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

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2009.01.02 10:00 - 2009.12.30 23:59 (2009.01.01 - 2009.12.31)
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 test25493Ticks modelled49981Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit175567.02Gross profit325756.45Gross loss-150189.43
Profit factor2.17Expected payoff546.94
Absolute drawdown10.00Maximal drawdown27985.48 (11.36%)Relative drawdown11.36% (27985.48)
Total trades321Short positions (won %)164 (53.66%)Long positions (won %)157 (50.32%)
Profit trades (% of total)167 (52.02%)Loss trades (% of total)154 (47.98%)
Largestprofit trade13910.62loss trade-2847.15
Averageprofit trade1950.64loss trade-975.26
Maximumconsecutive wins (profit in money)12 (29574.51)consecutive losses (loss in money)12 (-14075.86)
Maximalconsecutive profit (count of wins)29574.51 (12)consecutive loss (count of losses)-14075.86 (12)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 09:30sell12.001.371200.000000.00000
22009.01.05 09:30modify12.001.371201.511701.23070
32009.01.05 09:45sell22.001.370300.000000.00000
42009.01.05 09:45modify22.001.370301.518301.22230
52009.01.05 10:00sell32.001.367700.000000.00000
62009.01.05 10:00modify32.001.367701.517701.21770
72009.01.05 13:30close32.001.358351.517701.217701870.00101870.00
82009.01.05 13:30close22.001.358351.518301.222302390.00104260.00
92009.01.05 13:30close12.001.358351.511701.230702570.00106830.00
102009.01.06 09:15sell42.141.343500.000000.00000
112009.01.06 09:15modify42.141.343501.454501.23250
122009.01.06 12:15close42.141.335451.454501.232501722.70108552.70
132009.01.06 18:15sell52.171.346400.000000.00000
142009.01.06 18:15modify52.171.346401.471901.22090
152009.01.06 18:45close52.171.349051.471901.22090-575.05107977.65
162009.01.07 09:00buy62.161.358150.000000.00000
172009.01.07 09:00modify62.161.358151.272001.44400
182009.01.07 13:30close62.161.361301.272001.44400680.40108658.05
192009.01.07 14:45buy72.171.371650.000000.00000
202009.01.07 14:45modify72.171.371651.218501.52450
212009.01.07 15:00buy82.171.372150.000000.00000
222009.01.07 15:00modify82.171.372151.224001.52000
232009.01.07 16:00close82.171.365701.224001.52000-1399.65107258.40
242009.01.07 16:00close72.171.365701.218501.52450-1291.15105967.25
252009.01.08 15:15buy92.121.377650.000000.00000
262009.01.08 15:15modify92.121.377651.245501.50950
272009.01.08 17:00close92.121.371801.245501.50950-1240.20104727.05
282009.01.09 15:15sell102.091.356300.000000.00000
292009.01.09 15:15modify102.091.356301.457301.25530
302009.01.09 15:30sell112.091.353600.000000.00000
312009.01.09 15:30modify112.091.353601.471101.23610
322009.01.09 16:15close112.091.352751.471101.23610177.65104904.70
332009.01.09 18:45close102.091.345951.457301.255302163.15107067.85
342009.01.15 16:00sell122.141.306500.000000.00000
352009.01.15 16:00modify122.141.306501.399501.21350
362009.01.15 19:45close122.141.310251.399501.21350-802.50106265.35
372009.01.23 09:00sell132.131.286000.000000.00000
382009.01.23 09:00modify132.131.286001.379501.19250
392009.01.23 09:15sell142.131.282300.000000.00000
402009.01.23 09:15modify142.131.282301.390801.17380
412009.01.23 10:45close142.131.278851.390801.17380734.85107000.20
422009.01.23 15:15sell152.131.284400.000000.00000
432009.01.23 15:15modify152.131.284401.403901.16490
442009.01.23 15:30close152.131.286751.403901.16490-500.55106499.65
452009.01.23 15:30close132.131.286751.379501.19250-159.75106339.90
