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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) 2006.01.02 00:30 - 2006.12.29 22:59 (2006.01.01 - 2006.12.31)
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 test25579Ticks modelled50145Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit25502.40Gross profit168610.74Gross loss-143108.34
Profit factor1.18Expected payoff47.94
Absolute drawdown3523.05Maximal drawdown18371.86 (13.01%)Relative drawdown13.01% (18371.86)
Total trades532Short positions (won %)256 (41.02%)Long positions (won %)276 (47.83%)
Profit trades (% of total)237 (44.55%)Loss trades (% of total)295 (55.45%)
Largestprofit trade4273.62loss trade-1904.30
Averageprofit trade711.44loss trade-485.11
Maximumconsecutive wins (profit in money)11 (8660.63)consecutive losses (loss in money)13 (-8994.94)
Maximalconsecutive profit (count of wins)9180.86 (3)consecutive loss (count of losses)-9996.17 (11)
Averageconsecutive wins3consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12006.01.03 01:30buy12.001.184350.000000.00000
22006.01.03 01:30modify12.001.184351.163201.20520
32006.01.03 01:45buy22.001.183950.000000.00000
42006.01.03 01:45modify22.001.183951.162801.20480
52006.01.03 03:00close22.001.186101.162801.20480430.00100430.00
62006.01.03 03:00close12.001.186101.163201.20520350.00100780.00
72006.01.03 03:15buy32.021.187050.000000.00000
82006.01.03 03:15modify32.021.187051.150901.22290
92006.01.03 03:30buy42.021.187250.000000.00000
102006.01.03 03:30modify42.021.187251.149601.22460
112006.01.03 06:30close42.021.189601.149601.22460474.70101254.70
122006.01.03 06:30close32.021.189601.150901.22290515.10101769.80
132006.01.03 08:00buy52.041.187750.000000.00000
142006.01.03 08:00modify52.041.187751.139601.23560
152006.01.03 10:15close52.041.185901.139601.23560-377.40101392.40
162006.01.03 16:00buy62.031.193550.000000.00000
172006.01.03 16:00modify62.031.193551.156901.22990
182006.01.03 16:30close62.031.195801.156901.22990456.75101849.15
192006.01.04 18:30buy72.041.212750.000000.00000
202006.01.04 18:30modify72.041.212751.165601.25960
212006.01.05 00:00close72.041.210601.165601.25960-446.56101402.59
222006.01.06 15:00buy82.031.216350.000000.00000
232006.01.06 15:00modify82.031.216351.166201.26620
242006.01.06 15:15buy92.031.215150.000000.00000
252006.01.06 15:15modify92.031.215151.165001.26500
262006.01.06 15:45close92.031.213401.165001.26500-355.25101047.34
272006.01.09 01:30close82.031.213001.166201.26620-682.69100364.66
282006.01.10 09:30buy102.011.207950.000000.00000
292006.01.10 09:30modify102.011.207951.181301.23430
302006.01.10 11:15close102.011.210001.181301.23430412.05100776.71
312006.01.11 18:00buy112.021.213350.000000.00000
322006.01.11 18:00modify112.021.213351.167201.25920
332006.01.11 20:15buy122.021.212150.000000.00000
342006.01.11 20:15modify122.021.212151.163501.26050
352006.01.12 06:00buy132.021.213650.000000.00000
362006.01.12 06:00modify132.021.213651.186001.24100
372006.01.12 06:15buy142.021.213350.000000.00000
382006.01.12 06:15modify142.021.213351.189701.23670
392006.01.12 13:15close142.021.212401.189701.23670-191.90100584.81
402006.01.12 13:15close132.021.212401.186001.24100-252.50100332.31
412006.01.12 13:15close122.021.212401.163501.2605042.62100374.93
422006.01.12 13:15close112.021.212401.167201.25920-199.78100175.15
432006.01.12 15:15sell152.001.206500.000000.00000
442006.01.12 15:15modify152.001.206501.267001.14600
452006.01.12 15:45sell162.001.203300.000000.00000
462006.01.12 15:45modify162.001.203301.277801.12880
472006.01.12 16:00sell172.001.202800.000000.00000
482006.01.12 16:00modify172.001.202801.277301.12830
492006.01.13 04:00sell182.001.204100.000000.00000
502006.01.13 04:00modify182.001.204101.227601.18060
512006.01.13 08:00close182.001.205951.227601.18060-370.0099805.15
522006.01.13 08:00close172.001.205951.277301.12830-628.8099176.35
532006.01.13 08:00close162.001.205951.277801.12880-528.8098647.55
542006.01.13 08:30close152.001.206351.267001.1460031.2098678.75
552006.01.17 02:00sell191.971.208000.000000.00000
562006.01.17 02:00modify191.971.208001.237001.17900
572006.01.17 03:00close191.971.209651.237001.17900-325.0598353.70
582006.01.17 12:45sell201.971.205900.000000.00000
592006.01.17 12:45modify201.971.205901.247401.16440
602006.01.17 13:45close201.971.208651.247401.16440-541.7597811.95
612006.01.18 09:15buy211.961.212550.000000.00000
622006.01.18 09:15modify211.961.212551.182901.24190
632006.01.18 09:30buy221.961.212450.000000.00000
642006.01.18 09:30modify221.961.212451.182801.24180
652006.01.18 10:30close221.961.211701.182801.24180-147.0097664.95
662006.01.18 10:30close211.961.211701.182901.24190-166.6097498.35
672006.01.19 16:45buy231.951.211550.000000.00000
682006.01.19 16:45modify231.951.211551.177901.24490
692006.01.19 17:00buy241.951.211350.000000.00000
702006.01.19 17:00modify241.951.211351.175201.24720
712006.01.19 19:15close241.951.210101.175201.24720-243.7597254.60
722006.01.19 19:30close231.951.209901.177901.24490-321.7596932.85
