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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) 2012.01.02 00:00 - 2012.11.12 23:59 (2012.01.01 - 2012.11.13)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parameterss1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
Bars in test22508Ticks modelled44011Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit50121.59Gross profit158119.76Gross loss-107998.17
Profit factor1.46Expected payoff119.05
Absolute drawdown2448.35Maximal drawdown13654.31 (10.62%)Relative drawdown10.62% (13654.31)
Total trades421Short positions (won %)215 (49.30%)Long positions (won %)206 (45.15%)
Profit trades (% of total)199 (47.27%)Loss trades (% of total)222 (52.73%)
Largestprofit trade5636.46loss trade-1828.30
Averageprofit trade794.57loss trade-486.48
Maximumconsecutive wins (profit in money)14 (9458.67)consecutive losses (loss in money)17 (-9377.62)
Maximalconsecutive profit (count of wins)10535.98 (6)consecutive loss (count of losses)-9377.62 (17)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.03 11:15buy12.001.303690.000000.00000
22012.01.03 11:15modify12.001.303691.248741.35834
32012.01.03 14:00buy22.001.302370.000000.00000
42012.01.03 14:00modify22.001.302371.247571.35687
52012.01.03 14:15close22.001.301261.247571.35687-222.0099778.00
62012.01.03 14:15close12.001.301261.248741.35834-486.0099292.00
72012.01.03 22:15buy31.991.305180.000000.00000
82012.01.03 22:15modify31.991.305181.254931.35513
92012.01.03 22:30buy41.991.304760.000000.00000
102012.01.03 22:30modify41.991.304761.256911.35231
112012.01.04 01:45buy51.991.304810.000000.00000
122012.01.04 01:45modify51.991.304811.272261.33706
132012.01.04 09:15buy61.991.307020.000000.00000
142012.01.04 09:15modify61.991.307021.282071.33167
152012.01.04 09:45close61.991.305221.282071.33167-358.2098933.80
162012.01.04 10:00close51.991.303711.272261.33706-218.9098714.90
172012.01.04 10:00close41.991.303711.256911.35231-211.5498503.36
182012.01.04 10:00close31.991.303711.254931.35513-295.1298208.25
192012.01.04 12:30sell71.961.298020.000000.00000
202012.01.04 12:30modify71.961.298021.344971.25107
212012.01.04 13:00sell81.961.297610.000000.00000
222012.01.04 13:00modify81.961.297611.345611.24961
232012.01.04 15:00close81.961.293381.345611.24961829.0899037.33
242012.01.04 16:45close71.961.290881.344971.251071399.44100436.77
252012.01.04 19:00sell92.011.295370.000000.00000
262012.01.04 19:00modify92.011.295371.382621.20812
272012.01.05 09:45close92.011.290781.382621.20812926.21101362.97
282012.01.05 10:00sell102.031.287300.000000.00000
292012.01.05 10:00modify102.031.287301.337601.23700
302012.01.05 10:15sell112.031.287030.000000.00000
312012.01.05 10:15modify112.031.287031.337331.23673
322012.01.05 10:30sell122.031.287430.000000.00000
332012.01.05 10:30modify122.031.287431.336681.23818
342012.01.05 12:00close122.031.283701.336681.23818757.19102120.16
352012.01.05 12:00close112.031.283701.337331.23673675.99102796.15
362012.01.05 12:00close102.031.283701.337601.23700730.80103526.95
372012.01.06 14:45sell132.071.273850.000000.00000
382012.01.06 14:45modify132.071.273851.316401.23130
392012.01.06 15:00sell142.071.273450.000000.00000