462009.01.28 21:00sell162.131.313900.000000.00000
472009.01.28 21:00modify162.131.313901.424901.20290
482009.01.28 23:00sell172.131.316400.000000.00000
492009.01.28 23:00modify172.131.316401.428401.20440
502009.01.28 23:15sell182.131.317400.000000.00000
512009.01.28 23:15modify182.131.317401.429401.20540
522009.01.29 08:15close182.131.306351.429401.205402357.48108697.38
532009.01.29 08:15close172.131.306351.428401.204402144.48110841.87
542009.01.29 08:15close162.131.306351.424901.202901611.98112453.85
552009.01.29 18:00sell192.251.298600.000000.00000
562009.01.29 18:00modify192.251.298601.395101.20210
572009.01.29 18:15sell202.251.295600.000000.00000
582009.01.29 18:15modify202.251.295601.418101.17310
592009.01.30 01:30close202.251.290851.418101.173101070.10113523.95
602009.01.30 08:30close192.251.287251.395101.202102555.10116079.05
612009.02.06 15:30buy212.321.287750.000000.00000
622009.02.06 15:30modify212.321.287751.220601.35460
632009.02.06 16:45close212.321.284501.220601.35460-754.00115325.05
642009.02.12 09:45sell222.311.285200.000000.00000
652009.02.12 09:45modify222.311.285201.330951.23945
662009.02.12 10:30close222.311.286201.330951.23945-231.00115094.05
672009.02.12 13:30sell232.301.286150.000000.00000
682009.02.12 13:30modify232.301.286151.359401.21290
692009.02.12 14:45close232.301.285551.359401.21290138.00115232.05
702009.02.12 15:30sell242.301.276900.000000.00000
712009.02.12 15:30modify242.301.276901.372151.18165
722009.02.12 15:45sell252.301.274500.000000.00000
732009.02.12 15:45modify252.301.274501.382251.16675
742009.02.12 17:15close252.301.279551.382251.16675-1161.50114070.55
752009.02.12 17:30close242.301.283701.372151.18165-1564.00112506.55
762009.02.17 02:15sell262.251.268610.000000.00000
772009.02.17 02:15modify262.251.268611.342911.19431
782009.02.17 02:30sell272.251.267090.000000.00000
792009.02.17 02:30modify272.251.267091.347741.18644
802009.02.17 02:45sell282.251.267430.000000.00000
812009.02.17 02:45modify282.251.267431.348081.18678
822009.02.17 06:45close282.251.265151.348081.18678513.00113019.55
832009.02.17 08:30close272.251.260551.347741.186441471.50114491.05
842009.02.17 08:30close262.251.260551.342911.194311813.50116304.55
852009.02.20 16:15buy292.331.263350.000000.00000
862009.02.20 16:15modify292.331.263351.214951.31145
872009.02.20 17:00close292.331.261301.214951.31145-477.65115826.90
882009.02.20 18:00buy302.321.269050.000000.00000
892009.02.20 18:00modify302.321.269051.201651.33615
902009.02.20 18:30buy312.321.278750.000000.00000
912009.02.20 18:30modify312.321.278751.135851.42135
922009.02.20 20:00close312.321.281301.135851.42135591.60116418.50
932009.02.20 20:00close302.321.281301.201651.336152842.00119260.50
942009.02.27 09:30sell322.391.265490.000000.00000
952009.02.27 09:30modify322.391.265491.327341.20364
962009.02.27 12:00close322.391.268281.327341.20364-666.81118593.69
972009.02.27 16:30sell332.371.267100.000000.00000
982009.02.27 16:30modify332.371.267101.340101.19410
992009.02.27 16:45close332.371.271151.340101.19410-959.85117633.84
1002009.03.05 15:15sell342.351.248320.000000.00000
1012009.03.05 15:15modify342.351.248321.319121.17752
1022009.03.05 15:45close342.351.252641.319121.17752-1015.20116618.64
1032009.03.06 08:00buy352.331.267190.000000.00000
1042009.03.06 08:00modify352.331.267191.195641.33844
1052009.03.06 08:15buy362.331.269300.000000.00000
1062009.03.06 08:15modify362.331.269301.174001.36430