732006.01.23 01:45buy251.941.224350.000000.00000
742006.01.23 01:45modify251.941.224351.133701.31470
752006.01.23 02:15buy261.941.222150.000000.00000
762006.01.23 02:15modify261.941.222151.131501.31250
772006.01.23 10:00buy271.941.222550.000000.00000
782006.01.23 10:00modify271.941.222551.157901.28690
792006.01.23 11:45close271.941.227601.157901.28690979.7097912.55
802006.01.23 11:45close261.941.227601.131501.312501057.3098969.85
812006.01.23 20:15close251.941.229601.133701.314701018.5099988.35
822006.01.27 12:15sell282.001.217600.000000.00000
832006.01.27 12:15modify282.001.217601.246101.18910
842006.01.27 14:45close282.001.222451.246101.18910-970.0099018.35
852006.01.27 15:00buy291.981.221950.000000.00000
862006.01.27 15:00modify291.981.221951.184301.25930
872006.01.27 15:15buy301.981.221350.000000.00000
882006.01.27 15:15modify301.981.221351.183701.25870
892006.01.27 16:15close301.981.219801.183701.25870-306.9098711.45
902006.01.27 16:15close291.981.219801.184301.25930-425.7098285.75
912006.01.27 16:30sell311.971.217300.000000.00000
922006.01.27 16:30modify311.971.217301.254801.17980
932006.01.27 16:45sell321.971.216300.000000.00000
942006.01.27 16:45modify321.971.216301.253801.17880
952006.01.27 17:00close321.971.213651.253801.17880522.0598807.80
962006.01.27 17:15sell331.971.211400.000000.00000
972006.01.27 17:15modify331.971.211401.271401.15140
982006.01.27 19:30close331.971.209251.271401.15140423.5599231.35
992006.01.30 07:15sell341.971.210100.000000.00000
1002006.01.30 07:15modify341.971.210101.235101.18510
1012006.01.30 07:30sell351.971.210300.000000.00000
1022006.01.30 07:30modify351.971.210301.235301.18530
1032006.01.30 07:45sell361.971.210600.000000.00000
1042006.01.30 07:45modify361.971.210601.232601.18860
1052006.01.30 08:45sell371.971.210700.000000.00000
1062006.01.30 08:45modify371.971.210701.227701.19370
1072006.01.30 10:45close371.971.209451.227701.19370246.2599477.60
1082006.01.30 10:45close361.971.209451.232601.18860226.5599704.15
1092006.01.30 10:45close351.971.209451.235301.18530167.4599871.60
1102006.01.30 10:45close341.971.209451.235101.18510128.0599999.65
1112006.01.30 10:45close311.971.209451.254801.179801547.63101547.28
1122006.01.31 20:45sell382.031.213200.000000.00000
1132006.01.31 20:45modify382.031.213201.263701.16270
1142006.01.31 21:15close382.031.216351.263701.16270-639.45100907.83
1152006.02.03 14:45sell392.021.203200.000000.00000
1162006.02.03 14:45modify392.021.203201.248701.15770
1172006.02.03 15:00sell402.021.200500.000000.00000
1182006.02.03 15:00modify402.021.200501.251001.15000
1192006.02.03 17:00close402.021.199951.251001.15000111.10101018.93
1202006.02.03 17:15close392.021.201151.248701.15770414.10101433.03
1212006.02.10 15:00buy412.031.201850.000000.00000
1222006.02.10 15:00modify412.031.201851.169201.23420
1232006.02.10 15:15buy422.031.202350.000000.00000
1242006.02.10 15:15modify422.031.202351.167701.23670
1252006.02.10 16:15close422.031.200501.167701.23670-375.55101057.48
1262006.02.10 16:30close412.031.196901.169201.23420-1004.85100052.63
1272006.02.10 16:45sell432.001.194600.000000.00000
1282006.02.10 16:45modify432.001.194601.240101.14910
1292006.02.10 17:15sell442.001.191200.000000.00000
1302006.02.10 17:15modify442.001.191201.255201.12720
1312006.02.13 05:45sell452.001.190200.000000.00000
1322006.02.13 05:45modify452.001.190201.249701.13070
1332006.02.14 14:45close452.001.186151.249701.13070811.20100863.83
1342006.02.14 14:45close442.001.186151.255201.127201012.40101876.23
1352006.02.14 15:00close432.001.187551.240101.149101412.40103288.63
1362006.02.15 16:45sell462.071.188900.000000.00000
1372006.02.15 16:45modify462.071.188901.222901.15490
1382006.02.15 17:00sell472.071.189800.000000.00000
1392006.02.15 17:00modify472.071.189801.226801.15280
1402006.02.15 19:45close472.071.187951.226801.15280382.95103671.58
1412006.02.16 12:15close462.071.186251.222901.15490552.28104223.86
1422006.02.17 16:30buy482.081.192550.000000.00000
1432006.02.17 16:30modify482.081.192551.155401.22940
1442006.02.17 16:45buy492.081.193750.000000.00000
1452006.02.17 16:45modify492.081.193751.151101.23610
1462006.02.17 17:00close492.081.192101.151101.23610-343.20103880.66
1472006.02.17 18:00close482.081.190301.155401.22940-468.00103412.66
1482006.02.17 18:30sell502.071.187600.000000.00000
1492006.02.17 18:30modify502.071.187601.230101.14510
1502006.02.17 19:00close502.071.191351.230101.14510-776.25102636.41
1512006.02.17 19:15buy512.051.192950.000000.00000
1522006.02.17 19:15modify512.051.192951.150301.23530
1532006.02.17 19:30buy522.051.192350.000000.00000
1542006.02.17 19:30modify522.051.192351.149701.23470
1552006.02.20 02:00close522.051.194901.149701.23470520.09103156.49
1562006.02.20 03:30close512.051.196801.150301.23530786.59103943.08
1572006.02.22 11:30sell532.081.187700.000000.00000
1582006.02.22 11:30modify532.081.187701.214701.16070
1592006.02.22 11:45sell542.081.187400.000000.00000
1602006.02.22 11:45modify542.081.187401.219401.15540
