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

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2006.01.02 00:30 - 2006.12.29 22:59 (2006.01.01 - 2006.12.31)
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 test25579Ticks modelled50145Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit25502.40Gross profit168610.74Gross loss-143108.34
Profit factor1.18Expected payoff47.94
Absolute drawdown3523.05Maximal drawdown18371.86 (13.01%)Relative drawdown13.01% (18371.86)
Total trades532Short positions (won %)256 (41.02%)Long positions (won %)276 (47.83%)
Profit trades (% of total)237 (44.55%)Loss trades (% of total)295 (55.45%)
Largestprofit trade4273.62loss trade-1904.30
Averageprofit trade711.44loss trade-485.11
Maximumconsecutive wins (profit in money)11 (8660.63)consecutive losses (loss in money)13 (-8994.94)
Maximalconsecutive profit (count of wins)9180.86 (3)consecutive loss (count of losses)-9996.17 (11)
Averageconsecutive wins3consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12006.01.03 01:30buy12.001.184350.000000.00000
22006.01.03 01:30modify12.001.184351.163201.20520
32006.01.03 01:45buy22.001.183950.000000.00000
42006.01.03 01:45modify22.001.183951.162801.20480
52006.01.03 03:00close22.001.186101.162801.20480430.00100430.00
62006.01.03 03:00close12.001.186101.163201.20520350.00100780.00
72006.01.03 03:15buy32.021.187050.000000.00000
82006.01.03 03:15modify32.021.187051.150901.22290
92006.01.03 03:30buy42.021.187250.000000.00000
102006.01.03 03:30modify42.021.187251.149601.22460
112006.01.03 06:30close42.021.189601.149601.22460474.70101254.70
122006.01.03 06:30close32.021.189601.150901.22290515.10101769.80
132006.01.03 08:00buy52.041.187750.000000.00000
142006.01.03 08:00modify52.041.187751.139601.23560
152006.01.03 10:15close52.041.185901.139601.23560-377.40101392.40
162006.01.03 16:00buy62.031.193550.000000.00000
172006.01.03 16:00modify62.031.193551.156901.22990
182006.01.03 16:30close62.031.195801.156901.22990456.75101849.15
192006.01.04 18:30buy72.041.212750.000000.00000
202006.01.04 18:30modify72.041.212751.165601.25960
212006.01.05 00:00close72.041.210601.165601.25960-446.56101402.59
222006.01.06 15:00buy82.031.216350.000000.00000
232006.01.06 15:00modify82.031.216351.166201.26620
242006.01.06 15:15buy92.031.215150.000000.00000
252006.01.06 15:15modify92.031.215151.165001.26500
262006.01.06 15:45close92.031.213401.165001.26500-355.25101047.34
272006.01.09 01:30close82.031.213001.166201.26620-682.69100364.66
282006.01.10 09:30buy102.011.207950.000000.00000
292006.01.10 09:30modify102.011.207951.181301.23430
302006.01.10 11:15close102.011.210001.181301.23430412.05100776.71
312006.01.11 18:00buy112.021.213350.000000.00000
322006.01.11 18:00modify112.021.213351.167201.25920
332006.01.11 20:15buy122.021.212150.000000.00000
342006.01.11 20:15modify122.021.212151.163501.26050
352006.01.12 06:00buy132.021.213650.000000.00000
362006.01.12 06:00modify132.021.213651.186001.24100
372006.01.12 06:15buy142.021.213350.000000.00000
382006.01.12 06:15modify142.021.213351.189701.23670
392006.01.12 13:15close142.021.212401.189701.23670-191.90100584.81
402006.01.12 13:15close132.021.212401.186001.24100-252.50100332.31
412006.01.12 13:15close122.021.212401.163501.2605042.62100374.93
422006.01.12 13:15close112.021.212401.167201.25920-199.78100175.15
432006.01.12 15:15sell152.001.206500.000000.00000
442006.01.12 15:15modify152.001.206501.267001.14600
452006.01.12 15:45sell162.001.203300.000000.00000
462006.01.12 15:45modify162.001.203301.277801.12880
472006.01.12 16:00sell172.001.202800.000000.00000
482006.01.12 16:00modify172.001.202801.277301.12830
492006.01.13 04:00sell182.001.204100.000000.00000
502006.01.13 04:00modify182.001.204101.227601.18060
512006.01.13 08:00close182.001.205951.227601.18060-370.0099805.15
522006.01.13 08:00close172.001.205951.277301.12830-628.8099176.35
532006.01.13 08:00close162.001.205951.277801.12880-528.8098647.55
542006.01.13 08:30close152.001.206351.267001.1460031.2098678.75
552006.01.17 02:00sell191.971.208000.000000.00000
562006.01.17 02:00modify191.971.208001.237001.17900
572006.01.17 03:00close191.971.209651.237001.17900-325.0598353.70
582006.01.17 12:45sell201.971.205900.000000.00000
592006.01.17 12:45modify201.971.205901.247401.16440
602006.01.17 13:45close201.971.208651.247401.16440-541.7597811.95
612006.01.18 09:15buy211.961.212550.000000.00000
622006.01.18 09:15modify211.961.212551.182901.24190
632006.01.18 09:30buy221.961.212450.000000.00000
642006.01.18 09:30modify221.961.212451.182801.24180
652006.01.18 10:30close221.961.211701.182801.24180-147.0097664.95
662006.01.18 10:30close211.961.211701.182901.24190-166.6097498.35
672006.01.19 16:45buy231.951.211550.000000.00000
682006.01.19 16:45modify231.951.211551.177901.24490
692006.01.19 17:00buy241.951.211350.000000.00000
702006.01.19 17:00modify241.951.211351.175201.24720
712006.01.19 19:15close241.951.210101.175201.24720-243.7597254.60
722006.01.19 19:30close231.951.209901.177901.24490-321.7596932.85
