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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) 2011.01.03 00:00 - 2011.12.30 22:59 (2011.01.01 - 2011.12.31)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parameterss1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
Bars in test25712Ticks modelled50423Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit111310.31Gross profit248684.49Gross loss-137374.18
Profit factor1.81Expected payoff308.34
Absolute drawdown1406.55Maximal drawdown23619.03 (13.08%)Relative drawdown13.08% (23619.03)
Total trades361Short positions (won %)188 (54.26%)Long positions (won %)173 (50.87%)
Profit trades (% of total)190 (52.63%)Loss trades (% of total)171 (47.37%)
Largestprofit trade5005.58loss trade-3431.62
Averageprofit trade1308.87loss trade-803.36
Maximumconsecutive wins (profit in money)9 (11254.45)consecutive losses (loss in money)13 (-12124.59)
Maximalconsecutive profit (count of wins)20296.63 (7)consecutive loss (count of losses)-12789.86 (7)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.03 17:15buy12.001.338900.000000.00000
22011.01.03 17:15modify12.001.338901.269601.40790
32011.01.03 20:15buy22.001.336480.000000.00000
42011.01.03 20:15modify22.001.336481.264231.40843
52011.01.03 20:30buy32.001.336490.000000.00000
62011.01.03 20:30modify32.001.336491.264241.40844
72011.01.03 20:45close32.001.336091.264241.40844-80.0099920.00
82011.01.03 20:45close22.001.336091.264231.40843-78.0099842.00
92011.01.03 20:45close12.001.336091.269601.40790-562.0099280.00
102011.01.05 14:30sell41.991.316870.000000.00000
112011.01.05 14:30modify41.991.316871.381571.25217
122011.01.05 18:15sell51.991.316890.000000.00000
132011.01.05 18:15modify51.991.316891.398641.23514
142011.01.05 18:30sell61.991.318170.000000.00000
152011.01.05 18:30modify61.991.318171.399921.23642
162011.01.05 18:45sell71.991.318310.000000.00000
172011.01.05 18:45modify71.991.318311.400061.23656
182011.01.05 20:45close71.991.314071.400061.23656843.76100123.76
192011.01.06 08:45close61.991.312391.399921.236421153.80101277.56
202011.01.06 08:45close51.991.312391.398641.23514899.08102176.64
212011.01.06 08:45close41.991.312391.381571.25217895.10103071.75
222011.01.12 12:15sell82.061.297800.000000.00000
232011.01.12 12:15modify82.061.297801.338201.25740
242011.01.12 12:30sell92.061.296660.000000.00000
252011.01.12 12:30modify92.061.296661.336861.25646
262011.01.12 14:45close92.061.300361.336861.25646-762.20102309.55
272011.01.12 14:45close82.061.300361.338201.25740-527.36101782.19
282011.01.13 15:00buy102.041.327920.000000.00000
292011.01.13 15:00modify102.041.327921.229921.42562
302011.01.13 15:15buy112.041.328230.000000.00000
312011.01.13 15:15modify112.041.328231.229131.42703
322011.01.13 15:30buy122.041.331410.000000.00000
332011.01.13 15:30modify122.041.331411.213911.44861
342011.01.13 17:30close122.041.334001.213911.44861528.36102310.55
352011.01.13 17:45close112.041.336001.229131.427031585.08103895.63
362011.01.14 08:45close102.041.339651.229921.425622390.27106285.89
372011.01.17 13:30buy132.131.333490.000000.00000
382011.01.17 13:30modify132.131.333491.266341.40034
392011.01.17 14:30close132.131.330491.266341.40034-639.00105646.89
402011.01.24 16:15buy142.111.364360.000000.00000
412011.01.24 16:15modify142.111.364361.305211.42321
422011.01.24 17:45close142.111.366231.305211.42321394.57106041.46
432011.01.24 19:00buy152.121.364330.000000.00000
442011.01.24 19:00modify152.121.364331.291581.43678
452011.01.24 20:15buy162.121.363910.000000.00000
462011.01.24 20:15modify162.121.363911.291161.43636
472011.01.24 20:30buy172.121.363030.000000.00000
482011.01.24 20:30modify172.121.363031.290281.43548
492011.01.25 05:00close172.121.365301.290281.43548478.48106519.95
502011.01.25 05:00close162.121.365301.291161.43636291.92106811.87
512011.01.25 09:30close152.121.366101.291581.43678372.48107184.36
522011.01.25 10:15sell182.141.361570.000000.00000
532011.01.25 10:15modify182.141.361571.397671.32547
542011.01.25 11:00close182.141.357661.397671.32547836.74108021.10
552011.01.27 09:00sell192.161.366850.000000.00000
562011.01.27 09:00modify192.161.366851.405501.32820
572011.01.27 09:15sell202.161.364830.000000.00000
582011.01.27 09:15modify202.161.364831.410381.31928
592011.01.27 09:30close202.161.366501.410381.31928-360.72107660.38
602011.01.27 10:00close192.161.367081.405501.32820-49.68107610.70
612011.01.27 12:00buy212.151.374120.000000.00000
622011.01.27 12:00modify212.151.374121.319871.42807
632011.01.27 12:15buy222.151.374070.000000.00000
642011.01.27 12:15modify222.151.374071.314571.43327
652011.01.27 13:30close222.151.371091.314571.43327-640.70106970.00
662011.01.27 13:30close212.151.371091.319871.42807-651.45106318.55
672011.01.28 16:45sell232.131.363300.000000.00000
682011.01.28 16:45modify232.131.363301.421601.30500
692011.01.28 19:30close232.131.359431.421601.30500824.31107142.86
702011.01.31 07:45sell242.141.361940.000000.00000
712011.01.31 07:45modify242.141.361941.387641.33624
722011.01.31 11:15close242.141.365701.387641.33624-804.64106338.22
732011.02.01 11:15buy252.131.376550.000000.00000
742011.02.01 11:15modify252.131.376551.333701.41910
752011.02.01 11:30close252.131.374521.333701.41910-432.39105905.83
762011.02.02 13:00sell262.121.380150.000000.00000
772011.02.02 13:00modify262.121.380151.410851.34945
782011.02.02 16:00close262.121.380351.410851.34945-42.40105863.43
792011.02.03 14:45sell272.121.369740.000000.00000
802011.02.03 14:45modify272.121.369741.436591.30289
812011.02.03 15:00sell282.121.366320.000000.00000
822011.02.03 15:00modify282.121.366321.447671.28497
832011.02.03 15:15sell292.121.366990.000000.00000
842011.02.03 15:15modify292.121.366991.451741.28224
852011.02.03 15:45close292.121.365621.451741.28224290.44106153.87
862011.02.03 18:00close282.121.365471.447671.28497180.20106334.07
