Strategy - AtrTQQQ


ATR with TQQQ

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 TQQQ for all trades.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 175.00
NoOfWins 105.00
NoOfLosses 70.00
SharpRatio 1.17
SortinoRatio 1.54
GrossProfit $182210.19
FirstDate 2010-07-23
LastDate 2022-04-14
FirstEquity $10000.00
FinalEquity $192210.19
OpenEquity $0.00
LongEquity $182210.19
ShortEquity $0.00
PercentWins 60.00%
AveWin $3400.74
AveLoss $-2498.11
AveWinLoss 1.36
Expectancy 2.42%
AveDrawUp 62.06%
AveDrawDown -14.96%
MaxDrawDown -24.47%
Kelly 30.62%
Thrope 86.62
APR 28.67%
CalmarRatio 1.92

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TQQQ 2010-07-23 2010-07-27 $0.46 $0.49 Long 17966.0 7.92% 10649.78 10649.78
TQQQ 2010-08-03 2010-08-05 $0.49 $0.49 Long 17794.0 0.49% 10692.30 10692.30
TQQQ 2010-08-12 2010-08-18 $0.43 $0.45 Long 18504.0 5.23% 11104.81 11104.81
TQQQ 2010-10-04 2010-10-13 $0.56 $0.61 Long 15474.0 9.56% 11933.83 11933.83
TQQQ 2010-10-14 2010-10-15 $0.62 $0.64 Long 15740.0 2.88% 12214.38 12214.38
TQQQ 2010-10-18 2010-10-19 $0.65 $0.63 Long 15551.0 -4.11% 11795.80 11795.80
TQQQ 2010-10-21 2010-10-27 $0.65 $0.66 Long 15081.0 1.46% 11939.20 11939.20
TQQQ 2010-11-03 2010-11-09 $0.70 $0.75 Long 13875.0 6.39% 12564.31 12564.31
TQQQ 2010-11-12 2010-11-18 $0.71 $0.68 Long 14453.0 -5.46% 12001.04 12001.04
TQQQ 2010-12-21 2010-12-22 $0.78 $0.79 Long 12554.0 0.50% 12049.96 12049.96
TQQQ 2011-01-05 2011-03-03 $0.79 $0.90 Long 12001.0 13.35% 13321.51 13321.51
TQQQ 2011-04-08 2011-04-13 $0.89 $0.85 Long 12330.0 -3.58% 12930.68 12930.68
TQQQ 2011-04-25 2011-04-26 $0.93 $0.94 Long 11270.0 1.20% 13056.01 13056.01
TQQQ 2011-04-27 2011-05-19 $0.95 $0.92 Long 11268.0 -3.63% 12667.22 12667.22
TQQQ 2011-07-05 2011-07-07 $0.90 $0.94 Long 11966.0 4.42% 13142.28 13142.28
TQQQ 2011-07-15 2011-08-03 $0.88 $0.82 Long 11922.0 -7.74% 12327.01 12327.01
TQQQ 2011-09-09 2011-09-13 $0.68 $0.67 Long 14539.0 -0.12% 12314.91 12314.91
TQQQ 2011-09-23 2011-10-04 $0.64 $0.55 Long 14841.0 -14.15% 10971.49 10971.49
TQQQ 2011-10-27 2011-10-28 $0.84 $0.83 Long 11105.0 -0.84% 10893.01 10893.01
TQQQ 2011-11-01 2011-11-03 $0.75 $0.78 Long 10646.0 4.37% 11242.63 11242.63
TQQQ 2011-11-09 2011-11-11 $0.79 $0.77 Long 10917.0 -2.51% 11024.80 11024.80
TQQQ 2012-01-17 2012-01-20 $0.82 $0.86 Long 11243.0 4.51% 11440.77 11440.77
TQQQ 2012-01-30 2012-02-10 $0.87 $0.98 Long 10554.0 13.30% 12660.47 12660.47
TQQQ 2012-02-13 2012-02-14 $1.01 $1.01 Long 10415.0 -0.12% 12647.48 12647.48
TQQQ 2012-03-07 2012-03-08 $1.05 $1.08 Long 9892.0 2.59% 12915.80 12915.80
TQQQ 2012-03-13 2012-04-11 $1.13 $1.20 Long 9477.0 6.18% 13575.71 13575.71
