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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) 2007.01.02 08:00 - 2007.12.28 22:59 (2007.01.01 - 2007.12.31)
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 test25440Ticks modelled49868Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit28564.69Gross profit120341.32Gross loss-91776.63
Profit factor1.31Expected payoff61.43
Absolute drawdown1295.60Maximal drawdown8596.07 (7.93%)Relative drawdown7.93% (8596.07)
Total trades465Short positions (won %)220 (40.45%)Long positions (won %)245 (47.35%)
Profit trades (% of total)205 (44.09%)Loss trades (% of total)260 (55.91%)
Largestprofit trade2959.00loss trade-1206.95
Averageprofit trade587.03loss trade-352.99
Maximumconsecutive wins (profit in money)8 (6483.45)consecutive losses (loss in money)15 (-3485.65)
Maximalconsecutive profit (count of wins)6483.45 (8)consecutive loss (count of losses)-5742.65 (11)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.01.03 11:30sell12.001.321800.000000.00000
22007.01.03 11:30modify12.001.321801.357301.28630
32007.01.03 11:45sell22.001.322500.000000.00000
42007.01.03 11:45modify22.001.322501.358501.28650
52007.01.03 12:30close22.001.323451.358501.28650-190.0099810.00
62007.01.03 14:15close12.001.325151.357301.28630-670.0099140.00
72007.01.03 16:15sell31.981.318800.000000.00000
82007.01.03 16:15modify31.981.318801.373801.26380
92007.01.03 16:30sell41.981.317900.000000.00000
102007.01.03 16:30modify41.981.317901.374401.26140
112007.01.03 20:00close41.981.315351.374401.26140504.9099644.90
122007.01.03 23:00sell51.981.317000.000000.00000
132007.01.03 23:00modify51.981.317001.374501.25950
142007.01.04 02:45sell61.981.317100.000000.00000
152007.01.04 02:45modify61.981.317101.372601.26160
162007.01.04 04:15sell71.981.317400.000000.00000
172007.01.04 04:15modify71.981.317401.360901.27390
182007.01.04 09:30close71.981.313751.360901.27390722.70100367.60
192007.01.04 09:30close61.981.313751.372601.26160663.30101030.90
202007.01.04 09:30close51.981.313751.374501.25950647.06101677.96
212007.01.04 09:45sell81.981.313400.000000.00000
222007.01.04 09:45modify81.981.313401.339901.28690
232007.01.04 10:15close81.981.312251.339901.28690227.70101905.66
242007.01.04 10:30close31.981.311451.373801.263801458.86103364.53
252007.01.05 14:45sell92.071.300300.000000.00000
262007.01.05 14:45modify92.071.300301.352301.24830
272007.01.05 15:00sell102.071.300600.000000.00000
282007.01.05 15:00modify102.071.300601.357101.24410
292007.01.05 15:15sell112.071.300000.000000.00000
302007.01.05 15:15modify112.071.300001.356501.24350
312007.01.05 20:30sell122.071.300900.000000.00000
322007.01.05 20:30modify122.071.300901.672900.92890
332007.01.08 05:30sell132.071.299700.000000.00000
342007.01.08 05:30modify132.071.299701.318201.28120
352007.01.08 06:15sell142.071.299700.000000.00000
362007.01.08 06:15modify142.071.299701.316701.28270
372007.01.08 06:30sell152.071.300000.000000.00000
382007.01.08 06:30modify152.071.300001.316001.28400
392007.01.08 06:45sell162.071.300700.000000.00000
402007.01.08 06:45modify162.071.300701.314701.28670
412007.01.08 15:00close162.071.297351.314701.28670693.45104057.98
422007.01.08 15:15close152.071.299651.316001.2840072.45104130.43
432007.01.08 15:45close142.071.300751.316701.28270-217.35103913.08
442007.01.08 18:15close132.071.302351.318201.28120-548.55103364.53
452007.01.08 18:30close122.071.302251.672900.92890-278.21103086.32
462007.01.08 18:30close112.071.302251.356501.24350-464.51102621.81
472007.01.08 18:30close102.071.302251.357101.24410-340.31102281.50
482007.01.08 18:30close92.071.302251.352301.24830-402.41101879.10
492007.01.10 01:30sell172.041.296200.000000.00000
502007.01.10 01:30modify172.041.296201.330701.26170
512007.01.10 05:00sell182.041.296900.000000.00000
522007.01.10 05:00modify182.041.296901.327901.26590
532007.01.10 05:15sell192.041.297000.000000.00000
542007.01.10 05:15modify192.041.297001.328001.26600