1612006.02.22 12:00sell552.081.187600.000000.00000
1622006.02.22 12:00modify552.081.187601.219601.15560
1632006.02.22 12:15close552.081.188651.219601.15560-218.40103724.68
1642006.02.22 12:15close542.081.188651.219401.15540-260.00103464.68
1652006.02.22 17:45close532.081.190451.214701.16070-572.00102892.68
1662006.02.23 10:15buy562.061.193450.000000.00000
1672006.02.23 10:15modify562.061.193451.172301.21430
1682006.02.23 10:30buy572.061.193450.000000.00000
1692006.02.23 10:30modify572.061.193451.168801.21780
1702006.02.23 11:45close572.061.194501.168801.21780216.30103108.98
1712006.02.23 14:45close562.061.194601.172301.21430236.90103345.88
1722006.02.23 16:00sell582.071.191900.000000.00000
1732006.02.23 16:00modify582.071.191901.230401.15340
1742006.02.24 09:15sell592.071.189900.000000.00000
1752006.02.24 09:15modify592.071.189901.209401.17040
1762006.02.24 10:00close592.071.189951.209401.17040-10.35103335.53
1772006.02.24 10:15close582.071.190751.230401.15340239.29103574.82
1782006.02.24 17:00sell602.071.186600.000000.00000
1792006.02.24 17:00modify602.071.186601.219601.15360
1802006.02.24 17:15sell612.071.186600.000000.00000
1812006.02.24 17:15modify612.071.186601.219601.15360
1822006.02.24 18:00close612.071.187951.219601.15360-279.45103295.37
1832006.02.24 18:00close602.071.187951.219601.15360-279.45103015.92
1842006.02.27 03:00sell622.061.185800.000000.00000
1852006.02.27 03:00modify622.061.185801.229801.14180
1862006.02.27 09:30close622.061.184251.229801.14180319.30103335.22
1872006.02.28 16:15buy632.071.190850.000000.00000
1882006.02.28 16:15modify632.071.190851.156201.22520
1892006.02.28 16:30buy642.071.192750.000000.00000
1902006.02.28 16:30modify642.071.192751.149601.23560
1912006.02.28 16:45buy652.071.192150.000000.00000
1922006.02.28 16:45modify652.071.192151.146501.23750
1932006.02.28 20:00close652.071.193601.146501.23750300.15103635.37
1942006.02.28 21:00buy662.071.192150.000000.00000
1952006.02.28 21:00modify662.071.192151.143001.24100
1962006.02.28 21:15buy672.071.192150.000000.00000
1972006.02.28 21:15modify672.071.192151.145501.23850
1982006.02.28 22:30buy682.071.191750.000000.00000
1992006.02.28 22:30modify682.071.191751.153101.23010
2002006.03.01 07:00buy692.071.193050.000000.00000
2012006.03.01 07:00modify692.071.193051.175401.21040
2022006.03.01 14:15close692.071.195301.175401.21040465.75104101.12
2032006.03.01 14:15close682.071.195301.153101.23010732.16104833.28
2042006.03.01 14:15close672.071.195301.145501.23850649.36105482.64
2052006.03.01 14:15close662.071.195301.143001.24100649.36106132.00
2062006.03.01 14:15close642.071.195301.149601.23560525.16106657.16
2072006.03.01 14:15close632.071.195301.156201.22520918.46107575.61
2082006.03.01 16:15sell702.151.193600.000000.00000
2092006.03.01 16:15modify702.151.193601.216601.17060
2102006.03.01 16:45close702.151.194451.216601.17060-182.75107392.86
2112006.03.01 18:00sell712.151.189700.000000.00000
2122006.03.01 18:00modify712.151.189701.229201.15020
2132006.03.01 19:00close712.151.191351.229201.15020-354.75107038.11
2142006.03.02 14:45buy722.141.195750.000000.00000
2152006.03.02 14:45modify722.141.195751.174101.21710
2162006.03.02 15:00close722.141.193801.174101.21710-417.30106620.81
2172006.03.02 15:15buy732.131.194950.000000.00000
2182006.03.02 15:15modify732.131.194951.170301.21930
2192006.03.02 16:30buy742.131.199050.000000.00000
2202006.03.02 16:30modify742.131.199051.157901.23990
2212006.03.02 16:45buy752.131.199450.000000.00000
2222006.03.02 16:45modify752.131.199451.156301.24230
2232006.03.02 17:30close752.131.200901.156301.24230308.85106929.66
2242006.03.02 18:30close742.131.201601.157901.23990543.15107472.81
2252006.03.02 20:30close732.131.203001.170301.219301714.65109187.46
2262006.03.03 16:30sell762.181.201300.000000.00000
2272006.03.03 16:30modify762.181.201301.229801.17280
2282006.03.03 16:45sell772.181.201200.000000.00000
2292006.03.03 16:45modify772.181.201201.229701.17270
2302006.03.03 17:15close772.181.203251.229701.17270-446.90108740.56
2312006.03.03 17:15close762.181.203251.229801.17280-425.10108315.46
2322006.03.07 06:00sell782.171.195500.000000.00000
2332006.03.07 06:00modify782.171.195501.234501.15650
2342006.03.07 08:00close782.171.196951.234501.15650-314.65108000.81
2352006.03.10 15:30sell792.161.186900.000000.00000
2362006.03.10 15:30modify792.161.186901.217401.15640
2372006.03.10 15:45sell802.161.186800.000000.00000
2382006.03.10 15:45modify802.161.186801.220301.15330
2392006.03.10 17:15close802.161.188951.220301.15330-464.40107536.41
2402006.03.10 17:15close792.161.188951.217401.15640-442.80107093.61
2412006.03.14 16:30buy812.141.201750.000000.00000
2422006.03.14 16:30modify812.141.201751.163101.24010
2432006.03.14 22:45buy822.141.201250.000000.00000
2442006.03.14 22:45modify822.141.201251.155601.24660
2452006.03.15 14:45close822.141.201401.155601.2466029.32107122.93
2462006.03.15 14:45close812.141.201401.163101.24010-77.68107045.25
2472006.03.15 15:30buy832.141.205550.000000.00000
