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

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2012.01.02 00:00 - 2012.11.12 23:59 (2012.01.01 - 2012.11.13)
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 test22508Ticks modelled44011Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit50121.59Gross profit158119.76Gross loss-107998.17
Profit factor1.46Expected payoff119.05
Absolute drawdown2448.35Maximal drawdown13654.31 (10.62%)Relative drawdown10.62% (13654.31)
Total trades421Short positions (won %)215 (49.30%)Long positions (won %)206 (45.15%)
Profit trades (% of total)199 (47.27%)Loss trades (% of total)222 (52.73%)
Largestprofit trade5636.46loss trade-1828.30
Averageprofit trade794.57loss trade-486.48
Maximumconsecutive wins (profit in money)14 (9458.67)consecutive losses (loss in money)17 (-9377.62)
Maximalconsecutive profit (count of wins)10535.98 (6)consecutive loss (count of losses)-9377.62 (17)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.03 11:15buy12.001.303690.000000.00000
22012.01.03 11:15modify12.001.303691.248741.35834
32012.01.03 14:00buy22.001.302370.000000.00000
42012.01.03 14:00modify22.001.302371.247571.35687
52012.01.03 14:15close22.001.301261.247571.35687-222.0099778.00
62012.01.03 14:15close12.001.301261.248741.35834-486.0099292.00
72012.01.03 22:15buy31.991.305180.000000.00000
82012.01.03 22:15modify31.991.305181.254931.35513
92012.01.03 22:30buy41.991.304760.000000.00000
102012.01.03 22:30modify41.991.304761.256911.35231
112012.01.04 01:45buy51.991.304810.000000.00000
122012.01.04 01:45modify51.991.304811.272261.33706
132012.01.04 09:15buy61.991.307020.000000.00000
142012.01.04 09:15modify61.991.307021.282071.33167
152012.01.04 09:45close61.991.305221.282071.33167-358.2098933.80
162012.01.04 10:00close51.991.303711.272261.33706-218.9098714.90
172012.01.04 10:00close41.991.303711.256911.35231-211.5498503.36
182012.01.04 10:00close31.991.303711.254931.35513-295.1298208.25
192012.01.04 12:30sell71.961.298020.000000.00000
202012.01.04 12:30modify71.961.298021.344971.25107
212012.01.04 13:00sell81.961.297610.000000.00000
222012.01.04 13:00modify81.961.297611.345611.24961
232012.01.04 15:00close81.961.293381.345611.24961829.0899037.33
242012.01.04 16:45close71.961.290881.344971.251071399.44100436.77
252012.01.04 19:00sell92.011.295370.000000.00000
262012.01.04 19:00modify92.011.295371.382621.20812
272012.01.05 09:45close92.011.290781.382621.20812926.21101362.97
282012.01.05 10:00sell102.031.287300.000000.00000
292012.01.05 10:00modify102.031.287301.337601.23700
302012.01.05 10:15sell112.031.287030.000000.00000
312012.01.05 10:15modify112.031.287031.337331.23673
322012.01.05 10:30sell122.031.287430.000000.00000
332012.01.05 10:30modify122.031.287431.336681.23818
342012.01.05 12:00close122.031.283701.336681.23818757.19102120.16
352012.01.05 12:00close112.031.283701.337331.23673675.99102796.15
362012.01.05 12:00close102.031.283701.337601.23700730.80103526.95
372012.01.06 14:45sell132.071.273850.000000.00000
382012.01.06 14:45modify132.071.273851.316401.23130
392012.01.06 15:00sell142.071.273450.000000.00000
402012.01.06 15:00modify142.071.273451.316801.23010