732006.01.23 01:45buy251.941.224350.000000.00000
742006.01.23 01:45modify251.941.224351.133701.31470
752006.01.23 02:15buy261.941.222150.000000.00000
762006.01.23 02:15modify261.941.222151.131501.31250
772006.01.23 10:00buy271.941.222550.000000.00000
782006.01.23 10:00modify271.941.222551.157901.28690
792006.01.23 11:45close271.941.227601.157901.28690979.7097912.55
802006.01.23 11:45close261.941.227601.131501.312501057.3098969.85
812006.01.23 20:15close251.941.229601.133701.314701018.5099988.35
822006.01.27 12:15sell282.001.217600.000000.00000
832006.01.27 12:15modify282.001.217601.246101.18910
842006.01.27 14:45close282.001.222451.246101.18910-970.0099018.35
852006.01.27 15:00buy291.981.221950.000000.00000
862006.01.27 15:00modify291.981.221951.184301.25930
872006.01.27 15:15buy301.981.221350.000000.00000
882006.01.27 15:15modify301.981.221351.183701.25870
892006.01.27 16:15close301.981.219801.183701.25870-306.9098711.45
902006.01.27 16:15close291.981.219801.184301.25930-425.7098285.75
912006.01.27 16:30sell311.971.217300.000000.00000
922006.01.27 16:30modify311.971.217301.254801.17980
932006.01.27 16:45sell321.971.216300.000000.00000
942006.01.27 16:45modify321.971.216301.253801.17880
952006.01.27 17:00close321.971.213651.253801.17880522.0598807.80
962006.01.27 17:15sell331.971.211400.000000.00000
972006.01.27 17:15modify331.971.211401.271401.15140
982006.01.27 19:30close331.971.209251.271401.15140423.5599231.35
992006.01.30 07:15sell341.971.210100.000000.00000
1002006.01.30 07:15modify341.971.210101.235101.18510
1012006.01.30 07:30sell351.971.210300.000000.00000
1022006.01.30 07:30modify351.971.210301.235301.18530
1032006.01.30 07:45sell361.971.210600.000000.00000
1042006.01.30 07:45modify361.971.210601.232601.18860
1052006.01.30 08:45sell371.971.210700.000000.00000
1062006.01.30 08:45modify371.971.210701.227701.19370
1072006.01.30 10:45close371.971.209451.227701.19370246.2599477.60
1082006.01.30 10:45close361.971.209451.232601.18860226.5599704.15
1092006.01.30 10:45close351.971.209451.235301.18530167.4599871.60
1102006.01.30 10:45close341.971.209451.235101.18510128.0599999.65
1112006.01.30 10:45close311.971.209451.254801.179801547.63101547.28
1122006.01.31 20:45sell382.031.213200.000000.00000
1132006.01.31 20:45modify382.031.213201.263701.16270
1142006.01.31 21:15close382.031.216351.263701.16270-639.45100907.83
1152006.02.03 14:45sell392.021.203200.000000.00000
1162006.02.03 14:45modify392.021.203201.248701.15770
1172006.02.03 15:00sell402.021.200500.000000.00000
1182006.02.03 15:00modify402.021.200501.251001.15000
1192006.02.03 17:00close402.021.199951.251001.15000111.10101018.93
1202006.02.03 17:15close392.021.201151.248701.15770414.10101433.03
1212006.02.10 15:00buy412.031.201850.000000.00000
1222006.02.10 15:00modify412.031.201851.169201.23420
1232006.02.10 15:15buy422.031.202350.000000.00000
1242006.02.10 15:15modify422.031.202351.167701.23670
1252006.02.10 16:15close422.031.200501.167701.23670-375.55101057.48
1262006.02.10 16:30close412.031.196901.169201.23420-1004.85100052.63
1272006.02.10 16:45sell432.001.194600.000000.00000
1282006.02.10 16:45modify432.001.194601.240101.14910
1292006.02.10 17:15sell442.001.191200.000000.00000
1302006.02.10 17:15modify442.001.191201.255201.12720
1312006.02.13 05:45sell452.001.190200.000000.00000
1322006.02.13 05:45modify452.001.190201.249701.13070
1332006.02.14 14:45close452.001.186151.249701.13070811.20100863.83
1342006.02.14 14:45close442.001.186151.255201.127201012.40101876.23
1352006.02.14 15:00close432.001.187551.240101.149101412.40103288.63
1362006.02.15 16:45sell462.071.188900.000000.00000
1372006.02.15 16:45modify462.071.188901.222901.15490
1382006.02.15 17:00sell472.071.189800.000000.00000
1392006.02.15 17:00modify472.071.189801.226801.15280
1402006.02.15 19:45close472.071.187951.226801.15280382.95103671.58
1412006.02.16 12:15close462.071.186251.222901.15490552.28104223.86
1422006.02.17 16:30buy482.081.192550.000000.00000
1432006.02.17 16:30modify482.081.192551.155401.22940
1442006.02.17 16:45buy492.081.193750.000000.00000
1452006.02.17 16:45modify492.081.193751.151101.23610
1462006.02.17 17:00close492.081.192101.151101.23610-343.20103880.66
1472006.02.17 18:00close482.081.190301.155401.22940-468.00103412.66
1482006.02.17 18:30sell502.071.187600.000000.00000
1492006.02.17 18:30modify502.071.187601.230101.14510
1502006.02.17 19:00close502.071.191351.230101.14510-776.25102636.41
1512006.02.17 19:15buy512.051.192950.000000.00000
1522006.02.17 19:15modify512.051.192951.150301.23530
1532006.02.17 19:30buy522.051.192350.000000.00000
1542006.02.17 19:30modify522.051.192351.149701.23470
1552006.02.20 02:00close522.051.194901.149701.23470520.09103156.49
1562006.02.20 03:30close512.051.196801.150301.23530786.59103943.08
1572006.02.22 11:30sell532.081.187700.000000.00000
1582006.02.22 11:30modify532.081.187701.214701.16070
1592006.02.22 11:45sell542.081.187400.000000.00000
1602006.02.22 11:45modify542.081.187401.219401.15540
