Strategy - AtrSOXL


ATR with SOXL

Description

This strategy looks for advancing price formations that have shown decent results in the past. The strategy is not using any stops, this is up to the practitioner themselves.

This uses SOXL for all trades.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 36.00
NoOfWins 25.00
NoOfLosses 11.00
SharpRatio 0.77
SortinoRatio 1.02
GrossProfit $1594548.37
FirstDate 2010-06-01
LastDate 2022-01-25
FirstEquity $10000.00
FinalEquity $1604548.37
OpenEquity $1472320.43
LongEquity $1594548.37
ShortEquity $0.00
PercentWins 69.44%
AveWin $88170.72
AveLoss $-55429.05
AveWinLoss 1.59
Expectancy 14.52%
AveDrawUp 194.61%
AveDrawDown -36.44%
MaxDrawDown -59.81%
Kelly 50.24%
Thrope 21.64
APR 54.62%
CalmarRatio 1.50

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SOXL 2010-06-01 2010-11-08 $0.56 $0.68 Long 13469.0 20.63% 11561.91 11561.91
SOXL 2010-11-22 2010-12-07 $0.66 $0.81 Long 15105.0 23.18% 13859.42 13859.42
SOXL 2010-12-21 2011-08-12 $0.78 $0.46 Long 14440.0 -41.69% 9152.60 9152.60
SOXL 2011-08-23 2012-01-25 $0.36 $0.60 Long 20403.0 66.80% 14015.17 14015.17
SOXL 2012-02-24 2012-08-21 $0.64 $0.50 Long 17956.0 -21.05% 11601.52 11601.52
SOXL 2012-08-23 2014-06-12 $0.48 $1.67 Long 19106.0 244.51% 34249.22 34249.22
SOXL 2014-06-16 2014-10-15 $1.71 $1.10 Long 16315.0 -35.36% 24412.34 24412.34
SOXL 2014-10-27 2014-12-02 $1.49 $2.06 Long 13514.0 38.29% 32105.73 32105.73
SOXL 2014-12-16 2015-08-28 $1.90 $1.34 Long 12877.0 -29.67% 24832.06 24832.06
SOXL 2015-09-08 2015-10-29 $1.37 $1.70 Long 15621.0 23.65% 29897.14 29897.14
SOXL 2015-11-02 2016-01-19 $1.70 $1.12 Long 14626.0 -34.22% 21373.53 21373.53
SOXL 2016-01-26 2016-03-15 $1.17 $1.53 Long 14579.0 31.05% 26657.42 26657.42
SOXL 2016-04-07 2016-08-04 $1.67 $2.28 Long 13130.0 36.66% 34695.49 34695.49
SOXL 2016-08-15 2016-08-19 $2.50 $2.58 Long 11511.0 3.51% 35704.25 35704.25
SOXL 2016-08-26 2017-06-09 $2.67 $7.34 Long 10917.0 174.99% 86670.12 86670.12
SOXL 2017-06-12 2017-10-17 $6.02 $8.61 Long 9569.0 42.92% 111397.30 111397.30
SOXL 2017-10-20 2017-11-08 $8.77 $10.58 Long 10682.0 20.66% 130744.09 130744.09
SOXL 2017-11-21 2018-02-07 $11.00 $9.70 Long 10103.0 -11.89% 117523.30 117523.30
SOXL 2018-02-08 2018-02-15 $9.34 $10.08 Long 9817.0 7.94% 124802.12 124802.12
SOXL 2018-02-20 2018-04-09 $9.93 $8.90 Long 10120.0 -10.44% 114313.16 114313.16
SOXL 2018-04-12 2018-10-17 $9.82 $8.43 Long 9834.0 -14.15% 100640.64 100640.64
SOXL 2018-11-08 2019-02-08 $7.31 $7.21 Long 10771.0 -1.36% 99572.98 99572.98
SOXL 2019-03-07 2019-04-18 $7.93 $12.52 Long 9540.0 57.79% 143312.66 143312.66
SOXL 2019-05-09 2019-07-24 $10.50 $12.47 Long 10502.0 18.79% 164028.17 164028.17
SOXL 2019-08-06 2019-11-18 $9.37 $15.43 Long 14225.0 64.72% 250298.35 250298.35
SOXL 2019-11-21 2020-03-02 $14.36 $14.47 Long 13654.0 0.75% 251772.47 251772.47
SOXL 2020-04-08 2020-05-11 $7.38 $8.95 Long 25818.0 21.23% 292236.12 292236.12
SOXL 2020-05-15 2020-06-05 $7.78 $12.91 Long 30335.0 66.02% 447972.67 447972.67
SOXL 2020-06-25 2020-09-14 $11.63 $15.54 Long 29625.0 33.64% 563850.06 563850.06
SOXL 2020-09-18 2020-11-20 $16.00 $24.35 Long 30990.0 52.18% 822591.27 822591.27
SOXL 2020-11-23 2020-12-01 $24.41 $27.72 Long 27362.0 13.55% 913140.31 913140.31
SOXL 2020-12-28 2021-01-19 $30.60 $39.49 Long 25376.0 29.04% 1138625.76 1138625.76
SOXL 2021-02-01 2021-03-01 $35.06 $40.56 Long 26117.0 15.69% 1282325.31 1282325.31
SOXL 2021-03-15 2021-11-11 $33.78 $60.71 Long 31962.0 79.73% 2143063.34 2143063.34
SOXL 2021-12-15 2021-12-17 $61.83 $57.33 Long 28937.0 -7.28% 2012876.04 2012876.04
SOXL 2021-12-20 2022-01-25 $56.13 $41.77 Long 28440.0 -25.58% 1604548.37 1604548.37

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
AtrSOXL 0.90 0.92 SOXL 2022-02-08 Hold Long -28.21% EOD