412012.01.06 15:15close142.071.275861.316801.23010-498.87103028.08
422012.01.06 15:15close132.071.275861.316401.23130-416.07102612.01
432012.01.10 09:15sell152.051.274910.000000.00000
442012.01.10 09:15modify152.051.274911.300461.24936
452012.01.10 10:00close152.051.276601.300461.24936-346.45102265.56
462012.01.10 10:30buy162.051.279620.000000.00000
472012.01.10 10:30modify162.051.279621.252321.30662
482012.01.10 12:45close162.051.278371.252321.30662-256.25102009.31
492012.01.11 12:30sell172.041.270020.000000.00000
502012.01.11 12:30modify172.041.270021.315471.22457
512012.01.11 12:45sell182.041.270430.000000.00000
522012.01.11 12:45modify182.041.270431.317531.22333
532012.01.11 13:00sell192.041.269880.000000.00000
542012.01.11 13:00modify192.041.269881.316981.22278
552012.01.11 14:00close192.041.272001.316981.22278-432.48101576.83
562012.01.11 14:00close182.041.272001.317531.22333-320.28101256.55
572012.01.11 16:00close172.041.267611.315471.22457491.64101748.19
582012.01.11 23:15sell202.031.270900.000000.00000
592012.01.11 23:15modify202.031.270901.334601.20720
602012.01.12 01:00close202.031.272271.334601.20720-274.46101473.74
612012.01.12 15:15buy212.031.278190.000000.00000
622012.01.12 15:15modify212.031.278191.233541.32254
632012.01.12 15:30buy222.031.279770.000000.00000
642012.01.12 15:30modify222.031.279771.230671.32857
652012.01.12 16:00close222.031.281771.230671.32857406.00101879.74
662012.01.12 16:45close212.031.279131.233541.32254190.82102070.56
672012.01.13 11:45sell232.041.278260.000000.00000
682012.01.13 11:45modify232.041.278261.327011.22951
692012.01.13 15:00close232.041.273021.327011.229511068.96103139.52
702012.01.13 15:15sell242.061.269690.000000.00000
712012.01.13 15:15modify242.061.269691.364841.17454
722012.01.13 15:30sell252.061.269560.000000.00000
732012.01.13 15:30modify252.061.269561.366011.17311
742012.01.13 21:15sell262.061.267770.000000.00000
752012.01.13 21:15modify262.061.267772.000970.53457
762012.01.16 02:30close262.061.263612.000970.53457858.20103997.71
772012.01.16 02:30close252.061.263611.366011.173111226.94105224.65
782012.01.16 02:30close242.061.263611.364841.174541253.72106478.37
792012.01.18 08:45buy272.131.279800.000000.00000
802012.01.18 08:45modify272.131.279801.239251.32005
812012.01.18 09:15close272.131.276401.239251.32005-724.20105754.17
822012.01.18 09:30sell282.121.275790.000000.00000
832012.01.18 09:30modify282.121.275791.320491.23109
842012.01.18 09:45sell292.121.274830.000000.00000
852012.01.18 09:45modify292.121.274831.316931.23273
862012.01.18 10:15close292.121.278161.316931.23273-705.96105048.21
872012.01.18 10:15close282.121.278161.320491.23109-502.44104545.77
882012.01.18 11:15buy302.091.282670.000000.00000
892012.01.18 11:15modify302.091.282671.229271.33577
902012.01.18 12:45close302.091.280571.229271.33577-438.90104106.87
912012.01.23 12:00buy312.081.297540.000000.00000
922012.01.23 12:00modify312.081.297541.247491.34729
932012.01.23 12:15buy322.081.298590.000000.00000
942012.01.23 12:15modify322.081.298591.240291.35659
952012.01.23 14:00close322.081.300791.240291.35659457.60104564.47
962012.01.23 15:00close312.081.302091.247491.34729946.40105510.87