402012.01.06 15:00modify142.071.273451.316801.23010
412012.01.06 15:15close142.071.275861.316801.23010-498.87103028.08
422012.01.06 15:15close132.071.275861.316401.23130-416.07102612.01
432012.01.10 09:15sell152.051.274910.000000.00000
442012.01.10 09:15modify152.051.274911.300461.24936
452012.01.10 10:00close152.051.276601.300461.24936-346.45102265.56
462012.01.10 10:30buy162.051.279620.000000.00000
472012.01.10 10:30modify162.051.279621.252321.30662
482012.01.10 12:45close162.051.278371.252321.30662-256.25102009.31
492012.01.11 12:30sell172.041.270020.000000.00000
502012.01.11 12:30modify172.041.270021.315471.22457
512012.01.11 12:45sell182.041.270430.000000.00000
522012.01.11 12:45modify182.041.270431.317531.22333
532012.01.11 13:00sell192.041.269880.000000.00000
542012.01.11 13:00modify192.041.269881.316981.22278
552012.01.11 14:00close192.041.272001.316981.22278-432.48101576.83
562012.01.11 14:00close182.041.272001.317531.22333-320.28101256.55
572012.01.11 16:00close172.041.267611.315471.22457491.64101748.19
582012.01.11 23:15sell202.031.270900.000000.00000
592012.01.11 23:15modify202.031.270901.334601.20720
602012.01.12 01:00close202.031.272271.334601.20720-274.46101473.74
612012.01.12 15:15buy212.031.278190.000000.00000
622012.01.12 15:15modify212.031.278191.233541.32254
632012.01.12 15:30buy222.031.279770.000000.00000
642012.01.12 15:30modify222.031.279771.230671.32857
652012.01.12 16:00close222.031.281771.230671.32857406.00101879.74
662012.01.12 16:45close212.031.279131.233541.32254190.82102070.56
672012.01.13 11:45sell232.041.278260.000000.00000
682012.01.13 11:45modify232.041.278261.327011.22951
692012.01.13 15:00close232.041.273021.327011.229511068.96103139.52
702012.01.13 15:15sell242.061.269690.000000.00000
712012.01.13 15:15modify242.061.269691.364841.17454
722012.01.13 15:30sell252.061.269560.000000.00000
732012.01.13 15:30modify252.061.269561.366011.17311
742012.01.13 21:15sell262.061.267770.000000.00000
752012.01.13 21:15modify262.061.267772.000970.53457
762012.01.16 02:30close262.061.263612.000970.53457858.20103997.71
772012.01.16 02:30close252.061.263611.366011.173111226.94105224.65
782012.01.16 02:30close242.061.263611.364841.174541253.72106478.37
792012.01.18 08:45buy272.131.279800.000000.00000
802012.01.18 08:45modify272.131.279801.239251.32005
812012.01.18 09:15close272.131.276401.239251.32005-724.20105754.17
822012.01.18 09:30sell282.121.275790.000000.00000
832012.01.18 09:30modify282.121.275791.320491.23109
842012.01.18 09:45sell292.121.274830.000000.00000
852012.01.18 09:45modify292.121.274831.316931.23273
862012.01.18 10:15close292.121.278161.316931.23273-705.96105048.21
872012.01.18 10:15close282.121.278161.320491.23109-502.44104545.77
882012.01.18 11:15buy302.091.282670.000000.00000
892012.01.18 11:15modify302.091.282671.229271.33577
902012.01.18 12:45close302.091.280571.229271.33577-438.90104106.87
912012.01.23 12:00buy312.081.297540.000000.00000
922012.01.23 12:00modify312.081.297541.247491.34729
932012.01.23 12:15buy322.081.298590.000000.00000
942012.01.23 12:15modify322.081.298591.240291.35659
952012.01.23 14:00close322.081.300791.240291.35659457.60104564.47
962012.01.23 15:00close312.081.302091.247491.34729946.40105510.87