872011.02.04 14:30close272.121.364891.436591.302891029.47107363.54
882011.02.04 14:45sell302.151.359210.000000.00000
892011.02.04 14:45modify302.151.359211.407011.31141
902011.02.04 15:00sell312.151.358150.000000.00000
912011.02.04 15:00modify312.151.358151.412051.30425
922011.02.04 16:00close312.151.355441.412051.30425582.65107946.19
932011.02.04 17:45close302.151.358051.407011.31141249.40108195.59
942011.02.14 09:30sell322.161.349080.000000.00000
952011.02.14 09:30modify322.161.349081.385431.31273
962011.02.14 09:45sell332.161.348330.000000.00000
972011.02.14 09:45modify332.161.348331.391231.30543
982011.02.14 10:00sell342.161.347490.000000.00000
992011.02.14 10:00modify342.161.347491.395891.29909
1002011.02.14 10:45close342.161.348091.395891.29909-129.60108065.99
1012011.02.14 11:30close332.161.345821.391231.30543542.16108608.15
1022011.02.14 13:45close322.161.344331.385431.312731026.00109634.15
1032011.02.14 16:15sell352.191.347890.000000.00000
1042011.02.14 16:15modify352.191.347891.412891.28289
1052011.02.14 16:30sell362.191.348330.000000.00000
1062011.02.14 16:30modify362.191.348331.413331.28333
1072011.02.14 19:00close362.191.349741.413331.28333-308.79109325.36
1082011.02.14 19:00close352.191.349741.412891.28289-405.15108920.21
1092011.02.15 08:30sell372.181.346730.000000.00000
1102011.02.15 08:30modify372.181.346731.376731.31673
1112011.02.15 09:15close372.181.348161.376731.31673-311.74108608.47
1122011.02.15 09:45buy382.171.351430.000000.00000
1132011.02.15 09:45modify382.171.351431.318281.38428
1142011.02.15 10:30close382.171.353501.318281.38428449.19109057.66
1152011.02.16 08:00buy392.181.356490.000000.00000
1162011.02.16 08:00modify392.181.356491.309741.40294
1172011.02.16 09:00close392.181.354481.309741.40294-438.18108619.48
1182011.02.18 14:00buy402.171.360770.000000.00000
1192011.02.18 14:00modify402.171.360771.323071.39817
1202011.02.18 14:15buy412.171.362740.000000.00000
1212011.02.18 14:15modify412.171.362741.316941.40824
1222011.02.18 17:30close412.171.365981.316941.40824703.08109322.56
1232011.02.18 17:45close402.171.366481.323071.398171239.07110561.63
1242011.02.22 01:45sell422.211.363390.000000.00000
1252011.02.22 01:45modify422.211.363391.390391.33639
1262011.02.22 02:00sell432.211.363340.000000.00000
1272011.02.22 02:00modify432.211.363341.392991.33369
1282011.02.22 02:45close432.211.359671.392991.33369811.07111372.70
1292011.02.22 02:45close422.211.359671.390391.33639822.12112194.82
1302011.02.22 08:45sell442.241.353950.000000.00000
1312011.02.22 08:45modify442.241.353951.431751.27615
1322011.02.22 10:45close442.241.357331.431751.27615-757.12111437.70
1332011.02.22 11:45buy452.231.363290.000000.00000
1342011.02.22 11:45modify452.231.363291.285641.44064
1352011.02.22 12:00buy462.231.364060.000000.00000
1362011.02.22 12:00modify462.231.364061.286411.44141
1372011.02.22 12:15buy472.231.364830.000000.00000
1382011.02.22 12:15modify472.231.364831.287181.44218
1392011.02.22 14:30close472.231.368051.287181.44218718.06112155.76
1402011.02.22 16:30close462.231.369071.286411.441411117.23113272.99
1412011.02.22 16:45close452.231.369991.285641.440641494.10114767.09
1422011.02.23 16:30buy482.301.378320.000000.00000
1432011.02.23 16:30modify482.301.378321.328421.42792
1442011.02.23 17:00close482.301.376261.328421.42792-473.80114293.29
1452011.02.24 09:45buy492.291.374780.000000.00000
1462011.02.24 09:45modify492.291.374781.334781.41448
1472011.02.24 10:00buy502.291.376080.000000.00000
1482011.02.24 10:00modify502.291.376081.336081.41578
1492011.02.24 10:45close502.291.379021.336081.41578673.26114966.55
1502011.02.24 11:45close492.291.378861.334781.41448934.32115900.87
1512011.02.28 10:15buy512.321.382470.000000.00000
1522011.02.28 10:15modify512.321.382471.326271.43837
1532011.02.28 10:30buy522.321.382940.000000.00000
1542011.02.28 10:30modify522.321.382941.322291.44329
1552011.02.28 16:15buy532.321.382570.000000.00000
1562011.02.28 16:15modify532.321.382571.324821.44002
1572011.02.28 16:45buy542.321.381360.000000.00000
1582011.02.28 16:45modify542.321.381361.323611.43881
1592011.02.28 17:30close542.321.380411.323611.43881-220.40115680.47
1602011.02.28 17:30close532.321.380411.324821.44002-501.12115179.35
1612011.02.28 17:30close522.321.380411.322291.44329-586.96114592.39
1622011.02.28 17:45close512.321.380141.326271.43837-540.56114051.83
1632011.03.01 09:30buy552.281.382730.000000.00000
1642011.03.01 09:30modify552.281.382731.359181.40598
1652011.03.01 10:15close552.281.383031.359181.4059868.40114120.23
1662011.03.03 14:45buy562.281.394010.000000.00000
1672011.03.03 14:45modify562.281.394011.335611.45211
1682011.03.03 15:00buy572.281.396680.000000.00000
1692011.03.03 15:00modify572.281.396681.326581.46648
1702011.03.04 01:45buy582.281.395560.000000.00000
1712011.03.04 01:45modify582.281.395561.326961.46386
1722011.03.04 02:45buy592.281.395300.000000.00000
1732011.03.04 02:45modify592.281.395301.326701.46360
1742011.03.04 14:00close592.281.396561.326701.46360287.28114407.51
1752011.03.04 15:30close582.281.398661.326961.46386706.80115114.31
1762011.03.04 15:30close572.281.398661.326581.46648448.48115562.78
1772011.03.04 15:45buy602.281.399080.000000.00000
1782011.03.04 15:45modify602.281.399081.369431.42843
1792011.03.04 16:00buy612.281.400090.000000.00000
1802011.03.04 16:00modify612.281.400091.367341.43254
1812011.03.04 16:15close612.281.398901.367341.43254-271.32115291.46
1822011.03.04 16:30close602.281.398171.369431.42843-207.48115083.98
1832011.03.04 17:15close562.281.396701.335611.45211610.36115694.34
1842011.03.07 10:30buy622.311.401330.000000.00000
1852011.03.07 10:30modify622.311.401331.370181.43218
1862011.03.07 13:30close622.311.402301.370181.43218224.07115918.41
1872011.03.07 15:00buy632.321.400540.000000.00000
1882011.03.07 15:00modify632.321.400541.360191.44059
1892011.03.07 15:15close632.321.399781.360191.44059-176.32115742.09