972012.01.25 10:45sell332.111.300020.000000.00000
982012.01.25 10:45modify332.111.300021.326971.27307
992012.01.25 11:00sell342.111.298770.000000.00000
1002012.01.25 11:00modify342.111.298771.329471.26807
1012012.01.25 11:45close342.111.298321.329471.2680794.95105605.82
1022012.01.25 12:00close332.111.296791.326971.27307681.53106287.35
1032012.01.25 19:00buy352.131.304830.000000.00000
1042012.01.25 19:00modify352.131.304831.241431.36793
1052012.01.25 19:15buy362.131.307440.000000.00000
1062012.01.25 19:15modify362.131.307441.236241.37834
1072012.01.25 20:15close362.131.304601.236241.37834-604.92105682.43
1082012.01.25 20:15close352.131.304601.241431.36793-48.99105633.44
1092012.01.25 23:45buy372.111.309890.000000.00000
1102012.01.25 23:45modify372.111.309891.215141.40434
1112012.01.26 08:30buy382.111.310870.000000.00000
1122012.01.26 08:30modify382.111.310871.266271.35517
1132012.01.26 11:00close382.111.316801.266271.355171251.23106884.67
1142012.01.26 11:00close372.111.316801.215141.404341449.78108334.45
1152012.02.01 10:15buy392.171.311140.000000.00000
1162012.02.01 10:15modify392.171.311141.268991.35299
1172012.02.01 10:45buy402.171.312530.000000.00000
1182012.02.01 10:45modify402.171.312531.262631.36213
1192012.02.01 11:00close402.171.314031.262631.36213325.50108659.95
1202012.02.01 14:00buy412.171.318360.000000.00000
1212012.02.01 14:00modify412.171.318361.230311.40611
1222012.02.01 15:15close412.171.315701.230311.40611-577.22108082.73
1232012.02.01 19:45buy422.171.316760.000000.00000
1242012.02.01 19:45modify422.171.316761.221061.41216
1252012.02.01 20:15buy432.171.316250.000000.00000
1262012.02.01 20:15modify432.171.316251.220551.41165
1272012.02.02 09:15close432.171.314931.220551.41165-294.90107787.82
1282012.02.02 09:15close422.171.314931.221061.41216-405.57107382.25
1292012.02.02 09:15close392.171.314931.268991.35299813.97108196.22
1302012.02.03 15:00sell442.161.311560.000000.00000
1312012.02.03 15:00modify442.161.311561.366911.25621
1322012.02.03 15:15sell452.161.308770.000000.00000
1332012.02.03 15:15modify452.161.308771.372871.24467
1342012.02.03 15:30sell462.161.308500.000000.00000
1352012.02.03 15:30modify462.161.308501.377851.23915
1362012.02.03 16:15close462.161.311271.377851.23915-598.32107597.90
1372012.02.03 16:15close452.161.311271.372871.24467-540.00107057.90
1382012.02.03 16:15close442.161.311271.366911.2562162.64107120.54
1392012.02.07 08:45buy472.141.315790.000000.00000
1402012.02.07 08:45modify472.141.315791.277741.35354
1412012.02.07 09:15close472.141.314161.277741.35354-348.82106771.72
1422012.02.07 14:45buy482.141.316250.000000.00000
1432012.02.07 14:45modify482.141.316251.272551.35965
1442012.02.07 15:00buy492.141.317950.000000.00000
1452012.02.07 15:00modify492.141.317951.271551.36405
1462012.02.07 15:15buy502.141.317640.000000.00000
1472012.02.07 15:15modify502.141.317641.268891.36609
1482012.02.07 16:00close502.141.319101.268891.36609312.44107084.16
1492012.02.07 16:15close492.141.320741.271551.36405597.06107681.22
1502012.02.07 16:15close482.141.320741.272551.35965960.86108642.08
1512012.02.10 10:00buy512.171.327600.000000.00000
1522012.02.10 10:00modify512.171.327601.301651.35325