972012.01.25 10:45sell332.111.300020.000000.00000
982012.01.25 10:45modify332.111.300021.326971.27307
992012.01.25 11:00sell342.111.298770.000000.00000
1002012.01.25 11:00modify342.111.298771.329471.26807
1012012.01.25 11:45close342.111.298321.329471.2680794.95105605.82
1022012.01.25 12:00close332.111.296791.326971.27307681.53106287.35
1032012.01.25 19:00buy352.131.304830.000000.00000
1042012.01.25 19:00modify352.131.304831.241431.36793
1052012.01.25 19:15buy362.131.307440.000000.00000
1062012.01.25 19:15modify362.131.307441.236241.37834
1072012.01.25 20:15close362.131.304601.236241.37834-604.92105682.43
1082012.01.25 20:15close352.131.304601.241431.36793-48.99105633.44
1092012.01.25 23:45buy372.111.309890.000000.00000
1102012.01.25 23:45modify372.111.309891.215141.40434
1112012.01.26 08:30buy382.111.310870.000000.00000
1122012.01.26 08:30modify382.111.310871.266271.35517
1132012.01.26 11:00close382.111.316801.266271.355171251.23106884.67
1142012.01.26 11:00close372.111.316801.215141.404341449.78108334.45
1152012.02.01 10:15buy392.171.311140.000000.00000
1162012.02.01 10:15modify392.171.311141.268991.35299
1172012.02.01 10:45buy402.171.312530.000000.00000
1182012.02.01 10:45modify402.171.312531.262631.36213
1192012.02.01 11:00close402.171.314031.262631.36213325.50108659.95
1202012.02.01 14:00buy412.171.318360.000000.00000
1212012.02.01 14:00modify412.171.318361.230311.40611
1222012.02.01 15:15close412.171.315701.230311.40611-577.22108082.73
1232012.02.01 19:45buy422.171.316760.000000.00000
1242012.02.01 19:45modify422.171.316761.221061.41216
1252012.02.01 20:15buy432.171.316250.000000.00000
1262012.02.01 20:15modify432.171.316251.220551.41165
1272012.02.02 09:15close432.171.314931.220551.41165-294.90107787.82
1282012.02.02 09:15close422.171.314931.221061.41216-405.57107382.25
1292012.02.02 09:15close392.171.314931.268991.35299813.97108196.22
1302012.02.03 15:00sell442.161.311560.000000.00000
1312012.02.03 15:00modify442.161.311561.366911.25621
1322012.02.03 15:15sell452.161.308770.000000.00000
1332012.02.03 15:15modify452.161.308771.372871.24467
1342012.02.03 15:30sell462.161.308500.000000.00000
1352012.02.03 15:30modify462.161.308501.377851.23915
1362012.02.03 16:15close462.161.311271.377851.23915-598.32107597.90
1372012.02.03 16:15close452.161.311271.372871.24467-540.00107057.90
1382012.02.03 16:15close442.161.311271.366911.2562162.64107120.54
1392012.02.07 08:45buy472.141.315790.000000.00000
1402012.02.07 08:45modify472.141.315791.277741.35354
1412012.02.07 09:15close472.141.314161.277741.35354-348.82106771.72
1422012.02.07 14:45buy482.141.316250.000000.00000
1432012.02.07 14:45modify482.141.316251.272551.35965
1442012.02.07 15:00buy492.141.317950.000000.00000
1452012.02.07 15:00modify492.141.317951.271551.36405
1462012.02.07 15:15buy502.141.317640.000000.00000
1472012.02.07 15:15modify502.141.317641.268891.36609
1482012.02.07 16:00close502.141.319101.268891.36609312.44107084.16
1492012.02.07 16:15close492.141.320741.271551.36405597.06107681.22
1502012.02.07 16:15close482.141.320741.272551.35965960.86108642.08
1512012.02.10 10:00buy512.171.327600.000000.00000
1522012.02.10 10:00modify512.171.327601.301651.35325