1072009.03.06 10:00close362.331.268921.174001.36430-88.54116530.10
1082009.03.06 11:15buy372.331.266830.000000.00000
1092009.03.06 11:15modify372.331.266831.168531.36483
1102009.03.06 13:45buy382.331.266670.000000.00000
1112009.03.06 13:45modify382.331.266671.172371.36067
1122009.03.06 14:15close382.331.265691.172371.36067-228.34116301.76
1132009.03.06 14:15close372.331.265691.168531.36483-265.62116036.14
1142009.03.06 14:15close352.331.265691.195641.33844-349.50115686.64
1152009.03.06 15:00buy392.311.272620.000000.00000
1162009.03.06 15:00modify392.311.272621.172421.37252
1172009.03.06 17:00close392.311.265981.172421.37252-1533.84114152.80
1182009.03.10 13:30buy402.281.279600.000000.00000
1192009.03.10 13:30modify402.281.279601.186551.37235
1202009.03.10 13:45buy412.281.280780.000000.00000
1212009.03.10 13:45modify412.281.280781.178181.38308
1222009.03.10 16:15close412.281.276961.178181.38308-870.96113281.84
1232009.03.10 16:45close402.281.274421.186551.37235-1181.04112100.80
1242009.03.18 13:45buy422.241.310720.000000.00000
1252009.03.18 13:45modify422.241.310721.242121.37902
1262009.03.18 14:00buy432.241.312160.000000.00000
1272009.03.18 14:00modify432.241.312161.233111.39091
1282009.03.18 14:15buy442.241.313000.000000.00000
1292009.03.18 14:15modify442.241.313001.233951.39175
1302009.03.18 16:45close442.241.310511.233951.39175-557.76111543.04
1312009.03.18 19:30close432.241.333111.233111.390914692.80116235.84
1322009.03.18 19:45buy452.241.340480.000000.00000
1332009.03.18 19:45modify452.241.340481.115931.56473
1342009.03.18 20:00buy462.241.342440.000000.00000
1352009.03.18 20:00modify462.241.342441.116441.56814
1362009.03.19 12:45close462.241.357771.116441.568143425.18119661.03
1372009.03.19 12:45close452.241.357771.115931.564733864.22123525.25
1382009.03.19 13:00buy472.241.362210.000000.00000
1392009.03.19 13:00modify472.241.362211.257861.46626
1402009.03.19 15:00close472.241.363961.257861.46626392.00123917.25
1412009.03.19 17:00close422.241.372861.242121.3790213910.62137827.87
1422009.03.20 03:00buy482.761.361750.000000.00000
1432009.03.20 03:00modify482.761.361751.300451.42275
1442009.03.20 11:15close482.761.364271.300451.42275695.52138523.39
1452009.03.20 11:45sell492.771.357020.000000.00000
1462009.03.20 11:45modify492.771.357021.440471.27357
1472009.03.20 12:00sell502.771.357440.000000.00000
1482009.03.20 12:00modify502.771.357441.450941.26394
1492009.03.20 12:15close502.771.360281.450941.26394-786.68137736.71
1502009.03.20 15:00close492.771.361511.440471.27357-1243.73136492.98
1512009.03.25 15:00buy512.731.360440.000000.00000
1522009.03.25 15:00modify512.731.360441.267441.45314
1532009.03.25 15:15close512.731.353111.267441.45314-2001.09134491.89
1542009.03.27 10:45sell522.691.346240.000000.00000
1552009.03.27 10:45modify522.691.346241.413491.27899
1562009.03.27 11:00sell532.691.346380.000000.00000
1572009.03.27 11:00modify532.691.346381.414581.27818
1582009.03.27 11:15close532.691.338321.414581.278182168.14136660.03
1592009.03.30 07:15close522.691.321511.413491.278996653.98143314.02
1602009.04.02 14:30buy542.871.340730.000000.00000
1612009.04.02 14:30modify542.871.340731.249781.43138
1622009.04.02 15:15close542.871.340231.249781.43138-143.50143170.52
1632009.04.03 04:00buy552.861.343660.000000.00000
1642009.04.03 04:00modify552.861.343661.289061.39796
1652009.04.03 04:15buy562.861.343570.000000.00000
1662009.04.03 04:15modify562.861.343571.288971.39787
