Strategy Tester: Robin_VOL
Strategy Tester Report
Robin_VOL
AlpariUK-Demo-Pro (Build 419)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:59 (2005.01.01 - 2005.12.31)
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 test25725Ticks modelled50428Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit53095.19Gross profit222950.42Gross loss-169855.23
Profit factor1.31Expected payoff104.93
Absolute drawdown3370.10Maximal drawdown19367.44 (11.23%)Relative drawdown12.02% (18935.60)
Total trades506Short positions (won %)271 (45.02%)Long positions (won %)235 (46.38%)
Profit trades (% of total)231 (45.65%)Loss trades (% of total)275 (54.35%)
Largestprofit trade6159.65loss trade-1550.35
Averageprofit trade965.15loss trade-617.66
Maximumconsecutive wins (profit in money)14 (15088.75)consecutive losses (loss in money)14 (-8568.15)
Maximalconsecutive profit (count of wins)15088.75 (14)consecutive loss (count of losses)-10041.98 (11)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12005.01.03 04:45sell12.001.343200.000000.00000
22005.01.03 04:45modify12.001.343201.456701.22970
32005.01.03 05:00sell22.001.341100.000000.00000
42005.01.03 05:00modify22.001.341101.477601.20460
52005.01.03 08:00close22.001.347951.477601.20460-1370.0098630.00
62005.01.03 08:00close12.001.347951.456701.22970-950.0097680.00
72005.01.04 09:45sell31.951.341700.000000.00000
82005.01.04 09:45modify31.951.341701.381701.30170
92005.01.04 11:15sell41.951.335900.000000.00000
102005.01.04 11:15modify41.951.335901.404401.26740
112005.01.04 12:15close41.951.340051.404401.26740-809.2596870.75
122005.01.04 12:15close31.951.340051.381701.30170321.7597192.50
132005.01.04 16:30sell51.941.330200.000000.00000
142005.01.04 16:30modify51.941.330201.428201.23220
152005.01.04 17:00sell61.941.329000.000000.00000
162005.01.04 17:00modify61.941.329001.431501.22650
172005.01.05 01:15sell71.941.328500.000000.00000
182005.01.05 01:15modify71.941.328501.401501.25550
192005.01.05 05:15sell81.941.327000.000000.00000
202005.01.05 05:15modify81.941.327001.360001.29400
212005.01.05 07:30sell91.941.328300.000000.00000
222005.01.05 07:30modify91.941.328301.360301.29630
232005.01.05 09:45close91.941.328451.360301.29630-29.1097163.40
242005.01.05 12:15close81.941.322551.360001.29400863.3098026.70
252005.01.05 12:15close71.941.322551.401501.255501154.3099181.00
262005.01.05 12:15close61.941.322551.431501.226501252.46100433.46
272005.01.05 12:15close51.941.322551.428201.232201485.26101918.73
282005.01.07 16:15sell102.041.315100.000000.00000
292005.01.07 16:15modify102.041.315101.368101.26210
302005.01.07 16:45sell112.041.305200.000000.00000
312005.01.07 16:45modify112.041.305201.406201.20420
322005.01.07 17:00sell122.041.305000.000000.00000
332005.01.07 17:00modify122.041.305001.408501.20150
342005.01.07 18:30close122.041.303451.408501.20150316.20102234.93
352005.01.10 00:15sell132.041.305700.000000.00000
362005.01.10 00:15modify132.041.305701.418201.19320
372005.01.10 00:30sell142.041.305400.000000.00000
382005.01.10 00:30modify142.041.305401.417901.19290
392005.01.10 01:00sell152.041.307200.000000.00000
402005.01.10 01:00modify152.041.307201.416201.19820
412005.01.10 05:15close152.041.308851.416201.19820-336.60101898.33
422005.01.10 05:15close142.041.308851.417901.19290-703.80101194.53
432005.01.10 05:15close132.041.308851.418201.19320-642.60100551.93
442005.01.10 05:15close112.041.308851.406201.20420-743.3899808.55
452005.01.10 10:00close102.041.309651.368101.262101113.02100921.58
462005.01.12 09:30sell162.021.309000.000000.00000