1902011.03.09 09:45sell642.311.386640.000000.00000
1912011.03.09 09:45modify642.311.386641.413891.35939
1922011.03.09 10:30close642.311.387851.413891.35939-279.51115462.58
1932011.03.10 08:15sell652.311.381770.000000.00000
1942011.03.10 08:15modify652.311.381771.436621.32692
1952011.03.10 08:30sell662.311.382150.000000.00000
1962011.03.10 08:30modify662.311.382151.441851.32245
1972011.03.10 08:45sell672.311.382250.000000.00000
1982011.03.10 08:45modify672.311.382251.441951.32255
1992011.03.10 10:00close672.311.384001.441951.32255-404.25115058.33
2002011.03.10 12:00close662.311.384651.441851.32245-577.50114480.83
2012011.03.10 12:00close652.311.384651.436621.32692-665.28113815.55
2022011.03.11 11:30sell682.281.375380.000000.00000
2032011.03.11 11:30modify682.281.375381.419481.33128
2042011.03.11 12:00close682.281.377231.419481.33128-421.80113393.75
2052011.03.15 05:15sell692.271.391210.000000.00000
2062011.03.15 05:15modify692.271.391211.446261.33616
2072011.03.15 06:45close692.271.393661.446261.33616-556.15112837.60
2082011.03.15 10:30sell702.261.388170.000000.00000
2092011.03.15 10:30modify702.261.388171.448171.32817
2102011.03.15 13:15close702.261.390711.448171.32817-574.04112263.56
2112011.03.16 14:45sell712.251.391690.000000.00000
2122011.03.16 14:45modify712.251.391691.435941.34744
2132011.03.16 15:15close712.251.393571.435941.34744-423.00111840.56
2142011.03.16 22:15sell722.241.391590.000000.00000
2152011.03.16 22:15modify722.241.391591.448191.33499
2162011.03.17 01:00close722.241.387871.448191.33499837.31112677.87
2172011.03.18 02:45buy732.251.407450.000000.00000
2182011.03.18 02:45modify732.251.407451.358801.45580
2192011.03.18 07:45buy742.251.405950.000000.00000
2202011.03.18 07:45modify742.251.405951.352601.45900
2212011.03.18 09:00close742.251.404931.352601.45900-229.50112448.37
2222011.03.18 09:00close732.251.404931.358801.45580-567.00111881.37
2232011.03.23 12:30sell752.241.416180.000000.00000
2242011.03.23 12:30modify752.241.416181.448831.38353
2252011.03.23 13:00close752.241.414221.448831.38353439.04112320.41
2262011.03.24 16:00buy762.251.420150.000000.00000
2272011.03.24 16:00modify762.251.420151.345751.49425
2282011.03.24 16:15buy772.251.419800.000000.00000
2292011.03.24 16:15modify772.251.419801.340901.49840
2302011.03.24 21:15close772.251.416711.340901.49840-695.25111625.16
2312011.03.24 21:15close762.251.416711.345751.49425-774.00110851.16
2322011.03.25 00:15buy782.221.417010.000000.00000
2332011.03.25 00:15modify782.221.417011.360661.47306
2342011.03.25 00:30close782.221.415331.360661.47306-372.96110478.20
2352011.03.25 17:30sell792.211.408730.000000.00000
2362011.03.25 17:30modify792.211.408731.461481.35598
2372011.03.25 17:45sell802.211.407540.000000.00000
2382011.03.25 17:45modify802.211.407541.470041.34504
2392011.03.25 18:00sell812.211.406560.000000.00000
2402011.03.25 18:00modify812.211.406561.472011.34111
2412011.03.25 21:30sell822.211.408120.000000.00000
2422011.03.25 21:30modify822.211.408121.795721.02052
2432011.03.25 21:45sell832.211.408360.000000.00000
2442011.03.25 21:45modify832.211.408361.777661.03906
2452011.03.25 22:00sell842.211.408700.000000.00000
2462011.03.25 22:00modify842.211.408701.770201.04720
2472011.03.28 00:15close842.211.404961.770201.04720827.87111306.07
2482011.03.28 00:45close832.211.402481.777661.039061300.81112606.87
2492011.03.28 00:45close822.211.402481.795721.020521247.77113854.64
2502011.03.28 00:45close812.211.402481.472011.34111903.01114757.65
2512011.03.28 00:45close802.211.402481.470041.345041119.59115877.23
2522011.03.28 00:45close792.211.402481.461481.355981382.58117259.81
2532011.03.28 03:00sell852.351.404720.000000.00000
2542011.03.28 03:00modify852.351.404721.478871.33057
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2612011.03.28 11:45close882.351.405241.474101.33910319.60117579.41
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2632011.03.28 16:00close862.351.409581.474501.33600-1017.55115654.76
2642011.03.28 16:00close852.351.409581.478871.33057-1142.10114512.66
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2692011.03.29 13:00close902.291.408461.453031.36763428.23114940.89
2702011.03.29 13:30close892.291.406451.453961.368561101.49116042.38
2712011.03.31 11:15buy912.321.422950.000000.00000
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2732011.03.31 13:00close912.321.420541.365451.48015-559.12115483.26
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2812011.04.01 16:00close942.291.406381.454421.36582856.46115318.70
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3032011.04.14 12:15sell1022.351.439250.000000.00000
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3232011.04.20 19:15buy1092.381.449280.000000.00000
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5382011.07.26 15:15modify1813.071.446051.369751.52205
5392011.07.26 16:45close1813.071.449301.369751.52205997.75154619.59
5402011.07.27 04:00close1803.071.450211.364151.528851088.93155708.52
5412011.07.27 04:00close1793.071.450211.364831.52953880.17156588.69
5422011.07.27 04:00close1783.071.450211.365591.53029646.85157235.54
5432011.07.27 04:00close1773.071.450211.373231.52353511.77157747.31
5442011.07.28 10:15buy1823.151.439930.000000.00000
5452011.07.28 10:15modify1823.151.439931.405431.47413
5462011.07.28 10:30close1823.151.438181.405431.47413-551.25157196.06
5472011.07.28 12:00sell1833.141.429750.000000.00000
5482011.07.28 12:00modify1833.141.429751.480851.37865
5492011.07.28 12:15sell1843.141.427520.000000.00000
5502011.07.28 12:15modify1843.141.427521.491321.36372
5512011.07.28 12:30sell1853.141.427800.000000.00000
5522011.07.28 12:30modify1853.141.427801.493251.36235
5532011.07.28 14:15close1853.141.426091.493251.36235536.94157733.00
5542011.07.28 16:15close1843.141.430731.491321.36372-1007.94156725.06
5552011.07.28 16:15close1833.141.430731.480851.37865-307.72156417.34
