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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) 2000.01.03 00:00 - 2000.12.29 23:44 (2000.01.01 - 2000.12.31)
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 test25797Ticks modelled50553Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit66523.87Gross profit202882.10Gross loss-136358.23
Profit factor1.49Expected payoff146.53
Absolute drawdown150.00Maximal drawdown23295.67 (12.97%)Relative drawdown12.97% (23295.67)
Total trades454Short positions (won %)247 (52.63%)Long positions (won %)207 (46.38%)
Profit trades (% of total)226 (49.78%)Loss trades (% of total)228 (50.22%)
Largestprofit trade8479.75loss trade-2221.10
Averageprofit trade897.71loss trade-598.06
Maximumconsecutive wins (profit in money)18 (15104.85)consecutive losses (loss in money)11 (-6503.90)
Maximalconsecutive profit (count of wins)15104.85 (18)consecutive loss (count of losses)-7846.35 (7)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12000.01.03 01:00buy12.001.013050.000000.00000
22000.01.03 01:00modify12.001.013050.970401.05540
32000.01.03 01:30buy22.001.013350.000000.00000
42000.01.03 01:30modify22.001.013350.970201.05620
52000.01.03 03:00close22.001.017000.970201.05620730.00100730.00
62000.01.03 03:00close12.001.017000.970401.05540790.00101520.00
72000.01.03 03:15buy32.031.018950.000000.00000
82000.01.03 03:15modify32.031.018950.947301.09030
92000.01.03 08:00close32.031.015400.947301.09030-720.65100799.35
102000.01.03 17:00buy42.021.015550.000000.00000
112000.01.03 17:00modify42.021.015550.951901.07890
122000.01.03 17:15buy52.021.016450.000000.00000
132000.01.03 17:15modify52.021.016450.952801.07980
142000.01.03 18:30close52.021.019900.952801.07980696.90101496.25
152000.01.03 19:00close42.021.020700.951901.078901040.30102536.55
162000.01.05 08:30buy62.051.036150.000000.00000
172000.01.05 08:30modify62.051.036150.992001.08000
182000.01.05 09:00buy72.051.036750.000000.00000
192000.01.05 09:00modify72.051.036750.994101.07910
202000.01.05 09:45close72.051.038800.994101.07910420.25102956.80
212000.01.05 10:15close62.051.037100.992001.08000194.75103151.55
222000.01.14 15:00sell82.061.018100.000000.00000
232000.01.14 15:00modify82.061.018101.068600.96760
242000.01.14 15:15sell92.061.018600.000000.00000
252000.01.14 15:15modify92.061.018601.066600.97060
262000.01.14 16:30close92.061.013151.066600.970601122.70104274.25
272000.01.14 16:45sell102.061.013500.000000.00000
282000.01.14 16:45modify102.061.013501.088000.93900
292000.01.14 17:00sell112.061.011700.000000.00000
302000.01.14 17:00modify112.061.011701.089200.93420
312000.01.14 18:15close112.061.015351.089200.93420-751.90103522.35
322000.01.17 01:45sell122.061.013700.000000.00000
332000.01.17 01:45modify122.061.013701.072700.95470
342000.01.17 15:00close122.061.008051.072700.954701163.90104686.25
352000.01.17 15:00close102.061.008051.088000.939001123.94105810.19
362000.01.17 19:45close82.061.011951.068600.967601268.14107078.32
372000.01.20 10:15sell132.141.010600.000000.00000
382000.01.20 10:15modify132.141.010601.032100.98910
392000.01.20 10:30sell142.141.010800.000000.00000
402000.01.20 10:30modify142.141.010801.032300.98930
412000.01.20 10:45close142.141.008751.032300.98930438.70107517.02
422000.01.20 11:00close132.141.009851.032100.98910160.50107677.52