472005.01.12 09:30modify162.021.309001.328501.28950
482005.01.12 09:45sell172.021.309000.000000.00000
492005.01.12 09:45modify172.021.309001.331501.28650
502005.01.12 12:00close172.021.310051.331501.28650-212.10100709.48
512005.01.12 12:00close162.021.310051.328501.28950-212.10100497.38
522005.01.12 13:00buy182.011.312250.000000.00000
532005.01.12 13:00modify182.011.312251.288101.33610
542005.01.12 13:15buy192.011.313250.000000.00000
552005.01.12 13:15modify192.011.313251.281601.34460
562005.01.12 13:30buy202.011.313450.000000.00000
572005.01.12 13:30modify202.011.313451.281801.34480
582005.01.12 14:00close202.011.315101.281801.34480331.65100829.03
592005.01.12 14:15close192.011.313701.281601.3446090.45100919.48
602005.01.12 14:15close182.011.313701.288101.33610291.45101210.93
612005.01.12 14:45buy212.021.321750.000000.00000
622005.01.12 14:45modify212.021.321751.244601.39860
632005.01.12 15:00buy222.021.322750.000000.00000
642005.01.12 15:00modify222.021.322751.245601.39960
652005.01.12 15:15buy232.021.322850.000000.00000
662005.01.12 15:15modify232.021.322851.243701.40170
672005.01.12 16:15close232.021.327401.243701.40170919.10102130.03
682005.01.12 16:15close222.021.327401.245601.39960939.30103069.33
692005.01.12 16:45close212.021.328601.244601.398601383.70104453.03
702005.01.13 00:00buy242.091.325050.000000.00000
712005.01.13 00:00modify242.091.325051.220401.42940
722005.01.13 17:00close242.091.319701.220401.42940-1118.15103334.88
732005.01.14 03:45sell252.071.314000.000000.00000
742005.01.14 03:45modify252.071.314001.359501.26850
752005.01.14 05:45close252.071.310451.359501.26850734.85104069.73
762005.01.19 09:00buy262.081.304750.000000.00000
772005.01.19 09:00modify262.081.304751.282101.32710
782005.01.19 09:15buy272.081.305450.000000.00000
792005.01.19 09:15modify272.081.305451.280801.32980
802005.01.19 09:45close272.081.308501.280801.32980634.40104704.13
812005.01.19 10:00buy282.081.309550.000000.00000
822005.01.19 10:00modify282.081.309551.261901.35690
832005.01.19 10:15buy292.081.309250.000000.00000
842005.01.19 10:15modify292.081.309251.260601.35760
852005.01.19 15:30close292.081.308201.260601.35760-218.40104485.73
862005.01.19 15:45close282.081.307401.261901.35690-447.20104038.53
872005.01.19 15:45close262.081.307401.282101.32710551.20104589.73
882005.01.19 16:15sell302.091.304100.000000.00000
892005.01.19 16:15modify302.091.304101.359101.24910
902005.01.19 18:30close302.091.300351.359101.24910783.75105373.48
912005.01.21 09:00buy312.111.298750.000000.00000
922005.01.21 09:00modify312.111.298751.270101.32710
932005.01.21 09:30close312.111.297101.270101.32710-348.15105025.33
942005.01.25 16:30sell322.101.296300.000000.00000
952005.01.25 16:30modify322.101.296301.352801.23980
962005.01.25 16:45sell332.101.295800.000000.00000
972005.01.25 16:45modify332.101.295801.357801.23380
982005.01.25 21:30sell342.101.297200.000000.00000
992005.01.25 21:30modify342.101.297201.362701.23170
1002005.01.26 01:45close342.101.298151.362701.23170-198.24104827.09
1012005.01.26 01:45close332.101.298151.357801.23380-492.24104334.85
1022005.01.26 03:15close322.101.298151.352801.23980-387.24103947.61
1032005.01.26 15:15buy352.081.305650.000000.00000
1042005.01.26 15:15modify352.081.305651.259001.35200
1052005.01.26 19:00close352.081.309401.259001.35200780.00104727.61
1062005.01.26 21:00buy362.091.306650.000000.00000
1072005.01.26 21:00modify362.091.306651.237501.37550
1082005.01.26 21:15buy372.091.306550.000000.00000
1092005.01.26 21:15modify372.091.306551.238901.37390