2482006.03.15 15:30modify832.141.205551.179901.23090
2492006.03.15 15:45close832.141.202701.179901.23090-609.90106435.35
2502006.03.16 01:45buy842.131.206250.000000.00000
2512006.03.16 01:45modify842.131.206251.175601.23660
2522006.03.16 02:15buy852.131.205450.000000.00000
2532006.03.16 02:15modify852.131.205451.174801.23580
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8192006.07.31 03:45modify2742.731.275251.219101.33110
8202006.07.31 04:00buy2752.731.274950.000000.00000
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8232006.07.31 14:30close2742.731.277101.219101.33110505.05138303.83
8242006.07.31 14:30close2732.731.277101.219001.33200395.85138699.68
8252006.07.31 14:30close2702.731.277101.232201.314201020.20139719.89
8262006.08.01 18:15buy2762.791.280750.000000.00000
8272006.08.01 18:15modify2762.791.280751.234601.32660
8282006.08.02 00:15buy2772.791.281850.000000.00000
8292006.08.02 00:15modify2772.791.281851.229201.33420
8302006.08.02 00:30buy2782.791.281950.000000.00000
8312006.08.02 00:30modify2782.791.281951.229301.33430
8322006.08.02 08:30buy2792.791.281950.000000.00000
8332006.08.02 08:30modify2792.791.281951.267301.29630
8342006.08.02 17:15close2792.791.278701.267301.29630-906.75138813.14
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8362006.08.02 17:15close2772.791.278701.229201.33420-878.85137027.54
8372006.08.02 17:15close2762.791.278701.234601.32660-575.58136451.96
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8392006.08.03 03:00modify2802.731.275801.308301.24330
8402006.08.03 09:15close2802.731.277251.308301.24330-395.85136056.11
8412006.08.03 14:45buy2812.721.283150.000000.00000
8422006.08.03 14:45modify2812.721.283151.237501.32850
8432006.08.03 15:00buy2822.721.281750.000000.00000
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8452006.08.03 15:15buy2832.721.281750.000000.00000
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8492006.08.03 17:00close2812.721.279201.237501.32850-1074.40133893.71
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8532006.08.04 14:45buy2852.671.287350.000000.00000
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8552006.08.04 15:00buy2862.671.287850.000000.00000
8562006.08.04 15:00modify2862.671.287851.233201.34220
8572006.08.04 15:15buy2872.671.287350.000000.00000
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8592006.08.04 17:15close2872.671.288601.232701.34170333.75133758.46
8602006.08.04 17:15close2862.671.288601.233201.34220200.25133958.71
8612006.08.04 20:00buy2882.671.288650.000000.00000
8622006.08.04 20:00modify2882.671.288651.222501.35450
8632006.08.04 21:00buy2892.671.287850.000000.00000
8642006.08.04 21:00modify2892.671.287850.891701.68370
8652006.08.04 21:15buy2902.671.287650.000000.00000
8662006.08.04 21:15modify2902.671.287650.891501.68350
8672006.08.07 00:00buy2912.671.288450.000000.00000
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8692006.08.07 00:15close2912.671.288301.222301.35430-40.05133918.66
8702006.08.07 05:00buy2922.671.287950.000000.00000
8712006.08.07 05:00modify2922.671.287951.267301.30830
8722006.08.07 05:15buy2932.671.287950.000000.00000
8732006.08.07 05:15modify2932.671.287951.269801.30580
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8762006.08.07 11:45close2942.671.285301.270501.30450-627.45133291.21
8772006.08.07 14:15close2932.671.285001.269801.30580-787.65132503.56
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8792006.08.07 14:15close2902.671.285000.891501.68350-711.02131004.89
8802006.08.07 14:15close2892.671.285000.891701.68370-764.42130240.47
8812006.08.07 14:15close2882.671.285001.222501.35450-978.02129262.45
8822006.08.07 14:15close2852.671.285001.232701.34170-630.92128631.52
8832006.08.08 20:15buy2952.571.288150.000000.00000
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8852006.08.08 20:30close2952.571.283301.252001.32400-1246.45127385.08
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8912006.08.10 10:15sell2982.531.284800.000000.00000
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8932006.08.10 11:00close2982.531.286451.319301.25030-417.45126317.38
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9052006.08.10 21:00close3002.541.279851.354001.19900-850.90125425.93
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9182006.08.11 17:30close2992.541.276951.344601.21260420.62123865.35
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9212006.08.14 09:45sell3082.481.272500.000000.00000
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9232006.08.14 10:00close3082.481.274151.298501.24650-409.20123456.15
9242006.08.14 10:00close3072.481.274151.298101.24610-508.40122947.75
9252006.08.14 15:00sell3092.461.273300.000000.00000
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9332006.08.16 15:00buy3122.461.284350.000000.00000
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9402006.08.16 21:15buy3152.461.283950.000000.00000
9412006.08.16 21:15modify3152.461.283951.237301.33030
