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

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2011.01.03 00:00 - 2011.12.30 22:59 (2011.01.01 - 2011.12.31)
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 test25712Ticks modelled50423Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit111310.31Gross profit248684.49Gross loss-137374.18
Profit factor1.81Expected payoff308.34
Absolute drawdown1406.55Maximal drawdown23619.03 (13.08%)Relative drawdown13.08% (23619.03)
Total trades361Short positions (won %)188 (54.26%)Long positions (won %)173 (50.87%)
Profit trades (% of total)190 (52.63%)Loss trades (% of total)171 (47.37%)
Largestprofit trade5005.58loss trade-3431.62
Averageprofit trade1308.87loss trade-803.36
Maximumconsecutive wins (profit in money)9 (11254.45)consecutive losses (loss in money)13 (-12124.59)
Maximalconsecutive profit (count of wins)20296.63 (7)consecutive loss (count of losses)-12789.86 (7)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.03 17:15buy12.001.338900.000000.00000
22011.01.03 17:15modify12.001.338901.269601.40790
32011.01.03 20:15buy22.001.336480.000000.00000
42011.01.03 20:15modify22.001.336481.264231.40843
52011.01.03 20:30buy32.001.336490.000000.00000
62011.01.03 20:30modify32.001.336491.264241.40844
72011.01.03 20:45close32.001.336091.264241.40844-80.0099920.00
82011.01.03 20:45close22.001.336091.264231.40843-78.0099842.00
92011.01.03 20:45close12.001.336091.269601.40790-562.0099280.00
102011.01.05 14:30sell41.991.316870.000000.00000
112011.01.05 14:30modify41.991.316871.381571.25217
122011.01.05 18:15sell51.991.316890.000000.00000
132011.01.05 18:15modify51.991.316891.398641.23514
142011.01.05 18:30sell61.991.318170.000000.00000
152011.01.05 18:30modify61.991.318171.399921.23642
162011.01.05 18:45sell71.991.318310.000000.00000
172011.01.05 18:45modify71.991.318311.400061.23656
182011.01.05 20:45close71.991.314071.400061.23656843.76100123.76
192011.01.06 08:45close61.991.312391.399921.236421153.80101277.56
202011.01.06 08:45close51.991.312391.398641.23514899.08102176.64
212011.01.06 08:45close41.991.312391.381571.25217895.10103071.75
222011.01.12 12:15sell82.061.297800.000000.00000
232011.01.12 12:15modify82.061.297801.338201.25740
242011.01.12 12:30sell92.061.296660.000000.00000
252011.01.12 12:30modify92.061.296661.336861.25646
262011.01.12 14:45close92.061.300361.336861.25646-762.20102309.55
272011.01.12 14:45close82.061.300361.338201.25740-527.36101782.19
282011.01.13 15:00buy102.041.327920.000000.00000
292011.01.13 15:00modify102.041.327921.229921.42562
302011.01.13 15:15buy112.041.328230.000000.00000
312011.01.13 15:15modify112.041.328231.229131.42703
322011.01.13 15:30buy122.041.331410.000000.00000
332011.01.13 15:30modify122.041.331411.213911.44861
342011.01.13 17:30close122.041.334001.213911.44861528.36102310.55
352011.01.13 17:45close112.041.336001.229131.427031585.08103895.63
362011.01.14 08:45close102.041.339651.229921.425622390.27106285.89
372011.01.17 13:30buy132.131.333490.000000.00000
382011.01.17 13:30modify132.131.333491.266341.40034
392011.01.17 14:30close132.131.330491.266341.40034-639.00105646.89
402011.01.24 16:15buy142.111.364360.000000.00000
412011.01.24 16:15modify142.111.364361.305211.42321
422011.01.24 17:45close142.111.366231.305211.42321394.57106041.46
432011.01.24 19:00buy152.121.364330.000000.00000
442011.01.24 19:00modify152.121.364331.291581.43678
452011.01.24 20:15buy162.121.363910.000000.00000
462011.01.24 20:15modify162.121.363911.291161.43636
472011.01.24 20:30buy172.121.363030.000000.00000
482011.01.24 20:30modify172.121.363031.290281.43548
492011.01.25 05:00close172.121.365301.290281.43548478.48106519.95
502011.01.25 05:00close162.121.365301.291161.43636291.92106811.87
512011.01.25 09:30close152.121.366101.291581.43678372.48107184.36
522011.01.25 10:15sell182.141.361570.000000.00000
532011.01.25 10:15modify182.141.361571.397671.32547
542011.01.25 11:00close182.141.357661.397671.32547836.74108021.10
552011.01.27 09:00sell192.161.366850.000000.00000
562011.01.27 09:00modify192.161.366851.405501.32820
572011.01.27 09:15sell202.161.364830.000000.00000
582011.01.27 09:15modify202.161.364831.410381.31928
592011.01.27 09:30close202.161.366501.410381.31928-360.72107660.38
602011.01.27 10:00close192.161.367081.405501.32820-49.68107610.70
612011.01.27 12:00buy212.151.374120.000000.00000
622011.01.27 12:00modify212.151.374121.319871.42807
632011.01.27 12:15buy222.151.374070.000000.00000
642011.01.27 12:15modify222.151.374071.314571.43327
652011.01.27 13:30close222.151.371091.314571.43327-640.70106970.00
662011.01.27 13:30close212.151.371091.319871.42807-651.45106318.55
672011.01.28 16:45sell232.131.363300.000000.00000
682011.01.28 16:45modify232.131.363301.421601.30500
692011.01.28 19:30close232.131.359431.421601.30500824.31107142.86
702011.01.31 07:45sell242.141.361940.000000.00000
712011.01.31 07:45modify242.141.361941.387641.33624
722011.01.31 11:15close242.141.365701.387641.33624-804.64106338.22
732011.02.01 11:15buy252.131.376550.000000.00000
742011.02.01 11:15modify252.131.376551.333701.41910
752011.02.01 11:30close252.131.374521.333701.41910-432.39105905.83
762011.02.02 13:00sell262.121.380150.000000.00000
772011.02.02 13:00modify262.121.380151.410851.34945
782011.02.02 16:00close262.121.380351.410851.34945-42.40105863.43
792011.02.03 14:45sell272.121.369740.000000.00000
802011.02.03 14:45modify272.121.369741.436591.30289
812011.02.03 15:00sell282.121.366320.000000.00000
822011.02.03 15:00modify282.121.366321.447671.28497
832011.02.03 15:15sell292.121.366990.000000.00000
842011.02.03 15:15modify292.121.366991.451741.28224
852011.02.03 15:45close292.121.365621.451741.28224290.44106153.87
862011.02.03 18:00close282.121.365471.447671.28497180.20106334.07
872011.02.04 14:30close272.121.364891.436591.302891029.47107363.54