552007.01.10 06:15sell202.041.297300.000000.00000
562007.01.10 06:15modify202.041.297301.328301.26630
572007.01.10 06:45close202.041.298151.328301.26630-173.40101705.70
582007.01.10 06:45close192.041.298151.328001.26600-234.60101471.10
592007.01.10 06:45close182.041.298151.327901.26590-255.00101216.10
602007.01.10 06:45close172.041.298151.330701.26170-397.80100818.30
612007.01.11 13:15buy212.021.300350.000000.00000
622007.01.11 13:15modify212.021.300351.260701.33970
632007.01.11 13:30close212.021.297201.260701.33970-636.30100182.00
642007.01.11 15:00sell222.001.293500.000000.00000
652007.01.11 15:00modify222.001.293501.338501.24850
662007.01.11 15:15sell232.001.293500.000000.00000
672007.01.11 15:15modify232.001.293501.338501.24850
682007.01.11 16:15close232.001.289651.338501.24850770.00100952.00
692007.01.11 16:15close222.001.289651.338501.24850770.00101722.00
702007.01.12 15:15buy242.031.291650.000000.00000
712007.01.12 15:15modify242.031.291651.261001.32200
722007.01.12 15:30buy252.031.292150.000000.00000
732007.01.12 15:30modify252.031.292151.261501.32250
742007.01.12 16:45close252.031.293501.261501.32250274.05101996.05
752007.01.12 17:00close242.031.293001.261001.32200274.05102270.10
762007.01.17 16:00buy262.051.293550.000000.00000
772007.01.17 16:00modify262.051.293551.271401.31540
782007.01.17 16:15close262.051.292701.271401.31540-174.25102095.85
792007.01.19 17:30buy272.041.295950.000000.00000
802007.01.19 17:30modify272.041.295951.252801.33880
812007.01.22 12:00close272.041.293901.252801.33880-420.85101674.99
822007.01.23 09:15buy282.031.298250.000000.00000
832007.01.23 09:15modify282.031.298251.269601.32660
842007.01.23 10:00close282.031.297101.269601.32660-233.45101441.54
852007.01.24 09:30sell292.031.299100.000000.00000
862007.01.24 09:30modify292.031.299101.325101.27310
872007.01.24 10:30close292.031.298851.325101.2731050.75101492.29
882007.01.24 11:00buy302.031.301250.000000.00000
892007.01.24 11:00modify302.031.301251.270601.33160
902007.01.24 11:45close302.031.299901.270601.33160-274.05101218.24
912007.01.25 20:45sell312.021.291800.000000.00000
922007.01.25 20:45modify312.021.291801.333801.24980
932007.01.25 21:30close312.021.293351.333801.24980-313.10100905.14
942007.01.26 16:00sell322.021.288000.000000.00000
952007.01.26 16:00modify322.021.288001.316001.26000
962007.01.26 16:15close322.021.289251.316001.26000-252.50100652.64
972007.01.31 09:45sell332.011.293400.000000.00000
982007.01.31 09:45modify332.011.293401.313901.27290
992007.01.31 13:30close332.011.294351.313901.27290-190.95100461.69
1002007.01.31 13:45buy342.011.295450.000000.00000
1012007.01.31 13:45modify342.011.295451.274801.31580
1022007.01.31 14:30close342.011.294101.274801.31580-271.35100190.34
1032007.01.31 15:45buy352.001.296650.000000.00000
1042007.01.31 15:45modify352.001.296651.274501.31850
1052007.01.31 16:15buy362.001.297450.000000.00000
1062007.01.31 16:15modify362.001.297451.268801.32580
1072007.01.31 16:30close362.001.299201.268801.32580350.00100540.34
1082007.01.31 16:45buy372.001.301550.000000.00000
1092007.01.31 16:45modify372.001.301551.255901.34690
1102007.01.31 17:00close372.001.299201.255901.34690-470.00100070.34
1112007.01.31 20:30close352.001.302101.274501.318501090.00101160.34
1122007.02.01 01:00buy382.021.302150.000000.00000
1132007.02.01 01:00modify382.021.302151.247001.35700
1142007.02.01 07:00buy392.021.302650.000000.00000
1152007.02.01 07:00modify392.021.302651.283001.32200
1162007.02.02 02:15close392.021.301301.283001.32200-275.33100885.02
1172007.02.02 02:15close382.021.301301.247001.35700-174.33100710.69
1182007.02.02 14:30buy402.011.305750.000000.00000
1192007.02.02 14:30modify402.011.305751.286601.32460
1202007.02.02 14:45close402.011.303701.286601.32460-412.05100298.64
1212007.02.02 15:15sell412.011.299400.000000.00000
1222007.02.02 15:15modify412.011.299401.335401.26340
1232007.02.02 15:30sell422.011.298000.000000.00000
1242007.02.02 15:30modify422.011.298001.342501.25350
