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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) 2003.01.01 05:45 - 2003.12.30 23:59 (2003.01.01 - 2003.12.31)
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 test25868Ticks modelled50728Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit45420.91Gross profit137464.02Gross loss-92043.11
Profit factor1.49Expected payoff135.58
Absolute drawdown6674.91Maximal drawdown11915.30 (10.33%)Relative drawdown10.33% (11915.30)
Total trades335Short positions (won %)162 (41.36%)Long positions (won %)173 (51.45%)
Profit trades (% of total)156 (46.57%)Loss trades (% of total)179 (53.43%)
Largestprofit trade3468.09loss trade-4248.90
Averageprofit trade881.18loss trade-514.21
Maximumconsecutive wins (profit in money)10 (8800.40)consecutive losses (loss in money)8 (-4080.35)
Maximalconsecutive profit (count of wins)9166.50 (6)consecutive loss (count of losses)-5807.70 (4)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12003.01.02 09:00sell12.001.043600.000000.00000
22003.01.02 09:00modify12.001.043601.078101.00910
32003.01.02 09:15sell22.001.044100.000000.00000
42003.01.02 09:15modify22.001.044101.079601.00860
52003.01.02 09:30close22.001.045151.079601.00860-210.0099790.00
62003.01.02 10:00close12.001.046151.078101.00910-510.0099280.00
72003.01.02 16:30sell31.991.038700.000000.00000
82003.01.02 16:30modify31.991.038701.093200.98420
92003.01.02 16:45sell41.991.037000.000000.00000
102003.01.02 16:45modify41.991.037001.100000.97400
112003.01.02 18:15close41.991.035851.100000.97400228.8599508.85
122003.01.03 00:15sell51.991.036400.000000.00000
132003.01.03 00:15modify51.991.036401.110400.96240
142003.01.03 15:00close51.991.039651.110400.96240-646.7598862.10
152003.01.03 15:00close31.991.039651.093200.98420-187.8698674.24
162003.01.06 09:45buy61.971.046650.000000.00000
172003.01.06 09:45modify61.971.046651.017001.07600
182003.01.06 10:00close61.971.045501.017001.07600-226.5598447.69
192003.01.07 09:30sell71.971.040300.000000.00000
202003.01.07 09:30modify71.971.040301.077801.00280
212003.01.07 14:00close71.971.043251.077801.00280-581.1597866.54
222003.01.08 14:00sell81.961.038800.000000.00000
232003.01.08 14:00modify81.961.038801.065301.01230
242003.01.08 14:30sell91.961.037400.000000.00000
252003.01.08 14:30modify91.961.037401.072901.00190
262003.01.08 14:45close91.961.036851.072901.00190107.8097974.34
272003.01.08 16:15close81.961.038951.065301.01230-29.4097944.94
282003.01.08 18:00buy101.961.045350.000000.00000
292003.01.08 18:00modify101.961.045350.995201.09520
302003.01.08 18:15buy111.961.046750.000000.00000
312003.01.08 18:15modify111.961.046750.984101.10910
322003.01.08 18:30buy121.961.046950.000000.00000
332003.01.08 18:30modify121.961.046950.984301.10930
342003.01.08 19:00close121.961.049100.984301.10930421.4098366.34
352003.01.08 19:45close111.961.050700.984101.10910774.2099140.54
362003.01.09 16:45close101.961.047100.995201.09520335.3699475.90
372003.01.10 14:45buy131.991.056250.000000.00000
382003.01.10 14:45modify131.991.056251.005601.10660
392003.01.10 15:00buy141.991.055650.000000.00000
402003.01.10 15:00modify141.991.055651.005501.10550
412003.01.10 15:15buy151.991.056150.000000.00000
422003.01.10 15:15modify151.991.056151.006501.10550
432003.01.10 16:45close151.991.053701.006501.10550-487.5598988.35