1612006.02.22 12:00sell552.081.187600.000000.00000
1622006.02.22 12:00modify552.081.187601.219601.15560
1632006.02.22 12:15close552.081.188651.219601.15560-218.40103724.68
1642006.02.22 12:15close542.081.188651.219401.15540-260.00103464.68
1652006.02.22 17:45close532.081.190451.214701.16070-572.00102892.68
1662006.02.23 10:15buy562.061.193450.000000.00000
1672006.02.23 10:15modify562.061.193451.172301.21430
1682006.02.23 10:30buy572.061.193450.000000.00000
1692006.02.23 10:30modify572.061.193451.168801.21780
1702006.02.23 11:45close572.061.194501.168801.21780216.30103108.98
1712006.02.23 14:45close562.061.194601.172301.21430236.90103345.88
1722006.02.23 16:00sell582.071.191900.000000.00000
1732006.02.23 16:00modify582.071.191901.230401.15340
1742006.02.24 09:15sell592.071.189900.000000.00000
1752006.02.24 09:15modify592.071.189901.209401.17040
1762006.02.24 10:00close592.071.189951.209401.17040-10.35103335.53
1772006.02.24 10:15close582.071.190751.230401.15340239.29103574.82
1782006.02.24 17:00sell602.071.186600.000000.00000
1792006.02.24 17:00modify602.071.186601.219601.15360
1802006.02.24 17:15sell612.071.186600.000000.00000
1812006.02.24 17:15modify612.071.186601.219601.15360
1822006.02.24 18:00close612.071.187951.219601.15360-279.45103295.37
1832006.02.24 18:00close602.071.187951.219601.15360-279.45103015.92
1842006.02.27 03:00sell622.061.185800.000000.00000
1852006.02.27 03:00modify622.061.185801.229801.14180
1862006.02.27 09:30close622.061.184251.229801.14180319.30103335.22
1872006.02.28 16:15buy632.071.190850.000000.00000
1882006.02.28 16:15modify632.071.190851.156201.22520
1892006.02.28 16:30buy642.071.192750.000000.00000
1902006.02.28 16:30modify642.071.192751.149601.23560
1912006.02.28 16:45buy652.071.192150.000000.00000
1922006.02.28 16:45modify652.071.192151.146501.23750
1932006.02.28 20:00close652.071.193601.146501.23750300.15103635.37
1942006.02.28 21:00buy662.071.192150.000000.00000
1952006.02.28 21:00modify662.071.192151.143001.24100
1962006.02.28 21:15buy672.071.192150.000000.00000
1972006.02.28 21:15modify672.071.192151.145501.23850
1982006.02.28 22:30buy682.071.191750.000000.00000
1992006.02.28 22:30modify682.071.191751.153101.23010
2002006.03.01 07:00buy692.071.193050.000000.00000
2012006.03.01 07:00modify692.071.193051.175401.21040
2022006.03.01 14:15close692.071.195301.175401.21040465.75104101.12
2032006.03.01 14:15close682.071.195301.153101.23010732.16104833.28
2042006.03.01 14:15close672.071.195301.145501.23850649.36105482.64
2052006.03.01 14:15close662.071.195301.143001.24100649.36106132.00
2062006.03.01 14:15close642.071.195301.149601.23560525.16106657.16
2072006.03.01 14:15close632.071.195301.156201.22520918.46107575.61
2082006.03.01 16:15sell702.151.193600.000000.00000
2092006.03.01 16:15modify702.151.193601.216601.17060
2102006.03.01 16:45close702.151.194451.216601.17060-182.75107392.86
2112006.03.01 18:00sell712.151.189700.000000.00000
2122006.03.01 18:00modify712.151.189701.229201.15020
2132006.03.01 19:00close712.151.191351.229201.15020-354.75107038.11
2142006.03.02 14:45buy722.141.195750.000000.00000
2152006.03.02 14:45modify722.141.195751.174101.21710
2162006.03.02 15:00close722.141.193801.174101.21710-417.30106620.81
2172006.03.02 15:15buy732.131.194950.000000.00000
2182006.03.02 15:15modify732.131.194951.170301.21930
2192006.03.02 16:30buy742.131.199050.000000.00000
2202006.03.02 16:30modify742.131.199051.157901.23990
2212006.03.02 16:45buy752.131.199450.000000.00000
2222006.03.02 16:45modify752.131.199451.156301.24230
2232006.03.02 17:30close752.131.200901.156301.24230308.85106929.66
2242006.03.02 18:30close742.131.201601.157901.23990543.15107472.81
2252006.03.02 20:30close732.131.203001.170301.219301714.65109187.46
2262006.03.03 16:30sell762.181.201300.000000.00000
2272006.03.03 16:30modify762.181.201301.229801.17280
2282006.03.03 16:45sell772.181.201200.000000.00000
2292006.03.03 16:45modify772.181.201201.229701.17270
2302006.03.03 17:15close772.181.203251.229701.17270-446.90108740.56
2312006.03.03 17:15close762.181.203251.229801.17280-425.10108315.46
2322006.03.07 06:00sell782.171.195500.000000.00000
2332006.03.07 06:00modify782.171.195501.234501.15650
2342006.03.07 08:00close782.171.196951.234501.15650-314.65108000.81
2352006.03.10 15:30sell792.161.186900.000000.00000
2362006.03.10 15:30modify792.161.186901.217401.15640
2372006.03.10 15:45sell802.161.186800.000000.00000
2382006.03.10 15:45modify802.161.186801.220301.15330
2392006.03.10 17:15close802.161.188951.220301.15330-464.40107536.41
2402006.03.10 17:15close792.161.188951.217401.15640-442.80107093.61
2412006.03.14 16:30buy812.141.201750.000000.00000
2422006.03.14 16:30modify812.141.201751.163101.24010
2432006.03.14 22:45buy822.141.201250.000000.00000
2442006.03.14 22:45modify822.141.201251.155601.24660
2452006.03.15 14:45close822.141.201401.155601.2466029.32107122.93
2462006.03.15 14:45close812.141.201401.163101.24010-77.68107045.25
2472006.03.15 15:30buy832.141.205550.000000.00000