5562011.07.29 15:15buy1863.131.434050.000000.00000
5572011.07.29 15:15modify1863.131.434051.367151.50065
5582011.07.29 15:30buy1873.131.437180.000000.00000
5592011.07.29 15:30modify1873.131.437181.365231.50883
5602011.07.29 16:00close1873.131.438621.365231.50883450.72156868.06
5612011.07.29 21:00buy1883.131.436340.000000.00000
5622011.07.29 21:00modify1883.131.436340.886591.98579
5632011.08.01 09:45close1883.131.438910.886591.98579800.34157668.40
5642011.08.01 09:45close1863.131.438911.367151.500651517.11159185.51
5652011.08.01 16:00sell1893.181.433450.000000.00000
5662011.08.01 16:00modify1893.181.433451.494251.37265
5672011.08.01 16:30sell1903.181.427480.000000.00000
5682011.08.01 16:30modify1903.181.427481.524681.33028
5692011.08.01 16:45sell1913.181.427040.000000.00000
5702011.08.01 16:45modify1913.181.427041.524641.32944
5712011.08.01 17:00close1913.181.420091.524641.329442210.10161395.61
5722011.08.01 17:00close1903.181.420091.524681.330282350.02163745.63
5732011.08.01 17:15sell1923.181.419950.000000.00000
5742011.08.01 17:15modify1923.181.419951.550551.28935
5752011.08.01 19:45close1923.181.425201.550551.28935-1669.50162076.13
5762011.08.01 19:45close1893.181.425201.494251.372652623.50164699.63
5772011.08.02 09:15sell1933.291.416860.000000.00000
5782011.08.02 09:15modify1933.291.416861.475261.35846
5792011.08.02 10:15close1933.291.421631.475261.35846-1569.33163130.30
5802011.08.02 15:15buy1943.261.422960.000000.00000
5812011.08.02 15:15modify1943.261.422961.358611.48701
5822011.08.02 16:15close1943.261.427511.358611.487011483.30164613.60
5832011.08.03 09:30buy1953.291.423010.000000.00000
5842011.08.03 09:30modify1953.291.423011.370311.47541
5852011.08.03 10:15close1953.291.426601.370311.475411181.11165794.71
5862011.08.05 09:30buy1963.321.415660.000000.00000
5872011.08.05 09:30modify1963.321.415661.361711.46931
5882011.08.05 10:30close1963.321.413281.361711.46931-790.16165004.55
5892011.08.09 21:45buy1973.301.433200.000000.00000
5902011.08.09 21:45modify1973.301.433201.356301.50980
5912011.08.09 23:30close1973.301.438261.356301.509801669.80166674.35
5922011.08.10 15:00sell1983.331.427050.000000.00000
5932011.08.10 15:00modify1983.331.427051.491551.36255
5942011.08.10 15:15sell1993.331.424130.000000.00000
5952011.08.10 15:15modify1993.331.424131.509931.33833
5962011.08.10 15:30sell2003.331.424460.000000.00000
5972011.08.10 15:30modify2003.331.424461.514861.33406
5982011.08.10 16:00close2003.331.420211.514861.334061415.25168089.60
5992011.08.10 16:15close1993.331.417531.509931.338332197.80170287.40
6002011.08.10 16:15close1983.331.417531.491551.362553170.16173457.56
6012011.08.10 20:15sell2013.471.423080.000000.00000
6022011.08.10 20:15modify2013.471.423081.542281.30388
6032011.08.10 21:45close2013.471.418901.542281.303881450.46174908.02
6042011.08.15 15:00buy2023.501.437000.000000.00000
6052011.08.15 15:00modify2023.501.437001.379251.49445
6062011.08.15 15:15buy2033.501.439390.000000.00000
6072011.08.15 15:15modify2033.501.439391.373141.50534
6082011.08.15 15:30buy2043.501.440520.000000.00000
6092011.08.15 15:30modify2043.501.440521.368071.51267
6102011.08.15 15:45close2043.501.442581.368071.51267721.00175629.02
6112011.08.15 16:00close2033.501.443721.373141.505341515.50177144.52
6122011.08.15 16:15close2023.501.445001.379251.494452800.00179944.52
6132011.08.16 02:30buy2053.601.442370.000000.00000
6142011.08.16 02:30modify2053.601.442371.358971.52547
6152011.08.16 09:15close2053.601.437211.358971.52547-1857.60178086.92
6162011.08.17 09:15sell2063.561.434010.000000.00000
6172011.08.17 09:15modify2063.561.434011.480011.38801
6182011.08.17 09:30close2063.561.438201.480011.38801-1491.64176595.28
6192011.08.19 14:30buy2073.531.441160.000000.00000
6202011.08.19 14:30modify2073.531.441161.365411.51661
6212011.08.19 17:30buy2083.531.439100.000000.00000
6222011.08.19 17:30modify2083.531.439101.342851.53505
6232011.08.19 20:00buy2093.531.438800.000000.00000
6242011.08.19 20:00modify2093.531.438801.342551.53475
6252011.08.22 00:15close2093.531.436311.342551.53475-883.56175711.72
6262011.08.22 00:15close2083.531.436311.342851.53505-989.46174722.26
6272011.08.22 00:15close2073.531.436311.365411.51661-1716.64173005.62
6282011.08.23 09:30buy2103.461.441970.000000.00000
6292011.08.23 09:30modify2103.461.441971.408371.47527
6302011.08.23 09:45buy2113.461.443780.000000.00000
6312011.08.23 09:45modify2113.461.443781.399831.48743
6322011.08.23 10:00close2113.461.446491.399831.48743937.66173943.28
6332011.08.23 10:15buy2123.461.447970.000000.00000
6342011.08.23 10:15modify2123.461.447971.381121.51452
6352011.08.23 14:00buy2133.461.446570.000000.00000
6362011.08.23 14:00modify2133.461.446571.373421.51942
6372011.08.23 14:15buy2143.461.446340.000000.00000
6382011.08.23 14:15modify2143.461.446341.373191.51919
6392011.08.23 14:45close2143.461.445171.373191.51919-404.82173538.46
6402011.08.23 14:45close2133.461.445171.373421.51942-484.40173054.06
6412011.08.23 14:45close2123.461.445171.381121.51452-968.80172085.26
6422011.08.23 15:00close2103.461.444211.408371.47527775.04172860.30
6432011.08.23 16:00sell2153.461.438470.000000.00000
6442011.08.23 16:00modify2153.461.438471.505571.37137
6452011.08.23 17:45close2153.461.442841.505571.37137-1512.02171348.28
6462011.08.25 09:15buy2163.431.445810.000000.00000
6472011.08.25 09:15modify2163.431.445811.410911.48041
6482011.08.25 09:45buy2173.431.446020.000000.00000
6492011.08.25 09:45modify2173.431.446021.406371.48537
6502011.08.25 11:15close2173.431.442241.406371.48537-1296.54170051.74
6512011.08.25 11:15close2163.431.442241.410911.48041-1224.51168827.23
6522011.08.25 16:30sell2183.381.436560.000000.00000
6532011.08.25 16:30modify2183.381.436561.490611.38251
6542011.08.25 16:45sell2193.381.436460.000000.00000
6552011.08.25 16:45modify2193.381.436461.494861.37806
6562011.08.25 17:00sell2203.381.435150.000000.00000
6572011.08.25 17:00modify2203.381.435151.507901.36240