442003.01.10 16:45close141.991.053701.005501.10550-388.0598600.30
452003.01.10 16:45close131.991.053701.005601.10660-507.4598092.85
462003.01.15 09:30sell161.961.051000.000000.00000
472003.01.15 09:30modify161.961.051001.085501.01650
482003.01.15 09:45sell171.961.051700.000000.00000
492003.01.15 09:45modify171.961.051701.086201.01720
502003.01.15 10:00close171.961.051851.086201.01720-29.4098063.45
512003.01.15 12:15close161.961.053651.085501.01650-519.4097544.05
522003.01.15 15:45buy181.951.056350.000000.00000
532003.01.15 15:45modify181.951.056351.024701.08770
542003.01.15 16:00buy191.951.057150.000000.00000
552003.01.15 16:00modify191.951.057151.018501.09550
562003.01.15 18:45close191.951.056801.018501.09550-68.2597475.80
572003.01.15 19:15close181.951.055801.024701.08770-107.2597368.55
582003.01.16 19:00buy201.951.061950.000000.00000
592003.01.16 19:00modify201.951.061951.023801.09980
602003.01.16 19:15buy211.951.062050.000000.00000
612003.01.16 19:15modify211.951.062051.022901.10090
622003.01.16 19:30buy221.951.061850.000000.00000
632003.01.16 19:30modify221.951.061851.024201.09920
642003.01.17 02:45buy231.951.060850.000000.00000
652003.01.17 02:45modify231.951.060851.022701.09870
662003.01.17 03:00buy241.951.060850.000000.00000
672003.01.17 03:00modify241.951.060851.022701.09870
682003.01.17 10:00close241.951.063901.022701.09870594.7597963.30
692003.01.17 10:00close231.951.063901.022701.09870594.7598558.05
702003.01.17 10:00close221.951.063901.024201.09920397.2198955.27
712003.01.17 10:00close211.951.063901.022901.10090358.2199313.48
722003.01.17 10:00close201.951.063901.023801.09980377.7199691.20
732003.01.17 10:30buy251.991.066050.000000.00000
742003.01.17 10:30modify251.991.066051.032401.09940
752003.01.17 13:00close251.991.064801.032401.09940-248.7599442.45
762003.01.21 17:00buy261.991.068050.000000.00000
772003.01.21 17:00modify261.991.068051.041901.09390
782003.01.21 18:30close261.991.071101.041901.09390606.95100049.40
792003.01.21 18:45buy272.001.071950.000000.00000
802003.01.21 18:45modify272.001.071951.022301.12130
812003.01.22 09:45close272.001.070101.022301.12130-372.6099676.79
822003.01.24 16:15buy281.991.079750.000000.00000
832003.01.24 16:15modify281.991.079751.050101.10910
842003.01.24 16:30buy291.991.081550.000000.00000
852003.01.24 16:30modify291.991.081551.049901.11290
862003.01.24 17:30close291.991.081201.049901.11290-69.6599607.15
872003.01.24 19:15close281.991.084301.050101.10910905.45100512.60
882003.01.24 22:15buy302.011.082650.000000.00000
892003.01.24 22:15modify302.011.082650.779501.38550
902003.01.24 23:45close302.011.084100.779501.38550291.45100804.05
912003.01.27 15:15sell312.021.081500.000000.00000
922003.01.27 15:15modify312.021.081501.130501.03250
932003.01.27 15:45sell322.021.082200.000000.00000
942003.01.27 15:45modify322.021.082201.146201.01820
952003.01.27 18:15close322.021.085351.146201.01820-636.30100167.75
962003.01.27 18:15close312.021.085351.130501.03250-777.7099390.04
972003.01.30 10:00sell331.991.075200.000000.00000
982003.01.30 10:00modify331.991.075201.126701.02370
992003.01.30 18:00close331.991.077851.126701.02370-527.3598862.69
1002003.01.30 18:15buy341.981.080050.000000.00000
1012003.01.30 18:15modify341.981.080051.023401.13640
1022003.01.30 19:00close341.981.077301.023401.13640-544.5098318.19