1672009.04.03 07:00close562.861.342751.288971.39787-234.52142936.00
1682009.04.03 07:00close552.861.342751.289061.39796-260.26142675.74
1692009.04.03 15:15sell572.851.338640.000000.00000
1702009.04.03 15:15modify572.851.338641.393441.28384
1712009.04.03 15:30close572.851.341081.393441.28384-695.40141980.34
1722009.04.07 02:00sell582.841.332190.000000.00000
1732009.04.07 02:00modify582.841.332191.437591.22679
1742009.04.07 03:45close582.841.336201.437591.22679-1138.84140841.50
1752009.04.07 11:15sell592.821.328080.000000.00000
1762009.04.07 11:15modify592.821.328081.401881.25428
1772009.04.07 11:45sell602.821.326510.000000.00000
1782009.04.07 11:45modify602.821.326511.399511.25351
1792009.04.07 13:30close602.821.323681.399511.25351798.06141639.56
1802009.04.07 21:15sell612.821.327960.000000.00000
1812009.04.07 21:15modify612.821.327961.412961.24296
1822009.04.08 01:00sell622.821.328070.000000.00000
1832009.04.08 01:00modify622.821.328071.364121.29202
1842009.04.08 02:30close622.821.321581.364121.292021830.18143469.74
1852009.04.08 02:30close612.821.321581.412961.242961800.85145270.59
1862009.04.08 02:30close592.821.321581.401881.254281834.69147105.28
1872009.04.09 17:15sell632.941.318740.000000.00000
1882009.04.09 17:15modify632.941.318741.394041.24344
1892009.04.09 17:30sell642.941.315900.000000.00000
1902009.04.09 17:30modify642.941.315901.407301.22450
1912009.04.09 18:15close642.941.313421.407301.22450729.12147834.40
1922009.04.09 20:00sell652.941.316570.000000.00000
1932009.04.09 20:00modify652.941.316571.421121.21202
1942009.04.10 03:15close652.941.310121.421121.212021898.06149732.47
1952009.04.10 03:15close632.941.310121.394041.243442536.04152268.51
1962009.04.10 22:15buy663.051.318650.000000.00000
1972009.04.10 22:15modify663.051.318651.135801.50120
1982009.04.13 01:30close663.051.317121.135801.50120-470.61151797.90
1992009.04.13 02:15sell673.041.314330.000000.00000
2002009.04.13 02:15modify673.041.314331.346281.28238
2012009.04.13 04:15close673.041.315911.346281.28238-480.32151317.58
2022009.04.13 14:30buy683.031.326210.000000.00000
2032009.04.13 14:30modify683.031.326211.258411.39371
2042009.04.13 14:45buy693.031.329700.000000.00000
2052009.04.13 14:45modify693.031.329701.242101.41700
2062009.04.13 15:00buy703.031.328270.000000.00000
2072009.04.13 15:00modify703.031.328271.243621.41262
2082009.04.13 17:00close703.031.331861.243621.412621087.77152405.35
2092009.04.13 17:45close693.031.336811.242101.417002154.33154559.68
2102009.04.13 17:45close683.031.336811.258411.393713211.80157771.48
2112009.04.15 13:30sell713.161.322640.000000.00000
2122009.04.15 13:30modify713.161.322641.368841.27644
2132009.04.15 13:45sell723.161.320280.000000.00000
2142009.04.15 13:45modify723.161.320281.372131.26843
2152009.04.15 15:30close723.161.315821.372131.268431409.36159180.84
2162009.04.15 15:45close713.161.317581.368841.276441598.96160779.80
2172009.04.15 16:30sell733.221.319160.000000.00000
2182009.04.15 16:30modify733.221.319161.393761.24456
2192009.04.15 16:45sell743.221.319130.000000.00000
2202009.04.15 16:45modify743.221.319131.393731.24453
2212009.04.15 19:00close743.221.322961.393731.24453-1233.26159546.54
2222009.04.15 19:00close733.221.322961.393761.24456-1223.60158322.94
2232009.04.20 16:15sell753.171.290170.000000.00000
2242009.04.20 16:15modify753.171.290171.354521.22582
2252009.04.20 17:15close753.171.293261.354521.22582-979.53157343.41
2262009.04.22 16:00buy763.151.299860.000000.00000