1252007.02.02 15:45sell432.011.297800.000000.00000
1262007.02.02 15:45modify432.011.297801.342301.25330
1272007.02.02 17:15close432.011.297151.342301.25330130.65100429.29
1282007.02.02 19:00close422.011.295051.342501.25350592.95101022.24
1292007.02.02 19:00close412.011.295051.335401.26340874.35101896.59
1302007.02.06 19:30buy442.041.298450.000000.00000
1312007.02.06 19:30modify442.041.298451.259801.33680
1322007.02.07 01:15buy452.041.297950.000000.00000
1332007.02.07 01:15modify452.041.297951.271301.32430
1342007.02.07 01:30buy462.041.297650.000000.00000
1352007.02.07 01:30modify462.041.297651.271001.32400
1362007.02.07 16:30close462.041.301001.271001.32400683.40102579.99
1372007.02.07 16:30close452.041.301001.271301.32430622.20103202.19
1382007.02.07 16:30close442.041.301001.259801.33680517.55103719.74
1392007.02.08 09:45sell472.071.298300.000000.00000
1402007.02.08 09:45modify472.071.298301.319801.27680
1412007.02.08 14:30close472.071.299551.319801.27680-258.75103460.99
1422007.02.08 14:45buy482.071.300350.000000.00000
1432007.02.08 14:45modify482.071.300351.274701.32570
1442007.02.08 17:00close482.071.303701.274701.32570693.45104154.44
1452007.02.09 08:45sell492.081.300500.000000.00000
1462007.02.09 08:45modify492.081.300501.317501.28350
1472007.02.09 09:00sell502.081.300300.000000.00000
1482007.02.09 09:00modify502.081.300301.321301.27930
1492007.02.09 09:15close502.081.301151.321301.27930-176.80103977.64
1502007.02.09 10:00close492.081.301151.317501.28350-135.20103842.44
1512007.02.09 11:15sell512.081.299000.000000.00000
1522007.02.09 11:15modify512.081.299001.326001.27200
1532007.02.09 11:30sell522.081.299000.000000.00000
1542007.02.09 11:30modify522.081.299001.326501.27150
1552007.02.09 12:00close522.081.299951.326501.27150-197.60103644.84
1562007.02.09 12:00close512.081.299951.326001.27200-197.60103447.24
1572007.02.12 09:30sell532.071.300800.000000.00000
1582007.02.12 09:30modify532.071.300801.318801.28280
1592007.02.12 10:30close532.071.299451.318801.28280279.45103726.69
1602007.02.12 11:00sell542.071.298100.000000.00000
1612007.02.12 11:00modify542.071.298101.327101.26910
1622007.02.12 11:45sell552.071.295600.000000.00000
1632007.02.12 11:45modify552.071.295601.337601.25360
1642007.02.12 21:45sell562.071.296200.000000.00000
1652007.02.12 21:45modify562.071.296201.336201.25620
1662007.02.13 08:15close562.071.298451.336201.25620-464.51103262.18
1672007.02.13 08:15close552.071.298451.337601.25360-588.71102673.47
1682007.02.13 08:15close542.071.298451.327101.26910-71.21102602.27
1692007.02.13 08:30buy572.051.299150.000000.00000
1702007.02.13 08:30modify572.051.299151.278501.31950
1712007.02.13 09:30close572.051.298301.278501.31950-174.25102428.02
1722007.02.14 08:30buy582.051.305450.000000.00000
1732007.02.14 08:30modify582.051.305451.286301.32430
1742007.02.14 09:00buy592.051.307550.000000.00000
1752007.02.14 09:00modify592.051.307551.277901.33690
1762007.02.14 09:15buy602.051.308950.000000.00000
1772007.02.14 09:15modify602.051.308951.273301.34430
1782007.02.14 10:00close602.051.309601.273301.34430133.25102561.27
1792007.02.14 12:45buy612.051.308250.000000.00000
1802007.02.14 12:45modify612.051.308251.270101.34610
1812007.02.14 16:00close612.051.310201.270101.34610399.75102961.02
1822007.02.14 16:15close592.051.313701.277901.336901260.75104221.77
1832007.02.14 16:30buy622.051.314150.000000.00000
1842007.02.14 16:30modify622.051.314151.250501.37750
1852007.02.15 04:15buy632.051.313350.000000.00000
1862007.02.15 04:15modify632.051.313351.283201.34320
1872007.02.15 04:30buy642.051.313150.000000.00000
1882007.02.15 04:30modify642.051.313151.289501.33650
1892007.02.15 04:45buy652.051.313150.000000.00000
1902007.02.15 04:45modify652.051.313151.296501.32950
1912007.02.16 12:15close652.051.311501.296501.32950-340.92103880.85
1922007.02.16 12:15close642.051.311501.289501.33650-340.92103539.94
1932007.02.16 12:15close632.051.311501.283201.34320-381.92103158.02