TQQQ 2012-06-15 2012-06-18 $0.96 $0.98 Long 11639.0 1.83% 13781.34 13781.34
TQQQ 2012-06-29 2012-07-03 $1.00 $1.05 Long 11634.0 4.53% 14310.93 14310.93
TQQQ 2012-07-13 2012-07-20 $0.96 $1.08 Long 12063.0 12.23% 15732.62 15732.62
TQQQ 2012-07-26 2012-07-27 $1.00 $1.02 Long 13336.0 1.77% 15968.24 15968.24
TQQQ 2012-08-01 2012-08-02 $1.09 $1.03 Long 12101.0 -5.27% 15276.55 15276.55
TQQQ 2012-08-08 2012-08-21 $1.14 $1.26 Long 10831.0 9.99% 16514.76 16514.76
TQQQ 2012-08-24 2012-08-27 $1.21 $1.26 Long 10856.0 3.99% 17038.27 17038.27
TQQQ 2012-08-29 2012-09-05 $1.25 $1.23 Long 11110.0 -1.70% 16802.72 16802.72
TQQQ 2012-09-10 2012-09-28 $1.29 $1.28 Long 10490.0 -1.01% 16665.36 16665.36
TQQQ 2012-12-03 2012-12-07 $1.12 $1.09 Long 12253.0 -3.02% 16250.21 16250.21
TQQQ 2012-12-21 2012-12-28 $1.06 $1.02 Long 11735.0 -4.24% 15720.91 15720.91
TQQQ 2013-01-07 2013-02-04 $1.14 $1.18 Long 10975.0 3.36% 16140.64 16140.64
TQQQ 2013-02-12 2013-02-25 $1.21 $1.19 Long 10753.0 -1.80% 15905.96 15905.96
TQQQ 2013-03-06 2013-03-22 $1.26 $1.23 Long 10599.0 -2.41% 15584.31 15584.31
TQQQ 2013-03-25 2013-04-04 $1.26 $1.24 Long 10286.0 -1.87% 15342.71 15342.71
TQQQ 2013-04-15 2013-04-18 $1.30 $1.23 Long 9470.0 -5.93% 14610.47 14610.47
TQQQ 2013-04-26 2013-05-10 $1.29 $1.47 Long 9143.0 13.82% 16246.74 16246.74
TQQQ 2013-05-20 2013-05-29 $1.56 $1.52 Long 8505.0 -2.10% 15969.20 15969.20
TQQQ 2013-07-11 2013-07-17 $1.57 $1.65 Long 8699.0 5.31% 16692.45 16692.45
TQQQ 2013-07-23 2013-08-13 $1.61 $1.72 Long 8441.0 7.21% 17669.72 17669.72
TQQQ 2013-08-15 2013-08-21 $1.67 $1.63 Long 8216.0 -2.05% 17389.65 17389.65
TQQQ 2013-09-11 2013-10-04 $1.78 $1.86 Long 7755.0 4.56% 18018.30 18018.30
TQQQ 2013-10-21 2013-11-22 $2.11 $2.21 Long 7094.0 4.65% 18715.75 18715.75
TQQQ 2013-11-26 2013-12-17 $2.25 $2.34 Long 6719.0 3.82% 19293.94 19293.94
TQQQ 2013-12-18 2013-12-19 $2.33 $2.39 Long 6682.0 2.61% 19700.89 19700.89
TQQQ 2013-12-20 2013-12-24 $2.39 $2.53 Long 6674.0 5.82% 20631.72 20631.72
TQQQ 2013-12-26 2014-01-07 $2.55 $2.47 Long 6595.0 -3.11% 20108.07 20108.07
TQQQ 2014-01-21 2014-01-28 $2.61 $2.35 Long 6300.0 -10.04% 18455.49 18455.49
TQQQ 2014-02-18 2014-03-05 $2.73 $2.85 Long 5535.0 4.54% 19141.18 19141.18
TQQQ 2014-03-07 2014-03-13 $2.88 $2.84 Long 5389.0 -1.33% 18935.07 18935.07
TQQQ 2014-05-02 2014-05-12 $2.55 $2.49 Long 6101.0 -2.15% 18600.29 18600.29
TQQQ 2014-05-14 2014-05-21 $2.55 $2.56 Long 5848.0 0.31% 18646.48 18646.48
TQQQ 2014-05-22 2014-06-27 $2.63 $3.04 Long 5901.0 15.89% 21109.85 21109.85
TQQQ 2014-07-01 2014-07-11 $3.14 $3.20 Long 5530.0 1.97% 21452.44 21452.44
TQQQ 2014-07-18 2014-07-21 $3.23 $3.30 Long 5304.0 2.26% 21838.36 21838.36