1032003.01.31 16:00sell351.971.077600.000000.00000
1042003.01.31 16:00modify351.971.077601.111101.04410
1052003.01.31 16:15sell361.971.075800.000000.00000
1062003.01.31 16:15modify361.971.075801.121301.03030
1072003.01.31 17:15close361.971.075151.121301.03030128.0598446.24
1082003.01.31 19:45sell371.971.075700.000000.00000
1092003.01.31 19:45modify371.971.075701.131701.01970
1102003.01.31 21:15close371.971.076751.131701.01970-206.8598239.39
1112003.01.31 21:15close351.971.076751.111101.04410167.4598406.84
1122003.02.04 15:15buy381.971.085850.000000.00000
1132003.02.04 15:15modify381.971.085851.036701.13470
1142003.02.04 18:15close381.971.088601.036701.13470541.7598948.59
1152003.02.05 02:00buy391.981.087150.000000.00000
1162003.02.05 02:00modify391.981.087151.033501.14050
1172003.02.05 04:30close391.981.089101.033501.14050386.1099334.69
1182003.02.05 15:15sell401.991.084500.000000.00000
1192003.02.05 15:15modify401.991.084501.132501.03650
1202003.02.05 16:15close401.991.087451.132501.03650-587.0598747.64
1212003.02.05 17:00sell411.971.081900.000000.00000
1222003.02.05 17:00modify411.971.081901.141901.02190
1232003.02.05 17:30close411.971.085251.141901.02190-659.9598087.69
1242003.02.05 18:30sell421.961.077100.000000.00000
1252003.02.05 18:30modify421.961.077101.167600.98660
1262003.02.05 18:45sell431.961.074300.000000.00000
1272003.02.05 18:45modify431.961.074301.173300.97530
1282003.02.05 19:30close431.961.078851.173300.97530-891.8097195.89
1292003.02.05 21:00close421.961.080551.167600.98660-676.2096519.69
1302003.02.07 16:15buy441.931.082650.000000.00000
1312003.02.07 16:15modify441.931.082651.032001.13300
1322003.02.07 18:00close441.931.080301.032001.13300-453.5596066.14
1332003.02.11 10:45sell451.921.067500.000000.00000
1342003.02.11 10:45modify451.921.067501.107501.02750
1352003.02.11 11:00sell461.921.067300.000000.00000
1362003.02.11 11:00modify461.921.067301.107301.02730
1372003.02.11 12:00close461.921.069051.107301.02730-336.0095730.14
1382003.02.11 12:00close451.921.069051.107501.02750-297.6095432.54
1392003.02.19 16:30buy471.911.074250.000000.00000
1402003.02.19 16:30modify471.911.074251.051601.09660
1412003.02.19 19:45close471.911.075701.051601.09660276.9595709.49
1422003.02.20 14:30sell481.911.075400.000000.00000
1432003.02.20 14:30modify481.911.075401.094401.05640
1442003.02.20 14:45close481.911.077751.094401.05640-448.8595260.64
1452003.02.20 15:00buy491.911.079550.000000.00000
1462003.02.20 15:00modify491.911.079551.051401.10740
1472003.02.20 15:15buy501.911.079750.000000.00000
1482003.02.20 15:15modify501.911.079751.051601.10760
1492003.02.20 15:30buy511.911.080750.000000.00000
1502003.02.20 15:30modify511.911.080751.050601.11060
1512003.02.20 16:15close511.911.079201.050601.11060-296.0594964.59
1522003.02.20 16:30close501.911.081801.051601.10760391.5595356.14
1532003.02.20 16:30close491.911.081801.051401.10740429.7595785.89
1542003.02.21 17:15sell521.921.079000.000000.00000
1552003.02.21 17:15modify521.921.079001.111001.04700
1562003.02.21 17:30sell531.921.078300.000000.00000
1572003.02.21 17:30modify531.921.078301.111801.04480
1582003.02.21 20:30close531.921.076051.111801.04480432.0096217.89
1592003.02.21 20:30close521.921.076051.111001.04700566.4096784.29
1602003.02.25 16:15buy541.941.081050.000000.00000