2482006.03.15 15:30modify832.141.205551.179901.23090
2492006.03.15 15:45close832.141.202701.179901.23090-609.90106435.35
2502006.03.16 01:45buy842.131.206250.000000.00000
2512006.03.16 01:45modify842.131.206251.175601.23660
2522006.03.16 02:15buy852.131.205450.000000.00000
2532006.03.16 02:15modify852.131.205451.174801.23580
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8192006.07.31 03:45modify2742.731.275251.219101.33110
8202006.07.31 04:00buy2752.731.274950.000000.00000
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8232006.07.31 14:30close2742.731.277101.219101.33110505.05138303.83
8242006.07.31 14:30close2732.731.277101.219001.33200395.85138699.68
8252006.07.31 14:30close2702.731.277101.232201.314201020.20139719.89
8262006.08.01 18:15buy2762.791.280750.000000.00000
8272006.08.01 18:15modify2762.791.280751.234601.32660
8282006.08.02 00:15buy2772.791.281850.000000.00000
8292006.08.02 00:15modify2772.791.281851.229201.33420
8302006.08.02 00:30buy2782.791.281950.000000.00000
8312006.08.02 00:30modify2782.791.281951.229301.33430
8322006.08.02 08:30buy2792.791.281950.000000.00000
8332006.08.02 08:30modify2792.791.281951.267301.29630
8342006.08.02 17:15close2792.791.278701.267301.29630-906.75138813.14
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8362006.08.02 17:15close2772.791.278701.229201.33420-878.85137027.54
8372006.08.02 17:15close2762.791.278701.234601.32660-575.58136451.96
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8392006.08.03 03:00modify2802.731.275801.308301.24330
8402006.08.03 09:15close2802.731.277251.308301.24330-395.85136056.11
8412006.08.03 14:45buy2812.721.283150.000000.00000
8422006.08.03 14:45modify2812.721.283151.237501.32850
8432006.08.03 15:00buy2822.721.281750.000000.00000
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8452006.08.03 15:15buy2832.721.281750.000000.00000
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8492006.08.03 17:00close2812.721.279201.237501.32850-1074.40133893.71
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8532006.08.04 14:45buy2852.671.287350.000000.00000
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8552006.08.04 15:00buy2862.671.287850.000000.00000
8562006.08.04 15:00modify2862.671.287851.233201.34220
8572006.08.04 15:15buy2872.671.287350.000000.00000
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8592006.08.04 17:15close2872.671.288601.232701.34170333.75133758.46
8602006.08.04 17:15close2862.671.288601.233201.34220200.25133958.71
8612006.08.04 20:00buy2882.671.288650.000000.00000
8622006.08.04 20:00modify2882.671.288651.222501.35450
8632006.08.04 21:00buy2892.671.287850.000000.00000
8642006.08.04 21:00modify2892.671.287850.891701.68370
8652006.08.04 21:15buy2902.671.287650.000000.00000
8662006.08.04 21:15modify2902.671.287650.891501.68350
8672006.08.07 00:00buy2912.671.288450.000000.00000
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8692006.08.07 00:15close2912.671.288301.222301.35430-40.05133918.66
8702006.08.07 05:00buy2922.671.287950.000000.00000
8712006.08.07 05:00modify2922.671.287951.267301.30830
8722006.08.07 05:15buy2932.671.287950.000000.00000
8732006.08.07 05:15modify2932.671.287951.269801.30580
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8762006.08.07 11:45close2942.671.285301.270501.30450-627.45133291.21
8772006.08.07 14:15close2932.671.285001.269801.30580-787.65132503.56
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8792006.08.07 14:15close2902.671.285000.891501.68350-711.02131004.89
8802006.08.07 14:15close2892.671.285000.891701.68370-764.42130240.47
8812006.08.07 14:15close2882.671.285001.222501.35450-978.02129262.45
8822006.08.07 14:15close2852.671.285001.232701.34170-630.92128631.52
8832006.08.08 20:15buy2952.571.288150.000000.00000
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8852006.08.08 20:30close2952.571.283301.252001.32400-1246.45127385.08
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8912006.08.10 10:15sell2982.531.284800.000000.00000
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8932006.08.10 11:00close2982.531.286451.319301.25030-417.45126317.38
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9052006.08.10 21:00close3002.541.279851.354001.19900-850.90125425.93
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9182006.08.11 17:30close2992.541.276951.344601.21260420.62123865.35
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9212006.08.14 09:45sell3082.481.272500.000000.00000
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9232006.08.14 10:00close3082.481.274151.298501.24650-409.20123456.15
9242006.08.14 10:00close3072.481.274151.298101.24610-508.40122947.75
9252006.08.14 15:00sell3092.461.273300.000000.00000
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9332006.08.16 15:00buy3122.461.284350.000000.00000
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9402006.08.16 21:15buy3152.461.283950.000000.00000
9412006.08.16 21:15modify3152.461.283951.237301.33030