1102005.01.27 01:45close372.091.306401.238901.37390-39.50104688.10
1112005.01.27 07:15close362.091.308301.237501.37550336.70105024.80
1122005.01.27 09:45sell382.101.307000.000000.00000
1132005.01.27 09:45modify382.101.307001.341001.27300
1142005.01.27 10:00sell392.101.307000.000000.00000
1152005.01.27 10:00modify392.101.307001.340501.27350
1162005.01.27 11:15close392.101.304551.340501.27350514.50105539.30
1172005.01.27 11:15close382.101.304551.341001.27300514.50106053.80
1182005.01.28 15:00buy402.121.307450.000000.00000
1192005.01.28 15:00modify402.121.307451.276301.33830
1202005.01.28 15:15close402.121.304701.276301.33830-583.00105470.80
1212005.01.28 16:30sell412.111.299900.000000.00000
1222005.01.28 16:30modify412.111.299901.347401.25240
1232005.01.28 16:45sell422.111.300300.000000.00000
1242005.01.28 16:45modify422.111.300301.347801.25280
1252005.01.28 17:45close422.111.302651.347801.25280-495.85104974.95
1262005.01.28 17:45close412.111.302651.347401.25240-580.25104394.70
1272005.01.31 13:00buy432.091.302950.000000.00000
1282005.01.31 13:00modify432.091.302951.272801.33280
1292005.01.31 13:15buy442.091.303350.000000.00000
1302005.01.31 13:15modify442.091.303351.270201.33620
1312005.01.31 15:15close442.091.301901.270201.33620-303.05104091.65
1322005.01.31 15:15close432.091.301901.272801.33280-219.45103872.20
1332005.02.03 15:00sell452.081.294500.000000.00000
1342005.02.03 15:00modify452.081.294501.342501.24650
1352005.02.03 15:15sell462.081.295700.000000.00000
1362005.02.03 15:15modify462.081.295701.343701.24770
1372005.02.03 15:30sell472.081.295600.000000.00000
1382005.02.03 15:30modify472.081.295601.343601.24760
1392005.02.03 16:15close472.081.297451.343601.24760-384.80103487.40
1402005.02.03 16:15close462.081.297451.343701.24770-364.00103123.40
1412005.02.04 04:30sell482.081.296400.000000.00000
1422005.02.04 04:30modify482.081.296401.310401.28240
1432005.02.04 06:30close482.081.297451.310401.28240-218.40102905.00
1442005.02.04 14:45close452.081.301951.342501.24650-1548.35101356.65
1452005.02.04 15:15sell492.031.294400.000000.00000
1462005.02.04 15:15modify492.031.294401.361401.22740
1472005.02.04 15:30sell502.031.294500.000000.00000
1482005.02.04 15:30modify502.031.294501.361501.22750
1492005.02.04 18:15close502.031.290051.361501.22750903.35102260.00
1502005.02.04 18:15close492.031.290051.361401.22740883.05103143.05
1512005.02.07 18:00sell512.061.277100.000000.00000
1522005.02.07 18:00modify512.061.277101.324101.23010
1532005.02.07 18:15sell522.061.275600.000000.00000
1542005.02.07 18:15modify522.061.275601.338601.21260
1552005.02.07 19:30close522.061.276151.338601.21260-113.30103029.75
1562005.02.08 17:30close512.061.278751.324101.23010-338.66102691.09
1572005.02.10 15:15buy532.051.281450.000000.00000
1582005.02.10 15:15modify532.051.281451.238301.32430
1592005.02.10 15:30buy542.051.281150.000000.00000
1602005.02.10 15:30modify542.051.281151.237501.32450
1612005.02.10 15:45buy552.051.283050.000000.00000
1622005.02.10 15:45modify552.051.283051.231401.33440
1632005.02.10 16:00close552.051.286001.231401.33440604.75103295.84
1642005.02.10 16:30buy562.051.287850.000000.00000
1652005.02.10 16:30modify562.051.287851.212201.36320
1662005.02.10 19:00close562.051.290201.212201.36320481.75103777.59
1672005.02.10 21:00buy572.051.287950.000000.00000
1682005.02.10 21:00modify572.051.287951.204301.37130
1692005.02.10 21:45buy582.051.287150.000000.00000
1702005.02.10 21:45modify582.051.287151.203501.37050
1712005.02.10 22:00buy592.051.286950.000000.00000
1722005.02.10 22:00modify592.051.286951.203301.37030