1612003.02.25 16:15modify541.941.081051.047401.11440
1622003.02.25 16:30close541.941.077301.047401.11440-727.5096056.79
1632003.02.25 17:00sell551.921.074700.000000.00000
1642003.02.25 17:00modify551.921.074701.115701.03370
1652003.02.25 17:15close551.921.077851.115701.03370-604.8095451.99
1662003.02.26 17:30buy561.911.080350.000000.00000
1672003.02.26 17:30modify561.911.080351.040701.11970
1682003.02.26 21:15close561.911.078201.040701.11970-410.6595041.34
1692003.02.27 12:15buy571.901.083250.000000.00000
1702003.02.27 12:15modify571.901.083251.049101.11710
1712003.02.27 14:30close571.901.080601.049101.11710-503.5094537.84
1722003.02.27 15:00sell581.891.077000.000000.00000
1732003.02.27 15:00modify581.891.077001.115001.03900
1742003.02.27 16:15close581.891.078751.115001.03900-330.7594207.09
1752003.02.28 12:30buy591.881.079450.000000.00000
1762003.02.28 12:30modify591.881.079451.047301.11130
1772003.02.28 14:45close591.881.077601.047301.11130-347.8093859.29
1782003.03.03 09:30buy601.881.080650.000000.00000
1792003.03.03 09:30modify601.881.080651.057001.10400
1802003.03.03 11:00close601.881.079401.057001.10400-235.0093624.29
1812003.03.03 17:00buy611.871.084750.000000.00000
1822003.03.03 17:00modify611.871.084751.045101.12410
1832003.03.03 17:45close611.871.083201.045101.12410-289.8593334.44
1842003.03.03 19:00buy621.871.087650.000000.00000
1852003.03.03 19:00modify621.871.087651.033001.14200
1862003.03.03 19:30buy631.871.088650.000000.00000
1872003.03.03 19:30modify631.871.088651.027001.15000
1882003.03.04 04:45close631.871.091101.027001.15000455.7293790.16
1892003.03.04 07:45close621.871.092701.033001.14200941.9294732.08
1902003.03.04 23:45buy641.891.096650.000000.00000
1912003.03.04 23:45modify641.891.096651.050001.14300
1922003.03.05 06:45buy651.891.096850.000000.00000
1932003.03.05 06:45modify651.891.096851.038701.15470
1942003.03.05 09:30close651.891.099501.038701.15470500.8595232.93
1952003.03.05 09:30close641.891.099501.050001.14300536.1995769.13
1962003.03.05 11:45buy661.921.096450.000000.00000
1972003.03.05 11:45modify661.921.096451.049801.14280
1982003.03.05 19:45close661.921.096101.049801.14280-67.2095701.93
1992003.03.06 15:15buy671.911.099350.000000.00000
2002003.03.06 15:15modify671.911.099351.055701.14270
2012003.03.06 16:30close671.911.096301.055701.14270-582.5595119.38
2022003.03.11 11:15buy681.901.105950.000000.00000
2032003.03.11 11:15modify681.901.105951.073301.13830
2042003.03.11 13:30close681.901.108201.073301.13830427.5095546.88
2052003.03.11 16:15sell691.911.103700.000000.00000
2062003.03.11 16:15modify691.911.103701.145701.06170
2072003.03.11 16:30sell701.911.104400.000000.00000
2082003.03.11 16:30modify701.911.104401.146401.06240
2092003.03.11 16:45close701.911.105651.146401.06240-238.7595308.13
2102003.03.11 19:15close691.911.104051.145701.06170-66.8595241.28
2112003.03.12 14:45sell711.901.098500.000000.00000
2122003.03.12 14:45modify711.901.098501.137501.05950
2132003.03.12 15:00close711.901.102351.137501.05950-731.5094509.78
2142003.03.13 02:45sell721.891.090400.000000.00000
2152003.03.13 02:45modify721.891.090401.162401.01840
2162003.03.13 03:15sell731.891.089400.000000.00000
2172003.03.13 03:15modify731.891.089401.188900.98990
2182003.03.13 08:00close731.891.089051.188900.9899066.1594575.93
2192003.03.13 08:15sell741.891.090100.000000.00000