9422006.08.16 21:30buy3162.461.283850.000000.00000
9432006.08.16 21:30modify3162.461.283851.237201.33020
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9502006.08.17 10:00close3162.461.286901.237201.33020740.71126108.36
9512006.08.17 10:00close3152.461.286901.237301.33030716.11126824.46
9522006.08.17 10:00close3142.461.286901.237701.33070617.71127442.17
9532006.08.17 10:00close3122.461.286901.245701.32270617.71128059.88
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9602006.08.18 14:30close3192.611.278851.302201.25820352.35131497.68
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10022006.08.24 10:45buy3352.631.281950.000000.00000
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10372006.08.31 16:30close3452.591.280251.314501.25250841.75131019.88
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10652006.09.07 18:00close3542.671.274851.313801.23780253.65133367.87
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10732006.09.08 18:45sell3592.671.267600.000000.00000
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10922006.09.11 13:15close3632.671.271201.238701.30370-40.05133681.32
10932006.09.12 16:15sell3652.671.268100.000000.00000
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10952006.09.12 17:30close3652.671.269551.297101.23910-387.15133294.17
10962006.09.14 14:45sell3662.671.270200.000000.00000
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10982006.09.14 15:15sell3672.671.270300.000000.00000
10992006.09.14 15:15modify3672.671.270301.299801.24080
11002006.09.14 15:45close3672.671.271651.299801.24080-360.45132933.72
11012006.09.14 15:45close3662.671.271651.299701.24070-387.15132546.57
11022006.09.14 17:00buy3682.651.274950.000000.00000
11032006.09.14 17:00modify3682.651.274951.236301.31330
11042006.09.14 18:00close3682.651.273601.236301.31330-357.75132188.82
11052006.09.15 12:15sell3692.641.268700.000000.00000
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11072006.09.15 14:30close3692.641.267051.294201.24320435.60132624.42
11082006.09.15 15:45sell3702.651.263300.000000.00000
11092006.09.15 15:45modify3702.651.263301.314301.21230
11102006.09.15 16:00sell3712.651.264200.000000.00000
11112006.09.15 16:00modify3712.651.264201.316701.21170
11122006.09.15 16:15sell3722.651.263600.000000.00000
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11232006.09.19 15:00buy3752.611.270250.000000.00000
11242006.09.19 15:00modify3752.611.270251.232601.30760
11252006.09.19 15:15buy3762.611.271150.000000.00000
11262006.09.19 15:15modify3762.611.271151.233501.30850
11272006.09.19 17:15close3762.611.268701.233501.30850-639.45129856.52
11282006.09.19 17:15close3752.611.268701.232601.30760-404.55129451.97
11292006.09.21 18:15buy3772.591.277450.000000.00000
11302006.09.21 18:15modify3772.591.277451.237801.31680
11312006.09.21 18:30buy3782.591.277950.000000.00000
11322006.09.21 18:30modify3782.591.277951.231801.32380
11332006.09.21 18:45buy3792.591.277950.000000.00000
11342006.09.21 18:45modify3792.591.277951.231801.32380
11352006.09.21 23:00buy3802.591.277850.000000.00000
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11372006.09.22 09:00close3802.591.279701.235201.32020475.78129927.76
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11392006.09.22 09:30close3782.591.281901.231801.323801019.68131967.12
11402006.09.22 09:30close3772.591.281901.237801.316801149.18133116.31
11412006.09.27 17:00buy3812.661.271050.000000.00000
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11432006.09.27 18:00close3812.661.269801.247901.29390-332.50132783.81
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11472006.10.02 15:30buy3832.651.271350.000000.00000
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11492006.10.02 15:45buy3842.651.272650.000000.00000
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11512006.10.02 16:30close3842.651.275101.238501.30650649.25132994.16
11522006.10.02 20:15buy3852.651.274550.000000.00000
11532006.10.02 20:15modify3852.651.274551.226901.32190
11542006.10.02 20:30buy3862.651.274450.000000.00000
11552006.10.02 20:30modify3862.651.274451.226801.32180
11562006.10.02 20:45buy3872.651.274050.000000.00000
11572006.10.02 20:45modify3872.651.274051.226401.32140
11582006.10.02 21:00buy3882.651.273950.000000.00000
11592006.10.02 21:00modify3882.651.273951.226301.32130
11602006.10.03 05:15close3882.651.274901.226301.32130248.31133242.46
11612006.10.03 19:15close3872.651.272101.226401.32140-520.20132722.27
11622006.10.03 19:15close3862.651.272101.226801.32180-626.20132096.07
11632006.10.03 19:15close3852.651.272101.226901.32190-652.70131443.38
11642006.10.03 19:15close3832.651.272101.245201.29720195.31131638.68
11652006.10.04 10:30sell3892.631.270500.000000.00000
11662006.10.04 10:30modify3892.631.270501.287001.25400
11672006.10.04 11:00close3892.631.268951.287001.25400407.65132046.33
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11702006.10.05 15:15sell3912.641.269100.000000.00000