1532012.02.10 11:00close512.171.326161.301651.35325-312.48108329.60
1542012.02.10 13:15sell522.171.320400.000000.00000
1552012.02.10 13:15modify522.171.320401.364751.27605
1562012.02.10 13:30sell532.171.320400.000000.00000
1572012.02.10 13:30modify532.171.320401.372751.26805
1582012.02.10 13:45sell542.171.320370.000000.00000
1592012.02.10 13:45modify542.171.320371.372721.26802
1602012.02.10 14:30close542.171.317501.372721.26802622.79108952.39
1612012.02.10 15:45close532.171.318331.372751.26805449.19109401.58
1622012.02.10 15:45close522.171.318331.364751.27605449.19109850.77
1632012.02.10 16:30sell552.201.319170.000000.00000
1642012.02.10 16:30modify552.201.319171.383471.25487
1652012.02.10 19:00sell562.201.319310.000000.00000
1662012.02.10 19:00modify562.201.319311.383611.25501
1672012.02.10 20:00close562.201.317091.383611.25501488.40110339.17
1682012.02.10 20:00close552.201.317091.383471.25487457.60110796.77
1692012.02.15 14:15sell572.221.309360.000000.00000
1702012.02.15 14:15modify572.221.309361.360061.25866
1712012.02.15 14:30sell582.221.309670.000000.00000
1722012.02.15 14:30modify582.221.309671.371121.24822
1732012.02.15 19:00close582.221.306211.371121.24822768.12111564.89
1742012.02.15 20:00close572.221.308121.360061.25866275.28111840.17
1752012.02.16 18:00buy592.241.310970.000000.00000
1762012.02.16 18:00modify592.241.310971.241671.37997
1772012.02.16 23:30buy602.241.312800.000000.00000
1782012.02.16 23:30modify602.241.312801.221301.40400
1792012.02.17 01:15buy612.241.312430.000000.00000
1802012.02.17 01:15modify612.241.312431.220931.40363
1812012.02.17 04:45buy622.241.312780.000000.00000
1822012.02.17 04:45modify622.241.312781.247781.37748
1832012.02.17 07:30buy632.241.312370.000000.00000
1842012.02.17 07:30modify632.241.312371.284071.34037
1852012.02.17 07:45buy642.241.311650.000000.00000
1862012.02.17 07:45modify642.241.311651.283651.33935
1872012.02.17 08:00buy652.241.311790.000000.00000
1882012.02.17 08:00modify652.241.311791.283791.33949
1892012.02.17 10:45close652.241.315911.283791.33949922.88112763.05
1902012.02.17 10:45close642.241.315911.283651.33935954.24113717.29
1912012.02.17 10:45close632.241.315911.284071.34037792.96114510.25
1922012.02.17 10:45close622.241.315911.247781.37748701.12115211.37
1932012.02.17 10:45close612.241.315911.220931.40363779.52115990.89
1942012.02.17 10:45close602.241.315911.221301.40400693.73116684.62
1952012.02.17 10:45close592.241.315911.241671.379971103.65117788.26
1962012.02.20 12:15buy662.361.325890.000000.00000
1972012.02.20 12:15modify662.361.325891.262891.38859
1982012.02.20 12:30buy672.361.326640.000000.00000
1992012.02.20 12:30modify672.361.326641.284191.36879
2002012.02.20 16:00close672.361.324231.284191.36879-568.76117219.50
2012012.02.21 00:00close662.361.323301.262891.38859-614.31116605.20
2022012.02.21 04:15buy682.331.329110.000000.00000
2032012.02.21 04:15modify682.331.329111.276111.38181
2042012.02.21 04:30buy692.331.327910.000000.00000
2052012.02.21 04:30modify692.331.327911.274911.38061
2062012.02.21 04:45close692.331.326201.274911.38061-398.43116206.77
2072012.02.21 05:00close682.331.325831.276111.38181-764.24115442.53
2082012.02.23 10:45buy702.311.333930.000000.00000