432000.01.20 17:45buy152.151.013750.000000.00000
442000.01.20 17:45modify152.151.013750.978101.04910
452000.01.20 18:15buy162.151.014550.000000.00000
462000.01.20 18:15modify162.151.014550.973901.05490
472000.01.20 18:45close162.151.017400.973901.05490612.75108290.27
482000.01.20 18:45close152.151.017400.978101.04910784.75109075.02
492000.01.21 14:30sell172.181.009100.000000.00000
502000.01.21 14:30modify172.181.009101.061100.95710
512000.01.21 15:45close172.181.005851.061100.95710708.50109783.52
522000.01.21 18:00sell182.201.009500.000000.00000
532000.01.21 18:00modify182.201.009501.081000.93800
542000.01.21 19:45sell192.201.010100.000000.00000
552000.01.21 19:45modify192.201.010101.081100.93910
562000.01.21 21:00sell202.201.009800.000000.00000
572000.01.21 21:00modify202.201.009801.411800.60780
582000.01.21 23:44sell212.201.008900.000000.00000
592000.01.21 23:44modify212.201.008901.332900.68490
602000.01.24 00:15close212.201.003851.332900.684901112.32110895.84
612000.01.24 00:15close202.201.003851.411800.607801310.32112206.16
622000.01.24 00:15close192.201.003851.081100.939101376.32113582.48
632000.01.24 00:15close182.201.003851.081000.938001244.32114826.80
642000.01.25 09:45sell222.301.005800.000000.00000
652000.01.25 09:45modify222.301.005801.029800.98180
662000.01.25 10:45close222.301.004551.029800.98180287.50115114.30
672000.01.27 13:45sell232.300.996700.000000.00000
682000.01.27 13:45modify232.300.996701.033200.96020
692000.01.27 14:00sell242.300.996300.000000.00000
702000.01.27 14:00modify242.300.996301.033300.95930
712000.01.27 14:15sell252.300.996500.000000.00000
722000.01.27 14:15modify252.300.996501.033500.95950
732000.01.27 14:45close252.300.994451.033500.95950471.50115585.80
742000.01.27 14:45close242.300.994451.033300.95930425.50116011.30
752000.01.27 14:45close232.300.994451.033200.96020517.50116528.80
762000.01.27 15:00sell262.330.993600.000000.00000
772000.01.27 15:00modify262.330.993601.046600.94060
782000.01.27 15:30sell272.330.991200.000000.00000
792000.01.27 15:30modify272.330.991201.053200.92920
802000.01.27 16:45close272.330.988351.053200.92920664.05117192.85
812000.01.28 02:00close262.330.987451.046600.940601434.35118627.20
822000.01.28 09:15sell282.370.984000.000000.00000
832000.01.28 09:15modify282.370.984001.015500.95250
842000.01.28 09:30sell292.370.983300.000000.00000
852000.01.28 09:30modify292.370.983301.015300.95130
862000.01.28 09:45close292.370.984951.015300.95130-391.05118236.15
872000.01.28 10:45close282.370.985851.015500.95250-438.45117797.70
882000.01.28 16:30sell302.360.979400.000000.00000
892000.01.28 16:30modify302.360.979401.033400.92540
902000.01.28 16:45sell312.360.977100.000000.00000
912000.01.28 16:45modify312.360.977101.041100.91310
922000.01.28 17:00close312.360.979851.041100.91310-649.00117148.70
932000.01.28 18:30close302.360.975451.033400.92540932.20118080.90
942000.01.31 00:15sell322.360.977700.000000.00000
952000.01.31 00:15modify322.360.977701.044700.91070
962000.01.31 00:30sell332.360.977700.000000.00000
972000.01.31 00:30modify332.360.977701.044700.91070
982000.01.31 00:45sell342.360.979000.000000.00000
992000.01.31 00:45modify342.360.979001.046000.91200
1002000.01.31 01:45close342.360.979651.046000.91200-153.40117927.50
1012000.01.31 01:45close332.360.979651.044700.91070-460.20117467.30