1532012.02.10 11:00close512.171.326161.301651.35325-312.48108329.60
1542012.02.10 13:15sell522.171.320400.000000.00000
1552012.02.10 13:15modify522.171.320401.364751.27605
1562012.02.10 13:30sell532.171.320400.000000.00000
1572012.02.10 13:30modify532.171.320401.372751.26805
1582012.02.10 13:45sell542.171.320370.000000.00000
1592012.02.10 13:45modify542.171.320371.372721.26802
1602012.02.10 14:30close542.171.317501.372721.26802622.79108952.39
1612012.02.10 15:45close532.171.318331.372751.26805449.19109401.58
1622012.02.10 15:45close522.171.318331.364751.27605449.19109850.77
1632012.02.10 16:30sell552.201.319170.000000.00000
1642012.02.10 16:30modify552.201.319171.383471.25487
1652012.02.10 19:00sell562.201.319310.000000.00000
1662012.02.10 19:00modify562.201.319311.383611.25501
1672012.02.10 20:00close562.201.317091.383611.25501488.40110339.17
1682012.02.10 20:00close552.201.317091.383471.25487457.60110796.77
1692012.02.15 14:15sell572.221.309360.000000.00000
1702012.02.15 14:15modify572.221.309361.360061.25866
1712012.02.15 14:30sell582.221.309670.000000.00000
1722012.02.15 14:30modify582.221.309671.371121.24822
1732012.02.15 19:00close582.221.306211.371121.24822768.12111564.89
1742012.02.15 20:00close572.221.308121.360061.25866275.28111840.17
1752012.02.16 18:00buy592.241.310970.000000.00000
1762012.02.16 18:00modify592.241.310971.241671.37997
1772012.02.16 23:30buy602.241.312800.000000.00000
1782012.02.16 23:30modify602.241.312801.221301.40400
1792012.02.17 01:15buy612.241.312430.000000.00000
1802012.02.17 01:15modify612.241.312431.220931.40363
1812012.02.17 04:45buy622.241.312780.000000.00000
1822012.02.17 04:45modify622.241.312781.247781.37748
1832012.02.17 07:30buy632.241.312370.000000.00000
1842012.02.17 07:30modify632.241.312371.284071.34037
1852012.02.17 07:45buy642.241.311650.000000.00000
1862012.02.17 07:45modify642.241.311651.283651.33935
1872012.02.17 08:00buy652.241.311790.000000.00000
1882012.02.17 08:00modify652.241.311791.283791.33949
1892012.02.17 10:45close652.241.315911.283791.33949922.88112763.05
1902012.02.17 10:45close642.241.315911.283651.33935954.24113717.29
1912012.02.17 10:45close632.241.315911.284071.34037792.96114510.25
1922012.02.17 10:45close622.241.315911.247781.37748701.12115211.37
1932012.02.17 10:45close612.241.315911.220931.40363779.52115990.89
1942012.02.17 10:45close602.241.315911.221301.40400693.73116684.62
1952012.02.17 10:45close592.241.315911.241671.379971103.65117788.26
1962012.02.20 12:15buy662.361.325890.000000.00000
1972012.02.20 12:15modify662.361.325891.262891.38859
1982012.02.20 12:30buy672.361.326640.000000.00000
1992012.02.20 12:30modify672.361.326641.284191.36879
2002012.02.20 16:00close672.361.324231.284191.36879-568.76117219.50
2012012.02.21 00:00close662.361.323301.262891.38859-614.31116605.20
2022012.02.21 04:15buy682.331.329110.000000.00000
2032012.02.21 04:15modify682.331.329111.276111.38181
2042012.02.21 04:30buy692.331.327910.000000.00000
2052012.02.21 04:30modify692.331.327911.274911.38061
2062012.02.21 04:45close692.331.326201.274911.38061-398.43116206.77
2072012.02.21 05:00close682.331.325831.276111.38181-764.24115442.53
2082012.02.23 10:45buy702.311.333930.000000.00000