2202003.03.13 08:15modify741.891.090101.182100.99810
2212003.03.13 09:15sell751.891.091600.000000.00000
2222003.03.13 09:15modify751.891.091601.181601.00160
2232003.03.13 11:00sell761.891.091900.000000.00000
2242003.03.13 11:00modify761.891.091901.175901.00790
2252003.03.13 16:30sell771.891.089400.000000.00000
2262003.03.13 16:30modify771.891.089401.130401.04840
2272003.03.13 20:00close771.891.081051.130401.048401578.1596154.08
2282003.03.13 20:00close761.891.081051.175901.007902050.6598204.73
2292003.03.13 20:00close751.891.081051.181601.001601993.95100198.68
2302003.03.13 20:00close741.891.081051.182100.998101710.45101909.13
2312003.03.13 20:00close721.891.081051.162401.018401767.15103676.28
2322003.03.14 17:30sell782.071.071300.000000.00000
2332003.03.14 17:30modify782.071.071301.128301.01430
2342003.03.14 19:00close782.071.073551.128301.01430-465.75103210.53
2352003.03.17 16:30sell792.061.074900.000000.00000
2362003.03.17 16:30modify792.061.074901.123901.02590
2372003.03.17 17:00sell802.061.068800.000000.00000
2382003.03.17 17:00modify802.061.068801.155800.98180
2392003.03.17 17:15close802.061.060951.155800.981801617.10104827.63
2402003.03.17 17:30sell812.061.061300.000000.00000
2412003.03.17 17:30modify812.061.061301.188800.93380
2422003.03.17 17:45sell822.061.061500.000000.00000
2432003.03.17 17:45modify822.061.061501.189500.93350
2442003.03.18 03:15sell832.061.064600.000000.00000
2452003.03.18 03:15modify832.061.064601.178100.95110
2462003.03.18 03:30sell842.061.065200.000000.00000
2472003.03.18 03:30modify842.061.065201.178700.95170
2482003.03.18 11:30sell852.061.055100.000000.00000
2492003.03.18 11:30modify852.061.055101.108601.00160
2502003.03.18 11:45close852.061.058251.108601.00160-648.90104178.73
2512003.03.19 13:45sell862.061.057200.000000.00000
2522003.03.19 13:45modify862.061.057201.105701.00870
2532003.03.19 15:00close862.061.059551.105701.00870-484.10103694.63
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2612003.03.21 13:00close872.131.057451.110101.01210778.73107045.88
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8172003.10.17 16:45modify2732.711.164351.115201.21320
8182003.10.17 19:00close2732.711.162301.115201.21320-555.55135043.80
8192003.10.17 22:00close2722.711.167401.113601.211601260.15136303.95
8202003.10.20 03:30sell2742.731.162600.000000.00000
8212003.10.20 03:30modify2742.731.162601.249601.07560
8222003.10.20 09:15close2742.731.166451.249601.07560-1051.05135252.90
8232003.10.22 15:15buy2752.711.173250.000000.00000
8242003.10.22 15:15modify2752.711.173251.134101.21210
8252003.10.22 16:15close2752.711.175701.134101.21210663.95135916.85
8262003.10.27 17:00buy2762.721.177650.000000.00000
8272003.10.27 17:00modify2762.721.177651.143501.21150
8282003.10.27 18:15close2762.721.176001.143501.21150-448.80135468.05
8292003.10.30 12:30buy2772.711.172150.000000.00000
8302003.10.30 12:30modify2772.711.172151.138001.20600
8312003.10.30 14:00buy2782.711.174850.000000.00000
8322003.10.30 14:00modify2782.711.174851.125201.22420
8332003.10.30 14:30close2782.711.173701.125201.22420-311.65135156.40
8342003.10.30 14:45close2772.711.170501.138001.20600-447.15134709.25
8352003.10.30 15:15sell2792.691.169600.000000.00000
8362003.10.30 15:15modify2792.691.169601.219101.12010
8372003.10.30 19:00close2792.691.164051.219101.120101492.95136202.20