882011.02.04 14:45sell302.151.359210.000000.00000
892011.02.04 14:45modify302.151.359211.407011.31141
902011.02.04 15:00sell312.151.358150.000000.00000
912011.02.04 15:00modify312.151.358151.412051.30425
922011.02.04 16:00close312.151.355441.412051.30425582.65107946.19
932011.02.04 17:45close302.151.358051.407011.31141249.40108195.59
942011.02.14 09:30sell322.161.349080.000000.00000
952011.02.14 09:30modify322.161.349081.385431.31273
962011.02.14 09:45sell332.161.348330.000000.00000
972011.02.14 09:45modify332.161.348331.391231.30543
982011.02.14 10:00sell342.161.347490.000000.00000
992011.02.14 10:00modify342.161.347491.395891.29909
1002011.02.14 10:45close342.161.348091.395891.29909-129.60108065.99
1012011.02.14 11:30close332.161.345821.391231.30543542.16108608.15
1022011.02.14 13:45close322.161.344331.385431.312731026.00109634.15
1032011.02.14 16:15sell352.191.347890.000000.00000
1042011.02.14 16:15modify352.191.347891.412891.28289
1052011.02.14 16:30sell362.191.348330.000000.00000
1062011.02.14 16:30modify362.191.348331.413331.28333
1072011.02.14 19:00close362.191.349741.413331.28333-308.79109325.36
1082011.02.14 19:00close352.191.349741.412891.28289-405.15108920.21
1092011.02.15 08:30sell372.181.346730.000000.00000
1102011.02.15 08:30modify372.181.346731.376731.31673
1112011.02.15 09:15close372.181.348161.376731.31673-311.74108608.47
1122011.02.15 09:45buy382.171.351430.000000.00000
1132011.02.15 09:45modify382.171.351431.318281.38428
1142011.02.15 10:30close382.171.353501.318281.38428449.19109057.66
1152011.02.16 08:00buy392.181.356490.000000.00000
1162011.02.16 08:00modify392.181.356491.309741.40294
1172011.02.16 09:00close392.181.354481.309741.40294-438.18108619.48
1182011.02.18 14:00buy402.171.360770.000000.00000
1192011.02.18 14:00modify402.171.360771.323071.39817
1202011.02.18 14:15buy412.171.362740.000000.00000
1212011.02.18 14:15modify412.171.362741.316941.40824
1222011.02.18 17:30close412.171.365981.316941.40824703.08109322.56
1232011.02.18 17:45close402.171.366481.323071.398171239.07110561.63
1242011.02.22 01:45sell422.211.363390.000000.00000
1252011.02.22 01:45modify422.211.363391.390391.33639
1262011.02.22 02:00sell432.211.363340.000000.00000
1272011.02.22 02:00modify432.211.363341.392991.33369
1282011.02.22 02:45close432.211.359671.392991.33369811.07111372.70
1292011.02.22 02:45close422.211.359671.390391.33639822.12112194.82
1302011.02.22 08:45sell442.241.353950.000000.00000
1312011.02.22 08:45modify442.241.353951.431751.27615
1322011.02.22 10:45close442.241.357331.431751.27615-757.12111437.70
1332011.02.22 11:45buy452.231.363290.000000.00000
1342011.02.22 11:45modify452.231.363291.285641.44064
1352011.02.22 12:00buy462.231.364060.000000.00000
1362011.02.22 12:00modify462.231.364061.286411.44141
1372011.02.22 12:15buy472.231.364830.000000.00000
1382011.02.22 12:15modify472.231.364831.287181.44218
1392011.02.22 14:30close472.231.368051.287181.44218718.06112155.76
1402011.02.22 16:30close462.231.369071.286411.441411117.23113272.99
1412011.02.22 16:45close452.231.369991.285641.440641494.10114767.09
1422011.02.23 16:30buy482.301.378320.000000.00000
1432011.02.23 16:30modify482.301.378321.328421.42792
1442011.02.23 17:00close482.301.376261.328421.42792-473.80114293.29
1452011.02.24 09:45buy492.291.374780.000000.00000
1462011.02.24 09:45modify492.291.374781.334781.41448
1472011.02.24 10:00buy502.291.376080.000000.00000
1482011.02.24 10:00modify502.291.376081.336081.41578
1492011.02.24 10:45close502.291.379021.336081.41578673.26114966.55
1502011.02.24 11:45close492.291.378861.334781.41448934.32115900.87
1512011.02.28 10:15buy512.321.382470.000000.00000
1522011.02.28 10:15modify512.321.382471.326271.43837
1532011.02.28 10:30buy522.321.382940.000000.00000
1542011.02.28 10:30modify522.321.382941.322291.44329
1552011.02.28 16:15buy532.321.382570.000000.00000
1562011.02.28 16:15modify532.321.382571.324821.44002
1572011.02.28 16:45buy542.321.381360.000000.00000
1582011.02.28 16:45modify542.321.381361.323611.43881
1592011.02.28 17:30close542.321.380411.323611.43881-220.40115680.47
1602011.02.28 17:30close532.321.380411.324821.44002-501.12115179.35
1612011.02.28 17:30close522.321.380411.322291.44329-586.96114592.39
1622011.02.28 17:45close512.321.380141.326271.43837-540.56114051.83
1632011.03.01 09:30buy552.281.382730.000000.00000
1642011.03.01 09:30modify552.281.382731.359181.40598
1652011.03.01 10:15close552.281.383031.359181.4059868.40114120.23
1662011.03.03 14:45buy562.281.394010.000000.00000
1672011.03.03 14:45modify562.281.394011.335611.45211
1682011.03.03 15:00buy572.281.396680.000000.00000
1692011.03.03 15:00modify572.281.396681.326581.46648
1702011.03.04 01:45buy582.281.395560.000000.00000
1712011.03.04 01:45modify582.281.395561.326961.46386
1722011.03.04 02:45buy592.281.395300.000000.00000
1732011.03.04 02:45modify592.281.395301.326701.46360
1742011.03.04 14:00close592.281.396561.326701.46360287.28114407.51
1752011.03.04 15:30close582.281.398661.326961.46386706.80115114.31
1762011.03.04 15:30close572.281.398661.326581.46648448.48115562.78
1772011.03.04 15:45buy602.281.399080.000000.00000
1782011.03.04 15:45modify602.281.399081.369431.42843
1792011.03.04 16:00buy612.281.400090.000000.00000
1802011.03.04 16:00modify612.281.400091.367341.43254
1812011.03.04 16:15close612.281.398901.367341.43254-271.32115291.46
1822011.03.04 16:30close602.281.398171.369431.42843-207.48115083.98
1832011.03.04 17:15close562.281.396701.335611.45211610.36115694.34
1842011.03.07 10:30buy622.311.401330.000000.00000
1852011.03.07 10:30modify622.311.401331.370181.43218
1862011.03.07 13:30close622.311.402301.370181.43218224.07115918.41
1872011.03.07 15:00buy632.321.400540.000000.00000
1882011.03.07 15:00modify632.321.400541.360191.44059
1892011.03.07 15:15close632.321.399781.360191.44059-176.32115742.09
1902011.03.09 09:45sell642.311.386640.000000.00000