2092012.02.23 10:45modify702.311.333931.278581.38898
2102012.02.23 11:15close702.311.331401.278581.38898-584.43114858.10
2112012.02.24 16:00buy712.301.345270.000000.00000
2122012.02.24 16:00modify712.301.345271.294921.39532
2132012.02.24 16:15buy722.301.347120.000000.00000
2142012.02.24 16:15modify722.301.347121.288921.40502
2152012.02.24 16:30buy732.301.346470.000000.00000
2162012.02.24 16:30modify732.301.346471.287321.40532
2172012.02.24 20:30buy742.301.345520.000000.00000
2182012.02.24 20:30modify742.301.345520.981471.70927
2192012.02.24 22:45close742.301.344930.981471.70927-135.70114722.40
2202012.02.27 03:45buy752.301.344650.000000.00000
2212012.02.27 03:45modify752.301.344651.303451.38555
2222012.02.27 07:15close752.301.344091.303451.38555-128.80114593.60
2232012.02.27 07:15close732.301.344091.287321.40532-550.39114043.21
2242012.02.27 07:15close722.301.344091.288921.40502-699.89113343.32
2252012.02.27 07:15close712.301.344091.294921.39532-274.39113068.93
2262012.02.29 11:45sell762.261.343260.000000.00000
2272012.02.29 11:45modify762.261.343261.373211.31331
2282012.02.29 13:15close762.261.344781.373211.31331-343.52112725.41
2292012.02.29 16:15sell772.251.341050.000000.00000
2302012.02.29 16:15modify772.251.341051.388651.29345
2312012.02.29 16:30sell782.251.339900.000000.00000
2322012.02.29 16:30modify782.251.339901.387951.29185
2332012.02.29 16:45sell792.251.338330.000000.00000
2342012.02.29 16:45modify792.251.338331.394331.28233
2352012.02.29 17:30close792.251.335301.394331.28233681.75113407.16
2362012.02.29 17:45close782.251.334961.387951.291851111.50114518.66
2372012.02.29 21:30close772.251.332871.388651.293451840.50116359.16
2382012.03.06 11:30sell802.331.313920.000000.00000
2392012.03.06 11:30modify802.331.313921.358921.26892
2402012.03.06 11:45sell812.331.314300.000000.00000
2412012.03.06 11:45modify812.331.314301.359301.26930
2422012.03.06 12:00sell822.331.313590.000000.00000
2432012.03.06 12:00modify822.331.313591.360791.26639
2442012.03.06 13:45sell832.331.315280.000000.00000
2452012.03.06 13:45modify832.331.315281.362481.26808
2462012.03.06 17:00close832.331.311601.362481.26808857.44117216.60
2472012.03.06 18:30close822.331.310691.360791.26639675.70117892.30
2482012.03.06 18:30close812.331.310691.359301.26930841.13118733.43
2492012.03.06 18:30close802.331.310691.358921.26892752.59119486.02
2502012.03.07 01:30sell842.391.312310.000000.00000
2512012.03.07 01:30modify842.391.312311.338661.28596
2522012.03.07 11:30close842.391.316131.338661.28596-912.98118573.04
2532012.03.08 10:45buy852.371.321480.000000.00000
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5532012.05.22 21:45sell1852.331.267040.000000.00000
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10972012.09.20 20:30sell3672.901.296020.000000.00000
10982012.09.20 20:30modify3672.901.296021.331071.26097
10992012.09.20 20:45close3672.901.296571.331071.26097-159.50144973.42
11002012.09.20 20:45close3662.901.296571.342711.24861-263.90144709.52
11012012.09.20 20:45close3652.901.296571.358431.22973-722.10143987.42
11022012.09.21 10:45buy3682.881.302750.000000.00000
11032012.09.21 10:45modify3682.881.302751.265401.33980
11042012.09.21 11:00buy3692.881.304110.000000.00000