1942007.02.16 12:15close622.051.311501.250501.37750-553.91102604.11
1952007.02.16 12:15close582.051.311501.286301.324301229.59103833.70
1962007.02.20 09:30sell662.081.314300.000000.00000
1972007.02.20 09:30modify662.081.314301.338301.29030
1982007.02.20 19:00close662.081.314051.338301.2903052.00103885.70
1992007.02.22 08:45sell672.081.309100.000000.00000
2002007.02.22 08:45modify672.081.309101.335101.28310
2012007.02.22 09:00sell682.081.308700.000000.00000
2022007.02.22 09:00modify682.081.308701.337201.28020
2032007.02.22 09:15sell692.081.309300.000000.00000
2042007.02.22 09:15modify692.081.309301.337801.28080
2052007.02.22 14:15close692.081.310551.337801.28080-260.00103625.70
2062007.02.22 14:15close682.081.310551.337201.28020-384.80103240.90
2072007.02.22 14:15close672.081.310551.335101.28310-301.60102939.30
2082007.02.22 17:30buy702.061.313650.000000.00000
2092007.02.22 17:30modify702.061.313651.283001.34400
2102007.02.22 17:45buy712.061.313250.000000.00000
2112007.02.22 17:45modify712.061.313251.282601.34360
2122007.02.22 18:45close712.061.312001.282601.34360-257.50102681.80
2132007.02.23 03:00close702.061.311701.283001.34400-404.38102277.42
2142007.02.23 14:15buy722.051.313250.000000.00000
2152007.02.23 14:15modify722.051.313251.295601.33060
2162007.02.23 14:30buy732.051.313150.000000.00000
2172007.02.23 14:30modify732.051.313151.295501.33050
2182007.02.23 15:30close732.051.315001.295501.33050379.25102656.67
2192007.02.23 15:45buy742.051.315550.000000.00000
2202007.02.23 15:45modify742.051.315551.285401.34540
2212007.02.23 16:00buy752.051.316350.000000.00000
2222007.02.23 16:00modify752.051.316351.280701.35170
2232007.02.23 16:15close752.051.317101.280701.35170153.75102810.42
2242007.02.23 16:30close742.051.317401.285401.34540379.25103189.67
2252007.02.23 17:15close722.051.315801.295601.33060522.75103712.42
2262007.02.27 09:15buy762.071.319250.000000.00000
2272007.02.27 09:15modify762.071.319251.298101.34010
2282007.02.27 09:45buy772.071.322050.000000.00000
2292007.02.27 09:45modify772.071.322051.286901.35690
2302007.02.27 10:00buy782.071.321450.000000.00000
2312007.02.27 10:00modify782.071.321451.286301.35630
2322007.02.27 11:00close782.071.320301.286301.35630-238.05103474.37
2332007.02.27 11:00close772.071.320301.286901.35690-362.25103112.12
2342007.02.27 14:30close762.071.324101.298101.340101003.95104116.07
2352007.03.01 16:30sell792.081.317900.000000.00000
2362007.03.01 16:30modify792.081.317901.353401.28240
2372007.03.01 16:45sell802.081.316300.000000.00000
2382007.03.01 16:45modify802.081.316301.354801.27780
2392007.03.01 19:45close802.081.318551.354801.27780-468.00103648.07
2402007.03.01 19:45close792.081.318551.353401.28240-135.20103512.87
2412007.03.02 10:45sell812.071.314200.000000.00000
2422007.03.02 10:45modify812.071.314201.336701.29170
2432007.03.02 11:00close812.071.315451.336701.29170-258.75103254.12
2442007.03.05 03:00sell822.071.312500.000000.00000
2452007.03.05 03:00modify822.071.312501.358001.26700
2462007.03.05 04:15close822.071.314551.358001.26700-424.35102829.77
2472007.03.09 14:45sell832.061.311200.000000.00000
2482007.03.09 14:45modify832.061.311201.338701.28370
2492007.03.09 15:00sell842.061.309800.000000.00000
2502007.03.09 15:00modify842.061.309801.344301.27530
2512007.03.09 15:15sell852.061.310400.000000.00000
2522007.03.09 15:15modify852.061.310401.344901.27590
2532007.03.09 16:45close852.061.310751.344901.27590-72.10102757.67
2542007.03.09 17:00close842.061.311451.344301.27530-339.90102417.77
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8212007.07.24 03:00modify2742.091.382951.364301.40130
8222007.07.24 03:45close2742.091.382101.364301.40130-177.65104422.18
8232007.07.25 09:30sell2752.091.378400.000000.00000
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8272007.07.25 10:45close2762.091.375651.413501.34050282.15104704.33
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8312007.07.26 13:45close2752.091.370051.404901.351901748.91107090.70