1912011.03.09 09:45modify642.311.386641.413891.35939
1922011.03.09 10:30close642.311.387851.413891.35939-279.51115462.58
1932011.03.10 08:15sell652.311.381770.000000.00000
1942011.03.10 08:15modify652.311.381771.436621.32692
1952011.03.10 08:30sell662.311.382150.000000.00000
1962011.03.10 08:30modify662.311.382151.441851.32245
1972011.03.10 08:45sell672.311.382250.000000.00000
1982011.03.10 08:45modify672.311.382251.441951.32255
1992011.03.10 10:00close672.311.384001.441951.32255-404.25115058.33
2002011.03.10 12:00close662.311.384651.441851.32245-577.50114480.83
2012011.03.10 12:00close652.311.384651.436621.32692-665.28113815.55
2022011.03.11 11:30sell682.281.375380.000000.00000
2032011.03.11 11:30modify682.281.375381.419481.33128
2042011.03.11 12:00close682.281.377231.419481.33128-421.80113393.75
2052011.03.15 05:15sell692.271.391210.000000.00000
2062011.03.15 05:15modify692.271.391211.446261.33616
2072011.03.15 06:45close692.271.393661.446261.33616-556.15112837.60
2082011.03.15 10:30sell702.261.388170.000000.00000
2092011.03.15 10:30modify702.261.388171.448171.32817
2102011.03.15 13:15close702.261.390711.448171.32817-574.04112263.56
2112011.03.16 14:45sell712.251.391690.000000.00000
2122011.03.16 14:45modify712.251.391691.435941.34744
2132011.03.16 15:15close712.251.393571.435941.34744-423.00111840.56
2142011.03.16 22:15sell722.241.391590.000000.00000
2152011.03.16 22:15modify722.241.391591.448191.33499
2162011.03.17 01:00close722.241.387871.448191.33499837.31112677.87
2172011.03.18 02:45buy732.251.407450.000000.00000
2182011.03.18 02:45modify732.251.407451.358801.45580
2192011.03.18 07:45buy742.251.405950.000000.00000
2202011.03.18 07:45modify742.251.405951.352601.45900
2212011.03.18 09:00close742.251.404931.352601.45900-229.50112448.37
2222011.03.18 09:00close732.251.404931.358801.45580-567.00111881.37
2232011.03.23 12:30sell752.241.416180.000000.00000
2242011.03.23 12:30modify752.241.416181.448831.38353
2252011.03.23 13:00close752.241.414221.448831.38353439.04112320.41
2262011.03.24 16:00buy762.251.420150.000000.00000
2272011.03.24 16:00modify762.251.420151.345751.49425
2282011.03.24 16:15buy772.251.419800.000000.00000
2292011.03.24 16:15modify772.251.419801.340901.49840
2302011.03.24 21:15close772.251.416711.340901.49840-695.25111625.16
2312011.03.24 21:15close762.251.416711.345751.49425-774.00110851.16
2322011.03.25 00:15buy782.221.417010.000000.00000
2332011.03.25 00:15modify782.221.417011.360661.47306
2342011.03.25 00:30close782.221.415331.360661.47306-372.96110478.20
2352011.03.25 17:30sell792.211.408730.000000.00000
2362011.03.25 17:30modify792.211.408731.461481.35598
2372011.03.25 17:45sell802.211.407540.000000.00000
2382011.03.25 17:45modify802.211.407541.470041.34504
2392011.03.25 18:00sell812.211.406560.000000.00000
2402011.03.25 18:00modify812.211.406561.472011.34111
2412011.03.25 21:30sell822.211.408120.000000.00000
2422011.03.25 21:30modify822.211.408121.795721.02052
2432011.03.25 21:45sell832.211.408360.000000.00000
2442011.03.25 21:45modify832.211.408361.777661.03906
2452011.03.25 22:00sell842.211.408700.000000.00000
2462011.03.25 22:00modify842.211.408701.770201.04720
2472011.03.28 00:15close842.211.404961.770201.04720827.87111306.07
2482011.03.28 00:45close832.211.402481.777661.039061300.81112606.87
2492011.03.28 00:45close822.211.402481.795721.020521247.77113854.64
2502011.03.28 00:45close812.211.402481.472011.34111903.01114757.65
2512011.03.28 00:45close802.211.402481.470041.345041119.59115877.23
2522011.03.28 00:45close792.211.402481.461481.355981382.58117259.81
2532011.03.28 03:00sell852.351.404720.000000.00000
2542011.03.28 03:00modify852.351.404721.478871.33057
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2612011.03.28 11:45close882.351.405241.474101.33910319.60117579.41
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2632011.03.28 16:00close862.351.409581.474501.33600-1017.55115654.76
2642011.03.28 16:00close852.351.409581.478871.33057-1142.10114512.66
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2692011.03.29 13:00close902.291.408461.453031.36763428.23114940.89
2702011.03.29 13:30close892.291.406451.453961.368561101.49116042.38
2712011.03.31 11:15buy912.321.422950.000000.00000
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2732011.03.31 13:00close912.321.420541.365451.48015-559.12115483.26
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2812011.04.01 16:00close942.291.406381.454421.36582856.46115318.70
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3032011.04.14 12:15sell1022.351.439250.000000.00000
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3232011.04.20 19:15buy1092.381.449280.000000.00000
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5382011.07.26 15:15modify1813.071.446051.369751.52205
5392011.07.26 16:45close1813.071.449301.369751.52205997.75154619.59
5402011.07.27 04:00close1803.071.450211.364151.528851088.93155708.52
5412011.07.27 04:00close1793.071.450211.364831.52953880.17156588.69
5422011.07.27 04:00close1783.071.450211.365591.53029646.85157235.54
5432011.07.27 04:00close1773.071.450211.373231.52353511.77157747.31
5442011.07.28 10:15buy1823.151.439930.000000.00000
5452011.07.28 10:15modify1823.151.439931.405431.47413
5462011.07.28 10:30close1823.151.438181.405431.47413-551.25157196.06
5472011.07.28 12:00sell1833.141.429750.000000.00000
5482011.07.28 12:00modify1833.141.429751.480851.37865
5492011.07.28 12:15sell1843.141.427520.000000.00000
5502011.07.28 12:15modify1843.141.427521.491321.36372
5512011.07.28 12:30sell1853.141.427800.000000.00000
5522011.07.28 12:30modify1853.141.427801.493251.36235
5532011.07.28 14:15close1853.141.426091.493251.36235536.94157733.00
5542011.07.28 16:15close1843.141.430731.491321.36372-1007.94156725.06
5552011.07.28 16:15close1833.141.430731.480851.37865-307.72156417.34
5562011.07.29 15:15buy1863.131.434050.000000.00000