8382003.10.31 15:30sell2802.721.161500.000000.00000
8392003.10.31 15:30modify2802.721.161501.183001.14000
8402003.10.31 15:45sell2812.721.160400.000000.00000
8412003.10.31 15:45modify2812.721.160401.183901.13690
8422003.10.31 16:00close2812.721.161651.183901.13690-340.00135862.20
8432003.10.31 16:15close2802.721.164651.183001.14000-856.80135005.40
8442003.10.31 16:30buy2822.701.165150.000000.00000
8452003.10.31 16:30modify2822.701.165151.136501.19350
8462003.10.31 17:00close2822.701.162301.136501.19350-769.50134235.90
8472003.11.03 16:15sell2832.681.154900.000000.00000
8482003.11.03 16:15modify2832.681.154901.195901.11390
8492003.11.03 16:30sell2842.681.152400.000000.00000
8502003.11.03 16:30modify2842.681.152401.207901.09690
8512003.11.03 16:45close2842.681.147651.207901.096901273.00135508.90
8522003.11.03 17:00sell2852.681.147600.000000.00000
8532003.11.03 17:00modify2852.681.147601.227601.06760
8542003.11.03 17:15sell2862.681.145200.000000.00000
8552003.11.03 17:15modify2862.681.145201.234201.05620
8562003.11.04 14:30close2862.681.148651.234201.05620-922.99134585.91
8572003.11.04 15:45close2852.681.148951.227601.06760-360.19134225.72
8582003.11.04 18:30close2832.681.150751.195901.113901113.81135339.53
8592003.11.05 09:30sell2872.711.145300.000000.00000
8602003.11.05 09:30modify2872.711.145301.174301.11630
8612003.11.05 11:00close2872.711.146351.174301.11630-284.55135054.98
8622003.11.05 15:30sell2882.701.142200.000000.00000
8632003.11.05 15:30modify2882.701.142201.184201.10020
8642003.11.05 16:15close2882.701.144551.184201.10020-634.50134420.48
8652003.11.05 17:00buy2892.691.149050.000000.00000
8662003.11.05 17:00modify2892.691.149051.104901.19290
8672003.11.05 18:30close2892.691.147301.104901.19290-470.75133949.73
8682003.11.06 15:00sell2902.681.140100.000000.00000
8692003.11.06 15:00modify2902.681.140101.179601.10060
8702003.11.06 15:15close2902.681.141751.179601.10060-442.20133507.53
8712003.11.07 15:00sell2912.671.138700.000000.00000
8722003.11.07 15:00modify2912.671.138701.171701.10570
8732003.11.07 15:15sell2922.671.138800.000000.00000
8742003.11.07 15:15modify2922.671.138801.171801.10580
8752003.11.07 16:00close2922.671.141551.171801.10580-734.25132773.28
8762003.11.07 16:00close2912.671.141551.171701.10570-760.95132012.33
8772003.11.07 16:15buy2932.641.142550.000000.00000
8782003.11.07 16:15modify2932.641.142551.109401.17540
8792003.11.07 16:45buy2942.641.147450.000000.00000
8802003.11.07 16:45modify2942.641.147451.098801.19580
8812003.11.07 17:00buy2952.641.148050.000000.00000
8822003.11.07 17:00modify2952.641.148051.089401.20640
8832003.11.07 17:45close2952.641.150601.089401.20640673.20132685.53
8842003.11.07 18:30close2942.641.152301.098801.195801280.40133965.93
8852003.11.07 21:15close2932.641.153801.109401.175402970.00136935.93
8862003.11.10 00:15buy2962.741.150350.000000.00000
8872003.11.10 00:15modify2962.741.150351.065701.23470
8882003.11.10 00:30buy2972.741.150350.000000.00000
8892003.11.10 00:30modify2972.741.150351.065701.23470
8902003.11.10 09:00close2972.741.151101.065701.23470205.50137141.43
8912003.11.10 09:00close2962.741.151101.065701.23470205.50137346.93
8922003.11.12 04:00buy2982.751.156050.000000.00000
8932003.11.12 04:00modify2982.751.156051.119401.19240
8942003.11.12 04:15buy2992.751.157650.000000.00000