2272009.04.22 16:00modify763.151.299861.236161.36326
2282009.04.22 18:30buy773.151.299440.000000.00000
2292009.04.22 18:30modify773.151.299441.223641.37494
2302009.04.22 22:00buy783.151.299590.000000.00000
2312009.04.22 22:00modify783.151.299591.232791.36609
2322009.04.23 09:30close783.151.301671.232791.36609642.92157986.32
2332009.04.23 09:30close773.151.301671.223641.37494690.17158676.49
2342009.04.23 09:30close763.151.301671.236161.36326557.87159234.35
2352009.04.24 10:30buy793.181.326800.000000.00000
2362009.04.24 10:30modify793.181.326801.248551.40475
2372009.04.24 11:45close793.181.321661.248551.40475-1634.52157599.83
2382009.04.24 19:30buy803.151.326120.000000.00000
2392009.04.24 19:30modify803.151.326121.245621.40632
2402009.04.24 19:45buy813.151.325670.000000.00000
2412009.04.24 19:45modify813.151.325671.253771.39727
2422009.04.24 20:00buy823.151.325240.000000.00000
2432009.04.24 20:00modify823.151.325241.253741.39644
2442009.04.24 20:15buy833.151.323990.000000.00000
2452009.04.24 20:15modify833.151.323990.895741.75194
2462009.04.24 22:30close833.151.323610.895741.75194-119.70157480.13
2472009.04.24 22:30close823.151.323611.253741.39644-513.45156966.68
2482009.04.24 22:30close813.151.323611.253771.39727-648.90156317.78
2492009.04.24 22:30close803.151.323611.245621.40632-790.65155527.13
2502009.04.27 19:15sell843.111.305960.000000.00000
2512009.04.27 19:15modify843.111.305961.374861.23706
2522009.04.27 19:30sell853.111.302180.000000.00000
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8152009.11.10 17:15modify2724.661.494411.534961.45386
8162009.11.10 19:00close2724.661.496511.534961.45386-978.60232174.33
8172009.11.11 09:30buy2734.641.503580.000000.00000
8182009.11.11 09:30modify2734.641.503581.465081.54178
8192009.11.11 14:45close2734.641.501861.465081.54178-798.08231376.25
8202009.11.11 17:15sell2744.631.497020.000000.00000
8212009.11.11 17:15modify2744.631.497021.540771.45327
8222009.11.11 23:00close2744.631.498801.540771.45327-824.14230552.11
8232009.11.13 17:00buy2754.611.488800.000000.00000
8242009.11.13 17:00modify2754.611.488801.450401.52690
8252009.11.13 18:15close2754.611.491181.450401.526901097.18231649.29
8262009.11.16 18:30sell2764.631.490540.000000.00000
8272009.11.16 18:30modify2764.631.490541.546991.43409
8282009.11.16 18:45close2764.631.494281.546991.43409-1731.62229917.67
8292009.11.16 19:15buy2774.601.495980.000000.00000
8302009.11.16 19:15modify2774.601.495981.439381.55228
8312009.11.16 20:15close2774.601.501351.439381.552282470.20232387.87
8322009.11.18 11:00buy2784.651.495970.000000.00000
8332009.11.18 11:00modify2784.651.495971.446521.54512
8342009.11.18 11:30close2784.651.494031.446521.54512-902.10231485.77
8352009.11.18 14:30buy2794.631.494910.000000.00000
8362009.11.18 14:30modify2794.631.494911.443261.54626
8372009.11.18 14:45close2794.631.493361.443261.54626-717.65230768.12
8382009.11.18 19:00buy2804.621.495500.000000.00000
8392009.11.18 19:00modify2804.621.495501.442601.54810
8402009.11.18 19:15buy2814.621.494780.000000.00000
8412009.11.18 19:15modify2814.621.494781.441881.54738
8422009.11.18 21:00close2814.621.493971.441881.54738-374.22230393.90
8432009.11.18 21:00close2804.621.493971.442601.54810-706.86229687.04
8442009.11.19 09:15sell2824.591.485800.000000.00000
8452009.11.19 09:15modify2824.591.485801.540851.43075
8462009.11.19 11:45sell2834.591.487700.000000.00000
8472009.11.19 11:45modify2834.591.487701.548501.42690
8482009.11.19 15:15close2834.591.488581.548501.42690-403.92229283.12