5572011.07.29 15:15modify1863.131.434051.367151.50065
5582011.07.29 15:30buy1873.131.437180.000000.00000
5592011.07.29 15:30modify1873.131.437181.365231.50883
5602011.07.29 16:00close1873.131.438621.365231.50883450.72156868.06
5612011.07.29 21:00buy1883.131.436340.000000.00000
5622011.07.29 21:00modify1883.131.436340.886591.98579
5632011.08.01 09:45close1883.131.438910.886591.98579800.34157668.40
5642011.08.01 09:45close1863.131.438911.367151.500651517.11159185.51
5652011.08.01 16:00sell1893.181.433450.000000.00000
5662011.08.01 16:00modify1893.181.433451.494251.37265
5672011.08.01 16:30sell1903.181.427480.000000.00000
5682011.08.01 16:30modify1903.181.427481.524681.33028
5692011.08.01 16:45sell1913.181.427040.000000.00000
5702011.08.01 16:45modify1913.181.427041.524641.32944
5712011.08.01 17:00close1913.181.420091.524641.329442210.10161395.61
5722011.08.01 17:00close1903.181.420091.524681.330282350.02163745.63
5732011.08.01 17:15sell1923.181.419950.000000.00000
5742011.08.01 17:15modify1923.181.419951.550551.28935
5752011.08.01 19:45close1923.181.425201.550551.28935-1669.50162076.13
5762011.08.01 19:45close1893.181.425201.494251.372652623.50164699.63
5772011.08.02 09:15sell1933.291.416860.000000.00000
5782011.08.02 09:15modify1933.291.416861.475261.35846
5792011.08.02 10:15close1933.291.421631.475261.35846-1569.33163130.30
5802011.08.02 15:15buy1943.261.422960.000000.00000
5812011.08.02 15:15modify1943.261.422961.358611.48701
5822011.08.02 16:15close1943.261.427511.358611.487011483.30164613.60
5832011.08.03 09:30buy1953.291.423010.000000.00000
5842011.08.03 09:30modify1953.291.423011.370311.47541
5852011.08.03 10:15close1953.291.426601.370311.475411181.11165794.71
5862011.08.05 09:30buy1963.321.415660.000000.00000
5872011.08.05 09:30modify1963.321.415661.361711.46931
5882011.08.05 10:30close1963.321.413281.361711.46931-790.16165004.55
5892011.08.09 21:45buy1973.301.433200.000000.00000
5902011.08.09 21:45modify1973.301.433201.356301.50980
5912011.08.09 23:30close1973.301.438261.356301.509801669.80166674.35
5922011.08.10 15:00sell1983.331.427050.000000.00000
5932011.08.10 15:00modify1983.331.427051.491551.36255
5942011.08.10 15:15sell1993.331.424130.000000.00000
5952011.08.10 15:15modify1993.331.424131.509931.33833
5962011.08.10 15:30sell2003.331.424460.000000.00000
5972011.08.10 15:30modify2003.331.424461.514861.33406
5982011.08.10 16:00close2003.331.420211.514861.334061415.25168089.60
5992011.08.10 16:15close1993.331.417531.509931.338332197.80170287.40
6002011.08.10 16:15close1983.331.417531.491551.362553170.16173457.56
6012011.08.10 20:15sell2013.471.423080.000000.00000
6022011.08.10 20:15modify2013.471.423081.542281.30388
6032011.08.10 21:45close2013.471.418901.542281.303881450.46174908.02
6042011.08.15 15:00buy2023.501.437000.000000.00000
6052011.08.15 15:00modify2023.501.437001.379251.49445
6062011.08.15 15:15buy2033.501.439390.000000.00000
6072011.08.15 15:15modify2033.501.439391.373141.50534
6082011.08.15 15:30buy2043.501.440520.000000.00000
6092011.08.15 15:30modify2043.501.440521.368071.51267
6102011.08.15 15:45close2043.501.442581.368071.51267721.00175629.02
6112011.08.15 16:00close2033.501.443721.373141.505341515.50177144.52
6122011.08.15 16:15close2023.501.445001.379251.494452800.00179944.52
6132011.08.16 02:30buy2053.601.442370.000000.00000
6142011.08.16 02:30modify2053.601.442371.358971.52547
6152011.08.16 09:15close2053.601.437211.358971.52547-1857.60178086.92
6162011.08.17 09:15sell2063.561.434010.000000.00000
6172011.08.17 09:15modify2063.561.434011.480011.38801
6182011.08.17 09:30close2063.561.438201.480011.38801-1491.64176595.28
6192011.08.19 14:30buy2073.531.441160.000000.00000
6202011.08.19 14:30modify2073.531.441161.365411.51661
6212011.08.19 17:30buy2083.531.439100.000000.00000
6222011.08.19 17:30modify2083.531.439101.342851.53505
6232011.08.19 20:00buy2093.531.438800.000000.00000
6242011.08.19 20:00modify2093.531.438801.342551.53475
6252011.08.22 00:15close2093.531.436311.342551.53475-883.56175711.72
6262011.08.22 00:15close2083.531.436311.342851.53505-989.46174722.26
6272011.08.22 00:15close2073.531.436311.365411.51661-1716.64173005.62
6282011.08.23 09:30buy2103.461.441970.000000.00000
6292011.08.23 09:30modify2103.461.441971.408371.47527
6302011.08.23 09:45buy2113.461.443780.000000.00000
6312011.08.23 09:45modify2113.461.443781.399831.48743
6322011.08.23 10:00close2113.461.446491.399831.48743937.66173943.28
6332011.08.23 10:15buy2123.461.447970.000000.00000
6342011.08.23 10:15modify2123.461.447971.381121.51452
6352011.08.23 14:00buy2133.461.446570.000000.00000
6362011.08.23 14:00modify2133.461.446571.373421.51942
6372011.08.23 14:15buy2143.461.446340.000000.00000
6382011.08.23 14:15modify2143.461.446341.373191.51919
6392011.08.23 14:45close2143.461.445171.373191.51919-404.82173538.46
6402011.08.23 14:45close2133.461.445171.373421.51942-484.40173054.06
6412011.08.23 14:45close2123.461.445171.381121.51452-968.80172085.26
6422011.08.23 15:00close2103.461.444211.408371.47527775.04172860.30
6432011.08.23 16:00sell2153.461.438470.000000.00000
6442011.08.23 16:00modify2153.461.438471.505571.37137
6452011.08.23 17:45close2153.461.442841.505571.37137-1512.02171348.28
6462011.08.25 09:15buy2163.431.445810.000000.00000
6472011.08.25 09:15modify2163.431.445811.410911.48041
6482011.08.25 09:45buy2173.431.446020.000000.00000
6492011.08.25 09:45modify2173.431.446021.406371.48537
6502011.08.25 11:15close2173.431.442241.406371.48537-1296.54170051.74
6512011.08.25 11:15close2163.431.442241.410911.48041-1224.51168827.23
6522011.08.25 16:30sell2183.381.436560.000000.00000
6532011.08.25 16:30modify2183.381.436561.490611.38251
6542011.08.25 16:45sell2193.381.436460.000000.00000
6552011.08.25 16:45modify2193.381.436461.494861.37806
6562011.08.25 17:00sell2203.381.435150.000000.00000
6572011.08.25 17:00modify2203.381.435151.507901.36240