11052012.09.21 11:00modify3692.881.304111.261761.34616
11062012.09.21 11:15buy3702.881.303390.000000.00000
11072012.09.21 11:15modify3702.881.303391.257341.34914
11082012.09.21 12:15close3702.881.302291.257341.34914-316.80143670.62
11092012.09.21 12:45close3692.881.301541.261761.34616-740.16142930.46
11102012.09.21 13:00close3682.881.300471.265401.33980-656.64142273.82
11112012.09.24 10:15sell3712.851.293110.000000.00000
11122012.09.24 10:15modify3712.851.293111.327411.25881
11132012.09.24 10:30sell3722.851.291100.000000.00000
11142012.09.24 10:30modify3722.851.291101.335601.24660
11152012.09.24 13:45close3722.851.292611.335601.24660-430.35141843.47
11162012.09.24 21:00close3712.851.293621.327411.25881-145.35141698.12
11172012.09.25 07:45sell3732.831.290660.000000.00000
11182012.09.25 07:45modify3732.831.290661.313911.26741
11192012.09.25 08:00sell3742.831.289960.000000.00000
11202012.09.25 08:00modify3742.831.289961.318311.26161
11212012.09.25 09:30close3742.831.291501.318311.26161-435.82141262.30
11222012.09.25 09:30close3732.831.291501.313911.26741-237.72141024.58
11232012.09.27 18:15buy3752.821.288920.000000.00000
11242012.09.27 18:15modify3752.821.288921.253671.32387
11252012.09.27 19:45close3752.821.291391.253671.32387696.54141721.12
11262012.09.28 16:15sell3762.831.288060.000000.00000
11272012.09.28 16:15modify3762.831.288061.328661.24746
11282012.09.28 18:15close3762.831.287781.328661.2474679.24141800.36
11292012.10.01 00:00sell3772.841.284810.000000.00000
11302012.10.01 00:00modify3772.841.284811.345261.22436
11312012.10.01 01:15close3772.841.281791.345261.22436857.68142658.04
11322012.10.01 15:00buy3782.851.292470.000000.00000
11332012.10.01 15:00modify3782.851.292471.232571.35207
11342012.10.01 15:15buy3792.851.292550.000000.00000
11352012.10.01 15:15modify3792.851.292551.231551.35325
11362012.10.01 18:00close3792.851.289881.231551.35325-760.95141897.09
11372012.10.01 18:00close3782.851.289881.232571.35207-738.15141158.94
11382012.10.02 09:15sell3802.821.288220.000000.00000
11392012.10.02 09:15modify3802.821.288221.308571.26787
11402012.10.02 09:30close3802.821.289851.308571.26787-459.66140699.28
11412012.10.03 10:00buy3812.811.291280.000000.00000
11422012.10.03 10:00modify3812.811.291281.268181.31408
11432012.10.03 10:45close3812.811.291541.268181.3140873.06140772.34
11442012.10.04 14:45buy3822.821.298240.000000.00000
11452012.10.04 14:45modify3822.821.298241.257341.33884
11462012.10.04 15:00buy3832.821.298370.000000.00000
11472012.10.04 15:00modify3832.821.298371.257471.33897
11482012.10.04 18:15close3832.821.301781.257471.33897961.62141733.96
11492012.10.04 18:15close3822.821.301781.257341.33884998.28142732.24
11502012.10.05 15:15buy3842.851.303800.000000.00000
11512012.10.05 15:15modify3842.851.303801.279651.32765
11522012.10.05 15:30buy3852.851.304540.000000.00000
11532012.10.05 15:30modify3852.851.304541.279191.32959
11542012.10.05 15:45buy3862.851.304950.000000.00000
11552012.10.05 15:45modify3862.851.304951.274751.33485
11562012.10.05 16:00close3862.851.305631.274751.33485193.80142926.04
11572012.10.05 16:15close3852.851.305961.279191.32959404.70143330.74
11582012.10.05 16:30close3842.851.306651.279651.32765812.25144142.99