1022000.01.31 01:45close322.360.979651.044700.91070-460.20117007.10
1032000.02.01 14:45buy352.340.974550.000000.00000
1042000.02.01 14:45modify352.340.974550.934401.01440
1052000.02.01 15:15buy362.340.975350.000000.00000
1062000.02.01 15:15modify362.340.975350.926201.02420
1072000.02.01 16:30close362.340.977500.926201.02420503.10117510.20
1082000.02.01 17:00close352.340.973000.934401.01440-362.70117147.50
1092000.02.01 17:15sell372.340.972600.000000.00000
1102000.02.01 17:15modify372.340.972601.030100.91510
1112000.02.01 19:30close372.340.971451.030100.91510269.10117416.60
1122000.02.02 17:45buy382.350.976150.000000.00000
1132000.02.02 17:45modify382.350.976150.942501.00950
1142000.02.02 20:15close382.350.977400.942501.00950293.75117710.35
1152000.02.03 16:15buy392.350.982050.000000.00000
1162000.02.03 16:15modify392.350.982050.925901.03790
1172000.02.03 17:30buy402.350.988950.000000.00000
1182000.02.03 17:30modify402.350.988950.899801.07780
1192000.02.03 18:15close402.350.991100.899801.07780505.25118215.60
1202000.02.03 18:30buy412.350.994050.000000.00000
1212000.02.03 18:30modify412.350.994050.877901.10990
1222000.02.03 19:00close412.350.989100.877901.10990-1163.25117052.35
1232000.02.03 19:30close392.350.988600.925901.037901539.25118591.60
1242000.02.04 12:15sell422.370.985600.000000.00000
1252000.02.04 12:15modify422.370.985601.030600.94060
1262000.02.04 14:30close422.370.982751.030600.94060675.45119267.05
1272000.02.07 13:15sell432.390.977300.000000.00000
1282000.02.07 13:15modify432.390.977301.006800.94780
1292000.02.07 16:45close432.390.978551.006800.94780-298.75118968.30
1302000.02.08 10:00sell442.380.979300.000000.00000
1312000.02.08 10:00modify442.380.979301.006800.95180
1322000.02.08 10:45close442.380.980951.006800.95180-392.70118575.60
1332000.02.08 11:45buy452.370.986350.000000.00000
1342000.02.08 11:45modify452.370.986350.943701.02870
1352000.02.08 12:00buy462.370.986650.000000.00000
1362000.02.08 12:00modify462.370.986650.938001.03500
1372000.02.08 13:45close462.370.990900.938001.035001007.25119582.85
1382000.02.08 14:00buy472.370.990450.000000.00000
1392000.02.08 14:00modify472.370.990450.926301.05430
1402000.02.08 14:45close472.370.987800.926301.05430-628.05118954.80
1412000.02.08 14:45close452.370.987800.943701.02870343.65119298.45
1422000.02.09 09:00buy482.390.993150.000000.00000
1432000.02.09 09:00modify482.390.993150.951501.03450
1442000.02.09 09:15buy492.390.992650.000000.00000
1452000.02.09 09:15modify492.390.992650.950501.03450
1462000.02.09 09:30buy502.390.992550.000000.00000
1472000.02.09 09:30modify502.390.992550.948901.03590
1482000.02.09 11:00close502.390.989700.948901.03590-681.15118617.30
1492000.02.09 11:00close492.390.989700.950501.03450-705.05117912.25
1502000.02.09 11:00close482.390.989700.951501.03450-824.55117087.70
1512000.02.10 07:30sell512.340.991000.000000.00000
1522000.02.10 07:30modify512.340.991001.017500.96450
1532000.02.10 08:00close512.340.992751.017500.96450-409.50116678.20
1542000.02.10 13:15sell522.330.987500.000000.00000
1552000.02.10 13:15modify522.330.987501.037500.93750
1562000.02.10 13:30sell532.330.986800.000000.00000
1572000.02.10 13:30modify532.330.986801.037800.93580
1582000.02.10 13:45sell542.330.987100.000000.00000
1592000.02.10 13:45modify542.330.987101.038100.93610
1602000.02.10 15:45sell552.330.988300.000000.00000