6582011.08.25 17:30close2203.381.437761.507901.36240-882.18167945.05
6592011.08.25 17:30close2193.381.437761.494861.37806-439.40167505.65
6602011.08.25 18:00close2183.381.437961.490611.38251-473.20167032.45
6612011.08.26 16:30sell2213.341.437310.000000.00000
6622011.08.26 16:30modify2213.341.437311.486811.38781
6632011.08.26 16:45sell2223.341.435050.000000.00000
6642011.08.26 16:45modify2223.341.435051.496551.37355
6652011.08.26 17:15close2223.341.438451.496551.37355-1135.60165896.85
6662011.08.26 17:15close2213.341.438451.486811.38781-380.76165516.09
6672011.08.26 17:30buy2233.311.441900.000000.00000
6682011.08.26 17:30modify2233.311.441901.380251.50325
6692011.08.26 17:45buy2243.311.443650.000000.00000
6702011.08.26 17:45modify2243.311.443651.382001.50500
6712011.08.26 18:30close2243.311.449521.382001.505001942.97167459.06
6722011.08.29 01:45buy2253.311.448180.000000.00000
6732011.08.29 01:45modify2253.311.448181.361531.53453
6742011.08.29 02:45buy2263.311.447510.000000.00000
6752011.08.29 02:45modify2263.311.447511.360861.53386
6762011.08.29 03:00buy2273.311.447060.000000.00000
6772011.08.29 03:00modify2273.311.447061.360411.53341
6782011.08.29 07:15close2273.311.450841.360411.533411251.18168710.24
6792011.08.29 07:15close2263.311.450841.360861.533861102.23169812.47
6802011.08.29 07:15close2253.311.450841.361531.53453880.46170692.93
6812011.08.29 07:15close2233.311.450841.380251.503252954.84173647.77
6822011.08.30 08:45sell2283.471.448510.000000.00000
6832011.08.30 08:45modify2283.471.448511.473911.42311
6842011.08.30 09:00close2283.471.449601.473911.42311-378.23173269.54
6852011.08.30 11:15sell2293.471.441060.000000.00000
6862011.08.30 11:15modify2293.471.441061.504061.37806
6872011.08.30 11:30sell2303.471.440590.000000.00000
6882011.08.30 11:30modify2303.471.440591.507891.37329
6892011.08.30 14:30sell2313.471.441940.000000.00000
6902011.08.30 14:30modify2313.471.441941.516241.36764
6912011.08.30 14:45sell2323.471.442890.000000.00000
6922011.08.30 14:45modify2323.471.442891.517191.36859
6932011.08.30 15:30close2323.471.443511.517191.36859-215.14173054.40
6942011.08.30 15:30close2313.471.443511.516241.36764-544.79172509.61
6952011.08.30 15:30close2303.471.443511.507891.37329-1013.24171496.37
6962011.08.30 15:30close2293.471.443511.504061.37806-850.15170646.22
6972011.09.01 09:30sell2333.411.431520.000000.00000
6982011.09.01 09:30modify2333.411.431521.469871.39317
6992011.09.01 09:45sell2343.411.430960.000000.00000
7002011.09.01 09:45modify2343.411.430961.469311.39261
7012011.09.01 11:15close2343.411.427671.469311.392611121.89171768.11
7022011.09.01 11:15close2333.411.427671.469871.393171312.85173080.96
7032011.09.01 15:00sell2353.461.430070.000000.00000
7042011.09.01 15:00modify2353.461.430071.486871.37327
7052011.09.01 16:15close2353.461.423971.486871.373272110.60175191.56
7062011.09.02 15:30sell2363.501.422450.000000.00000
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7082011.09.02 16:45close2363.501.419871.461601.38330903.00176094.56
7092011.09.06 10:15buy2373.521.422400.000000.00000
7102011.09.06 10:15modify2373.521.422401.307151.53735
7112011.09.06 10:45buy2383.521.417550.000000.00000
7122011.09.06 10:45modify2383.521.417551.302301.53250
7132011.09.06 13:30buy2393.521.415060.000000.00000
7142011.09.06 13:30modify2393.521.415061.299811.53001
7152011.09.06 13:45close2393.521.412951.299811.53001-742.72175351.84
7162011.09.06 13:45close2383.521.412951.302301.53250-1619.20173732.64
7172011.09.06 13:45close2373.521.412951.307151.53735-3326.40170406.24
7182011.09.08 14:45sell2403.411.399450.000000.00000
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7202011.09.08 15:00sell2413.411.398300.000000.00000
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7222011.09.08 15:15sell2423.411.397620.000000.00000
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7242011.09.08 15:45close2423.411.401651.469471.32577-1374.23169032.01
7252011.09.08 15:45close2413.411.401651.470151.32645-1142.35167889.66
7262011.09.08 15:45close2403.411.401651.452151.34675-750.20167139.46
7272011.09.09 12:00sell2433.341.379210.000000.00000
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7292011.09.09 14:30close2433.341.383861.453111.30531-1553.10165586.36
7302011.09.09 15:30sell2443.311.374670.000000.00000
7312011.09.09 15:30modify2443.311.374671.473971.27537
7322011.09.09 15:45sell2453.311.370990.000000.00000
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7342011.09.09 17:15close2453.311.368551.489141.25284807.64166394.00
7352011.09.09 18:45close2443.311.363521.473971.275373690.65170084.65
7362011.09.15 15:15buy2463.401.390460.000000.00000
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7382011.09.15 15:30buy2473.401.388860.000000.00000
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7402011.09.15 16:30close2473.401.384501.272311.50511-1482.40168602.25
7412011.09.15 23:00buy2483.401.387710.000000.00000
7422011.09.15 23:00modify2483.401.387711.296211.47891
7432011.09.16 01:00buy2493.401.386810.000000.00000
7442011.09.16 01:00modify2493.401.386811.304361.46896
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7482011.09.16 09:15close2493.401.380381.304361.46896-2186.20164889.45
7492011.09.16 09:15close2483.401.380381.296211.47891-2496.62162392.83
7502011.09.16 09:15close2463.401.380381.285511.49511-3431.62158961.21
7512011.09.16 09:30sell2513.181.378720.000000.00000
7522011.09.16 09:30modify2513.181.378721.433921.32352
7532011.09.16 09:45close2513.181.380891.433921.32352-690.06158271.15
7542011.09.20 01:00sell2523.171.360220.000000.00000
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7572011.09.21 20:45sell2533.151.367880.000000.00000
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7592011.09.21 21:00sell2543.151.367140.000000.00000
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7612011.09.21 21:45close2543.151.362941.450241.284041323.00158617.79