9422006.08.16 21:30buy3162.461.283850.000000.00000
9432006.08.16 21:30modify3162.461.283851.237201.33020
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9502006.08.17 10:00close3162.461.286901.237201.33020740.71126108.36
9512006.08.17 10:00close3152.461.286901.237301.33030716.11126824.46
9522006.08.17 10:00close3142.461.286901.237701.33070617.71127442.17
9532006.08.17 10:00close3122.461.286901.245701.32270617.71128059.88
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9602006.08.18 14:30close3192.611.278851.302201.25820352.35131497.68
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10022006.08.24 10:45buy3352.631.281950.000000.00000
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10372006.08.31 16:30close3452.591.280251.314501.25250841.75131019.88
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10652006.09.07 18:00close3542.671.274851.313801.23780253.65133367.87
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10732006.09.08 18:45sell3592.671.267600.000000.00000
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10922006.09.11 13:15close3632.671.271201.238701.30370-40.05133681.32
10932006.09.12 16:15sell3652.671.268100.000000.00000
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10952006.09.12 17:30close3652.671.269551.297101.23910-387.15133294.17
10962006.09.14 14:45sell3662.671.270200.000000.00000
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10982006.09.14 15:15sell3672.671.270300.000000.00000
10992006.09.14 15:15modify3672.671.270301.299801.24080
11002006.09.14 15:45close3672.671.271651.299801.24080-360.45132933.72
11012006.09.14 15:45close3662.671.271651.299701.24070-387.15132546.57
11022006.09.14 17:00buy3682.651.274950.000000.00000
11032006.09.14 17:00modify3682.651.274951.236301.31330
11042006.09.14 18:00close3682.651.273601.236301.31330-357.75132188.82
11052006.09.15 12:15sell3692.641.268700.000000.00000
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11072006.09.15 14:30close3692.641.267051.294201.24320435.60132624.42
11082006.09.15 15:45sell3702.651.263300.000000.00000
11092006.09.15 15:45modify3702.651.263301.314301.21230
11102006.09.15 16:00sell3712.651.264200.000000.00000
11112006.09.15 16:00modify3712.651.264201.316701.21170
11122006.09.15 16:15sell3722.651.263600.000000.00000
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11232006.09.19 15:00buy3752.611.270250.000000.00000
11242006.09.19 15:00modify3752.611.270251.232601.30760
11252006.09.19 15:15buy3762.611.271150.000000.00000
11262006.09.19 15:15modify3762.611.271151.233501.30850
11272006.09.19 17:15close3762.611.268701.233501.30850-639.45129856.52
11282006.09.19 17:15close3752.611.268701.232601.30760-404.55129451.97
11292006.09.21 18:15buy3772.591.277450.000000.00000
11302006.09.21 18:15modify3772.591.277451.237801.31680
11312006.09.21 18:30buy3782.591.277950.000000.00000
11322006.09.21 18:30modify3782.591.277951.231801.32380
11332006.09.21 18:45buy3792.591.277950.000000.00000
11342006.09.21 18:45modify3792.591.277951.231801.32380
11352006.09.21 23:00buy3802.591.277850.000000.00000
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11372006.09.22 09:00close3802.591.279701.235201.32020475.78129927.76
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11392006.09.22 09:30close3782.591.281901.231801.323801019.68131967.12
11402006.09.22 09:30close3772.591.281901.237801.316801149.18133116.31
11412006.09.27 17:00buy3812.661.271050.000000.00000
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11432006.09.27 18:00close3812.661.269801.247901.29390-332.50132783.81
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11472006.10.02 15:30buy3832.651.271350.000000.00000
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11492006.10.02 15:45buy3842.651.272650.000000.00000
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11512006.10.02 16:30close3842.651.275101.238501.30650649.25132994.16
11522006.10.02 20:15buy3852.651.274550.000000.00000
11532006.10.02 20:15modify3852.651.274551.226901.32190
11542006.10.02 20:30buy3862.651.274450.000000.00000
11552006.10.02 20:30modify3862.651.274451.226801.32180
11562006.10.02 20:45buy3872.651.274050.000000.00000
11572006.10.02 20:45modify3872.651.274051.226401.32140
11582006.10.02 21:00buy3882.651.273950.000000.00000
11592006.10.02 21:00modify3882.651.273951.226301.32130
11602006.10.03 05:15close3882.651.274901.226301.32130248.31133242.46
11612006.10.03 19:15close3872.651.272101.226401.32140-520.20132722.27
11622006.10.03 19:15close3862.651.272101.226801.32180-626.20132096.07
11632006.10.03 19:15close3852.651.272101.226901.32190-652.70131443.38
11642006.10.03 19:15close3832.651.272101.245201.29720195.31131638.68
11652006.10.04 10:30sell3892.631.270500.000000.00000
11662006.10.04 10:30modify3892.631.270501.287001.25400
11672006.10.04 11:00close3892.631.268951.287001.25400407.65132046.33
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11702006.10.05 15:15sell3912.641.269100.000000.00000