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8402007.07.26 21:00close2782.141.373801.339401.41240-481.50106010.00
8412007.07.27 11:15sell2812.121.366700.000000.00000
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8612007.08.03 21:15close2832.141.380901.349701.393701936.70111514.55
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8732007.08.09 12:30sell2922.231.374200.000000.00000
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8792007.08.09 14:30close2912.231.371251.410701.33870769.35113683.46
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8822007.08.09 15:00sell2952.271.366300.000000.00000
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8902007.08.10 07:45close2972.271.365251.396101.33710306.45112446.31
8912007.08.10 13:00sell2982.271.365600.000000.00000
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8972007.08.13 09:45close2992.241.367151.391801.33980-302.40111532.37
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9032007.08.15 08:15sell3022.241.347800.000000.00000
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9212007.08.23 14:15close3072.211.357301.331901.38490-276.25110458.57
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9312007.08.31 13:45buy3112.191.370150.000000.00000
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9332007.08.31 14:00buy3122.191.371450.000000.00000
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10812007.10.16 09:30sell3612.231.417600.000000.00000
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10932007.10.18 14:15buy3652.221.429850.000000.00000
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10992007.10.19 00:15buy3682.221.428550.000000.00000
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11012007.10.19 03:00buy3692.221.428150.000000.00000
11022007.10.19 03:00modify3692.221.428151.411501.44450
11032007.10.19 05:00close3692.221.429201.411501.44450233.10111434.69
11042007.10.19 10:00close3682.221.427101.398401.45840-321.90111112.79
11052007.10.19 10:00close3672.221.427101.248401.60840-321.90110790.89
11062007.10.19 10:00close3662.221.427101.385501.47050-235.99110554.90
11072007.10.19 10:00close3652.221.427101.375201.48420-613.39109941.52
11082007.10.22 12:15sell3702.201.426500.000000.00000
11092007.10.22 12:15modify3702.201.426501.472001.38100
11102007.10.22 13:00sell3712.201.420700.000000.00000
11112007.10.22 13:00modify3712.201.420701.492701.34870
11122007.10.22 13:15sell3722.201.421000.000000.00000
11132007.10.22 13:15modify3722.201.421001.493001.34900
11142007.10.22 13:45close3722.201.415751.493001.349001155.00111096.52
11152007.10.22 15:45close3712.201.419751.492701.34870209.00111305.52
11162007.10.22 18:15close3702.201.413051.472001.381002959.00114264.52
11172007.10.22 19:30sell3732.291.415600.000000.00000
11182007.10.22 19:30modify3732.291.415601.522101.30910
11192007.10.22 22:00sell3742.291.416500.000000.00000
11202007.10.22 22:00modify3742.291.416501.512501.32050
11212007.10.22 22:45sell3752.291.418300.000000.00000
11222007.10.22 22:45modify3752.291.418301.511801.32480
11232007.10.23 02:45sell3762.291.418600.000000.00000
11242007.10.23 02:45modify3762.291.418601.456601.38060
11252007.10.23 04:30close3762.291.419551.456601.38060-217.55114046.97
11262007.10.23 04:30close3752.291.419551.511801.32480-284.88113762.09
11272007.10.23 04:30close3742.291.419551.512501.32050-697.08113065.01
11282007.10.23 04:30close3732.291.419551.522101.30910-903.18112161.84
11292007.10.24 09:15sell3772.241.420500.000000.00000
11302007.10.24 09:15modify3772.241.420501.454501.38650
11312007.10.24 09:30sell3782.241.420100.000000.00000
11322007.10.24 09:30modify3782.241.420101.457101.38310
11332007.10.24 10:00close3782.241.422051.457101.38310-436.80111725.04
11342007.10.24 10:00close3772.241.422051.454501.38650-347.20111377.84
11352007.10.26 08:45buy3792.231.436450.000000.00000
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11372007.10.26 09:30close3792.231.435101.404301.46830-301.05111076.79