2092012.02.23 10:45modify702.311.333931.278581.38898
2102012.02.23 11:15close702.311.331401.278581.38898-584.43114858.10
2112012.02.24 16:00buy712.301.345270.000000.00000
2122012.02.24 16:00modify712.301.345271.294921.39532
2132012.02.24 16:15buy722.301.347120.000000.00000
2142012.02.24 16:15modify722.301.347121.288921.40502
2152012.02.24 16:30buy732.301.346470.000000.00000
2162012.02.24 16:30modify732.301.346471.287321.40532
2172012.02.24 20:30buy742.301.345520.000000.00000
2182012.02.24 20:30modify742.301.345520.981471.70927
2192012.02.24 22:45close742.301.344930.981471.70927-135.70114722.40
2202012.02.27 03:45buy752.301.344650.000000.00000
2212012.02.27 03:45modify752.301.344651.303451.38555
2222012.02.27 07:15close752.301.344091.303451.38555-128.80114593.60
2232012.02.27 07:15close732.301.344091.287321.40532-550.39114043.21
2242012.02.27 07:15close722.301.344091.288921.40502-699.89113343.32
2252012.02.27 07:15close712.301.344091.294921.39532-274.39113068.93
2262012.02.29 11:45sell762.261.343260.000000.00000
2272012.02.29 11:45modify762.261.343261.373211.31331
2282012.02.29 13:15close762.261.344781.373211.31331-343.52112725.41
2292012.02.29 16:15sell772.251.341050.000000.00000
2302012.02.29 16:15modify772.251.341051.388651.29345
2312012.02.29 16:30sell782.251.339900.000000.00000
2322012.02.29 16:30modify782.251.339901.387951.29185
2332012.02.29 16:45sell792.251.338330.000000.00000
2342012.02.29 16:45modify792.251.338331.394331.28233
2352012.02.29 17:30close792.251.335301.394331.28233681.75113407.16
2362012.02.29 17:45close782.251.334961.387951.291851111.50114518.66
2372012.02.29 21:30close772.251.332871.388651.293451840.50116359.16
2382012.03.06 11:30sell802.331.313920.000000.00000
2392012.03.06 11:30modify802.331.313921.358921.26892
2402012.03.06 11:45sell812.331.314300.000000.00000
2412012.03.06 11:45modify812.331.314301.359301.26930
2422012.03.06 12:00sell822.331.313590.000000.00000
2432012.03.06 12:00modify822.331.313591.360791.26639
2442012.03.06 13:45sell832.331.315280.000000.00000
2452012.03.06 13:45modify832.331.315281.362481.26808
2462012.03.06 17:00close832.331.311601.362481.26808857.44117216.60
2472012.03.06 18:30close822.331.310691.360791.26639675.70117892.30
2482012.03.06 18:30close812.331.310691.359301.26930841.13118733.43
2492012.03.06 18:30close802.331.310691.358921.26892752.59119486.02
2502012.03.07 01:30sell842.391.312310.000000.00000
2512012.03.07 01:30modify842.391.312311.338661.28596
2522012.03.07 11:30close842.391.316131.338661.28596-912.98118573.04
2532012.03.08 10:45buy852.371.321480.000000.00000
2542012.03.08 10:45modify852.371.321481.278781.36388
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5532012.05.22 21:45sell1852.331.267040.000000.00000
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10982012.09.20 20:30modify3672.901.296021.331071.26097
10992012.09.20 20:45close3672.901.296571.331071.26097-159.50144973.42
11002012.09.20 20:45close3662.901.296571.342711.24861-263.90144709.52
11012012.09.20 20:45close3652.901.296571.358431.22973-722.10143987.42
11022012.09.21 10:45buy3682.881.302750.000000.00000
11032012.09.21 10:45modify3682.881.302751.265401.33980