1612000.02.10 15:45modify552.330.988301.041300.93530
1622000.02.10 16:30close552.330.984051.041300.93530990.25117668.45
1632000.02.10 17:30close542.330.986551.038100.93610128.15117796.60
1642000.02.10 17:30close532.330.986551.037800.9358058.25117854.85
1652000.02.10 17:45close522.330.987251.037500.9375058.25117913.10
1662000.02.11 13:00sell562.360.980700.000000.00000
1672000.02.11 13:00modify562.360.980701.021200.94020
1682000.02.11 13:15sell572.360.980200.000000.00000
1692000.02.11 13:15modify572.360.980201.020700.93970
1702000.02.11 16:15close572.360.984451.020700.93970-1003.00116910.10
1712000.02.11 16:15close562.360.984451.021200.94020-885.00116025.10
1722000.02.15 13:45sell582.320.977100.000000.00000
1732000.02.15 13:45modify582.320.977101.003100.95110
1742000.02.15 14:00close582.320.978051.003100.95110-220.40115804.70
1752000.02.15 16:30buy592.320.982150.000000.00000
1762000.02.15 16:30modify592.320.982150.946001.01800
1772000.02.15 16:45buy602.320.984350.000000.00000
1782000.02.15 16:45modify602.320.984350.942701.02570
1792000.02.15 17:00buy612.320.983650.000000.00000
1802000.02.15 17:00modify612.320.983650.938001.02900
1812000.02.15 17:15close612.320.982700.938001.02900-220.40115584.30
1822000.02.15 17:15close602.320.982700.942701.02570-382.80115201.50
1832000.02.15 20:30close592.320.981800.946001.01800-81.20115120.30
1842000.02.16 15:45buy622.300.983250.000000.00000
1852000.02.16 15:45modify622.300.983250.958601.00760
1862000.02.16 17:15close622.300.983300.958601.0076011.50115131.80
1872000.02.17 10:45buy632.300.990350.000000.00000
1882000.02.17 10:45modify632.300.990350.958701.02170
1892000.02.17 11:00buy642.300.991750.000000.00000
1902000.02.17 11:00modify642.300.991750.951101.03210
1912000.02.17 11:15close642.300.994900.951101.03210724.50115856.30
1922000.02.17 11:30buy652.300.993950.000000.00000
1932000.02.17 11:30modify652.300.993950.939301.04830
1942000.02.17 12:15close652.300.993200.939301.04830-172.50115683.80
1952000.02.17 14:45close632.300.990700.958701.0217080.50115764.30
1962000.02.17 17:00sell662.320.986000.000000.00000
1972000.02.17 17:00modify662.320.986001.040500.93150
1982000.02.17 19:45close662.320.988051.040500.93150-475.60115288.70
1992000.02.18 14:45sell672.310.982500.000000.00000
2002000.02.18 14:45modify672.310.982501.024000.94100
2012000.02.18 15:15sell682.310.982200.000000.00000
2022000.02.18 15:15modify682.310.982201.027200.93720
2032000.02.18 16:15close682.310.984351.027200.93720-496.65114792.05
2042000.02.18 16:30close672.310.986151.024000.94100-843.15113948.90
2052000.02.22 01:45buy692.280.992850.000000.00000
2062000.02.22 01:45modify692.280.992850.950201.03520
2072000.02.22 09:30close692.280.996500.950201.03520832.20114781.10
2082000.02.22 09:45buy702.301.001150.000000.00000
2092000.02.22 09:45modify702.301.001150.924501.07750
2102000.02.22 10:00buy712.300.999750.000000.00000
2112000.02.22 10:00modify712.300.999750.923101.07610
2122000.02.22 16:30close712.301.004500.923101.076101092.50115873.60
2132000.02.22 16:30close702.301.004500.924501.07750770.50116644.10
2142000.02.24 09:30sell722.330.999400.000000.00000
2152000.02.24 09:30modify722.330.999401.026400.97240
2162000.02.24 09:45sell732.330.998600.000000.00000
2172000.02.24 09:45modify732.330.998601.029100.96810