6582011.08.25 17:30close2203.381.437761.507901.36240-882.18167945.05
6592011.08.25 17:30close2193.381.437761.494861.37806-439.40167505.65
6602011.08.25 18:00close2183.381.437961.490611.38251-473.20167032.45
6612011.08.26 16:30sell2213.341.437310.000000.00000
6622011.08.26 16:30modify2213.341.437311.486811.38781
6632011.08.26 16:45sell2223.341.435050.000000.00000
6642011.08.26 16:45modify2223.341.435051.496551.37355
6652011.08.26 17:15close2223.341.438451.496551.37355-1135.60165896.85
6662011.08.26 17:15close2213.341.438451.486811.38781-380.76165516.09
6672011.08.26 17:30buy2233.311.441900.000000.00000
6682011.08.26 17:30modify2233.311.441901.380251.50325
6692011.08.26 17:45buy2243.311.443650.000000.00000
6702011.08.26 17:45modify2243.311.443651.382001.50500
6712011.08.26 18:30close2243.311.449521.382001.505001942.97167459.06
6722011.08.29 01:45buy2253.311.448180.000000.00000
6732011.08.29 01:45modify2253.311.448181.361531.53453
6742011.08.29 02:45buy2263.311.447510.000000.00000
6752011.08.29 02:45modify2263.311.447511.360861.53386
6762011.08.29 03:00buy2273.311.447060.000000.00000
6772011.08.29 03:00modify2273.311.447061.360411.53341
6782011.08.29 07:15close2273.311.450841.360411.533411251.18168710.24
6792011.08.29 07:15close2263.311.450841.360861.533861102.23169812.47
6802011.08.29 07:15close2253.311.450841.361531.53453880.46170692.93
6812011.08.29 07:15close2233.311.450841.380251.503252954.84173647.77
6822011.08.30 08:45sell2283.471.448510.000000.00000
6832011.08.30 08:45modify2283.471.448511.473911.42311
6842011.08.30 09:00close2283.471.449601.473911.42311-378.23173269.54
6852011.08.30 11:15sell2293.471.441060.000000.00000
6862011.08.30 11:15modify2293.471.441061.504061.37806
6872011.08.30 11:30sell2303.471.440590.000000.00000
6882011.08.30 11:30modify2303.471.440591.507891.37329
6892011.08.30 14:30sell2313.471.441940.000000.00000
6902011.08.30 14:30modify2313.471.441941.516241.36764
6912011.08.30 14:45sell2323.471.442890.000000.00000
6922011.08.30 14:45modify2323.471.442891.517191.36859
6932011.08.30 15:30close2323.471.443511.517191.36859-215.14173054.40
6942011.08.30 15:30close2313.471.443511.516241.36764-544.79172509.61
6952011.08.30 15:30close2303.471.443511.507891.37329-1013.24171496.37
6962011.08.30 15:30close2293.471.443511.504061.37806-850.15170646.22
6972011.09.01 09:30sell2333.411.431520.000000.00000
6982011.09.01 09:30modify2333.411.431521.469871.39317
6992011.09.01 09:45sell2343.411.430960.000000.00000
7002011.09.01 09:45modify2343.411.430961.469311.39261
7012011.09.01 11:15close2343.411.427671.469311.392611121.89171768.11
7022011.09.01 11:15close2333.411.427671.469871.393171312.85173080.96
7032011.09.01 15:00sell2353.461.430070.000000.00000
7042011.09.01 15:00modify2353.461.430071.486871.37327
7052011.09.01 16:15close2353.461.423971.486871.373272110.60175191.56
7062011.09.02 15:30sell2363.501.422450.000000.00000
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7082011.09.02 16:45close2363.501.419871.461601.38330903.00176094.56
7092011.09.06 10:15buy2373.521.422400.000000.00000
7102011.09.06 10:15modify2373.521.422401.307151.53735
7112011.09.06 10:45buy2383.521.417550.000000.00000
7122011.09.06 10:45modify2383.521.417551.302301.53250
7132011.09.06 13:30buy2393.521.415060.000000.00000
7142011.09.06 13:30modify2393.521.415061.299811.53001
7152011.09.06 13:45close2393.521.412951.299811.53001-742.72175351.84
7162011.09.06 13:45close2383.521.412951.302301.53250-1619.20173732.64
7172011.09.06 13:45close2373.521.412951.307151.53735-3326.40170406.24
7182011.09.08 14:45sell2403.411.399450.000000.00000
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7202011.09.08 15:00sell2413.411.398300.000000.00000
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7222011.09.08 15:15sell2423.411.397620.000000.00000
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7242011.09.08 15:45close2423.411.401651.469471.32577-1374.23169032.01
7252011.09.08 15:45close2413.411.401651.470151.32645-1142.35167889.66
7262011.09.08 15:45close2403.411.401651.452151.34675-750.20167139.46
7272011.09.09 12:00sell2433.341.379210.000000.00000
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7292011.09.09 14:30close2433.341.383861.453111.30531-1553.10165586.36
7302011.09.09 15:30sell2443.311.374670.000000.00000
7312011.09.09 15:30modify2443.311.374671.473971.27537
7322011.09.09 15:45sell2453.311.370990.000000.00000
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7342011.09.09 17:15close2453.311.368551.489141.25284807.64166394.00
7352011.09.09 18:45close2443.311.363521.473971.275373690.65170084.65
7362011.09.15 15:15buy2463.401.390460.000000.00000
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7382011.09.15 15:30buy2473.401.388860.000000.00000
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7402011.09.15 16:30close2473.401.384501.272311.50511-1482.40168602.25
7412011.09.15 23:00buy2483.401.387710.000000.00000
7422011.09.15 23:00modify2483.401.387711.296211.47891
7432011.09.16 01:00buy2493.401.386810.000000.00000
7442011.09.16 01:00modify2493.401.386811.304361.46896
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7482011.09.16 09:15close2493.401.380381.304361.46896-2186.20164889.45
7492011.09.16 09:15close2483.401.380381.296211.47891-2496.62162392.83
7502011.09.16 09:15close2463.401.380381.285511.49511-3431.62158961.21
7512011.09.16 09:30sell2513.181.378720.000000.00000
7522011.09.16 09:30modify2513.181.378721.433921.32352
7532011.09.16 09:45close2513.181.380891.433921.32352-690.06158271.15
7542011.09.20 01:00sell2523.171.360220.000000.00000
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7572011.09.21 20:45sell2533.151.367880.000000.00000
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7592011.09.21 21:00sell2543.151.367140.000000.00000
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7612011.09.21 21:45close2543.151.362941.450241.284041323.00158617.79