11712006.10.05 15:15modify3912.641.269101.289601.24860
11722006.10.05 16:15close3912.641.267451.289601.24860435.60132481.93
11732006.10.05 16:15close3902.641.267451.288301.24930356.40132838.33
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11822006.10.06 18:00sell3962.661.260200.000000.00000
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11912006.10.09 14:30close3982.661.259951.277301.24230-39.90132838.33
11922006.10.10 10:30sell4002.661.257200.000000.00000
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11982006.10.10 13:00close3972.661.255851.330701.190701293.29134903.02
11992006.10.10 13:00close3962.661.255851.330201.190201160.29136063.31
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12012006.10.10 13:00close3942.661.255851.323401.196401080.49138277.50
12022006.10.10 13:00close3932.661.255851.322901.19590947.49139224.99
12032006.10.10 13:15close3922.661.254951.313001.215002410.49141635.48
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12212006.10.11 12:30close4022.831.255051.293601.21360-408.65140170.67
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13662006.11.10 04:15close4562.661.285501.235101.33010728.04133556.67
13672006.11.10 04:15close4552.661.285501.235901.33090515.24134071.91
13682006.11.10 09:30close4542.661.287101.236101.33110887.64134959.56
13692006.11.13 16:30sell4572.701.280100.000000.00000
13702006.11.13 16:30modify4572.701.280101.318601.24160
13712006.11.13 21:00sell4582.701.280900.000000.00000
13722006.11.13 21:00modify4582.701.280901.316401.24540
13732006.11.14 00:00sell4592.701.280800.000000.00000
13742006.11.14 00:00modify4592.701.280801.305801.25580
13752006.11.14 01:00close4592.701.282151.305801.25580-364.50134595.06
13762006.11.14 01:00close4582.701.282151.316401.24540-335.88134259.18
13772006.11.14 01:00close4572.701.282151.318601.24160-551.88133707.30
13782006.11.14 14:45buy4602.671.285950.000000.00000
13792006.11.14 14:45modify4602.671.285951.254801.31680
13802006.11.14 15:00buy4612.671.285750.000000.00000
13812006.11.14 15:00modify4612.671.285751.254601.31660
13822006.11.14 15:15buy4622.671.286450.000000.00000
13832006.11.14 15:15modify4622.671.286451.251801.32080
13842006.11.14 15:45close4622.671.284401.251801.32080-547.35133159.95
13852006.11.14 15:45close4612.671.284401.254601.31660-360.45132799.50
13862006.11.14 16:00close4602.671.284101.254801.31680-493.95132305.55
13872006.11.14 16:15sell4632.651.280000.000000.00000
13882006.11.14 16:15modify4632.651.280001.320001.24000
13892006.11.14 16:30sell4642.651.280800.000000.00000
13902006.11.14 16:30modify4642.651.280801.320801.24080
13912006.11.14 16:45sell4652.651.280300.000000.00000
13922006.11.14 16:45modify4652.651.280301.320301.24030
13932006.11.14 18:45close4652.651.281651.320301.24030-357.75131947.80
13942006.11.14 20:15close4642.651.282051.320801.24080-331.25131616.55
13952006.11.14 20:30close4632.651.282951.320001.24000-781.75130834.80
13962006.11.17 16:00buy4662.621.280750.000000.00000
13972006.11.17 16:00modify4662.621.280751.257101.30410
13982006.11.17 16:30buy4672.621.283250.000000.00000
13992006.11.17 16:30modify4672.621.283251.242601.32360
14002006.11.17 16:45buy4682.621.283450.000000.00000
14012006.11.17 16:45modify4682.621.283451.241801.32480
14022006.11.17 18:30close4682.621.282101.241801.32480-353.70130481.10
14032006.11.17 20:45close4672.621.281701.242601.32360-406.10130075.00
14042006.11.17 21:00close4662.621.281401.257101.30410170.30130245.30
14052006.11.21 20:30buy4692.601.284950.000000.00000
14062006.11.21 20:30modify4692.601.284951.256801.31280
14072006.11.21 20:45buy4702.601.284950.000000.00000
14082006.11.21 20:45modify4702.601.284951.256801.31280
14092006.11.22 07:15close4702.601.286001.256801.31280269.62130514.92
14102006.11.22 07:15close4692.601.286001.256801.31280269.62130784.54
14112006.11.22 08:00buy4712.621.285850.000000.00000
14122006.11.22 08:00modify4712.621.285851.260201.31120
14132006.11.22 08:45close4712.621.286901.260201.31120275.10131059.64
14142006.11.22 15:00buy4722.621.292150.000000.00000
14152006.11.22 15:00modify4722.621.292151.253501.33050
14162006.11.22 17:00close4722.621.293301.253501.33050301.30131360.94
14172006.11.23 01:15buy4732.631.293650.000000.00000
14182006.11.23 01:15modify4732.631.293651.250001.33700
14192006.11.23 03:30close4732.631.293001.250001.33700-170.95131189.99
14202006.11.23 10:15buy4742.621.296950.000000.00000
14212006.11.23 10:15modify4742.621.296951.273801.31980
14222006.11.23 10:30buy4752.621.296650.000000.00000
14232006.11.23 10:30modify4752.621.296651.273501.31950
14242006.11.23 10:45buy4762.621.297250.000000.00000
14252006.11.23 10:45modify4762.621.297251.274101.32010
14262006.11.23 11:45close4762.621.295801.274101.32010-379.90130810.09
14272006.11.23 12:15close4752.621.295701.273501.31950-248.90130561.19
14282006.11.23 12:15close4742.621.295701.273801.31980-327.50130233.69
14292006.11.24 09:30buy4772.601.299350.000000.00000
14302006.11.24 09:30modify4772.601.299351.270701.32770
14312006.11.24 10:00buy4782.601.306450.000000.00000