8492009.11.19 15:15close2824.591.488581.540851.43075-1276.02228007.10
8502009.11.20 13:15sell2844.561.482430.000000.00000
8512009.11.20 13:15modify2844.561.482431.543931.42093
8522009.11.20 15:45close2844.561.485701.543931.42093-1491.12226515.98
8532009.11.25 12:45buy2854.531.508790.000000.00000
8542009.11.25 12:45modify2854.531.508791.438791.57849
8552009.11.25 15:45close2854.531.504791.438791.57849-1812.00224703.98
8562009.11.26 03:15buy2864.491.510620.000000.00000
8572009.11.26 03:15modify2864.491.510621.457921.56302
8582009.11.26 08:00close2864.491.507151.457921.56302-1558.03223145.95
8592009.11.27 08:30sell2874.461.486260.000000.00000
8602009.11.27 08:30modify2874.461.486261.574911.39761
8612009.11.27 08:45sell2884.461.483890.000000.00000
8622009.11.27 08:45modify2884.461.483891.580791.38699
8632009.11.27 10:30close2884.461.489471.580791.38699-2488.68220657.27
8642009.11.27 10:45close2874.461.489791.574911.39761-1574.38219082.89
8652009.12.03 15:30sell2894.381.507110.000000.00000
8662009.12.03 15:30modify2894.381.507111.545311.46891
8672009.12.03 15:45close2894.381.508871.545311.46891-770.88218312.01
8682009.12.04 14:45sell2904.371.498840.000000.00000
8692009.12.04 14:45modify2904.371.498841.555391.44229
8702009.12.04 15:15sell2914.371.494820.000000.00000
8712009.12.04 15:15modify2914.371.494821.584121.40552
8722009.12.04 15:30sell2924.371.494840.000000.00000
8732009.12.04 15:30modify2924.371.494841.584141.40554
8742009.12.04 17:00close2924.371.488811.584141.405542635.11220947.12
8752009.12.04 17:00close2914.371.488811.584121.405522626.37223573.49
8762009.12.04 21:00close2904.371.482481.555391.442297149.32230722.81
8772009.12.07 02:15sell2934.611.489110.000000.00000
8782009.12.07 02:15modify2934.611.489111.616861.36136
8792009.12.07 03:30sell2944.611.489050.000000.00000
8802009.12.07 03:30modify2944.611.489051.616651.36145
8812009.12.07 09:45close2944.611.480041.616651.361454153.61234876.42
8822009.12.07 10:00sell2954.611.476610.000000.00000
8832009.12.07 10:00modify2954.611.476611.544911.40831
8842009.12.07 10:15sell2964.611.477980.000000.00000
8852009.12.07 10:15modify2964.611.477981.552131.40383
8862009.12.07 10:30close2964.611.479281.552131.40383-599.30234277.12
8872009.12.07 11:00close2954.611.480401.544911.40831-1747.19232529.93
8882009.12.07 11:30close2934.611.481521.616861.361363498.99236028.92
8892009.12.11 15:00sell2974.721.470830.000000.00000
8902009.12.11 15:00modify2974.721.470831.504281.43738
8912009.12.11 15:30sell2984.721.465910.000000.00000
8922009.12.11 15:30modify2984.721.465911.524511.40731
8932009.12.11 15:45sell2994.721.465610.000000.00000
8942009.12.11 15:45modify2994.721.465611.527461.40376
8952009.12.11 16:15close2994.721.463091.527461.403761189.44237218.36
8962009.12.11 16:45close2984.721.461061.524511.407312289.20239507.56
8972009.12.11 16:45close2974.721.461061.504281.437384611.44244119.00
8982009.12.14 01:45sell3004.881.463890.000000.00000
8992009.12.14 01:45modify3004.881.463891.558641.36914
9002009.12.14 02:30sell3014.881.464400.000000.00000
9012009.12.14 02:30modify3014.881.464401.559151.36965
9022009.12.14 04:30close3014.881.461871.559151.369651234.64245353.64
9032009.12.14 04:30close3004.881.461871.558641.36914985.76246339.40
9042009.12.15 09:15sell3024.931.459080.000000.00000
9052009.12.15 09:15modify3024.931.459081.497031.42113
9062009.12.15 09:45sell3034.931.456190.000000.00000
9072009.12.15 09:45modify3034.931.456191.511591.40079