7622011.09.22 10:00close2533.151.352471.450981.284784859.82163477.61
7632011.10.04 16:45buy2553.271.327290.000000.00000
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7652011.10.04 19:15close2553.271.326131.262441.39184-379.32163098.29
7662011.10.06 10:15buy2563.261.337250.000000.00000
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7702011.10.06 11:00close2573.261.337371.294771.38157-309.70162788.59
7712011.10.06 11:30close2563.261.336331.307401.36680-299.92162488.67
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7802011.10.06 15:30close2593.241.330231.382931.27713-64.80161436.88
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7852011.10.06 16:45buy2633.231.341380.000000.00000
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7942011.10.07 11:00close2663.231.343001.237101.44540516.80162499.55
7952011.10.07 14:45close2653.231.348281.238451.446751786.19164285.74
7962011.10.07 14:45close2643.231.348280.717851.967651737.74166023.48
7972011.10.07 14:45close2623.231.348281.258651.414753687.69169711.17
7982011.10.07 15:00buy2673.231.348430.000000.00000
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8002011.10.07 18:15close2673.231.348081.291481.40508-113.05169598.12
8012011.10.07 18:15close2613.231.348081.255471.411574650.23174248.35
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8032011.10.07 18:30modify2683.481.343321.399771.28687
8042011.10.07 18:45sell2693.481.340330.000000.00000
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8062011.10.07 21:30close2693.481.341401.403131.27753-372.36173875.99
8072011.10.10 02:45close2683.481.342531.399771.28687277.01174153.00
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8112011.10.12 10:30modify2713.481.374691.292291.45679
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8182011.10.12 22:15modify2733.591.378641.287041.46994
8192011.10.13 00:00buy2743.591.377870.000000.00000
8202011.10.13 00:00modify2743.591.377871.337721.41772
8212011.10.13 09:30close2743.591.381831.337721.417721421.64181170.48
8222011.10.13 09:30close2733.591.381831.287041.469941131.21182301.69
8232011.10.13 10:15sell2753.651.376610.000000.00000
8242011.10.13 10:15modify2753.651.376611.408161.34506
8252011.10.13 10:30sell2763.651.375610.000000.00000
8262011.10.13 10:30modify2763.651.375611.411961.33926
8272011.10.13 10:45sell2773.651.374920.000000.00000
8282011.10.13 10:45modify2773.651.374921.418871.33097
8292011.10.13 11:00close2773.651.373611.418871.33097478.15182779.84
8302011.10.13 11:45close2763.651.372651.411961.339261080.40183860.24
8312011.10.13 12:30close2753.651.373131.408161.345061270.20185130.44
8322011.10.14 15:45buy2783.701.387480.000000.00000
8332011.10.14 15:45modify2783.701.387481.308931.46573
8342011.10.14 18:30close2783.701.384461.308931.46573-1117.40184013.04
8352011.10.17 01:30buy2793.681.387530.000000.00000
8362011.10.17 01:30modify2793.681.387531.329381.44538
8372011.10.17 01:45buy2803.681.386730.000000.00000
8382011.10.17 01:45modify2803.681.386731.328581.44458
8392011.10.17 03:30buy2813.681.384770.000000.00000
8402011.10.17 03:30modify2813.681.384771.333521.43572
8412011.10.17 05:30close2813.681.383491.333521.43572-471.04183542.00
8422011.10.17 05:30close2803.681.383491.328581.44458-1192.32182349.68
8432011.10.17 05:30close2793.681.383491.329381.44538-1486.72180862.96
8442011.10.20 11:45buy2823.621.381440.000000.00000
8452011.10.20 11:45modify2823.621.381441.300291.46229
8462011.10.20 12:00buy2833.621.380250.000000.00000
8472011.10.20 12:00modify2833.621.380251.299101.46110
8482011.10.20 14:30close2833.621.377541.299101.46110-981.02179881.94
8492011.10.20 15:00close2823.621.377071.300291.46229-1581.94178300.00
8502011.10.21 15:30buy2843.571.387760.000000.00000
8512011.10.21 15:30modify2843.571.387761.296761.47846
8522011.10.21 19:00buy2853.571.385720.000000.00000
8532011.10.21 19:00modify2853.571.385721.287921.48322
8542011.10.21 19:15close2853.571.384251.287921.48322-524.79177775.21
8552011.10.21 19:15close2843.571.384251.296761.47846-1253.07176522.14
8562011.10.24 00:30buy2863.531.385780.000000.00000
8572011.10.24 00:30modify2863.531.385781.305581.46568
8582011.10.24 00:45buy2873.531.385390.000000.00000
8592011.10.24 00:45modify2873.531.385391.310491.45999
8602011.10.24 01:00buy2883.531.384580.000000.00000
8612011.10.24 01:00modify2883.531.384581.309681.45918
8622011.10.24 01:30close2883.531.383351.309681.45918-434.19176087.95
8632011.10.24 01:30close2873.531.383351.310491.45999-720.12175367.83
8642011.10.24 01:30close2863.531.383351.305581.46568-857.79174510.04
8652011.10.26 16:15sell2893.491.388400.000000.00000
8662011.10.26 16:15modify2893.491.388401.436301.34050
8672011.10.26 16:30sell2903.491.385840.000000.00000
8682011.10.26 16:30modify2903.491.385841.448891.32279
8692011.10.26 17:00sell2913.491.381980.000000.00000
8702011.10.26 17:00modify2913.491.381981.469131.29483
8712011.10.26 17:45close2913.491.384981.469131.29483-1047.00173463.04
8722011.10.26 19:45close2903.491.387151.448891.32279-457.19173005.85
8732011.10.26 19:45close2893.491.387151.436301.34050436.25173442.10
8742011.10.27 15:15buy2923.471.412070.000000.00000
8752011.10.27 15:15modify2923.471.412071.295521.52832
8762011.10.27 18:15close2923.471.419281.295521.528322501.87175943.97
8772011.10.31 03:00sell2933.521.409150.000000.00000
8782011.10.31 03:00modify2933.521.409151.464101.35420
8792011.10.31 03:30close2933.521.405581.464101.354201256.64177200.61
8802011.11.03 15:00sell2943.541.368590.000000.00000
8812011.11.03 15:00modify2943.541.368591.456791.28039
8822011.11.03 15:30close2943.541.372861.456791.28039-1511.58175689.03
8832011.11.04 14:30sell2953.511.377120.000000.00000
8842011.11.04 14:30modify2953.511.377121.432371.32187
8852011.11.04 15:00close2953.511.373141.432371.321871396.98177086.01
8862011.11.07 12:15buy2963.541.376610.000000.00000
