026.70
252005.01.05 12:15close71.941.322551.401501.255501154.3099181.00
262005.01.05 12:15close61.941.322551.431501.226501252.46100433.46
272005.01.05 12:15close51.941.322551.428201.232201485.26101918.73
282005.01.07 16:15sell102.041.315100.000000.00000
292005.01.07 16:15modify102.041.315101.368101.26210
302005.01.07 16:45sell112.041.305200.000000.00000
312005.01.07 16:45modify112.041.305201.406201.20420
322005.01.07 17:00sell122.041.305000.000000.00000
332005.01.07 17:00modify122.041.305001.408501.20150
342005.01.07 18:30close122.041.303451.408501.20150316.20102234.93
352005.01.10 00:15sell132.041.305700.000000.00000
362005.01.10 00:15modify132.041.305701.418201.19320
372005.01.10 00:30sell142.041.305400.000000.00000
382005.01.10 00:30modify142.041.305401.417901.19290
392005.01.10 01:00sell152.041.307200.000000.00000
402005.01.10 01:00modify152.041.307201.416201.19820
412005.01.10 05:15close152.041.308851.416201.19820-336.60101898.33
422005.01.10 05:15close142.041.308851.417901.19290-703.80101194.53
432005.01.10 05:15close132.041.308851.418201.19320-642.60100551.93
442005.01.10 05:15close112.041.308851.406201.20420-743.3899808.55
452005.01.10 10:00close102.041.309651.368101.262101113.02100921.58
462005.01.12 09:30sell162.021.309000.000000.00000
472005.01.12 09:30modify162.021.309001.328501.28950
482005.01.12 09:45sell172.021.309000.000000.00000
492005.01.12 09:45modify172.021.309001.331501.28650
502005.01.12 12:00close172.021.310051.331501.28650-212.10100709.48
512005.01.12 12:00close162.021.310051.328501.28950-212.10100497.38
522005.01.12 13:00buy182.011.312250.000000.00000
532005.01.12 13:00modify182.011.312251.288101.33610
542005.01.12 13:15buy192.011.313250.000000.00000
552005.01.12 13:15modify192.011.313251.281601.34460
562005.01.12 13:30buy202.011.313450.000000.00000
572005.01.12 13:30modify202.011.313451.281801.34480
582005.01.12 14:00close202.011.315101.281801.34480331.65100829.03
592005.01.12 14:15close192.011.313701.281601.3446090.45100919.48
602005.01.12 14:15close182.011.313701.288101.33610291.45101210.93
612005.01.12 14:45buy212.021.321750.000000.00000
622005.01.12 14:45modify212.021.321751.244601.39860
632005.01.12 15:00buy222.021.322750.000000.00000
642005.01.12 15:00modify222.021.322751.245601.39960
652005.01.12 15:15buy232.021.322850.000000.00000
662005.01.12 15:15modify232.021.322851.243701.40170
672005.01.12 16:15close232.021.327401.243701.40170919.10102130.03
682005.01.12 16:15close222.021.327401.245601.39960939.30103069.33
692005.01.12 16:45close212.021.328601.244601.398601383.70104453.03
702005.01.13 00:00buy242.091.325050.000000.00000
712005.01.13 00:00modify242.091.325051.220401.42940
722005.01.13 17:00close242.091.319701.220401.42940-1118.15103334.88
732005.01.14 03:45sell252.071.314000.000000.00000
742005.01.14 03:45modify252.071.314001.359501.26850
752005.01.14 05:45close252.071.310451.359501.26850734.85104069.73
762005.01.19 09:00buy262.081.304750.000000.00000
772005.01.19 09:00modify262.081.304751.282101.32710
782005.01.19 09:15buy272.081.305450.000000.00000
792005.01.19 09:15modify272.081.305451.280801.32980
802005.01.19 09:45close272.081.308501.280801.32980634.40104704.13
812005.01.19 10:00buy282.081.309550.000000.00000