11382007.10.31 08:45buy3802.221.445750.000000.00000
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11402007.10.31 09:00close3802.221.444601.425601.46560-255.30110821.49
11412007.10.31 13:45sell3812.221.442800.000000.00000
11422007.10.31 13:45modify3812.221.442801.466801.41880
11432007.10.31 14:15close3812.221.444551.466801.41880-388.50110432.99
11442007.10.31 20:00buy3822.211.450250.000000.00000
11452007.10.31 20:00modify3822.211.450251.408101.49210
11462007.10.31 20:15close3822.211.448001.408101.49210-497.25109935.74
11472007.11.01 09:15sell3832.201.443400.000000.00000
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11492007.11.01 12:15close3832.201.441051.475401.41140517.00110452.74
11502007.11.06 12:45buy3842.211.454550.000000.00000
11512007.11.06 12:45modify3842.211.454551.414901.49390
11522007.11.07 01:15buy3852.211.455750.000000.00000
11532007.11.07 01:15modify3852.211.455751.437601.47360
11542007.11.07 03:30close3852.211.465601.437601.473602176.85112629.59
11552007.11.07 04:00buy3862.211.461550.000000.00000
11562007.11.07 04:00modify3862.211.461551.403401.51940
11572007.11.07 04:15close3862.211.461401.403401.51940-33.15112596.44
11582007.11.07 10:30buy3872.211.469150.000000.00000
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11602007.11.07 14:15close3872.211.472201.393501.54450674.05113270.49
11612007.11.07 17:00buy3882.211.466550.000000.00000
11622007.11.07 17:00modify3882.211.466551.409901.52290
11632007.11.07 17:15close3882.211.466101.409901.52290-99.45113171.04
11642007.11.07 17:15close3842.211.466101.414901.493902549.68115720.71
11652007.11.16 09:30sell3892.311.459700.000000.00000
11662007.11.16 09:30modify3892.311.459701.492201.42720
11672007.11.16 09:45sell3902.311.459600.000000.00000
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11692007.11.16 10:30close3902.311.461151.492101.42710-358.05115362.66
11702007.11.16 10:30close3892.311.461151.492201.42720-334.95115027.71
11712007.11.20 08:45buy3912.301.472850.000000.00000
11722007.11.20 08:45modify3912.301.472851.420201.52520
11732007.11.20 09:00buy3922.301.473450.000000.00000
11742007.11.20 09:00modify3922.301.473451.420801.52580
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11782007.11.20 10:30close3922.301.477401.420801.52580908.50116384.71
11792007.11.20 14:30close3912.301.479201.420201.525201460.50117845.21
11802007.11.23 02:30buy3942.361.489750.000000.00000
11812007.11.23 02:30modify3942.361.489751.448101.53110
11822007.11.23 02:45buy3952.361.490450.000000.00000
11832007.11.23 02:45modify3952.361.490451.445801.53480
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11872007.11.23 03:45close3952.361.493701.445801.53480767.00118765.61
11882007.11.23 05:30close3942.361.492801.448101.53110719.80119485.41
11892007.11.23 05:45buy3972.391.492550.000000.00000
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11912007.11.23 06:00buy3982.391.492350.000000.00000
11922007.11.23 06:00modify3982.391.492351.429701.55470
11932007.11.23 06:15buy3992.391.492350.000000.00000
11942007.11.23 06:15modify3992.391.492351.429701.55470
11952007.11.23 08:00buy4002.391.490650.000000.00000
11962007.11.23 08:00modify4002.391.490651.428501.55250
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11982007.11.23 09:15close3992.391.487501.429701.55470-1159.15117573.41
11992007.11.23 09:15close3982.391.487501.429701.55470-1159.15116414.26
12002007.11.23 09:15close3972.391.487501.428901.55590-1206.95115207.31
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12032007.11.23 09:45sell4022.301.487000.000000.00000
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12062007.11.23 10:30close4012.301.481951.549101.425101184.50117553.31
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12182007.11.28 14:30close4042.341.476051.518401.43540198.90117316.96
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12212007.11.28 20:00close4072.351.479801.414501.53650975.25118292.21
12222007.11.29 09:30sell4082.371.475300.000000.00000