11592012.10.09 09:30sell3872.881.294370.000000.00000
11602012.10.09 09:30modify3872.881.294371.318571.27017
11612012.10.09 10:00sell3882.881.292440.000000.00000
11622012.10.09 10:00modify3882.881.292441.334391.25049
11632012.10.09 10:15sell3892.881.292390.000000.00000
11642012.10.09 10:15modify3892.881.292391.334341.25044
11652012.10.09 11:45close3892.881.294111.334341.25044-495.36143647.63
11662012.10.09 11:45close3882.881.294111.334391.25049-480.96143166.67
11672012.10.09 11:45close3872.881.294111.318571.2701774.88143241.55
11682012.10.09 15:30sell3902.861.291590.000000.00000
11692012.10.09 15:30modify3902.861.291591.333641.24954
11702012.10.09 17:15close3902.861.289031.333641.24954732.16143973.71
11712012.10.12 09:30buy3912.881.297290.000000.00000
11722012.10.12 09:30modify3912.881.297291.270491.32379
11732012.10.12 09:45buy3922.881.296780.000000.00000
11742012.10.12 09:45modify3922.881.296781.269981.32328
11752012.10.12 10:30close3922.881.296771.269981.32328-2.88143970.83
11762012.10.12 15:00close3912.881.298791.270491.32379432.00144402.83
11772012.10.16 14:00buy3932.891.305160.000000.00000
11782012.10.16 14:00modify3932.891.305161.256261.35376
11792012.10.16 16:30close3932.891.303071.256261.35376-604.01143798.82
11802012.10.23 12:45sell3942.881.300590.000000.00000
11812012.10.23 12:45modify3942.881.300591.335091.26609
11822012.10.23 13:00sell3952.881.300570.000000.00000
11832012.10.23 13:00modify3952.881.300571.338971.26217
11842012.10.23 13:15sell3962.881.300510.000000.00000
11852012.10.23 13:15modify3962.881.300511.338911.26211
11862012.10.23 14:45close3962.881.297031.338911.262111002.24144801.06
11872012.10.23 14:45close3952.881.297031.338971.262171019.52145820.58
11882012.10.23 15:00sell3972.881.296530.000000.00000
11892012.10.23 15:00modify3972.881.296531.349731.24333
11902012.10.23 15:15sell3982.881.296450.000000.00000
11912012.10.23 15:15modify3982.881.296451.352451.24045
11922012.10.23 18:45sell3992.881.298090.000000.00000
11932012.10.23 18:45modify3992.881.298091.351891.24429
11942012.10.23 23:00close3992.881.298731.351891.24429-184.32145636.26
11952012.10.23 23:00close3982.881.298731.352451.24045-656.64144979.62
11962012.10.23 23:00close3972.881.298731.349731.24333-633.60144346.02
11972012.10.24 03:30sell4002.881.298300.000000.00000
11982012.10.24 03:30modify4002.881.298301.315601.28100
11992012.10.24 03:45close4002.881.298721.315601.28100-120.96144225.06
12002012.10.24 04:15close3942.881.299001.335091.26609459.65144684.71
12012012.10.24 09:45sell4012.891.296220.000000.00000
12022012.10.24 09:45modify4012.891.296221.314071.27837
12032012.10.24 10:00sell4022.891.296010.000000.00000
12042012.10.24 10:00modify4022.891.296011.315761.27626
12052012.10.24 10:15close4022.891.293551.315761.27626710.94145395.65
12062012.10.24 10:30sell4032.891.293030.000000.00000
12072012.10.24 10:30modify4032.891.293031.330281.25578
12082012.10.24 10:45sell4042.891.293180.000000.00000
12092012.10.24 10:45modify4042.891.293181.330431.25593
12102012.10.24 12:30close4042.891.294731.330431.25593-447.95144947.70
12112012.10.24 12:30close4032.891.294731.330281.25578-491.30144456.40