822005.01.19 10:00modify282.081.309551.261901.35690
832005.01.19 10:15buy292.081.309250.000000.00000
842005.01.19 10:15modify292.081.309251.260601.35760
852005.01.19 15:30close292.081.308201.260601.35760-218.40104485.73
862005.01.19 15:45close282.081.307401.261901.35690-447.20104038.53
872005.01.19 15:45close262.081.307401.282101.32710551.20104589.73
882005.01.19 16:15sell302.091.304100.000000.00000
892005.01.19 16:15modify302.091.304101.359101.24910
902005.01.19 18:30close302.091.300351.359101.24910783.75105373.48
912005.01.21 09:00buy312.111.298750.000000.00000
922005.01.21 09:00modify312.111.298751.270101.32710
932005.01.21 09:30close312.111.297101.270101.32710-348.15105025.33
942005.01.25 16:30sell322.101.296300.000000.00000
952005.01.25 16:30modify322.101.296301.352801.23980
962005.01.25 16:45sell332.101.295800.000000.00000
972005.01.25 16:45modify332.101.295801.357801.23380
982005.01.25 21:30sell342.101.297200.000000.00000
992005.01.25 21:30modify342.101.297201.362701.23170
1002005.01.26 01:45close342.101.298151.362701.23170-198.24104827.09
1012005.01.26 01:45close332.101.298151.357801.23380-492.24104334.85
1022005.01.26 03:15close322.101.298151.352801.23980-387.24103947.61
1032005.01.26 15:15buy352.081.305650.000000.00000
1042005.01.26 15:15modify352.081.305651.259001.35200
1052005.01.26 19:00close352.081.309401.259001.35200780.00104727.61
1062005.01.26 21:00buy362.091.306650.000000.00000
1072005.01.26 21:00modify362.091.306651.237501.37550
1082005.01.26 21:15buy372.091.306550.000000.00000
1092005.01.26 21:15modify372.091.306551.238901.37390
1102005.01.27 01:45close372.091.306401.238901.37390-39.50104688.10
1112005.01.27 07:15close362.091.308301.237501.37550336.70105024.80
1122005.01.27 09:45sell382.101.307000.000000.00000
1132005.01.27 09:45modify382.101.307001.341001.27300
1142005.01.27 10:00sell392.101.307000.000000.00000
1152005.01.27 10:00modify392.101.307001.340501.27350
1162005.01.27 11:15close392.101.304551.340501.27350514.50105539.30
1172005.01.27 11:15close382.101.304551.341001.27300514.50106053.80
1182005.01.28 15:00buy402.121.307450.000000.00000
1192005.01.28 15:00modify402.121.307451.276301.33830
1202005.01.28 15:15close402.121.304701.276301.33830-583.00105470.80
1212005.01.28 16:30sell412.111.299900.000000.00000
1222005.01.28 16:30modify412.111.299901.347401.25240
1232005.01.28 16:45sell422.111.300300.000000.00000
1242005.01.28 16:45modify422.111.300301.347801.25280
1252005.01.28 17:45close422.111.302651.347801.25280-495.85104974.95
1262005.01.28 17:45close412.111.302651.347401.25240-580.25104394.70
1272005.01.31 13:00buy432.091.302950.000000.00000
1282005.01.31 13:00modify432.091.302951.272801.33280
1292005.01.31 13:15buy442.091.303350.000000.00000
1302005.01.31 13:15modify442.091.303351.270201.33620
1312005.01.31 15:15close442.091.301901.270201.33620-303.05104091.65
1322005.01.31 15:15close432.091.301901.272801.33280-219.45103872.20
1332005.02.03 15:00sell452.081.294500.000000.00000
1342005.02.03 15:00modify452.081.294501.342501.24650
1352005.02.03 15:15sell462.081.295700.000000.00000
1362005.02.03 15:15modify462.081.295701.343701.24770
1372005.02.03 15:30sell472.081.295600.000000.00000
1382005.02.03 15:30modify472.081.295601.343601.24760