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12242007.11.29 09:45sell4092.371.474700.000000.00000
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12262007.11.29 14:30sell4102.371.475400.000000.00000
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12292007.11.29 16:45close4092.371.477951.532201.41720-770.25116917.61
12302007.11.29 16:45close4082.371.477951.529301.42130-628.05116289.56
12312007.11.30 16:45sell4112.331.470000.000000.00000
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12332007.11.30 17:00sell4122.331.468000.000000.00000
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12362007.11.30 20:00close4112.331.467251.516501.42350640.75116359.46
12372007.12.03 07:30sell4132.331.467000.000000.00000
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12412007.12.03 08:00sell4152.331.467600.000000.00000
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12432007.12.03 10:00close4152.331.464451.506101.42910733.95117093.41
12442007.12.03 10:00close4142.331.464451.506201.42920757.25117850.66
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12512007.12.04 11:15close4162.371.466151.492201.43920-106.65118184.11
12522007.12.04 12:15buy4182.361.471550.000000.00000
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12622007.12.05 01:30buy4222.361.475350.000000.00000
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12732007.12.05 20:45sell4252.361.461800.000000.00000
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12832007.12.06 08:45close4262.361.457351.509401.41240837.80120840.03
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12912007.12.10 11:00buy4312.441.467550.000000.00000
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13032007.12.10 18:30buy4362.441.470750.000000.00000
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13082007.12.11 08:30close4362.441.474701.422601.51860960.63122891.70
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13112007.12.11 08:45close4322.441.473801.436701.50470716.63125480.79
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13212007.12.13 16:30sell4412.481.461300.000000.00000
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13412007.12.13 23:15close4412.481.463751.523801.39880-607.60120038.14
13422007.12.14 03:45sell4482.401.462800.000000.00000
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13512007.12.17 09:15sell4512.481.438000.000000.00000
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13632007.12.19 17:45sell4552.471.433700.000000.00000
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13752007.12.27 00:00buy4592.481.448250.000000.00000
13762007.12.27 00:00modify4592.481.448251.397101.49910
13772007.12.27 01:30buy4602.481.447450.000000.00000
13782007.12.27 01:30modify4602.481.447451.411801.48280
13792007.12.27 02:15buy4612.481.446950.000000.00000
13802007.12.27 02:15modify4612.481.446951.415301.47830
13812007.12.27 07:00close4612.481.451101.415301.478301029.20125056.44
13822007.12.27 07:00close4602.481.451101.411801.48280905.20125961.64
13832007.12.27 08:30close4592.481.449601.397101.49910334.80126296.44
13842007.12.27 14:45buy4622.531.454750.000000.00000
13852007.12.27 14:45modify4622.531.454751.410101.49910
13862007.12.27 15:00buy4632.531.456750.000000.00000
13872007.12.27 15:00modify4632.531.456751.407601.50560
13882007.12.27 15:15buy4642.531.456950.000000.00000
13892007.12.27 15:15modify4642.531.456951.405301.50830
13902007.12.27 17:15close4642.531.458401.405301.50830366.85126663.29
13912007.12.27 17:30close4632.531.459501.407601.50560695.75127359.04
13922007.12.27 18:15close4622.531.461301.410101.499101657.15129016.19
13932007.12.28 08:45buy4652.581.466150.000000.00000
13942007.12.28 08:45modify4652.581.466151.429001.50300
13952007.12.28 09:00close4652.581.464401.429001.50300-451.50128564.69

Talk about RobinVOL 2.0 | year 2007 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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