1732005.02.14 02:45close592.051.294401.203301.370301521.92105299.51
1742005.02.14 02:45close582.051.294401.203501.370501480.92106780.43
1752005.02.14 02:45close572.051.294401.204301.371301316.92108097.35
1762005.02.14 03:00close542.051.294401.237501.324502710.92110808.27
1772005.02.14 05:30buy602.051.292750.000000.00000
1782005.02.14 05:30modify602.051.292751.243601.34160
1792005.02.14 11:00close602.051.298501.243601.341601178.75111987.02
1802005.02.14 11:00close532.051.298501.238301.324303489.92115476.94
1812005.02.14 15:45buy612.311.295350.000000.00000
1822005.02.14 15:45modify612.311.295351.263701.32670
1832005.02.14 18:00close612.311.297601.263701.32670519.75115996.69
1842005.02.15 14:15buy622.321.301450.000000.00000
1852005.02.15 14:15modify622.321.301451.268801.33380
1862005.02.15 15:15close622.321.300701.268801.33380-174.00115822.69
1872005.02.15 15:30sell632.321.299000.000000.00000
1882005.02.15 15:30modify632.321.299001.349001.24900
1892005.02.15 15:45sell642.321.298100.000000.00000
1902005.02.15 15:45modify642.321.298101.348101.24810
1912005.02.15 19:00close642.321.302351.348101.24810-986.00114836.69
1922005.02.15 19:00close632.321.302351.349001.24900-777.20114059.49
1932005.02.16 14:30buy652.281.306250.000000.00000
1942005.02.16 14:30modify652.281.306251.274601.33760
1952005.02.16 14:45close652.281.303901.274601.33760-535.80113523.69
1962005.02.16 16:30sell662.271.297900.000000.00000
1972005.02.16 16:30modify662.271.297901.342901.25290
1982005.02.16 16:45sell672.271.296900.000000.00000
1992005.02.16 16:45modify672.271.296901.348401.24540
2002005.02.16 17:15close672.271.299351.348401.24540-556.15112967.54
2012005.02.16 18:15close662.271.299451.342901.25290-351.85112615.69
2022005.02.16 19:15buy682.251.304450.000000.00000
2032005.02.16 19:15modify682.251.304451.252801.35580
2042005.02.16 21:45close682.251.302301.252801.35580-483.75112131.94
2052005.02.18 15:30buy692.241.305950.000000.00000
2062005.02.18 15:30modify692.241.305951.270801.34080
2072005.02.21 04:45close692.241.303001.270801.34080-663.71111468.23
2082005.02.22 04:00buy702.231.311050.000000.00000
2092005.02.22 04:00modify702.231.311051.281401.34040
2102005.02.22 04:15buy712.231.311950.000000.00000
2112005.02.22 04:15modify712.231.311951.275301.34830
2122005.02.22 04:30close712.231.315601.275301.34830813.95112282.18
2132005.02.22 04:45buy722.231.314250.000000.00000
2142005.02.22 04:45modify722.231.314251.258101.37010
2152005.02.22 09:00close722.231.318501.258101.37010947.75113229.93
2162005.02.22 11:45close702.231.320301.281401.340402062.75115292.68
2172005.03.02 10:15sell732.311.312900.000000.00000
2182005.03.02 10:15modify732.311.312901.347901.27790
2192005.03.02 10:30sell742.311.312000.000000.00000
2202005.03.02 10:30modify742.311.312001.349501.27450
2212005.03.02 11:00close742.311.310451.349501.27450358.05115650.73
2222005.03.02 13:15close732.311.311551.347901.27790311.85115962.58
2232005.03.02 17:30sell752.321.313100.000000.00000
2242005.03.02 17:30modify752.321.313101.355601.27060
2252005.03.02 21:45close752.321.313551.355601.27060-104.40115858.18
2262005.03.04 15:00buy762.321.315050.000000.00000
2272005.03.04 15:00modify762.321.315051.284901.34490
2282005.03.04 15:30buy772.321.319950.000000.00000
2292005.03.04 15:30modify772.321.319951.267801.37180
2302005.03.04 15:45buy782.321.319950.000000.00000
2312005.03.04 15:45modify782.321.319951.261301.37830
2322005.03.04 16:45close782.321.323501.261301.37830823.60116681.78
2332005.03.04 16:45close772.321.323501.267801.37180823.60117505.38