7622011.09.22 10:00close2533.151.352471.450981.284784859.82163477.61
7632011.10.04 16:45buy2553.271.327290.000000.00000
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7652011.10.04 19:15close2553.271.326131.262441.39184-379.32163098.29
7662011.10.06 10:15buy2563.261.337250.000000.00000
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7702011.10.06 11:00close2573.261.337371.294771.38157-309.70162788.59
7712011.10.06 11:30close2563.261.336331.307401.36680-299.92162488.67
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7802011.10.06 15:30close2593.241.330231.382931.27713-64.80161436.88
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7852011.10.06 16:45buy2633.231.341380.000000.00000
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7942011.10.07 11:00close2663.231.343001.237101.44540516.80162499.55
7952011.10.07 14:45close2653.231.348281.238451.446751786.19164285.74
7962011.10.07 14:45close2643.231.348280.717851.967651737.74166023.48
7972011.10.07 14:45close2623.231.348281.258651.414753687.69169711.17
7982011.10.07 15:00buy2673.231.348430.000000.00000
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8002011.10.07 18:15close2673.231.348081.291481.40508-113.05169598.12
8012011.10.07 18:15close2613.231.348081.255471.411574650.23174248.35
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8032011.10.07 18:30modify2683.481.343321.399771.28687
8042011.10.07 18:45sell2693.481.340330.000000.00000
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8062011.10.07 21:30close2693.481.341401.403131.27753-372.36173875.99
8072011.10.10 02:45close2683.481.342531.399771.28687277.01174153.00
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8112011.10.12 10:30modify2713.481.374691.292291.45679
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8182011.10.12 22:15modify2733.591.378641.287041.46994
8192011.10.13 00:00buy2743.591.377870.000000.00000
8202011.10.13 00:00modify2743.591.377871.337721.41772
8212011.10.13 09:30close2743.591.381831.337721.417721421.64181170.48
8222011.10.13 09:30close2733.591.381831.287041.469941131.21182301.69
8232011.10.13 10:15sell2753.651.376610.000000.00000
8242011.10.13 10:15modify2753.651.376611.408161.34506
8252011.10.13 10:30sell2763.651.375610.000000.00000
8262011.10.13 10:30modify2763.651.375611.411961.33926
8272011.10.13 10:45sell2773.651.374920.000000.00000
8282011.10.13 10:45modify2773.651.374921.418871.33097
8292011.10.13 11:00close2773.651.373611.418871.33097478.15182779.84
8302011.10.13 11:45close2763.651.372651.411961.339261080.40183860.24
8312011.10.13 12:30close2753.651.373131.408161.345061270.20185130.44
8322011.10.14 15:45buy2783.701.387480.000000.00000
8332011.10.14 15:45modify2783.701.387481.308931.46573
8342011.10.14 18:30close2783.701.384461.308931.46573-1117.40184013.04
8352011.10.17 01:30buy2793.681.387530.000000.00000
8362011.10.17 01:30modify2793.681.387531.329381.44538
8372011.10.17 01:45buy2803.681.386730.000000.00000
8382011.10.17 01:45modify2803.681.386731.328581.44458
8392011.10.17 03:30buy2813.681.384770.000000.00000
8402011.10.17 03:30modify2813.681.384771.333521.43572
8412011.10.17 05:30close2813.681.383491.333521.43572-471.04183542.00
8422011.10.17 05:30close2803.681.383491.328581.44458-1192.32182349.68
8432011.10.17 05:30close2793.681.383491.329381.44538-1486.72180862.96
8442011.10.20 11:45buy2823.621.381440.000000.00000
8452011.10.20 11:45modify2823.621.381441.300291.46229
8462011.10.20 12:00buy2833.621.380250.000000.00000
8472011.10.20 12:00modify2833.621.380251.299101.46110
8482011.10.20 14:30close2833.621.377541.299101.46110-981.02179881.94
8492011.10.20 15:00close2823.621.377071.300291.46229-1581.94178300.00
8502011.10.21 15:30buy2843.571.387760.000000.00000
8512011.10.21 15:30modify2843.571.387761.296761.47846
8522011.10.21 19:00buy2853.571.385720.000000.00000
8532011.10.21 19:00modify2853.571.385721.287921.48322
8542011.10.21 19:15close2853.571.384251.287921.48322-524.79177775.21
8552011.10.21 19:15close2843.571.384251.296761.47846-1253.07176522.14
8562011.10.24 00:30buy2863.531.385780.000000.00000
8572011.10.24 00:30modify2863.531.385781.305581.46568
8582011.10.24 00:45buy2873.531.385390.000000.00000
8592011.10.24 00:45modify2873.531.385391.310491.45999
8602011.10.24 01:00buy2883.531.384580.000000.00000
8612011.10.24 01:00modify2883.531.384581.309681.45918
8622011.10.24 01:30close2883.531.383351.309681.45918-434.19176087.95
8632011.10.24 01:30close2873.531.383351.310491.45999-720.12175367.83
8642011.10.24 01:30close2863.531.383351.305581.46568-857.79174510.04
8652011.10.26 16:15sell2893.491.388400.000000.00000
8662011.10.26 16:15modify2893.491.388401.436301.34050
8672011.10.26 16:30sell2903.491.385840.000000.00000
8682011.10.26 16:30modify2903.491.385841.448891.32279
8692011.10.26 17:00sell2913.491.381980.000000.00000
8702011.10.26 17:00modify2913.491.381981.469131.29483
8712011.10.26 17:45close2913.491.384981.469131.29483-1047.00173463.04
8722011.10.26 19:45close2903.491.387151.448891.32279-457.19173005.85
8732011.10.26 19:45close2893.491.387151.436301.34050436.25173442.10
8742011.10.27 15:15buy2923.471.412070.000000.00000
8752011.10.27 15:15modify2923.471.412071.295521.52832
8762011.10.27 18:15close2923.471.419281.295521.528322501.87175943.97
8772011.10.31 03:00sell2933.521.409150.000000.00000
8782011.10.31 03:00modify2933.521.409151.464101.35420
8792011.10.31 03:30close2933.521.405581.464101.354201256.64177200.61
8802011.11.03 15:00sell2943.541.368590.000000.00000
8812011.11.03 15:00modify2943.541.368591.456791.28039
8822011.11.03 15:30close2943.541.372861.456791.28039-1511.58175689.03
8832011.11.04 14:30sell2953.511.377120.000000.00000
8842011.11.04 14:30modify2953.511.377121.432371.32187
8852011.11.04 15:00close2953.511.373141.432371.321871396.98177086.01