1392005.02.03 16:15close472.081.297451.343601.24760-384.80103487.40
1402005.02.03 16:15close462.081.297451.343701.24770-364.00103123.40
1412005.02.04 04:30sell482.081.296400.000000.00000
1422005.02.04 04:30modify482.081.296401.310401.28240
1432005.02.04 06:30close482.081.297451.310401.28240-218.40102905.00
1442005.02.04 14:45close452.081.301951.342501.24650-1548.35101356.65
1452005.02.04 15:15sell492.031.294400.000000.00000
1462005.02.04 15:15modify492.031.294401.361401.22740
1472005.02.04 15:30sell502.031.294500.000000.00000
1482005.02.04 15:30modify502.031.294501.361501.22750
1492005.02.04 18:15close502.031.290051.361501.22750903.35102260.00
1502005.02.04 18:15close492.031.290051.361401.22740883.05103143.05
1512005.02.07 18:00sell512.061.277100.000000.00000
1522005.02.07 18:00modify512.061.277101.324101.23010
1532005.02.07 18:15sell522.061.275600.000000.00000
1542005.02.07 18:15modify522.061.275601.338601.21260
1552005.02.07 19:30close522.061.276151.338601.21260-113.30103029.75
1562005.02.08 17:30close512.061.278751.324101.23010-338.66102691.09
1572005.02.10 15:15buy532.051.281450.000000.00000
1582005.02.10 15:15modify532.051.281451.238301.32430
1592005.02.10 15:30buy542.051.281150.000000.00000
1602005.02.10 15:30modify542.051.281151.237501.32450
1612005.02.10 15:45buy552.051.283050.000000.00000
1622005.02.10 15:45modify552.051.283051.231401.33440
1632005.02.10 16:00close552.051.286001.231401.33440604.75103295.84
1642005.02.10 16:30buy562.051.287850.000000.00000
1652005.02.10 16:30modify562.051.287851.212201.36320
1662005.02.10 19:00close562.051.290201.212201.36320481.75103777.59
1672005.02.10 21:00buy572.051.287950.000000.00000
1682005.02.10 21:00modify572.051.287951.204301.37130
1692005.02.10 21:45buy582.051.287150.000000.00000
1702005.02.10 21:45modify582.051.287151.203501.37050
1712005.02.10 22:00buy592.051.286950.000000.00000
1722005.02.10 22:00modify592.051.286951.203301.37030
1732005.02.14 02:45close592.051.294401.203301.370301521.92105299.51
1742005.02.14 02:45close582.051.294401.203501.370501480.92106780.43
1752005.02.14 02:45close572.051.294401.204301.371301316.92108097.35
1762005.02.14 03:00close542.051.294401.237501.324502710.92110808.27
1772005.02.14 05:30buy602.051.292750.000000.00000
1782005.02.14 05:30modify602.051.292751.243601.34160
1792005.02.14 11:00close602.051.298501.243601.341601178.75111987.02
1802005.02.14 11:00close532.051.298501.238301.324303489.92115476.94
1812005.02.14 15:45buy612.311.295350.000000.00000
1822005.02.14 15:45modify612.311.295351.263701.32670
1832005.02.14 18:00close612.311.297601.263701.32670519.75115996.69
1842005.02.15 14:15buy622.321.301450.000000.00000
1852005.02.15 14:15modify622.321.301451.268801.33380
1862005.02.15 15:15close622.321.300701.268801.33380-174.00115822.69
1872005.02.15 15:30sell632.321.299000.000000.00000
1882005.02.15 15:30modify632.321.299001.349001.24900
1892005.02.15 15:45sell642.321.298100.000000.00000
1902005.02.15 15:45modify642.321.298101.348101.24810
1912005.02.15 19:00close642.321.302351.348101.24810-986.00114836.69
1922005.02.15 19:00close632.321.302351.349001.24900-777.20114059.49
1932005.02.16 14:30buy652.281.306250.000000.00000
1942005.02.16 14:30modify652.281.306251.274601.33760