8952003.11.12 04:15modify2992.751.157651.113001.20200
8962003.11.12 04:30buy3002.751.157050.000000.00000
8972003.11.12 04:30modify3002.751.157051.112401.20140
8982003.11.12 06:15close3002.751.156701.112401.20140-96.25137250.68
8992003.11.12 09:45close2992.751.156101.113001.20200-426.25136824.43
9002003.11.12 11:45close2982.751.159501.119401.19240948.75137773.18
9012003.11.13 09:00buy3012.761.168150.000000.00000
9022003.11.13 09:00modify3012.761.168151.135501.20050
9032003.11.13 11:30close3012.761.168001.135501.20050-41.40137731.78
9042003.11.14 16:15buy3022.751.179450.000000.00000
9052003.11.14 16:15modify3022.751.179451.142301.21630
9062003.11.14 17:00close3022.751.176701.142301.21630-756.25136975.53
9072003.11.18 16:15buy3032.741.186550.000000.00000
9082003.11.18 16:15modify3032.741.186551.109901.26290
9092003.11.18 16:30buy3042.741.188250.000000.00000
9102003.11.18 16:30modify3042.741.188251.105101.27110
9112003.11.18 16:45buy3052.741.190550.000000.00000
9122003.11.18 16:45modify3052.741.190551.105901.27490
9132003.11.18 19:30close3052.741.192901.105901.27490643.90137619.43
9142003.11.18 19:30close3042.741.192901.105101.271101274.10138893.53
9152003.11.18 22:15close3032.741.195901.109901.262902561.90141455.43
9162003.11.24 09:15sell3062.831.187600.000000.00000
9172003.11.24 09:15modify3062.831.187601.213601.16160
9182003.11.24 09:30sell3072.831.187500.000000.00000
9192003.11.24 09:30modify3072.831.187501.214501.16050
9202003.11.24 09:45sell3082.831.186600.000000.00000
9212003.11.24 09:45modify3082.831.186601.217601.15560
9222003.11.24 10:45close3082.831.186851.217601.15560-70.75141384.68
9232003.11.24 10:45close3072.831.186851.214501.16050183.95141568.63
9242003.11.24 11:15sell3092.831.180300.000000.00000
9252003.11.24 11:15modify3092.831.180301.255301.10530
9262003.11.24 11:30sell3102.831.180100.000000.00000
9272003.11.24 11:30modify3102.831.180101.255101.10510
9282003.11.24 18:15close3102.831.176751.255101.10510948.05142516.68
9292003.11.25 00:30sell3112.831.178300.000000.00000
9302003.11.25 00:30modify3112.831.178301.215801.14080
9312003.11.25 14:45close3112.831.180251.215801.14080-551.85141964.83
9322003.11.25 14:45close3092.831.180251.255301.1053015.85141980.67
9332003.11.25 14:45close3062.831.180251.213601.161602081.75144062.42
9342003.11.26 15:45buy3122.881.187350.000000.00000
9352003.11.26 15:45modify3122.881.187351.145201.22920
9362003.11.26 16:30buy3132.881.191650.000000.00000
9372003.11.26 16:30modify3132.881.191651.129001.25400
9382003.11.26 18:45close3132.881.193601.129001.25400561.60144624.02
9392003.11.27 03:15buy3142.881.192150.000000.00000
9402003.11.27 03:15modify3142.881.192151.117501.26650
9412003.11.27 09:45close3142.881.189701.117501.26650-705.60143918.42
9422003.11.27 15:15close3122.881.189001.145201.22920463.97144382.39
9432003.11.28 10:15buy3152.891.196050.000000.00000
9442003.11.28 10:15modify3152.891.196051.163401.22840
9452003.11.28 10:30buy3162.891.196850.000000.00000
9462003.11.28 10:30modify3162.891.196851.157201.23620
9472003.11.28 13:15close3162.891.200201.157201.23620968.15145350.54
9482003.11.28 16:45close3152.891.200201.163401.228401199.35146549.89
9492003.12.02 16:15buy3172.931.203150.000000.00000
9502003.12.02 16:15modify3172.931.203151.158001.24800
9512003.12.02 16:30buy3182.931.203850.000000.00000