11042012.09.21 11:00buy3692.881.304110.000000.00000
11052012.09.21 11:00modify3692.881.304111.261761.34616
11062012.09.21 11:15buy3702.881.303390.000000.00000
11072012.09.21 11:15modify3702.881.303391.257341.34914
11082012.09.21 12:15close3702.881.302291.257341.34914-316.80143670.62
11092012.09.21 12:45close3692.881.301541.261761.34616-740.16142930.46
11102012.09.21 13:00close3682.881.300471.265401.33980-656.64142273.82
11112012.09.24 10:15sell3712.851.293110.000000.00000
11122012.09.24 10:15modify3712.851.293111.327411.25881
11132012.09.24 10:30sell3722.851.291100.000000.00000
11142012.09.24 10:30modify3722.851.291101.335601.24660
11152012.09.24 13:45close3722.851.292611.335601.24660-430.35141843.47
11162012.09.24 21:00close3712.851.293621.327411.25881-145.35141698.12
11172012.09.25 07:45sell3732.831.290660.000000.00000
11182012.09.25 07:45modify3732.831.290661.313911.26741
11192012.09.25 08:00sell3742.831.289960.000000.00000
11202012.09.25 08:00modify3742.831.289961.318311.26161
11212012.09.25 09:30close3742.831.291501.318311.26161-435.82141262.30
11222012.09.25 09:30close3732.831.291501.313911.26741-237.72141024.58
11232012.09.27 18:15buy3752.821.288920.000000.00000
11242012.09.27 18:15modify3752.821.288921.253671.32387
11252012.09.27 19:45close3752.821.291391.253671.32387696.54141721.12
11262012.09.28 16:15sell3762.831.288060.000000.00000
11272012.09.28 16:15modify3762.831.288061.328661.24746
11282012.09.28 18:15close3762.831.287781.328661.2474679.24141800.36
11292012.10.01 00:00sell3772.841.284810.000000.00000
11302012.10.01 00:00modify3772.841.284811.345261.22436
11312012.10.01 01:15close3772.841.281791.345261.22436857.68142658.04
11322012.10.01 15:00buy3782.851.292470.000000.00000
11332012.10.01 15:00modify3782.851.292471.232571.35207
11342012.10.01 15:15buy3792.851.292550.000000.00000
11352012.10.01 15:15modify3792.851.292551.231551.35325
11362012.10.01 18:00close3792.851.289881.231551.35325-760.95141897.09
11372012.10.01 18:00close3782.851.289881.232571.35207-738.15141158.94
11382012.10.02 09:15sell3802.821.288220.000000.00000
11392012.10.02 09:15modify3802.821.288221.308571.26787
11402012.10.02 09:30close3802.821.289851.308571.26787-459.66140699.28
11412012.10.03 10:00buy3812.811.291280.000000.00000
11422012.10.03 10:00modify3812.811.291281.268181.31408
11432012.10.03 10:45close3812.811.291541.268181.3140873.06140772.34
11442012.10.04 14:45buy3822.821.298240.000000.00000
11452012.10.04 14:45modify3822.821.298241.257341.33884
11462012.10.04 15:00buy3832.821.298370.000000.00000
11472012.10.04 15:00modify3832.821.298371.257471.33897
11482012.10.04 18:15close3832.821.301781.257471.33897961.62141733.96
11492012.10.04 18:15close3822.821.301781.257341.33884998.28142732.24
11502012.10.05 15:15buy3842.851.303800.000000.00000
11512012.10.05 15:15modify3842.851.303801.279651.32765
11522012.10.05 15:30buy3852.851.304540.000000.00000
11532012.10.05 15:30modify3852.851.304541.279191.32959
11542012.10.05 15:45buy3862.851.304950.000000.00000
11552012.10.05 15:45modify3862.851.304951.274751.33485
11562012.10.05 16:00close3862.851.305631.274751.33485193.80142926.04
11572012.10.05 16:15close3852.851.305961.279191.32959404.70143330.74