11712006.10.05 15:15modify3912.641.269101.289601.24860
11722006.10.05 16:15close3912.641.267451.289601.24860435.60132481.93
11732006.10.05 16:15close3902.641.267451.288301.24930356.40132838.33
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11822006.10.06 18:00sell3962.661.260200.000000.00000
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11912006.10.09 14:30close3982.661.259951.277301.24230-39.90132838.33
11922006.10.10 10:30sell4002.661.257200.000000.00000
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11982006.10.10 13:00close3972.661.255851.330701.190701293.29134903.02
11992006.10.10 13:00close3962.661.255851.330201.190201160.29136063.31
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12012006.10.10 13:00close3942.661.255851.323401.196401080.49138277.50
12022006.10.10 13:00close3932.661.255851.322901.19590947.49139224.99
12032006.10.10 13:15close3922.661.254951.313001.215002410.49141635.48
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12212006.10.11 12:30close4022.831.255051.293601.21360-408.65140170.67
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13662006.11.10 04:15close4562.661.285501.235101.33010728.04133556.67
13672006.11.10 04:15close4552.661.285501.235901.33090515.24134071.91
13682006.11.10 09:30close4542.661.287101.236101.33110887.64134959.56
13692006.11.13 16:30sell4572.701.280100.000000.00000
13702006.11.13 16:30modify4572.701.280101.318601.24160
13712006.11.13 21:00sell4582.701.280900.000000.00000
13722006.11.13 21:00modify4582.701.280901.316401.24540
13732006.11.14 00:00sell4592.701.280800.000000.00000
13742006.11.14 00:00modify4592.701.280801.305801.25580
13752006.11.14 01:00close4592.701.282151.305801.25580-364.50134595.06
13762006.11.14 01:00close4582.701.282151.316401.24540-335.88134259.18
13772006.11.14 01:00close4572.701.282151.318601.24160-551.88133707.30
13782006.11.14 14:45buy4602.671.285950.000000.00000
13792006.11.14 14:45modify4602.671.285951.254801.31680
13802006.11.14 15:00buy4612.671.285750.000000.00000
13812006.11.14 15:00modify4612.671.285751.254601.31660
13822006.11.14 15:15buy4622.671.286450.000000.00000
13832006.11.14 15:15modify4622.671.286451.251801.32080
13842006.11.14 15:45close4622.671.284401.251801.32080-547.35133159.95
13852006.11.14 15:45close4612.671.284401.254601.31660-360.45132799.50
13862006.11.14 16:00close4602.671.284101.254801.31680-493.95132305.55
13872006.11.14 16:15sell4632.651.280000.000000.00000
13882006.11.14 16:15modify4632.651.280001.320001.24000
13892006.11.14 16:30sell4642.651.280800.000000.00000
13902006.11.14 16:30modify4642.651.280801.320801.24080
13912006.11.14 16:45sell4652.651.280300.000000.00000
13922006.11.14 16:45modify4652.651.280301.320301.24030
13932006.11.14 18:45close4652.651.281651.320301.24030-357.75131947.80
13942006.11.14 20:15close4642.651.282051.320801.24080-331.25131616.55
13952006.11.14 20:30close4632.651.282951.320001.24000-781.75130834.80
13962006.11.17 16:00buy4662.621.280750.000000.00000
13972006.11.17 16:00modify4662.621.280751.257101.30410
13982006.11.17 16:30buy4672.621.283250.000000.00000
13992006.11.17 16:30modify4672.621.283251.242601.32360
14002006.11.17 16:45buy4682.621.283450.000000.00000
14012006.11.17 16:45modify4682.621.283451.241801.32480
14022006.11.17 18:30close4682.621.282101.241801.32480-353.70130481.10
14032006.11.17 20:45close4672.621.281701.242601.32360-406.10130075.00
14042006.11.17 21:00close4662.621.281401.257101.30410170.30130245.30
14052006.11.21 20:30buy4692.601.284950.000000.00000
14062006.11.21 20:30modify4692.601.284951.256801.31280
14072006.11.21 20:45buy4702.601.284950.000000.00000
14082006.11.21 20:45modify4702.601.284951.256801.31280
14092006.11.22 07:15close4702.601.286001.256801.31280269.62130514.92
14102006.11.22 07:15close4692.601.286001.256801.31280269.62130784.54
14112006.11.22 08:00buy4712.621.285850.000000.00000
14122006.11.22 08:00modify4712.621.285851.260201.31120
14132006.11.22 08:45close4712.621.286901.260201.31120275.10131059.64
14142006.11.22 15:00buy4722.621.292150.000000.00000
14152006.11.22 15:00modify4722.621.292151.253501.33050
14162006.11.22 17:00close4722.621.293301.253501.33050301.30131360.94
14172006.11.23 01:15buy4732.631.293650.000000.00000
14182006.11.23 01:15modify4732.631.293651.250001.33700
14192006.11.23 03:30close4732.631.293001.250001.33700-170.95131189.99
14202006.11.23 10:15buy4742.621.296950.000000.00000
14212006.11.23 10:15modify4742.621.296951.273801.31980
14222006.11.23 10:30buy4752.621.296650.000000.00000
14232006.11.23 10:30modify4752.621.296651.273501.31950
14242006.11.23 10:45buy4762.621.297250.000000.00000
14252006.11.23 10:45modify4762.621.297251.274101.32010
14262006.11.23 11:45close4762.621.295801.274101.32010-379.90130810.09
14272006.11.23 12:15close4752.621.295701.273501.31950-248.90130561.19
14282006.11.23 12:15close4742.621.295701.273801.31980-327.50130233.69
14292006.11.24 09:30buy4772.601.299350.000000.00000
14302006.11.24 09:30modify4772.601.299351.270701.32770
14312006.11.24 10:00buy4782.601.306450.000000.00000