14322006.11.24 10:00modify4782.601.306451.232801.37980
14332006.11.24 10:15buy4792.601.306250.000000.00000
14342006.11.24 10:15modify4792.601.306251.232601.37960
14352006.11.27 00:15close4792.601.315801.232601.379602479.62132713.31
14362006.11.27 00:15close4782.601.315801.232801.379802427.62135140.93
14372006.11.27 00:15close4772.601.315801.270701.327704273.62139414.55
14382006.11.28 09:15buy4802.791.316050.000000.00000
14392006.11.28 09:15modify4802.791.316051.293901.33790
14402006.11.28 09:30close4802.791.314701.293901.33790-376.65139037.90
14412006.11.30 16:15buy4812.781.324350.000000.00000
14422006.11.30 16:15modify4812.781.324351.283201.36520
14432006.11.30 16:30buy4822.781.323950.000000.00000
14442006.11.30 16:30modify4822.781.323951.282301.36530
14452006.11.30 17:30close4822.781.326401.282301.36530681.10139719.00
14462006.11.30 20:15close4812.781.324901.283201.36520152.90139871.90
14472006.11.30 22:15buy4832.801.323850.000000.00000
14482006.11.30 22:15modify4832.801.323851.276701.37070
14492006.12.01 07:30close4832.801.327001.276701.37070878.36140750.26
14502006.12.01 16:15buy4842.821.331250.000000.00000
14512006.12.01 16:15modify4842.821.331251.280601.38160
14522006.12.01 16:30buy4852.821.333250.000000.00000
14532006.12.01 16:30modify4852.821.333251.277601.38860
14542006.12.01 16:45buy4862.821.334050.000000.00000
14552006.12.01 16:45modify4862.821.334051.269901.39790
14562006.12.01 17:15close4862.821.331801.269901.39790-634.50140115.76
14572006.12.01 17:15close4852.821.331801.277601.38860-408.90139706.86
14582006.12.04 02:15buy4872.821.333350.000000.00000
14592006.12.04 02:15modify4872.821.333351.268201.39820
14602006.12.04 02:30buy4882.821.332250.000000.00000
14612006.12.04 02:30modify4882.821.332251.267101.39710
14622006.12.04 05:15close4882.821.330801.267101.39710-408.90139297.96
14632006.12.04 05:15close4872.821.330801.268201.39820-719.10138578.86
14642006.12.04 05:15close4842.821.330801.280601.38160-130.57138448.29
14652006.12.05 16:30sell4892.771.329200.000000.00000
14662006.12.05 16:30modify4892.771.329201.366701.29170
14672006.12.05 16:45sell4902.771.329400.000000.00000
14682006.12.05 16:45modify4902.771.329401.366901.29190
14692006.12.05 17:00close4902.771.330751.366901.29190-373.95138074.34
14702006.12.05 17:00close4892.771.330751.366701.29170-429.35137644.99
14712006.12.06 10:45sell4912.751.326700.000000.00000
14722006.12.06 10:45modify4912.751.326701.368201.28520
14732006.12.06 11:15sell4922.751.327100.000000.00000
14742006.12.06 11:15modify4922.751.327101.368601.28560
14752006.12.06 12:30close4922.751.328651.368601.28560-426.25137218.74
14762006.12.06 12:30close4912.751.328651.368201.28520-536.25136682.49
14772006.12.08 15:00buy4932.731.333450.000000.00000
14782006.12.08 15:00modify4932.731.333451.278801.38780
14792006.12.08 15:15buy4942.731.333850.000000.00000
14802006.12.08 15:15modify4942.731.333851.279201.38820
14812006.12.08 15:30buy4952.731.334350.000000.00000
14822006.12.08 15:30modify4952.731.334351.279201.38920
14832006.12.08 16:30close4952.731.331401.279201.38920-805.35135877.14
14842006.12.08 16:30close4942.731.331401.279201.38820-668.85135208.29
14852006.12.08 17:30close4932.731.330901.278801.38780-696.15134512.14
14862006.12.08 18:00sell4962.691.321300.000000.00000
14872006.12.08 18:00modify4962.691.321301.408301.23430
14882006.12.08 18:15sell4972.691.321700.000000.00000
14892006.12.08 18:15modify4972.691.321701.408701.23470
14902006.12.08 18:30sell4982.691.321800.000000.00000
14912006.12.08 18:30modify4982.691.321801.408801.23480
14922006.12.11 01:30close4982.691.316451.408801.234801440.76135952.90
14932006.12.11 01:30close4972.691.316451.408701.234701413.86137366.77
14942006.12.11 03:00close4962.691.314351.408301.234301871.16139237.93
14952006.12.12 15:45buy4992.781.326650.000000.00000
14962006.12.12 15:45modify4992.781.326651.300001.35300
14972006.12.12 16:00close4992.781.324601.300001.35300-569.90138668.03
14982006.12.13 14:30sell5002.771.324200.000000.00000
14992006.12.13 14:30modify5002.771.324201.348701.29970
15002006.12.13 15:00sell5012.771.322100.000000.00000
15012006.12.13 15:00modify5012.771.322101.365101.27910
15022006.12.13 15:15sell5022.771.321200.000000.00000
15032006.12.13 15:15modify5022.771.321201.364201.27820
15042006.12.13 17:15close5022.771.323251.364201.27820-567.85138100.18
15052006.12.13 17:15close5012.771.323251.365101.27910-318.55137781.63
15062006.12.13 22:00sell5032.771.321200.000000.00000
15072006.12.13 22:00modify5032.771.321201.362701.27970
15082006.12.13 22:15sell5042.771.321500.000000.00000
15092006.12.13 22:15modify5042.771.321501.363001.28000
15102006.12.14 00:45sell5052.771.321600.000000.00000
15112006.12.14 00:45modify5052.771.321601.363101.28010
15122006.12.14 08:00close5052.771.322251.363101.28010-180.05137601.58
15132006.12.14 08:45close5042.771.323051.363001.28000-424.36137177.22
15142006.12.14 08:45close5032.771.323051.362701.27970-507.46136669.75
15152006.12.14 08:45close5002.771.323051.348701.29970323.54136993.29