11582012.10.05 16:30close3842.851.306651.279651.32765812.25144142.99
11592012.10.09 09:30sell3872.881.294370.000000.00000
11602012.10.09 09:30modify3872.881.294371.318571.27017
11612012.10.09 10:00sell3882.881.292440.000000.00000
11622012.10.09 10:00modify3882.881.292441.334391.25049
11632012.10.09 10:15sell3892.881.292390.000000.00000
11642012.10.09 10:15modify3892.881.292391.334341.25044
11652012.10.09 11:45close3892.881.294111.334341.25044-495.36143647.63
11662012.10.09 11:45close3882.881.294111.334391.25049-480.96143166.67
11672012.10.09 11:45close3872.881.294111.318571.2701774.88143241.55
11682012.10.09 15:30sell3902.861.291590.000000.00000
11692012.10.09 15:30modify3902.861.291591.333641.24954
11702012.10.09 17:15close3902.861.289031.333641.24954732.16143973.71
11712012.10.12 09:30buy3912.881.297290.000000.00000
11722012.10.12 09:30modify3912.881.297291.270491.32379
11732012.10.12 09:45buy3922.881.296780.000000.00000
11742012.10.12 09:45modify3922.881.296781.269981.32328
11752012.10.12 10:30close3922.881.296771.269981.32328-2.88143970.83
11762012.10.12 15:00close3912.881.298791.270491.32379432.00144402.83
11772012.10.16 14:00buy3932.891.305160.000000.00000
11782012.10.16 14:00modify3932.891.305161.256261.35376
11792012.10.16 16:30close3932.891.303071.256261.35376-604.01143798.82
11802012.10.23 12:45sell3942.881.300590.000000.00000
11812012.10.23 12:45modify3942.881.300591.335091.26609
11822012.10.23 13:00sell3952.881.300570.000000.00000
11832012.10.23 13:00modify3952.881.300571.338971.26217
11842012.10.23 13:15sell3962.881.300510.000000.00000
11852012.10.23 13:15modify3962.881.300511.338911.26211
11862012.10.23 14:45close3962.881.297031.338911.262111002.24144801.06
11872012.10.23 14:45close3952.881.297031.338971.262171019.52145820.58
11882012.10.23 15:00sell3972.881.296530.000000.00000
11892012.10.23 15:00modify3972.881.296531.349731.24333
11902012.10.23 15:15sell3982.881.296450.000000.00000
11912012.10.23 15:15modify3982.881.296451.352451.24045
11922012.10.23 18:45sell3992.881.298090.000000.00000
11932012.10.23 18:45modify3992.881.298091.351891.24429
11942012.10.23 23:00close3992.881.298731.351891.24429-184.32145636.26
11952012.10.23 23:00close3982.881.298731.352451.24045-656.64144979.62
11962012.10.23 23:00close3972.881.298731.349731.24333-633.60144346.02
11972012.10.24 03:30sell4002.881.298300.000000.00000
11982012.10.24 03:30modify4002.881.298301.315601.28100
11992012.10.24 03:45close4002.881.298721.315601.28100-120.96144225.06
12002012.10.24 04:15close3942.881.299001.335091.26609459.65144684.71
12012012.10.24 09:45sell4012.891.296220.000000.00000
12022012.10.24 09:45modify4012.891.296221.314071.27837
12032012.10.24 10:00sell4022.891.296010.000000.00000
12042012.10.24 10:00modify4022.891.296011.315761.27626
12052012.10.24 10:15close4022.891.293551.315761.27626710.94145395.65
12062012.10.24 10:30sell4032.891.293030.000000.00000
12072012.10.24 10:30modify4032.891.293031.330281.25578
12082012.10.24 10:45sell4042.891.293180.000000.00000
12092012.10.24 10:45modify4042.891.293181.330431.25593
12102012.10.24 12:30close4042.891.294731.330431.25593-447.95144947.70
12112012.10.24 12:30close4032.891.294731.330281.25578-491.30144456.40