8872011.11.07 12:15modify2963.541.376611.308661.44426
8882011.11.07 14:30close2963.541.372641.308661.44426-1405.38175680.63
8892011.11.09 10:30sell2973.511.374110.000000.00000
8902011.11.09 10:30modify2973.511.374111.438211.31001
8912011.11.09 10:45sell2983.511.371730.000000.00000
8922011.11.09 10:45modify2983.511.371731.443931.29953
8932011.11.09 11:15close2983.511.369721.443931.29953705.51176386.14
8942011.11.09 11:45close2973.511.366731.438211.310012590.38178976.52
8952011.11.16 09:45buy2993.581.353100.000000.00000
8962011.11.16 09:45modify2993.581.353101.291751.41415
8972011.11.16 11:45close2993.581.350211.291751.41415-1034.62177941.90
8982011.11.18 10:30buy3003.561.354130.000000.00000
8992011.11.18 10:30modify3003.561.354131.305031.40293
9002011.11.18 11:45close3003.561.351761.305031.40293-843.72177098.18
9012011.11.18 13:00buy3013.541.359560.000000.00000
9022011.11.18 13:00modify3013.541.359561.285011.43381
9032011.11.18 13:30buy3023.541.359620.000000.00000
9042011.11.18 13:30modify3023.541.359621.282971.43597
9052011.11.18 15:15close3023.541.356161.282971.43597-1224.84175873.34
9062011.11.18 15:15close3013.541.356161.285011.43381-1203.60174669.74
9072011.11.21 09:15sell3033.491.346220.000000.00000
9082011.11.21 09:15modify3033.491.346221.383921.30852
9092011.11.21 13:00close3033.491.344831.383921.30852485.11175154.85
9102011.11.23 11:15sell3043.501.340660.000000.00000
9112011.11.23 11:15modify3043.501.340661.406161.27516
9122011.11.23 11:30sell3053.501.337720.000000.00000
9132011.11.23 11:30modify3053.501.337721.415421.26002
9142011.11.23 11:45sell3063.501.339120.000000.00000
9152011.11.23 11:45modify3063.501.339121.417521.26072
9162011.11.23 16:45close3063.501.335651.417521.260721214.50176369.35
9172011.11.23 17:15close3053.501.333411.415421.260021508.50177877.85
9182011.11.23 18:15close3043.501.335091.406161.275161949.50179827.35
9192011.11.25 10:00sell3073.601.326870.000000.00000
9202011.11.25 10:00modify3073.601.326871.369921.28382
9212011.11.25 10:15sell3083.601.325710.000000.00000
9222011.11.25 10:15modify3083.601.325711.372961.27846
9232011.11.25 10:30sell3093.601.326820.000000.00000
9242011.11.25 10:30modify3093.601.326821.375521.27812
9252011.11.25 12:00close3093.601.323871.375521.278121062.00180889.35
9262011.11.25 12:00close3083.601.323871.372961.27846662.40181551.75
9272011.11.25 12:30close3073.601.322851.369921.283821447.20182998.95
9282011.11.25 16:15sell3103.661.328200.000000.00000
9292011.11.25 16:15modify3103.661.328201.386851.26955
9302011.11.25 18:15close3103.661.323191.386851.269551833.66184832.61
9312011.11.29 11:15buy3113.701.339920.000000.00000
9322011.11.29 11:15modify3113.701.339921.283571.39597
9332011.11.29 11:30buy3123.701.341430.000000.00000
9342011.11.29 11:30modify3123.701.341431.271581.41098
9352011.11.29 11:45buy3133.701.341550.000000.00000
9362011.11.29 11:45modify3133.701.341551.263551.41925
9372011.11.29 12:15close3133.701.339101.263551.41925-906.50183926.11
9382011.11.29 13:00close3123.701.337081.271581.41098-1609.50182316.61
9392011.11.29 13:00close3113.701.337081.283571.39597-1050.80181265.81
9402011.11.30 08:30sell3143.631.326900.000000.00000
9412011.11.30 08:30modify3143.631.326901.376351.27745
9422011.11.30 10:15close3143.631.329221.376351.27745-842.16180423.65
9432011.11.30 12:45buy3153.611.333130.000000.00000
9442011.11.30 12:45modify3153.611.333131.283531.38243
9452011.11.30 13:15close3153.611.330431.283531.38243-974.70179448.95
9462011.11.30 14:15buy3163.591.341930.000000.00000
9472011.11.30 14:15modify3163.591.341931.222131.46143
9482011.11.30 14:30buy3173.591.343520.000000.00000
9492011.11.30 14:30modify3173.591.343521.223721.46302
9502011.11.30 14:45buy3183.591.347160.000000.00000
9512011.11.30 14:45modify3183.591.347161.227361.46666
9522011.11.30 15:00close3183.591.351411.227361.466661525.75180974.70
9532011.11.30 15:15buy3193.591.349830.000000.00000
9542011.11.30 15:15modify3193.591.349831.213931.48543
9552011.11.30 16:15close3193.591.345941.213931.48543-1396.51179578.19
9562011.11.30 18:15close3173.591.344321.223721.46302287.20179865.39
9572011.11.30 20:15close3163.591.342361.222131.46143154.37180019.76
9582011.12.02 17:15sell3203.601.337960.000000.00000
9592011.12.02 17:15modify3203.601.337961.421611.25431
9602011.12.02 20:30sell3213.601.340240.000000.00000
9612011.12.02 20:30modify3213.601.340241.888340.79214
9622011.12.05 00:15close3213.601.341811.888340.79214-563.04179456.72
9632011.12.05 00:15close3203.601.341811.421611.25431-1383.84178072.88
9642011.12.05 20:15sell3223.561.338590.000000.00000
9652011.12.05 20:15modify3223.561.338591.390691.28649
9662011.12.06 01:45sell3233.561.340020.000000.00000
9672011.12.06 01:45modify3233.561.340021.395171.28487
9682011.12.06 08:00sell3243.561.338250.000000.00000
9692011.12.06 08:00modify3243.561.338251.386501.29000
9702011.12.06 08:30close3243.561.334421.386501.290001363.48179436.36
9712011.12.06 08:30close3233.561.334421.395171.284871993.60181429.96
9722011.12.06 08:30close3223.561.334421.390691.286491486.66182916.61
9732011.12.08 14:00buy3253.661.342090.000000.00000
9742011.12.08 14:00modify3253.661.342091.316491.36739
9752011.12.08 14:15close3253.661.340891.316491.36739-439.20182477.41
9762011.12.08 14:30buy3263.651.342110.000000.00000
9772011.12.08 14:30modify3263.651.342111.316511.36741
9782011.12.08 14:45close3263.651.343661.316511.36741565.75183043.16
9792011.12.08 15:15sell3273.661.334240.000000.00000
9802011.12.08 15:15modify3273.661.334241.398641.26984
9812011.12.08 15:30sell3283.661.332820.000000.00000
9822011.12.08 15:30modify3283.661.332821.405371.26027
9832011.12.08 15:45sell3293.661.332710.000000.00000
9842011.12.08 15:45modify3293.661.332711.405261.26016
9852011.12.08 17:15close3293.661.329931.405261.260161017.48184060.64
9862011.12.08 18:30sell3303.661.333290.000000.00000
9872011.12.08 18:30modify3303.661.333291.417641.24894