1952005.02.16 14:45close652.281.303901.274601.33760-535.80113523.69
1962005.02.16 16:30sell662.271.297900.000000.00000
1972005.02.16 16:30modify662.271.297901.342901.25290
1982005.02.16 16:45sell672.271.296900.000000.00000
1992005.02.16 16:45modify672.271.296901.348401.24540
2002005.02.16 17:15close672.271.299351.348401.24540-556.15112967.54
2012005.02.16 18:15close662.271.299451.342901.25290-351.85112615.69
2022005.02.16 19:15buy682.251.304450.000000.00000
2032005.02.16 19:15modify682.251.304451.252801.35580
2042005.02.16 21:45close682.251.302301.252801.35580-483.75112131.94
2052005.02.18 15:30buy692.241.305950.000000.00000
2062005.02.18 15:30modify692.241.305951.270801.34080
2072005.02.21 04:45close692.241.303001.270801.34080-663.71111468.23
2082005.02.22 04:00buy702.231.311050.000000.00000
2092005.02.22 04:00modify702.231.311051.281401.34040
2102005.02.22 04:15buy712.231.311950.000000.00000
2112005.02.22 04:15modify712.231.311951.275301.34830
2122005.02.22 04:30close712.231.315601.275301.34830813.95112282.18
2132005.02.22 04:45buy722.231.314250.000000.00000
2142005.02.22 04:45modify722.231.314251.258101.37010
2152005.02.22 09:00close722.231.318501.258101.37010947.75113229.93
2162005.02.22 11:45close702.231.320301.281401.340402062.75115292.68
2172005.03.02 10:15sell732.311.312900.000000.00000
2182005.03.02 10:15modify732.311.312901.347901.27790
2192005.03.02 10:30sell742.311.312000.000000.00000
2202005.03.02 10:30modify742.311.312001.349501.27450
2212005.03.02 11:00close742.311.310451.349501.27450358.05115650.73
2222005.03.02 13:15close732.311.311551.347901.27790311.85115962.58
2232005.03.02 17:30sell752.321.313100.000000.00000
2242005.03.02 17:30modify752.321.313101.355601.27060
2252005.03.02 21:45close752.321.313551.355601.27060-104.40115858.18
2262005.03.04 15:00buy762.321.315050.000000.00000
2272005.03.04 15:00modify762.321.315051.284901.34490
2282005.03.04 15:30buy772.321.319950.000000.00000
2292005.03.04 15:30modify772.321.319951.267801.37180
2302005.03.04 15:45buy782.321.319950.000000.00000
2312005.03.04 15:45modify782.321.319951.261301.37830
2322005.03.04 16:45close782.321.323501.261301.37830823.60116681.78
2332005.03.04 16:45close772.321.323501.267801.37180823.60117505.38
2342005.03.04 17:00buy792.321.324350.000000.00000
2352005.03.04 17:00modify792.321.324351.247201.40120
2362005.03.07 02:45buy802.321.323150.000000.00000
2372005.03.07 02:45modify802.321.323151.246001.40000
2382005.03.07 03:00buy812.321.323250.000000.00000
2392005.03.07 03:00modify812.321.323251.246101.40010
2402005.03.07 04:15buy822.321.322850.000000.00000
2412005.03.07 04:15modify822.321.322851.260201.38520
2422005.03.07 06:45buy832.321.323150.000000.00000
2432005.03.07 06:45modify832.321.323151.309501.33650
2442005.03.07 07:00buy842.321.322950.000000.00000
2452005.03.07 07:00modify842.321.322951.309301.33630
2462005.03.07 07:15buy852.321.322950.000000.00000
2472005.03.07 07:15modify852.321.322951.309301.33630
2482005.03.07 10:30close852.321.321601.309301.33630-313.20117192.18
2492005.03.07 10:30close842.321.321601.309301.33630-313.20116878.98
2502005.03.07 10:30close832.321.321601.309501.33650-359.60116519.38
2512005.03.07 10:30close822.321.321601.260201.38520-290.00116229.38