14322006.11.24 10:00modify4782.601.306451.232801.37980
14332006.11.24 10:15buy4792.601.306250.000000.00000
14342006.11.24 10:15modify4792.601.306251.232601.37960
14352006.11.27 00:15close4792.601.315801.232601.379602479.62132713.31
14362006.11.27 00:15close4782.601.315801.232801.379802427.62135140.93
14372006.11.27 00:15close4772.601.315801.270701.327704273.62139414.55
14382006.11.28 09:15buy4802.791.316050.000000.00000
14392006.11.28 09:15modify4802.791.316051.293901.33790
14402006.11.28 09:30close4802.791.314701.293901.33790-376.65139037.90
14412006.11.30 16:15buy4812.781.324350.000000.00000
14422006.11.30 16:15modify4812.781.324351.283201.36520
14432006.11.30 16:30buy4822.781.323950.000000.00000
14442006.11.30 16:30modify4822.781.323951.282301.36530
14452006.11.30 17:30close4822.781.326401.282301.36530681.10139719.00
14462006.11.30 20:15close4812.781.324901.283201.36520152.90139871.90
14472006.11.30 22:15buy4832.801.323850.000000.00000
14482006.11.30 22:15modify4832.801.323851.276701.37070
14492006.12.01 07:30close4832.801.327001.276701.37070878.36140750.26
14502006.12.01 16:15buy4842.821.331250.000000.00000
14512006.12.01 16:15modify4842.821.331251.280601.38160
14522006.12.01 16:30buy4852.821.333250.000000.00000
14532006.12.01 16:30modify4852.821.333251.277601.38860
14542006.12.01 16:45buy4862.821.334050.000000.00000
14552006.12.01 16:45modify4862.821.334051.269901.39790
14562006.12.01 17:15close4862.821.331801.269901.39790-634.50140115.76
14572006.12.01 17:15close4852.821.331801.277601.38860-408.90139706.86
14582006.12.04 02:15buy4872.821.333350.000000.00000
14592006.12.04 02:15modify4872.821.333351.268201.39820
14602006.12.04 02:30buy4882.821.332250.000000.00000
14612006.12.04 02:30modify4882.821.332251.267101.39710
14622006.12.04 05:15close4882.821.330801.267101.39710-408.90139297.96
14632006.12.04 05:15close4872.821.330801.268201.39820-719.10138578.86
14642006.12.04 05:15close4842.821.330801.280601.38160-130.57138448.29
14652006.12.05 16:30sell4892.771.329200.000000.00000
14662006.12.05 16:30modify4892.771.329201.366701.29170
14672006.12.05 16:45sell4902.771.329400.000000.00000
14682006.12.05 16:45modify4902.771.329401.366901.29190
14692006.12.05 17:00close4902.771.330751.366901.29190-373.95138074.34
14702006.12.05 17:00close4892.771.330751.366701.29170-429.35137644.99
14712006.12.06 10:45sell4912.751.326700.000000.00000
14722006.12.06 10:45modify4912.751.326701.368201.28520
14732006.12.06 11:15sell4922.751.327100.000000.00000
14742006.12.06 11:15modify4922.751.327101.368601.28560
14752006.12.06 12:30close4922.751.328651.368601.28560-426.25137218.74
14762006.12.06 12:30close4912.751.328651.368201.28520-536.25136682.49
14772006.12.08 15:00buy4932.731.333450.000000.00000
14782006.12.08 15:00modify4932.731.333451.278801.38780
14792006.12.08 15:15buy4942.731.333850.000000.00000
14802006.12.08 15:15modify4942.731.333851.279201.38820
14812006.12.08 15:30buy4952.731.334350.000000.00000
14822006.12.08 15:30modify4952.731.334351.279201.38920
14832006.12.08 16:30close4952.731.331401.279201.38920-805.35135877.14
14842006.12.08 16:30close4942.731.331401.279201.38820-668.85135208.29
14852006.12.08 17:30close4932.731.330901.278801.38780-696.15134512.14
14862006.12.08 18:00sell4962.691.321300.000000.00000
14872006.12.08 18:00modify4962.691.321301.408301.23430
14882006.12.08 18:15sell4972.691.321700.000000.00000
14892006.12.08 18:15modify4972.691.321701.408701.23470
14902006.12.08 18:30sell4982.691.321800.000000.00000
14912006.12.08 18:30modify4982.691.321801.408801.23480
14922006.12.11 01:30close4982.691.316451.408801.234801440.76135952.90
14932006.12.11 01:30close4972.691.316451.408701.234701413.86137366.77
14942006.12.11 03:00close4962.691.314351.408301.234301871.16139237.93
14952006.12.12 15:45buy4992.781.326650.000000.00000
14962006.12.12 15:45modify4992.781.326651.300001.35300
14972006.12.12 16:00close4992.781.324601.300001.35300-569.90138668.03
14982006.12.13 14:30sell5002.771.324200.000000.00000
14992006.12.13 14:30modify5002.771.324201.348701.29970
15002006.12.13 15:00sell5012.771.322100.000000.00000
15012006.12.13 15:00modify5012.771.322101.365101.27910
15022006.12.13 15:15sell5022.771.321200.000000.00000
15032006.12.13 15:15modify5022.771.321201.364201.27820
15042006.12.13 17:15close5022.771.323251.364201.27820-567.85138100.18
15052006.12.13 17:15close5012.771.323251.365101.27910-318.55137781.63
15062006.12.13 22:00sell5032.771.321200.000000.00000
15072006.12.13 22:00modify5032.771.321201.362701.27970
15082006.12.13 22:15sell5042.771.321500.000000.00000
15092006.12.13 22:15modify5042.771.321501.363001.28000
15102006.12.14 00:45sell5052.771.321600.000000.00000
15112006.12.14 00:45modify5052.771.321601.363101.28010
15122006.12.14 08:00close5052.771.322251.363101.28010-180.05137601.58
15132006.12.14 08:45close5042.771.323051.363001.28000-424.36137177.22
15142006.12.14 08:45close5032.771.323051.362701.27970-507.46136669.75