15162006.12.14 09:15buy5062.741.324650.000000.00000
15172006.12.14 09:15modify5062.741.324651.297001.35200
15182006.12.14 10:15close5062.741.323201.297001.35200-397.30136595.99
15192006.12.14 12:45sell5072.731.319600.000000.00000
15202006.12.14 12:45modify5072.731.319601.350601.28860
15212006.12.14 14:45close5072.731.317551.350601.28860559.65137155.64
15222006.12.15 10:30sell5082.741.311300.000000.00000
15232006.12.15 10:30modify5082.741.311301.340801.28180
15242006.12.15 10:45sell5092.741.311700.000000.00000
15252006.12.15 10:45modify5092.741.311701.346201.27720
15262006.12.15 11:00sell5102.741.310200.000000.00000
15272006.12.15 11:00modify5102.741.310201.347201.27320
15282006.12.15 14:30close5102.741.317151.347201.27320-1904.30135251.34
15292006.12.15 14:30close5092.741.317151.346201.27720-1493.30133758.04
15302006.12.15 14:30close5082.741.317151.340801.28180-1602.90132155.14
15312006.12.15 14:45buy5112.641.317750.000000.00000
15322006.12.15 14:45modify5112.641.317751.273601.36160
15332006.12.15 15:00buy5122.641.317850.000000.00000
15342006.12.15 15:00modify5122.641.317851.273701.36170
15352006.12.15 15:30close5122.641.316101.273701.36170-462.00131693.14
15362006.12.15 15:30close5112.641.316101.273601.36160-435.60131257.54
15372006.12.15 16:00sell5132.631.311800.000000.00000
15382006.12.15 16:00modify5132.631.311801.355801.26780
15392006.12.15 16:30sell5142.631.308900.000000.00000
15402006.12.15 16:30modify5142.631.308901.363901.25390
15412006.12.15 20:45sell5152.631.307700.000000.00000
15422006.12.15 20:45modify5152.631.307701.688700.92670
15432006.12.15 21:15sell5162.631.308200.000000.00000
15442006.12.15 21:15modify5162.631.308201.689200.92720
15452006.12.18 01:30sell5172.631.308600.000000.00000
15462006.12.18 01:30modify5172.631.308601.372101.24510
15472006.12.18 01:45sell5182.631.308700.000000.00000
15482006.12.18 01:45modify5182.631.308701.372201.24520
15492006.12.18 02:00sell5192.631.309200.000000.00000
15502006.12.18 02:00modify5192.631.309201.372701.24570
15512006.12.18 07:45close5192.631.311151.372701.24570-512.85130744.69
15522006.12.18 07:45close5182.631.311151.372201.24520-644.35130100.34
15532006.12.18 07:45close5172.631.311151.372101.24510-670.65129429.69
15542006.12.18 07:45close5162.631.311151.689200.92720-774.27128655.42
15552006.12.18 07:45close5152.631.311151.688700.92670-905.77127749.65
15562006.12.18 07:45close5142.631.311151.363901.25390-590.17127159.47
15572006.12.18 08:45close5132.631.311351.355801.26780119.93127279.40
15582006.12.18 16:15sell5202.551.306000.000000.00000
15592006.12.18 16:15modify5202.551.306001.337501.27450
15602006.12.18 16:30sell5212.551.305500.000000.00000
15612006.12.18 16:30modify5212.551.305501.338001.27300
15622006.12.18 17:30close5212.551.307251.338001.27300-446.25126833.15
15632006.12.18 18:45close5202.551.307751.337501.27450-446.25126386.90
15642006.12.19 09:00buy5222.531.312050.000000.00000
15652006.12.19 09:00modify5222.531.312051.291401.33240
15662006.12.19 09:15buy5232.531.312850.000000.00000
15672006.12.19 09:15modify5232.531.312851.284701.34070
15682006.12.19 09:30buy5242.531.313450.000000.00000
15692006.12.19 09:30modify5242.531.313451.285301.34130
15702006.12.19 10:00close5242.531.315401.285301.34130493.35126880.25
15712006.12.19 10:15close5232.531.317401.284701.340701151.15128031.40
15722006.12.19 10:30buy5252.531.316750.000000.00000
15732006.12.19 10:30modify5252.531.316751.270601.36260
15742006.12.19 14:30close5252.531.313701.270601.36260-771.65127259.75
15752006.12.19 14:30close5222.531.313701.291401.33240417.45127677.20
15762006.12.22 16:00sell5262.551.316800.000000.00000
15772006.12.22 16:00modify5262.551.316801.339801.29380
15782006.12.22 16:30sell5272.551.315400.000000.00000
15792006.12.22 16:30modify5272.551.315401.346901.28390
15802006.12.22 17:15close5272.551.316051.346901.28390-165.75127511.45
15812006.12.22 18:15sell5282.551.311800.000000.00000
15822006.12.22 18:15modify5282.551.311801.363801.25980
15832006.12.22 21:00close5282.551.314351.363801.25980-650.25126861.20
15842006.12.22 21:15close5262.551.314451.339801.29380599.25127460.45
15852006.12.28 14:45buy5292.551.319550.000000.00000
15862006.12.28 14:45modify5292.551.319551.271401.36740
15872006.12.28 16:00close5292.551.317301.271401.36740-573.75126886.70
15882006.12.28 16:15sell5302.541.315000.000000.00000
15892006.12.28 16:15modify5302.541.315001.360001.27000
15902006.12.28 16:30sell5312.541.314100.000000.00000
15912006.12.28 16:30modify5312.541.314101.358601.26960
15922006.12.28 16:45sell5322.541.314500.000000.00000
15932006.12.28 16:45modify5322.541.314501.359001.27000
15942006.12.28 18:00close5322.541.315651.359001.27000-292.10126594.60
15952006.12.28 18:30close5312.541.316451.358601.26960-596.90125997.70
15962006.12.28 18:45close5302.541.316951.360001.27000-495.30125502.40

Talk about RobinVOL 2.0 | year 2006 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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