12122012.10.24 12:30close4012.891.294731.314071.27837430.61144887.01
12132012.10.26 12:15sell4052.901.291380.000000.00000
12142012.10.26 12:15modify4052.901.291381.313981.26878
12152012.10.26 13:15close4052.901.289831.313981.26878449.50145336.51
12162012.10.30 07:45buy4062.911.292580.000000.00000
12172012.10.30 07:45modify4062.911.292581.272581.31228
12182012.10.30 09:15close4062.911.294481.272581.31228552.90145889.41
12192012.10.31 09:00buy4072.921.297580.000000.00000
12202012.10.31 09:00modify4072.921.297581.282931.31193
12212012.10.31 09:30buy4082.921.299740.000000.00000
12222012.10.31 09:30modify4082.921.299741.273891.32529
12232012.10.31 09:45buy4092.921.299780.000000.00000
12242012.10.31 09:45modify4092.921.299781.269981.32928
12252012.10.31 10:15close4092.921.300981.269981.32928350.40146239.81
12262012.10.31 12:30close4082.921.301531.273891.32529522.68146762.49
12272012.10.31 12:30close4072.921.301531.282931.311931153.40147915.89
12282012.11.01 08:30sell4102.961.293780.000000.00000
12292012.11.01 08:30modify4102.961.293781.313181.27438
12302012.11.01 09:00close4102.961.294121.313181.27438-100.64147815.25
12312012.11.02 07:00sell4112.961.290090.000000.00000
12322012.11.02 07:00modify4112.961.290091.317241.26294
12332012.11.02 10:00close4112.961.287821.317241.26294671.92148487.17
12342012.11.02 10:15sell4122.971.287400.000000.00000
12352012.11.02 10:15modify4122.971.287401.330201.24460
12362012.11.02 14:15sell4132.971.285010.000000.00000
12372012.11.02 14:15modify4132.971.285011.330611.23941
12382012.11.02 15:30close4132.971.284931.330611.2394123.76148510.93
12392012.11.05 01:45close4122.971.283131.330201.244601269.97149780.90
12402012.11.05 09:00sell4143.001.279130.000000.00000
12412012.11.05 09:00modify4143.001.279131.308481.24978
12422012.11.05 09:15sell4153.001.279300.000000.00000
12432012.11.05 09:15modify4153.001.279301.309201.24940
12442012.11.05 09:30sell4163.001.277930.000000.00000
12452012.11.05 09:30modify4163.001.277931.310381.24548
12462012.11.05 09:45close4163.001.279261.310381.24548-399.00149381.90
12472012.11.05 10:30close4153.001.280421.309201.24940-336.00149045.90
12482012.11.05 13:45close4143.001.277471.308481.24978498.00149543.90
12492012.11.07 04:30buy4172.991.283340.000000.00000
12502012.11.07 04:30modify4172.991.283341.256691.30969
12512012.11.07 05:15close4172.991.285861.256691.30969753.48150297.38
12522012.11.07 13:30sell4183.011.275780.000000.00000
12532012.11.07 13:30modify4183.011.275781.337131.21443
12542012.11.07 13:45sell4193.011.276300.000000.00000
12552012.11.07 13:45modify4193.011.276301.342251.21035
12562012.11.08 10:45sell4203.011.273350.000000.00000
12572012.11.08 10:45modify4203.011.273351.302401.24430
12582012.11.08 11:00sell4213.011.273360.000000.00000
12592012.11.08 11:00modify4213.011.273361.302411.24431
12602012.11.08 12:15close4213.011.274621.302411.24431-379.26149918.12
12612012.11.08 12:15close4203.011.274621.302401.24430-382.27149535.85
12622012.11.08 12:15close4193.011.274621.342251.21035511.10150046.95
12632012.11.08 15:00close4183.011.275551.337131.2144374.65150121.59

Talk about RobinVOL 2.0 | year 2012 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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