15152006.12.14 08:45close5002.771.323051.348701.29970323.54136993.29
15162006.12.14 09:15buy5062.741.324650.000000.00000
15172006.12.14 09:15modify5062.741.324651.297001.35200
15182006.12.14 10:15close5062.741.323201.297001.35200-397.30136595.99
15192006.12.14 12:45sell5072.731.319600.000000.00000
15202006.12.14 12:45modify5072.731.319601.350601.28860
15212006.12.14 14:45close5072.731.317551.350601.28860559.65137155.64
15222006.12.15 10:30sell5082.741.311300.000000.00000
15232006.12.15 10:30modify5082.741.311301.340801.28180
15242006.12.15 10:45sell5092.741.311700.000000.00000
15252006.12.15 10:45modify5092.741.311701.346201.27720
15262006.12.15 11:00sell5102.741.310200.000000.00000
15272006.12.15 11:00modify5102.741.310201.347201.27320
15282006.12.15 14:30close5102.741.317151.347201.27320-1904.30135251.34
15292006.12.15 14:30close5092.741.317151.346201.27720-1493.30133758.04
15302006.12.15 14:30close5082.741.317151.340801.28180-1602.90132155.14
15312006.12.15 14:45buy5112.641.317750.000000.00000
15322006.12.15 14:45modify5112.641.317751.273601.36160
15332006.12.15 15:00buy5122.641.317850.000000.00000
15342006.12.15 15:00modify5122.641.317851.273701.36170
15352006.12.15 15:30close5122.641.316101.273701.36170-462.00131693.14
15362006.12.15 15:30close5112.641.316101.273601.36160-435.60131257.54
15372006.12.15 16:00sell5132.631.311800.000000.00000
15382006.12.15 16:00modify5132.631.311801.355801.26780
15392006.12.15 16:30sell5142.631.308900.000000.00000
15402006.12.15 16:30modify5142.631.308901.363901.25390
15412006.12.15 20:45sell5152.631.307700.000000.00000
15422006.12.15 20:45modify5152.631.307701.688700.92670
15432006.12.15 21:15sell5162.631.308200.000000.00000
15442006.12.15 21:15modify5162.631.308201.689200.92720
15452006.12.18 01:30sell5172.631.308600.000000.00000
15462006.12.18 01:30modify5172.631.308601.372101.24510
15472006.12.18 01:45sell5182.631.308700.000000.00000
15482006.12.18 01:45modify5182.631.308701.372201.24520
15492006.12.18 02:00sell5192.631.309200.000000.00000
15502006.12.18 02:00modify5192.631.309201.372701.24570
15512006.12.18 07:45close5192.631.311151.372701.24570-512.85130744.69
15522006.12.18 07:45close5182.631.311151.372201.24520-644.35130100.34
15532006.12.18 07:45close5172.631.311151.372101.24510-670.65129429.69
15542006.12.18 07:45close5162.631.311151.689200.92720-774.27128655.42
15552006.12.18 07:45close5152.631.311151.688700.92670-905.77127749.65
15562006.12.18 07:45close5142.631.311151.363901.25390-590.17127159.47
15572006.12.18 08:45close5132.631.311351.355801.26780119.93127279.40
15582006.12.18 16:15sell5202.551.306000.000000.00000
15592006.12.18 16:15modify5202.551.306001.337501.27450
15602006.12.18 16:30sell5212.551.305500.000000.00000
15612006.12.18 16:30modify5212.551.305501.338001.27300
15622006.12.18 17:30close5212.551.307251.338001.27300-446.25126833.15
15632006.12.18 18:45close5202.551.307751.337501.27450-446.25126386.90
15642006.12.19 09:00buy5222.531.312050.000000.00000
15652006.12.19 09:00modify5222.531.312051.291401.33240
15662006.12.19 09:15buy5232.531.312850.000000.00000
15672006.12.19 09:15modify5232.531.312851.284701.34070
15682006.12.19 09:30buy5242.531.313450.000000.00000
15692006.12.19 09:30modify5242.531.313451.285301.34130
15702006.12.19 10:00close5242.531.315401.285301.34130493.35126880.25
15712006.12.19 10:15close5232.531.317401.284701.340701151.15128031.40
15722006.12.19 10:30buy5252.531.316750.000000.00000
15732006.12.19 10:30modify5252.531.316751.270601.36260
15742006.12.19 14:30close5252.531.313701.270601.36260-771.65127259.75
15752006.12.19 14:30close5222.531.313701.291401.33240417.45127677.20
15762006.12.22 16:00sell5262.551.316800.000000.00000
15772006.12.22 16:00modify5262.551.316801.339801.29380
15782006.12.22 16:30sell5272.551.315400.000000.00000
15792006.12.22 16:30modify5272.551.315401.346901.28390
15802006.12.22 17:15close5272.551.316051.346901.28390-165.75127511.45
15812006.12.22 18:15sell5282.551.311800.000000.00000
15822006.12.22 18:15modify5282.551.311801.363801.25980
15832006.12.22 21:00close5282.551.314351.363801.25980-650.25126861.20
15842006.12.22 21:15close5262.551.314451.339801.29380599.25127460.45
15852006.12.28 14:45buy5292.551.319550.000000.00000
15862006.12.28 14:45modify5292.551.319551.271401.36740
15872006.12.28 16:00close5292.551.317301.271401.36740-573.75126886.70
15882006.12.28 16:15sell5302.541.315000.000000.00000
15892006.12.28 16:15modify5302.541.315001.360001.27000
15902006.12.28 16:30sell5312.541.314100.000000.00000
15912006.12.28 16:30modify5312.541.314101.358601.26960
15922006.12.28 16:45sell5322.541.314500.000000.00000
15932006.12.28 16:45modify5322.541.314501.359001.27000
15942006.12.28 18:00close5322.541.315651.359001.27000-292.10126594.60
15952006.12.28 18:30close5312.541.316451.358601.26960-596.90125997.70
15962006.12.28 18:45close5302.541.316951.360001.27000-495.30125502.40

谈论 RobinVOL 2.0 | year 2006 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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