9522003.12.02 16:30modify3182.931.203851.153201.25420
9532003.12.02 16:45buy3192.931.205850.000000.00000
9542003.12.02 16:45modify3192.931.205851.137201.27420
9552003.12.02 17:00close3192.931.208401.137201.27420747.15147297.04
9562003.12.02 17:15buy3202.931.208550.000000.00000
9572003.12.02 17:15modify3202.931.208551.132901.28390
9582003.12.03 00:00close3202.931.210601.132901.28390596.84147893.88
9592003.12.03 13:45close3182.931.210501.153201.254201944.64149838.52
9602003.12.03 14:30close3172.931.209301.158001.248001798.14151636.66
9612003.12.04 15:15buy3213.031.213850.000000.00000
9622003.12.04 15:15modify3213.031.213851.162201.26520
9632003.12.04 16:15close3213.031.210301.162201.26520-1075.65150561.01
9642003.12.04 16:45sell3223.011.205200.000000.00000
9652003.12.04 16:45modify3223.011.205201.262201.14820
9662003.12.04 18:00close3223.011.207751.262201.14820-767.55149793.46
9672003.12.05 14:45buy3233.001.211550.000000.00000
9682003.12.05 14:45modify3233.001.211551.172901.24990
9692003.12.05 15:00buy3243.001.212550.000000.00000
9702003.12.05 15:00modify3243.001.212551.171401.25340
9712003.12.05 15:15close3243.001.211401.171401.25340-345.00149448.46
9722003.12.05 15:30close3233.001.211201.172901.24990-105.00149343.46
9732003.12.05 17:15buy3252.991.214850.000000.00000
9742003.12.05 17:15modify3252.991.214851.163201.26620
9752003.12.05 23:30close3252.991.218001.163201.26620941.85150285.31
9762003.12.08 03:15buy3263.011.216050.000000.00000
9772003.12.08 03:15modify3263.011.216051.170901.26090
9782003.12.08 06:15buy3273.011.215650.000000.00000
9792003.12.08 06:15modify3273.011.215651.189501.24150
9802003.12.08 10:00close3273.011.218301.189501.24150797.65151082.96
9812003.12.08 10:00close3263.011.218301.170901.26090677.25151760.21
9822003.12.08 14:30buy3283.041.223650.000000.00000
9832003.12.08 14:30modify3283.041.223651.180001.26700
9842003.12.08 15:15close3283.041.221901.180001.26700-532.00151228.21
9852003.12.09 20:30buy3293.021.226150.000000.00000
9862003.12.09 20:30modify3293.021.226151.180001.27200
9872003.12.09 20:45close3293.021.224601.180001.27200-468.10150760.11
9882003.12.12 16:00buy3303.021.227050.000000.00000
9892003.12.12 16:00modify3303.021.227051.193401.26040
9902003.12.12 16:15close3303.021.225201.193401.26040-558.70150201.41
9912003.12.12 23:00buy3313.001.228050.000000.00000
9922003.12.12 23:00modify3313.001.228050.936901.51890
9932003.12.15 00:15close3313.001.213900.936901.51890-4248.90145952.51
9942003.12.17 15:00buy3322.921.237850.000000.00000
9952003.12.17 15:00modify3322.921.237851.194201.28120
9962003.12.17 18:45close3322.921.241301.194201.281201007.40146959.91
9972003.12.19 16:45sell3332.941.237100.000000.00000
9982003.12.19 16:45modify3332.941.237101.272601.20160
9992003.12.19 17:00sell3342.941.235200.000000.00000
10002003.12.19 17:00modify3342.941.235201.280701.18970
10012003.12.19 17:15close3342.941.237651.280701.18970-720.30146239.61
10022003.12.19 17:15close3332.941.237651.272601.20160-161.70146077.91
10032003.12.24 17:15buy3352.921.246550.000000.00000
10042003.12.24 17:15modify3352.921.246551.209901.28290
10052003.12.24 19:45close3352.921.244301.209901.28290-657.00145420.91

Talk about RobinVOL 2.0 | year 2003 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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