2522005.03.07 10:30close812.321.321601.246101.40010-382.80115846.58
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13612005.11.22 20:15modify4543.211.179551.120401.23840
13622005.11.22 20:30buy4553.211.180050.000000.00000
13632005.11.22 20:30modify4553.211.180051.111901.24790
13642005.11.22 20:45buy4563.211.181850.000000.00000
13652005.11.22 20:45modify4563.211.181851.113701.24970
13662005.11.23 01:15buy4573.211.181050.000000.00000
13672005.11.23 01:15modify4573.211.181051.110901.25090
13682005.11.23 01:45close4573.211.178501.110901.25090-818.55159698.76
13692005.11.23 01:45close4563.211.178501.113701.24970-1079.52158619.23
13702005.11.23 07:15close4553.211.185401.111901.247901713.18160332.41
13712005.11.23 07:15close4543.211.185401.120401.238401873.68162206.09
13722005.11.24 10:15sell4583.241.178800.000000.00000
13732005.11.24 10:15modify4583.241.178801.198301.15930
13742005.11.24 11:15close4583.241.180251.198301.15930-469.80161736.29
13752005.11.25 16:15sell4593.231.173200.000000.00000
13762005.11.25 16:15modify4593.231.173201.196701.14970
13772005.11.25 16:30sell4603.231.172900.000000.00000
13782005.11.25 16:30modify4603.231.172901.198401.14740
13792005.11.25 18:30close4603.231.171251.198401.14740532.95162269.24
13802005.11.25 18:30close4593.231.171251.196701.14970629.85162899.09
13812005.11.25 21:30sell4613.261.172600.000000.00000
13822005.11.25 21:30modify4613.261.172601.367600.97760
13832005.11.25 21:45sell4623.261.172500.000000.00000
13842005.11.25 21:45modify4623.261.172501.367500.97750
13852005.11.28 00:15close4623.261.170751.367500.97750572.46163471.54
13862005.11.28 00:15close4613.261.170751.367600.97760605.06164076.60
13872005.11.28 16:30buy4633.281.176550.000000.00000
13882005.11.28 16:30modify4633.281.176551.132401.22040
13892005.11.28 16:45buy4643.281.176850.000000.00000
13902005.11.28 16:45modify4643.281.176851.130201.22320
13912005.11.28 17:00buy4653.281.179250.000000.00000
13922005.11.28 17:00modify4653.281.179251.122101.23610
13932005.11.28 17:30close4653.281.179501.122101.2361082.00164158.60
13942005.11.28 17:45close4643.281.180401.130201.223201164.40165323.00
13952005.11.28 19:45buy4663.281.185050.000000.00000
13962005.11.28 19:45modify4663.281.185051.099901.26990
13972005.11.28 20:15buy4673.281.187750.000000.00000
13982005.11.28 20:15modify4673.281.187751.077101.29810
13992005.11.28 22:15close4673.281.184801.077101.29810-967.60164355.40
14002005.11.28 22:45close4663.281.183801.099901.26990-410.00163945.40
14012005.11.28 22:45close4633.281.183801.132401.220402378.00166323.40
14022005.11.29 16:15sell4683.331.174500.000000.00000
14032005.11.29 16:15modify4683.331.174501.224001.12500
14042005.11.29 17:15close4683.331.177551.224001.12500-1015.65165307.75
14052005.12.01 14:15sell4693.311.174300.000000.00000
14062005.12.01 14:15modify4693.311.174301.207801.14080
14072005.12.01 14:30sell4703.311.173600.000000.00000
14082005.12.01 14:30modify4703.311.173601.210601.13660
14092005.12.01 15:15close4703.311.171751.210601.13660612.35165920.10
14102005.12.01 15:15close4693.311.171751.207801.14080844.05166764.15
14112005.12.01 15:30sell4713.341.170500.000000.00000
14122005.12.01 15:30modify4713.341.170501.214501.12650