2342005.03.04 17:00buy792.321.324350.000000.00000
2352005.03.04 17:00modify792.321.324351.247201.40120
2362005.03.07 02:45buy802.321.323150.000000.00000
2372005.03.07 02:45modify802.321.323151.246001.40000
2382005.03.07 03:00buy812.321.323250.000000.00000
2392005.03.07 03:00modify812.321.323251.246101.40010
2402005.03.07 04:15buy822.321.322850.000000.00000
2412005.03.07 04:15modify822.321.322851.260201.38520
2422005.03.07 06:45buy832.321.323150.000000.00000
2432005.03.07 06:45modify832.321.323151.309501.33650
2442005.03.07 07:00buy842.321.322950.000000.00000
2452005.03.07 07:00modify842.321.322951.309301.33630
2462005.03.07 07:15buy852.321.322950.000000.00000
2472005.03.07 07:15modify852.321.322951.309301.33630
2482005.03.07 10:30close852.321.321601.309301.33630-313.20117192.18
2492005.03.07 10:30close842.321.321601.309301.33630-313.20116878.98
2502005.03.07 10:30close832.321.321601.309501.33650-359.60116519.38
2512005.03.07 10:30close822.321.321601.260201.38520-290.00116229.38
2522005.03.07 10:30close812.321.321601.246101.40010-382.80115846.58
2532005.03.07 10:30close802.321.321601.246001.40000-359.60115486.98
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13622005.11.22 20:30buy4553.211.180050.000000.00000
13632005.11.22 20:30modify4553.211.180051.111901.24790
13642005.11.22 20:45buy4563.211.181850.000000.00000
13652005.11.22 20:45modify4563.211.181851.113701.24970
13662005.11.23 01:15buy4573.211.181050.000000.00000
13672005.11.23 01:15modify4573.211.181051.110901.25090
13682005.11.23 01:45close4573.211.178501.110901.25090-818.55159698.76
13692005.11.23 01:45close4563.211.178501.113701.24970-1079.52158619.23
13702005.11.23 07:15close4553.211.185401.111901.247901713.18160332.41
13712005.11.23 07:15close4543.211.185401.120401.238401873.68162206.09
13722005.11.24 10:15sell4583.241.178800.000000.00000
13732005.11.24 10:15modify4583.241.178801.198301.15930
13742005.11.24 11:15close4583.241.180251.198301.15930-469.80161736.29
13752005.11.25 16:15sell4593.231.173200.000000.00000
13762005.11.25 16:15modify4593.231.173201.196701.14970
13772005.11.25 16:30sell4603.231.172900.000000.00000
13782005.11.25 16:30modify4603.231.172901.198401.14740
13792005.11.25 18:30close4603.231.171251.198401.14740532.95162269.24
13802005.11.25 18:30close4593.231.171251.196701.14970629.85162899.09
13812005.11.25 21:30sell4613.261.172600.000000.00000
13822005.11.25 21:30modify4613.261.172601.367600.97760
13832005.11.25 21:45sell4623.261.172500.000000.00000
13842005.11.25 21:45modify4623.261.172501.367500.97750
13852005.11.28 00:15close4623.261.170751.367500.97750572.46163471.54
13862005.11.28 00:15close4613.261.170751.367600.97760605.06164076.60
13872005.11.28 16:30buy4633.281.176550.000000.00000
13882005.11.28 16:30modify4633.281.176551.132401.22040
13892005.11.28 16:45buy4643.281.176850.000000.00000
13902005.11.28 16:45modify4643.281.176851.130201.22320
13912005.11.28 17:00buy4653.281.179250.000000.00000
13922005.11.28 17:00modify4653.281.179251.122101.23610
13932005.11.28 17:30close4653.281.179501.122101.2361082.00164158.60
13942005.11.28 17:45close4643.281.180401.130201.223201164.40165323.00
13952005.11.28 19:45buy4663.281.185050.000000.00000
13962005.11.28 19:45modify4663.281.185051.099901.26990
13972005.11.28 20:15buy4673.281.187750.000000.00000
13982005.11.28 20:15modify4673.281.187751.077101.29810
13992005.11.28 22:15close4673.281.184801.077101.29810-967.60164355.40
14002005.11.28 22:45close4663.281.183801.099901.26990-410.00163945.40
14012005.11.28 22:45close4633.281.183801.132401.220402378.00166323.40