12122012.10.24 12:30close4012.891.294731.314071.27837430.61144887.01
12132012.10.26 12:15sell4052.901.291380.000000.00000
12142012.10.26 12:15modify4052.901.291381.313981.26878
12152012.10.26 13:15close4052.901.289831.313981.26878449.50145336.51
12162012.10.30 07:45buy4062.911.292580.000000.00000
12172012.10.30 07:45modify4062.911.292581.272581.31228
12182012.10.30 09:15close4062.911.294481.272581.31228552.90145889.41
12192012.10.31 09:00buy4072.921.297580.000000.00000
12202012.10.31 09:00modify4072.921.297581.282931.31193
12212012.10.31 09:30buy4082.921.299740.000000.00000
12222012.10.31 09:30modify4082.921.299741.273891.32529
12232012.10.31 09:45buy4092.921.299780.000000.00000
12242012.10.31 09:45modify4092.921.299781.269981.32928
12252012.10.31 10:15close4092.921.300981.269981.32928350.40146239.81
12262012.10.31 12:30close4082.921.301531.273891.32529522.68146762.49
12272012.10.31 12:30close4072.921.301531.282931.311931153.40147915.89
12282012.11.01 08:30sell4102.961.293780.000000.00000
12292012.11.01 08:30modify4102.961.293781.313181.27438
12302012.11.01 09:00close4102.961.294121.313181.27438-100.64147815.25
12312012.11.02 07:00sell4112.961.290090.000000.00000
12322012.11.02 07:00modify4112.961.290091.317241.26294
12332012.11.02 10:00close4112.961.287821.317241.26294671.92148487.17
12342012.11.02 10:15sell4122.971.287400.000000.00000
12352012.11.02 10:15modify4122.971.287401.330201.24460
12362012.11.02 14:15sell4132.971.285010.000000.00000
12372012.11.02 14:15modify4132.971.285011.330611.23941
12382012.11.02 15:30close4132.971.284931.330611.2394123.76148510.93
12392012.11.05 01:45close4122.971.283131.330201.244601269.97149780.90
12402012.11.05 09:00sell4143.001.279130.000000.00000
12412012.11.05 09:00modify4143.001.279131.308481.24978
12422012.11.05 09:15sell4153.001.279300.000000.00000
12432012.11.05 09:15modify4153.001.279301.309201.24940
12442012.11.05 09:30sell4163.001.277930.000000.00000
12452012.11.05 09:30modify4163.001.277931.310381.24548
12462012.11.05 09:45close4163.001.279261.310381.24548-399.00149381.90
12472012.11.05 10:30close4153.001.280421.309201.24940-336.00149045.90
12482012.11.05 13:45close4143.001.277471.308481.24978498.00149543.90
12492012.11.07 04:30buy4172.991.283340.000000.00000
12502012.11.07 04:30modify4172.991.283341.256691.30969
12512012.11.07 05:15close4172.991.285861.256691.30969753.48150297.38
12522012.11.07 13:30sell4183.011.275780.000000.00000
12532012.11.07 13:30modify4183.011.275781.337131.21443
12542012.11.07 13:45sell4193.011.276300.000000.00000
12552012.11.07 13:45modify4193.011.276301.342251.21035
12562012.11.08 10:45sell4203.011.273350.000000.00000
12572012.11.08 10:45modify4203.011.273351.302401.24430
12582012.11.08 11:00sell4213.011.273360.000000.00000
12592012.11.08 11:00modify4213.011.273361.302411.24431
12602012.11.08 12:15close4213.011.274621.302411.24431-379.26149918.12
12612012.11.08 12:15close4203.011.274621.302401.24430-382.27149535.85
12622012.11.08 12:15close4193.011.274621.342251.21035511.10150046.95
12632012.11.08 15:00close4183.011.275551.337131.2144374.65150121.59

谈论 RobinVOL 2.0 | year 2012 回测

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