8862011.11.07 12:15buy2963.541.376610.000000.00000
8872011.11.07 12:15modify2963.541.376611.308661.44426
8882011.11.07 14:30close2963.541.372641.308661.44426-1405.38175680.63
8892011.11.09 10:30sell2973.511.374110.000000.00000
8902011.11.09 10:30modify2973.511.374111.438211.31001
8912011.11.09 10:45sell2983.511.371730.000000.00000
8922011.11.09 10:45modify2983.511.371731.443931.29953
8932011.11.09 11:15close2983.511.369721.443931.29953705.51176386.14
8942011.11.09 11:45close2973.511.366731.438211.310012590.38178976.52
8952011.11.16 09:45buy2993.581.353100.000000.00000
8962011.11.16 09:45modify2993.581.353101.291751.41415
8972011.11.16 11:45close2993.581.350211.291751.41415-1034.62177941.90
8982011.11.18 10:30buy3003.561.354130.000000.00000
8992011.11.18 10:30modify3003.561.354131.305031.40293
9002011.11.18 11:45close3003.561.351761.305031.40293-843.72177098.18
9012011.11.18 13:00buy3013.541.359560.000000.00000
9022011.11.18 13:00modify3013.541.359561.285011.43381
9032011.11.18 13:30buy3023.541.359620.000000.00000
9042011.11.18 13:30modify3023.541.359621.282971.43597
9052011.11.18 15:15close3023.541.356161.282971.43597-1224.84175873.34
9062011.11.18 15:15close3013.541.356161.285011.43381-1203.60174669.74
9072011.11.21 09:15sell3033.491.346220.000000.00000
9082011.11.21 09:15modify3033.491.346221.383921.30852
9092011.11.21 13:00close3033.491.344831.383921.30852485.11175154.85
9102011.11.23 11:15sell3043.501.340660.000000.00000
9112011.11.23 11:15modify3043.501.340661.406161.27516
9122011.11.23 11:30sell3053.501.337720.000000.00000
9132011.11.23 11:30modify3053.501.337721.415421.26002
9142011.11.23 11:45sell3063.501.339120.000000.00000
9152011.11.23 11:45modify3063.501.339121.417521.26072
9162011.11.23 16:45close3063.501.335651.417521.260721214.50176369.35
9172011.11.23 17:15close3053.501.333411.415421.260021508.50177877.85
9182011.11.23 18:15close3043.501.335091.406161.275161949.50179827.35
9192011.11.25 10:00sell3073.601.326870.000000.00000
9202011.11.25 10:00modify3073.601.326871.369921.28382
9212011.11.25 10:15sell3083.601.325710.000000.00000
9222011.11.25 10:15modify3083.601.325711.372961.27846
9232011.11.25 10:30sell3093.601.326820.000000.00000
9242011.11.25 10:30modify3093.601.326821.375521.27812
9252011.11.25 12:00close3093.601.323871.375521.278121062.00180889.35
9262011.11.25 12:00close3083.601.323871.372961.27846662.40181551.75
9272011.11.25 12:30close3073.601.322851.369921.283821447.20182998.95
9282011.11.25 16:15sell3103.661.328200.000000.00000
9292011.11.25 16:15modify3103.661.328201.386851.26955
9302011.11.25 18:15close3103.661.323191.386851.269551833.66184832.61
9312011.11.29 11:15buy3113.701.339920.000000.00000
9322011.11.29 11:15modify3113.701.339921.283571.39597
9332011.11.29 11:30buy3123.701.341430.000000.00000
9342011.11.29 11:30modify3123.701.341431.271581.41098
9352011.11.29 11:45buy3133.701.341550.000000.00000
9362011.11.29 11:45modify3133.701.341551.263551.41925
9372011.11.29 12:15close3133.701.339101.263551.41925-906.50183926.11
9382011.11.29 13:00close3123.701.337081.271581.41098-1609.50182316.61
9392011.11.29 13:00close3113.701.337081.283571.39597-1050.80181265.81
9402011.11.30 08:30sell3143.631.326900.000000.00000
9412011.11.30 08:30modify3143.631.326901.376351.27745
9422011.11.30 10:15close3143.631.329221.376351.27745-842.16180423.65
9432011.11.30 12:45buy3153.611.333130.000000.00000
9442011.11.30 12:45modify3153.611.333131.283531.38243
9452011.11.30 13:15close3153.611.330431.283531.38243-974.70179448.95
9462011.11.30 14:15buy3163.591.341930.000000.00000
9472011.11.30 14:15modify3163.591.341931.222131.46143
9482011.11.30 14:30buy3173.591.343520.000000.00000
9492011.11.30 14:30modify3173.591.343521.223721.46302
9502011.11.30 14:45buy3183.591.347160.000000.00000
9512011.11.30 14:45modify3183.591.347161.227361.46666
9522011.11.30 15:00close3183.591.351411.227361.466661525.75180974.70
9532011.11.30 15:15buy3193.591.349830.000000.00000
9542011.11.30 15:15modify3193.591.349831.213931.48543
9552011.11.30 16:15close3193.591.345941.213931.48543-1396.51179578.19
9562011.11.30 18:15close3173.591.344321.223721.46302287.20179865.39
9572011.11.30 20:15close3163.591.342361.222131.46143154.37180019.76
9582011.12.02 17:15sell3203.601.337960.000000.00000
9592011.12.02 17:15modify3203.601.337961.421611.25431
9602011.12.02 20:30sell3213.601.340240.000000.00000
9612011.12.02 20:30modify3213.601.340241.888340.79214
9622011.12.05 00:15close3213.601.341811.888340.79214-563.04179456.72
9632011.12.05 00:15close3203.601.341811.421611.25431-1383.84178072.88
9642011.12.05 20:15sell3223.561.338590.000000.00000
9652011.12.05 20:15modify3223.561.338591.390691.28649
9662011.12.06 01:45sell3233.561.340020.000000.00000
9672011.12.06 01:45modify3233.561.340021.395171.28487
9682011.12.06 08:00sell3243.561.338250.000000.00000
9692011.12.06 08:00modify3243.561.338251.386501.29000
9702011.12.06 08:30close3243.561.334421.386501.290001363.48179436.36
9712011.12.06 08:30close3233.561.334421.395171.284871993.60181429.96
9722011.12.06 08:30close3223.561.334421.390691.286491486.66182916.61
9732011.12.08 14:00buy3253.661.342090.000000.00000
9742011.12.08 14:00modify3253.661.342091.316491.36739
9752011.12.08 14:15close3253.661.340891.316491.36739-439.20182477.41
9762011.12.08 14:30buy3263.651.342110.000000.00000
9772011.12.08 14:30modify3263.651.342111.316511.36741
9782011.12.08 14:45close3263.651.343661.316511.36741565.75183043.16
9792011.12.08 15:15sell3273.661.334240.000000.00000
9802011.12.08 15:15modify3273.661.334241.398641.26984
9812011.12.08 15:30sell3283.661.332820.000000.00000
9822011.12.08 15:30modify3283.661.332821.405371.26027
9832011.12.08 15:45sell3293.661.332710.000000.00000
9842011.12.08 15:45modify3293.661.332711.405261.26016
9852011.12.08 17:15close3293.661.329931.405261.260161017.48184060.64
9862011.12.08 18:30sell3303.661.333290.000000.00000