14132005.12.01 19:45close4713.341.173451.214501.12650-985.30165778.85
14142005.12.02 15:00buy4723.321.172550.000000.00000
14152005.12.02 15:00modify4723.321.172551.138901.20590
14162005.12.02 15:15close4723.321.171801.138901.20590-249.00165529.85
14172005.12.02 15:45sell4733.311.170100.000000.00000
14182005.12.02 15:45modify4733.311.170101.203601.13660
14192005.12.02 16:15close4733.311.168351.203601.13660579.25166109.10
14202005.12.02 16:45buy4743.321.170450.000000.00000
14212005.12.02 16:45modify4743.321.170451.125801.21480
14222005.12.05 12:30buy4753.321.173650.000000.00000
14232005.12.05 12:30modify4753.321.173651.150001.19700
14242005.12.05 12:45buy4763.321.173450.000000.00000
14252005.12.05 12:45modify4763.321.173451.148801.19780
14262005.12.05 14:00close4763.321.176701.148801.197801079.00167188.10
14272005.12.05 14:00close4753.321.176701.150001.197001012.60168200.70
14282005.12.05 14:30buy4773.321.176950.000000.00000
14292005.12.05 14:30modify4773.321.176951.129301.22430
14302005.12.05 15:15close4773.321.174901.129301.22430-680.60167520.10
14312005.12.05 15:15close4743.321.174901.125801.214801473.08168993.18
14322005.12.06 16:00sell4783.381.175700.000000.00000
14332005.12.06 16:00modify4783.381.175701.201701.14970
14342005.12.06 16:15close4783.381.177351.201701.14970-557.70168435.48
14352005.12.08 09:30buy4793.371.176850.000000.00000
14362005.12.08 09:30modify4793.371.176851.142701.21070
14372005.12.08 09:45buy4803.371.177250.000000.00000
14382005.12.08 09:45modify4803.371.177251.140101.21410
14392005.12.08 16:15close4803.371.179301.140101.21410690.85169126.33
14402005.12.08 16:45buy4813.371.182250.000000.00000
14412005.12.08 16:45modify4813.371.182251.120601.24360
14422005.12.08 20:45buy4823.371.181250.000000.00000
14432005.12.08 20:45modify4823.371.181251.117101.24510
14442005.12.08 23:30buy4833.371.181250.000000.00000
14452005.12.08 23:30modify4833.371.181251.137601.22460
14462005.12.09 01:45close4833.371.179301.137601.22460-661.53168464.80
14472005.12.09 01:45close4823.371.179301.117101.24510-661.53167803.27
14482005.12.09 01:45close4813.371.179301.120601.24360-998.53166804.74
14492005.12.09 01:45close4793.371.179301.142701.21070821.27167626.01
14502005.12.12 10:00buy4843.351.187350.000000.00000
14512005.12.12 10:00modify4843.351.187351.142701.23170
14522005.12.12 14:00close4843.351.190901.142701.231701189.25168815.26
14532005.12.12 14:30buy4853.381.195250.000000.00000
14542005.12.12 14:30modify4853.381.195251.113601.27660
14552005.12.12 14:45buy4863.381.197350.000000.00000
14562005.12.12 14:45modify4863.381.197351.109701.28470
14572005.12.12 20:15buy4873.381.195350.000000.00000
14582005.12.12 20:15modify4873.381.195351.113201.27720
14592005.12.12 20:30buy4883.381.194950.000000.00000
14602005.12.12 20:30modify4883.381.194951.112801.27680
14612005.12.12 21:00buy4893.381.194650.000000.00000
14622005.12.12 21:00modify4893.381.194651.114001.27500
14632005.12.13 09:30close4893.381.192901.114001.27500-595.89168219.36
14642005.12.13 09:30close4883.381.192901.112801.27680-697.29167522.07
14652005.12.13 09:30close4873.381.192901.113201.27720-832.49166689.58
14662005.12.13 09:30close4863.381.192901.109701.28470-1508.49165181.08