14022005.11.29 16:15sell4683.331.174500.000000.00000
14032005.11.29 16:15modify4683.331.174501.224001.12500
14042005.11.29 17:15close4683.331.177551.224001.12500-1015.65165307.75
14052005.12.01 14:15sell4693.311.174300.000000.00000
14062005.12.01 14:15modify4693.311.174301.207801.14080
14072005.12.01 14:30sell4703.311.173600.000000.00000
14082005.12.01 14:30modify4703.311.173601.210601.13660
14092005.12.01 15:15close4703.311.171751.210601.13660612.35165920.10
14102005.12.01 15:15close4693.311.171751.207801.14080844.05166764.15
14112005.12.01 15:30sell4713.341.170500.000000.00000
14122005.12.01 15:30modify4713.341.170501.214501.12650
14132005.12.01 19:45close4713.341.173451.214501.12650-985.30165778.85
14142005.12.02 15:00buy4723.321.172550.000000.00000
14152005.12.02 15:00modify4723.321.172551.138901.20590
14162005.12.02 15:15close4723.321.171801.138901.20590-249.00165529.85
14172005.12.02 15:45sell4733.311.170100.000000.00000
14182005.12.02 15:45modify4733.311.170101.203601.13660
14192005.12.02 16:15close4733.311.168351.203601.13660579.25166109.10
14202005.12.02 16:45buy4743.321.170450.000000.00000
14212005.12.02 16:45modify4743.321.170451.125801.21480
14222005.12.05 12:30buy4753.321.173650.000000.00000
14232005.12.05 12:30modify4753.321.173651.150001.19700
14242005.12.05 12:45buy4763.321.173450.000000.00000
14252005.12.05 12:45modify4763.321.173451.148801.19780
14262005.12.05 14:00close4763.321.176701.148801.197801079.00167188.10
14272005.12.05 14:00close4753.321.176701.150001.197001012.60168200.70
14282005.12.05 14:30buy4773.321.176950.000000.00000
14292005.12.05 14:30modify4773.321.176951.129301.22430
14302005.12.05 15:15close4773.321.174901.129301.22430-680.60167520.10
14312005.12.05 15:15close4743.321.174901.125801.214801473.08168993.18
14322005.12.06 16:00sell4783.381.175700.000000.00000
14332005.12.06 16:00modify4783.381.175701.201701.14970
14342005.12.06 16:15close4783.381.177351.201701.14970-557.70168435.48
14352005.12.08 09:30buy4793.371.176850.000000.00000
14362005.12.08 09:30modify4793.371.176851.142701.21070
14372005.12.08 09:45buy4803.371.177250.000000.00000
14382005.12.08 09:45modify4803.371.177251.140101.21410
14392005.12.08 16:15close4803.371.179301.140101.21410690.85169126.33
14402005.12.08 16:45buy4813.371.182250.000000.00000
14412005.12.08 16:45modify4813.371.182251.120601.24360
14422005.12.08 20:45buy4823.371.181250.000000.00000
14432005.12.08 20:45modify4823.371.181251.117101.24510
14442005.12.08 23:30buy4833.371.181250.000000.00000
14452005.12.08 23:30modify4833.371.181251.137601.22460
14462005.12.09 01:45close4833.371.179301.137601.22460-661.53168464.80
14472005.12.09 01:45close4823.371.179301.117101.24510-661.53167803.27
14482005.12.09 01:45close4813.371.179301.120601.24360-998.53166804.74
14492005.12.09 01:45close4793.371.179301.142701.21070821.27167626.01
14502005.12.12 10:00buy4843.351.187350.000000.00000
14512005.12.12 10:00modify4843.351.187351.142701.23170
14522005.12.12 14:00close4843.351.190901.142701.231701189.25168815.26
14532005.12.12 14:30buy4853.381.195250.000000.00000
14542005.12.12 14:30modify4853.381.195251.113601.27660
14552005.12.12 14:45buy4863.381.197350.000000.00000
14562005.12.12 14:45modify4863.381.197351.109701.28470
14572005.12.12 20:15buy4873.381.195350.000000.00000
14582005.12.12 20:15modify4873.381.195351.113201.27720
14592005.12.12 20:30buy4883.381.194950.000000.00000
14602005.12.12 20:30modify4883.381.194951.112801.27680
14612005.12.12 21:00buy4893.381.194650.000000.00000
14622005.12.12 21:00modify4893.381.194651.114001.27500