2182000.02.24 10:00close732.330.997451.029100.96810267.95116912.05
2192000.02.24 10:30close722.330.996851.026400.97240594.15117506.20
2202000.02.24 12:15sell742.350.994100.000000.00000
2212000.02.24 12:15modify742.350.994101.049600.93860
2222000.02.24 14:15close742.350.989651.049600.938601045.75118551.95
2232000.02.24 16:00sell752.370.992700.000000.00000
2242000.02.24 16:00modify752.370.992701.069700.91570
2252000.02.24 16:45sell762.370.995600.000000.00000
2262000.02.24 16:45modify762.370.995601.072600.91860
2272000.02.24 17:00sell772.370.995700.000000.00000
2282000.02.24 17:00modify772.370.995701.072700.91870
2292000.02.24 20:30sell782.370.995500.000000.00000
2302000.02.24 20:30modify782.370.995501.067000.92400
2312000.02.24 21:30close782.370.992951.067000.92400604.35119156.30
2322000.02.25 06:00close772.370.990651.072700.918701198.27120354.57
2332000.02.25 06:00close762.370.990651.072600.918601174.57121529.14
2342000.02.25 06:00close752.370.990651.069700.91570487.27122016.42
2352000.02.25 08:45sell792.440.986600.000000.00000
2362000.02.25 08:45modify792.440.986601.034600.93860
2372000.02.25 10:30close792.440.989551.034600.93860-719.80121296.62
2382000.02.25 12:45sell802.430.983100.000000.00000
2392000.02.25 12:45modify802.430.983101.037100.92910
2402000.02.25 13:00sell812.430.982500.000000.00000
2412000.02.25 13:00modify812.430.982501.039000.92600
2422000.02.25 13:15sell822.430.981300.000000.00000
2432000.02.25 13:15modify822.430.981301.041300.92130
2442000.02.25 16:15close822.430.978851.041300.92130595.35121891.97
2452000.02.25 16:30close812.430.977751.039000.926001154.25123046.22
2462000.02.25 18:00close802.430.977251.037100.929101421.55124467.77
2472000.02.28 04:30sell832.490.957800.000000.00000
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13492000.12.26 01:45modify4503.280.925350.883700.96670
13502000.12.26 02:00close4503.280.924500.883700.96670-278.80163822.32
13512000.12.27 09:15buy4513.280.932450.000000.00000
13522000.12.27 09:15modify4513.280.932450.899300.96530
13532000.12.27 10:15close4513.280.931400.899300.96530-344.40163477.92
13542000.12.29 10:15buy4523.270.932550.000000.00000
13552000.12.29 10:15modify4523.270.932550.907400.95740
13562000.12.29 10:45close4523.270.930400.907400.95740-703.05162774.87
13572000.12.29 16:45buy4533.260.934550.000000.00000
13582000.12.29 16:45modify4533.260.934550.900400.96840
13592000.12.29 17:15buy4543.260.937350.000000.00000
13602000.12.29 17:15modify4543.260.937350.881200.99320
13612000.12.29 21:15close4543.260.941700.881200.993201418.10164192.97
13622000.12.29 21:15close4533.260.941700.900400.968402330.90166523.87

Talk about RobinVOL 2.0 | year 2000 Backtest

Information, charts or examples contained in this review article are for illustration and educational purposes only. It should not be considered as an advice or endorsement to purchase or sell any security or financial instrument. We do not and cannot give any kind of financial advice. No employee or persons associated with us are registered or authorized to give financial advice. We do not trade on anyone's behalf, and we do not recommend any broker. On certain occasions, we have a material link to the product or service mentioned in the article. This may be in the form of compensation or remuneration.

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