9082009.12.15 15:00close3034.931.454141.511591.400791010.65247350.05
9092009.12.15 15:15close3024.931.454881.497031.421132070.60249420.65
9102009.12.15 16:45sell3044.991.456610.000000.00000
9112009.12.15 16:45modify3044.991.456611.524361.38886
9122009.12.15 17:30close3044.991.452371.524361.388862115.76251536.41
9132009.12.17 04:15sell3055.031.438970.000000.00000
9142009.12.17 04:15modify3055.031.438971.539121.33882
9152009.12.17 04:30sell3065.031.440200.000000.00000
9162009.12.17 04:30modify3065.031.440201.540751.33965
9172009.12.17 08:15sell3075.031.441640.000000.00000
9182009.12.17 08:15modify3075.031.441641.543691.33959
9192009.12.17 11:45close3075.031.433821.543691.339593933.46255469.87
9202009.12.17 11:45close3065.031.433821.540751.339653209.14258679.01
9212009.12.17 17:45close3055.031.432161.539121.338823425.43262104.44
9222009.12.18 17:00sell3085.241.427400.000000.00000
9232009.12.18 17:00modify3085.241.427401.496051.35875
9242009.12.18 19:00close3085.241.431271.496051.35875-2027.88260076.56
9252009.12.23 16:45buy3095.201.433910.000000.00000
9262009.12.23 16:45modify3095.201.433911.378411.48911
9272009.12.23 17:45close3095.201.431551.378411.48911-1227.20258849.36
9282009.12.23 21:00buy3105.181.433530.000000.00000
9292009.12.23 21:00modify3105.181.433531.367231.49953
9302009.12.24 10:45close3105.181.437831.367231.499532207.20261056.56
9312009.12.29 08:30buy3115.221.440880.000000.00000
9322009.12.29 08:30modify3115.221.440881.414081.46738
9332009.12.29 08:45buy3125.221.441440.000000.00000
9342009.12.29 08:45modify3125.221.441441.408441.47414
9352009.12.29 09:00buy3135.221.441750.000000.00000
9362009.12.29 09:00modify3135.221.441751.407201.47600
9372009.12.29 09:30close3135.221.443201.407201.47600756.90261813.46
9382009.12.29 10:00close3125.221.443311.408441.47414976.14262789.60
9392009.12.29 12:15buy3145.221.441370.000000.00000
9402009.12.29 12:15modify3145.221.441371.399971.48247
9412009.12.29 13:00close3145.221.444201.399971.482471477.26264266.86
9422009.12.29 13:00close3115.221.444201.414081.467381733.04265999.90
9432009.12.29 17:15sell3155.321.437420.000000.00000
9442009.12.29 17:15modify3155.321.437421.489321.38552
9452009.12.29 17:30sell3165.321.435200.000000.00000
9462009.12.29 17:30modify3165.321.435201.492151.37825
9472009.12.29 17:45sell3175.321.434410.000000.00000
9482009.12.29 17:45modify3175.321.434411.497561.37126
9492009.12.29 19:15close3175.321.436341.497561.37126-1026.76264973.14
9502009.12.30 00:30sell3185.321.435470.000000.00000
9512009.12.30 00:30modify3185.321.435471.498621.37232
9522009.12.30 02:30close3185.321.431771.498621.372321968.40266941.54
9532009.12.30 06:30sell3195.321.432710.000000.00000
9542009.12.30 06:30modify3195.321.432711.462611.40281
9552009.12.30 07:15sell3205.321.433000.000000.00000
9562009.12.30 07:15modify3205.321.433001.462901.40310
9572009.12.30 15:45close3205.321.430081.462901.403101553.44268494.98
9582009.12.30 15:45close3195.321.430081.462611.402811399.16269894.14
9592009.12.30 15:45close3165.321.430081.492151.378252727.03272621.17
9602009.12.30 15:45close3155.321.430081.489321.385523908.07276529.24
9612009.12.30 18:15buy3215.531.434770.000000.00000
9622009.12.30 18:15modify3215.531.434771.390871.47837
9632009.12.30 19:30close3215.531.433031.390871.47837-962.22275567.02

Talk about RobinVOL 2.0 | year 2009 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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