14632005.12.13 09:30close4893.381.192901.114001.27500-595.89168219.36
14642005.12.13 09:30close4883.381.192901.112801.27680-697.29167522.07
14652005.12.13 09:30close4873.381.192901.113201.27720-832.49166689.58
14662005.12.13 09:30close4863.381.192901.109701.28470-1508.49165181.08
14672005.12.13 09:30close4853.381.192901.113601.27660-798.69164382.39
14682005.12.13 09:45sell4903.291.192300.000000.00000
14692005.12.13 09:45modify4903.291.192301.214801.16980
14702005.12.13 11:15close4903.291.193851.214801.16980-509.95163872.44
14712005.12.13 20:30buy4913.281.198050.000000.00000
14722005.12.13 20:30modify4913.281.198051.156901.23890
14732005.12.13 20:45close4913.281.195601.156901.23890-803.60163068.84
14742005.12.21 15:45sell4923.261.181200.000000.00000
14752005.12.21 15:45modify4923.261.181201.232701.12970
14762005.12.21 16:00sell4933.261.180700.000000.00000
14772005.12.21 16:00modify4933.261.180701.234701.12670
14782005.12.21 19:30close4933.261.182951.234701.12670-733.50162335.34
14792005.12.21 20:15close4923.261.183651.232701.12970-798.70161536.64
14802005.12.22 15:15buy4943.231.184550.000000.00000
14812005.12.22 15:15modify4943.231.184551.161401.20740
14822005.12.22 16:30close4943.231.189001.161401.207401437.35162973.99
14832005.12.23 13:00sell4953.261.184100.000000.00000
14842005.12.23 13:00modify4953.261.184101.204601.16360
14852005.12.23 13:15close4953.261.186251.204601.16360-700.90162273.09
14862005.12.26 12:15buy4963.251.189450.000000.00000
14872005.12.26 12:15modify4963.251.189451.158301.22030
14882005.12.26 12:30close4963.251.186701.158301.22030-893.75161379.34
14892005.12.26 13:00sell4973.231.186400.000000.00000
14902005.12.26 13:00modify4973.231.186401.218401.15440
14912005.12.26 17:15close4973.231.185651.218401.15440242.25161621.59
14922005.12.28 08:15buy4983.231.191250.000000.00000
14932005.12.28 08:15modify4983.231.191251.146601.23560
14942005.12.28 08:30buy4993.231.190950.000000.00000
14952005.12.28 08:30modify4993.231.190951.142801.23880
14962005.12.28 08:45buy5003.231.191050.000000.00000
14972005.12.28 08:45modify5003.231.191051.142901.23890
14982005.12.28 14:45buy5013.231.190750.000000.00000
14992005.12.28 14:45modify5013.231.190751.146101.23510
15002005.12.28 18:00close5013.231.187401.146101.23510-1082.05160539.54
15012005.12.28 18:00close5003.231.187401.142901.23890-1178.95159360.59
15022005.12.28 18:00close4993.231.187401.142801.23880-1146.65158213.94
15032005.12.28 18:00close4983.231.187401.146601.23560-1243.55156970.39
15042005.12.28 18:15sell5023.141.184100.000000.00000
15052005.12.28 18:15modify5023.141.184101.236101.13210
15062005.12.28 18:30sell5033.141.183800.000000.00000
15072005.12.28 18:30modify5033.141.183801.235801.13180
15082005.12.29 00:30sell5043.141.183900.000000.00000
15092005.12.29 00:30modify5043.141.183901.242401.12540
15102005.12.29 08:00close5043.141.185751.242401.12540-580.90156389.49
15112005.12.29 08:00close5033.141.185751.235801.13180-606.65155782.84
15122005.12.29 08:30close5023.141.187051.236101.13210-920.65154862.19
15132005.12.30 13:45sell5053.101.179700.000000.00000
15142005.12.30 13:45modify5053.101.179701.228701.13070
15152005.12.30 17:15sell5063.101.180300.000000.00000
15162005.12.30 17:15modify5063.101.180301.235301.12530
15172005.12.30 17:30close5063.101.182851.235301.12530-790.50154071.69
15182005.12.30 17:30close5053.101.182851.228701.13070-976.50153095.19

Talk about RobinVOL 2.0 | year 2005 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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