14672005.12.13 09:30close4853.381.192901.113601.27660-798.69164382.39
14682005.12.13 09:45sell4903.291.192300.000000.00000
14692005.12.13 09:45modify4903.291.192301.214801.16980
14702005.12.13 11:15close4903.291.193851.214801.16980-509.95163872.44
14712005.12.13 20:30buy4913.281.198050.000000.00000
14722005.12.13 20:30modify4913.281.198051.156901.23890
14732005.12.13 20:45close4913.281.195601.156901.23890-803.60163068.84
14742005.12.21 15:45sell4923.261.181200.000000.00000
14752005.12.21 15:45modify4923.261.181201.232701.12970
14762005.12.21 16:00sell4933.261.180700.000000.00000
14772005.12.21 16:00modify4933.261.180701.234701.12670
14782005.12.21 19:30close4933.261.182951.234701.12670-733.50162335.34
14792005.12.21 20:15close4923.261.183651.232701.12970-798.70161536.64
14802005.12.22 15:15buy4943.231.184550.000000.00000
14812005.12.22 15:15modify4943.231.184551.161401.20740
14822005.12.22 16:30close4943.231.189001.161401.207401437.35162973.99
14832005.12.23 13:00sell4953.261.184100.000000.00000
14842005.12.23 13:00modify4953.261.184101.204601.16360
14852005.12.23 13:15close4953.261.186251.204601.16360-700.90162273.09
14862005.12.26 12:15buy4963.251.189450.000000.00000
14872005.12.26 12:15modify4963.251.189451.158301.22030
14882005.12.26 12:30close4963.251.186701.158301.22030-893.75161379.34
14892005.12.26 13:00sell4973.231.186400.000000.00000
14902005.12.26 13:00modify4973.231.186401.218401.15440
14912005.12.26 17:15close4973.231.185651.218401.15440242.25161621.59
14922005.12.28 08:15buy4983.231.191250.000000.00000
14932005.12.28 08:15modify4983.231.191251.146601.23560
14942005.12.28 08:30buy4993.231.190950.000000.00000
14952005.12.28 08:30modify4993.231.190951.142801.23880
14962005.12.28 08:45buy5003.231.191050.000000.00000
14972005.12.28 08:45modify5003.231.191051.142901.23890
14982005.12.28 14:45buy5013.231.190750.000000.00000
14992005.12.28 14:45modify5013.231.190751.146101.23510
15002005.12.28 18:00close5013.231.187401.146101.23510-1082.05160539.54
15012005.12.28 18:00close5003.231.187401.142901.23890-1178.95159360.59
15022005.12.28 18:00close4993.231.187401.142801.23880-1146.65158213.94
15032005.12.28 18:00close4983.231.187401.146601.23560-1243.55156970.39
15042005.12.28 18:15sell5023.141.184100.000000.00000
15052005.12.28 18:15modify5023.141.184101.236101.13210
15062005.12.28 18:30sell5033.141.183800.000000.00000
15072005.12.28 18:30modify5033.141.183801.235801.13180
15082005.12.29 00:30sell5043.141.183900.000000.00000
15092005.12.29 00:30modify5043.141.183901.242401.12540
15102005.12.29 08:00close5043.141.185751.242401.12540-580.90156389.49
15112005.12.29 08:00close5033.141.185751.235801.13180-606.65155782.84
15122005.12.29 08:30close5023.141.187051.236101.13210-920.65154862.19
15132005.12.30 13:45sell5053.101.179700.000000.00000
15142005.12.30 13:45modify5053.101.179701.228701.13070
15152005.12.30 17:15sell5063.101.180300.000000.00000
15162005.12.30 17:15modify5063.101.180301.235301.12530
15172005.12.30 17:30close5063.101.182851.235301.12530-790.50154071.69
15182005.12.30 17:30close5053.101.182851.228701.13070-976.50153095.19

谈论 RobinVOL 2.0 | year 2005 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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