9882011.12.08 20:15sell3313.661.334060.000000.00000
9892011.12.08 20:15modify3313.661.334061.418411.24971
9902011.12.08 21:15sell3323.661.334370.000000.00000
9912011.12.08 21:15modify3323.661.334371.418721.25002
9922011.12.08 21:30close3323.661.335931.418721.25002-570.96183489.68
9932011.12.08 21:30close3313.661.335931.418411.24971-684.42182805.26
9942011.12.08 21:30close3303.661.335931.417641.24894-966.24181839.02
9952011.12.08 21:30close3283.661.335931.405371.26027-1138.26180700.76
9962011.12.08 21:30close3273.661.335931.398641.26984-618.54180082.22
9972011.12.12 08:45sell3333.601.330590.000000.00000
9982011.12.12 08:45modify3333.601.330591.372341.28884
9992011.12.12 11:00sell3343.601.326320.000000.00000
10002011.12.12 11:00modify3343.601.326321.390371.26227
10012011.12.12 16:30close3343.601.321991.390371.262271558.80181641.02
10022011.12.12 16:30close3333.601.321991.372341.288843096.00184737.02
10032011.12.13 16:45sell3353.691.312350.000000.00000
10042011.12.13 16:45modify3353.691.312351.373751.25095
10052011.12.13 17:15sell3363.691.308160.000000.00000
10062011.12.13 17:15modify3363.691.308161.397811.21851
10072011.12.13 21:00close3363.691.303881.397811.218511579.32186316.34
10082011.12.13 21:15close3353.691.302381.373751.250953678.93189995.27
10092011.12.15 10:15sell3373.801.298550.000000.00000
10102011.12.15 10:15modify3373.801.298551.329451.26765
10112011.12.15 11:30close3373.801.298761.329451.26765-79.80189915.47
10122011.12.16 13:45buy3383.801.307570.000000.00000
10132011.12.16 13:45modify3383.801.307571.269221.34562
10142011.12.16 14:00buy3393.801.307120.000000.00000
10152011.12.16 14:00modify3393.801.307121.266921.34702
10162011.12.16 15:15close3393.801.305471.266921.34702-627.00189288.47
10172011.12.16 15:15close3383.801.305471.269221.34562-798.00188490.47
10182011.12.16 15:30sell3403.771.304290.000000.00000
10192011.12.16 15:30modify3403.771.304291.344491.26409
10202011.12.16 15:45sell3413.771.302870.000000.00000
10212011.12.16 15:45modify3413.771.302871.343071.26267
10222011.12.16 17:00close3413.771.304801.343071.26267-727.61187762.86
10232011.12.16 18:45close3403.771.301301.344491.264091127.23188890.09
10242011.12.20 11:00buy3423.781.307800.000000.00000
10252011.12.20 11:00modify3423.781.307801.265551.34975
10262011.12.20 11:15buy3433.781.307440.000000.00000
10272011.12.20 11:15modify3433.781.307441.261591.35299
10282011.12.20 11:30buy3443.781.307350.000000.00000
10292011.12.20 11:30modify3443.781.307351.261501.35290
10302011.12.20 13:30buy3453.781.306380.000000.00000
10312011.12.20 13:30modify3453.781.306381.258831.35363
10322011.12.20 14:45close3453.781.310391.258831.353631515.78190405.87
10332011.12.20 14:45close3443.781.310391.261501.352901149.12191554.99
10342011.12.20 14:45close3433.781.310391.261591.352991115.10192670.09
10352011.12.20 14:45close3423.781.310391.265551.34975979.02193649.11
10362011.12.20 15:00buy3463.871.311340.000000.00000
10372011.12.20 15:00modify3463.871.311341.247141.37524
10382011.12.20 15:15buy3473.871.311220.000000.00000
10392011.12.20 15:15modify3473.871.311221.247021.37512
10402011.12.20 17:30buy3483.871.309780.000000.00000
10412011.12.20 17:30modify3483.871.309781.245081.37418
10422011.12.20 17:45close3483.871.306991.245081.37418-1079.73192569.38
10432011.12.20 17:45close3473.871.306991.247021.37512-1637.01190932.37
10442011.12.20 17:45close3463.871.306991.247141.37524-1683.45189248.92
10452011.12.21 12:00sell3493.781.310360.000000.00000
10462011.12.21 12:00modify3493.781.310361.369861.25086
10472011.12.21 12:15sell3503.781.309510.000000.00000
10482011.12.21 12:15modify3503.781.309511.370911.24811
10492011.12.21 14:15close3503.781.305421.370911.248111546.02190794.94
10502011.12.21 14:15close3493.781.305421.369861.250861867.32192662.26
10512011.12.22 09:45buy3513.851.310380.000000.00000
10522011.12.22 09:45modify3513.851.310381.267531.35293
10532011.12.22 11:15close3513.851.306481.267531.35293-1501.50191160.76
10542011.12.22 11:45sell3523.821.305330.000000.00000
10552011.12.22 11:45modify3523.821.305331.348031.26263
10562011.12.22 13:30close3523.821.307641.348031.26263-882.42190278.34
10572011.12.28 15:30sell3533.811.301360.000000.00000
10582011.12.28 15:30modify3533.811.301361.339411.26331
10592011.12.28 15:45sell3543.811.299160.000000.00000
10602011.12.28 15:45modify3543.811.299161.344861.25346
10612011.12.28 16:15sell3553.811.299110.000000.00000
10622011.12.28 16:15modify3553.811.299111.354061.24416
10632011.12.28 16:30close3553.811.295861.354061.244161238.25191516.59
10642011.12.28 16:45sell3563.811.294980.000000.00000
10652011.12.28 16:45modify3563.811.294981.363081.22688
10662011.12.28 18:00sell3573.811.292480.000000.00000
10672011.12.28 18:00modify3573.811.292481.374181.21078
10682011.12.28 18:30close3573.811.293801.374181.21078-502.92191013.67
10692011.12.28 20:00sell3583.811.294540.000000.00000
10702011.12.28 20:00modify3583.811.294541.378291.21079
10712011.12.29 01:15close3583.811.290371.378291.210791595.63192609.30
10722011.12.29 01:15close3563.811.290371.363081.226881763.27194372.57
10732011.12.29 04:00sell3593.811.293220.000000.00000
10742011.12.29 04:00modify3593.811.293221.357021.22942
10752011.12.29 04:15sell3603.811.293350.000000.00000
10762011.12.29 04:15modify3603.811.293351.348301.23840
10772011.12.29 08:30sell3613.811.294120.000000.00000
10782011.12.29 08:30modify3613.811.294121.327421.26082
10792011.12.29 12:45close3613.811.288511.327421.260822137.41196509.98
10802011.12.29 13:00close3603.811.286681.348301.238402541.27199051.25
10812011.12.29 13:00close3593.811.286681.357021.229422491.74201542.99
10822011.12.29 13:00close3543.811.286681.344861.253464761.74206304.73
10832011.12.29 13:30close3533.811.288241.339411.263315005.58211310.31

Talk about RobinVOL 2.0 | year 2011 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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