9872011.12.08 18:30modify3303.661.333291.417641.24894
9882011.12.08 20:15sell3313.661.334060.000000.00000
9892011.12.08 20:15modify3313.661.334061.418411.24971
9902011.12.08 21:15sell3323.661.334370.000000.00000
9912011.12.08 21:15modify3323.661.334371.418721.25002
9922011.12.08 21:30close3323.661.335931.418721.25002-570.96183489.68
9932011.12.08 21:30close3313.661.335931.418411.24971-684.42182805.26
9942011.12.08 21:30close3303.661.335931.417641.24894-966.24181839.02
9952011.12.08 21:30close3283.661.335931.405371.26027-1138.26180700.76
9962011.12.08 21:30close3273.661.335931.398641.26984-618.54180082.22
9972011.12.12 08:45sell3333.601.330590.000000.00000
9982011.12.12 08:45modify3333.601.330591.372341.28884
9992011.12.12 11:00sell3343.601.326320.000000.00000
10002011.12.12 11:00modify3343.601.326321.390371.26227
10012011.12.12 16:30close3343.601.321991.390371.262271558.80181641.02
10022011.12.12 16:30close3333.601.321991.372341.288843096.00184737.02
10032011.12.13 16:45sell3353.691.312350.000000.00000
10042011.12.13 16:45modify3353.691.312351.373751.25095
10052011.12.13 17:15sell3363.691.308160.000000.00000
10062011.12.13 17:15modify3363.691.308161.397811.21851
10072011.12.13 21:00close3363.691.303881.397811.218511579.32186316.34
10082011.12.13 21:15close3353.691.302381.373751.250953678.93189995.27
10092011.12.15 10:15sell3373.801.298550.000000.00000
10102011.12.15 10:15modify3373.801.298551.329451.26765
10112011.12.15 11:30close3373.801.298761.329451.26765-79.80189915.47
10122011.12.16 13:45buy3383.801.307570.000000.00000
10132011.12.16 13:45modify3383.801.307571.269221.34562
10142011.12.16 14:00buy3393.801.307120.000000.00000
10152011.12.16 14:00modify3393.801.307121.266921.34702
10162011.12.16 15:15close3393.801.305471.266921.34702-627.00189288.47
10172011.12.16 15:15close3383.801.305471.269221.34562-798.00188490.47
10182011.12.16 15:30sell3403.771.304290.000000.00000
10192011.12.16 15:30modify3403.771.304291.344491.26409
10202011.12.16 15:45sell3413.771.302870.000000.00000
10212011.12.16 15:45modify3413.771.302871.343071.26267
10222011.12.16 17:00close3413.771.304801.343071.26267-727.61187762.86
10232011.12.16 18:45close3403.771.301301.344491.264091127.23188890.09
10242011.12.20 11:00buy3423.781.307800.000000.00000
10252011.12.20 11:00modify3423.781.307801.265551.34975
10262011.12.20 11:15buy3433.781.307440.000000.00000
10272011.12.20 11:15modify3433.781.307441.261591.35299
10282011.12.20 11:30buy3443.781.307350.000000.00000
10292011.12.20 11:30modify3443.781.307351.261501.35290
10302011.12.20 13:30buy3453.781.306380.000000.00000
10312011.12.20 13:30modify3453.781.306381.258831.35363
10322011.12.20 14:45close3453.781.310391.258831.353631515.78190405.87
10332011.12.20 14:45close3443.781.310391.261501.352901149.12191554.99
10342011.12.20 14:45close3433.781.310391.261591.352991115.10192670.09
10352011.12.20 14:45close3423.781.310391.265551.34975979.02193649.11
10362011.12.20 15:00buy3463.871.311340.000000.00000
10372011.12.20 15:00modify3463.871.311341.247141.37524
10382011.12.20 15:15buy3473.871.311220.000000.00000
10392011.12.20 15:15modify3473.871.311221.247021.37512
10402011.12.20 17:30buy3483.871.309780.000000.00000
10412011.12.20 17:30modify3483.871.309781.245081.37418
10422011.12.20 17:45close3483.871.306991.245081.37418-1079.73192569.38
10432011.12.20 17:45close3473.871.306991.247021.37512-1637.01190932.37
10442011.12.20 17:45close3463.871.306991.247141.37524-1683.45189248.92
10452011.12.21 12:00sell3493.781.310360.000000.00000
10462011.12.21 12:00modify3493.781.310361.369861.25086
10472011.12.21 12:15sell3503.781.309510.000000.00000
10482011.12.21 12:15modify3503.781.309511.370911.24811
10492011.12.21 14:15close3503.781.305421.370911.248111546.02190794.94
10502011.12.21 14:15close3493.781.305421.369861.250861867.32192662.26
10512011.12.22 09:45buy3513.851.310380.000000.00000
10522011.12.22 09:45modify3513.851.310381.267531.35293
10532011.12.22 11:15close3513.851.306481.267531.35293-1501.50191160.76
10542011.12.22 11:45sell3523.821.305330.000000.00000
10552011.12.22 11:45modify3523.821.305331.348031.26263
10562011.12.22 13:30close3523.821.307641.348031.26263-882.42190278.34
10572011.12.28 15:30sell3533.811.301360.000000.00000
10582011.12.28 15:30modify3533.811.301361.339411.26331
10592011.12.28 15:45sell3543.811.299160.000000.00000
10602011.12.28 15:45modify3543.811.299161.344861.25346
10612011.12.28 16:15sell3553.811.299110.000000.00000
10622011.12.28 16:15modify3553.811.299111.354061.24416
10632011.12.28 16:30close3553.811.295861.354061.244161238.25191516.59
10642011.12.28 16:45sell3563.811.294980.000000.00000
10652011.12.28 16:45modify3563.811.294981.363081.22688
10662011.12.28 18:00sell3573.811.292480.000000.00000
10672011.12.28 18:00modify3573.811.292481.374181.21078
10682011.12.28 18:30close3573.811.293801.374181.21078-502.92191013.67
10692011.12.28 20:00sell3583.811.294540.000000.00000
10702011.12.28 20:00modify3583.811.294541.378291.21079
10712011.12.29 01:15close3583.811.290371.378291.210791595.63192609.30
10722011.12.29 01:15close3563.811.290371.363081.226881763.27194372.57
10732011.12.29 04:00sell3593.811.293220.000000.00000
10742011.12.29 04:00modify3593.811.293221.357021.22942
10752011.12.29 04:15sell3603.811.293350.000000.00000
10762011.12.29 04:15modify3603.811.293351.348301.23840
10772011.12.29 08:30sell3613.811.294120.000000.00000
10782011.12.29 08:30modify3613.811.294121.327421.26082
10792011.12.29 12:45close3613.811.288511.327421.260822137.41196509.98
10802011.12.29 13:00close3603.811.286681.348301.238402541.27199051.25
10812011.12.29 13:00close3593.811.286681.357021.229422491.74201542.99
10822011.12.29 13:00close3543.811.286681.344861.253464761.74206304.73
10832011.12.29 13:30close3533.811.288241.339411.263315005.58211310.31

谈论 RobinVOL 2.0 | year 2011 回测

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