TQQQ 2014-07-22 2014-08-05 $3.36 $3.20 Long 5362.0 -4.84% 20966.66 20966.66
TQQQ 2014-08-20 2014-09-08 $3.57 $3.71 Long 4786.0 3.88% 21629.31 21629.31
TQQQ 2014-10-30 2014-11-03 $3.61 $3.85 Long 4780.0 6.73% 22789.97 22789.97
TQQQ 2014-11-14 2014-12-11 $4.00 $4.07 Long 4644.0 1.83% 23129.80 23129.80
TQQQ 2015-02-04 2015-02-23 $3.93 $4.63 Long 4801.0 17.86% 26495.88 26495.88
TQQQ 2015-03-02 2015-03-09 $4.65 $4.53 Long 4580.0 -2.75% 25909.27 25909.27
TQQQ 2015-03-10 2015-03-12 $4.44 $4.20 Long 4637.0 -5.38% 24802.43 24802.43
TQQQ 2015-04-17 2015-04-23 $4.40 $4.60 Long 4451.0 4.50% 25683.57 25683.57
TQQQ 2015-05-08 2015-05-11 $4.60 $4.64 Long 4749.0 0.82% 25863.30 25863.30
TQQQ 2015-05-12 2015-06-10 $4.49 $4.57 Long 4518.0 1.71% 26210.92 26210.92
TQQQ 2015-06-24 2015-06-30 $4.88 $4.47 Long 4326.0 -8.58% 5279.95 24222.87
TQQQ 2015-06-30 2015-07-01 $4.47 $4.54 Long 4282.0 1.76% 24735.75 24735.75
TQQQ 2015-07-20 2015-07-23 $5.28 $5.13 Long 3896.0 -2.99% 24120.03 24120.03
TQQQ 2015-07-27 2015-08-11 $4.82 $4.87 Long 3809.0 1.11% 24324.38 24324.38
TQQQ 2015-09-18 2015-09-29 $4.04 $3.48 Long 4668.0 -13.97% 21687.98 21687.98
TQQQ 2015-10-14 2015-10-26 $4.10 $4.90 Long 4270.0 19.30% 25070.99 25070.99
TQQQ 2015-11-10 2015-11-17 $4.92 $4.74 Long 3975.0 -3.79% 24330.37 24330.37
TQQQ 2015-12-02 2015-12-07 $5.20 $5.18 Long 3865.0 -0.32% 24266.07 24266.07
TQQQ 2016-02-26 2016-03-04 $3.71 $3.85 Long 5536.0 3.97% 25081.12 25081.12
TQQQ 2016-03-10 2016-04-07 $3.81 $4.36 Long 5454.0 14.48% 28086.58 28086.58
TQQQ 2016-04-18 2016-04-28 $4.38 $4.07 Long 5125.0 -7.10% 26492.25 26492.25
TQQQ 2016-05-26 2016-06-17 $4.24 $4.05 Long 5134.0 -4.30% 25557.04 25557.04
TQQQ 2016-07-12 2016-07-19 $4.47 $4.53 Long 4746.0 1.48% 25870.88 25870.88
TQQQ 2016-07-20 2016-07-21 $4.60 $4.70 Long 4622.0 2.17% 26332.22 26332.22
TQQQ 2016-07-28 2016-09-06 $4.85 $5.17 Long 4400.0 6.54% 27728.45 27728.45
TQQQ 2016-09-22 2016-09-23 $5.38 $5.39 Long 4320.0 0.14% 27760.79 27760.79
TQQQ 2016-09-26 2016-09-27 $5.22 $5.17 Long 4171.0 -0.88% 27568.24 27568.24
TQQQ 2016-09-29 2016-09-30 $5.33 $5.29 Long 4178.0 -0.80% 27391.01 27391.01
TQQQ 2016-10-04 2016-10-05 $5.37 $5.35 Long 4162.0 -0.37% 27307.93 27307.93
TQQQ 2016-10-06 2016-10-18 $5.34 $5.27 Long 4131.0 -1.30% 27021.01 27021.01
TQQQ 2016-10-27 2016-10-28 $5.36 $5.17 Long 4134.0 -3.52% 26242.17 26242.17
TQQQ 2016-11-23 2016-12-06 $5.27 $5.05 Long 3981.0 -4.28% 25344.80 25344.80
TQQQ 2016-12-07 2016-12-20 $5.01 $5.55 Long 4068.0 10.78% 27542.51 27542.51
TQQQ 2016-12-21 2017-01-03 $5.58 $5.39 Long 4016.0 -3.38% 26784.23 26784.23
TQQQ 2017-01-05 2017-03-27 $5.51 $6.91 Long 3984.0 25.43% 32364.72 32364.72
TQQQ 2017-03-31 2017-04-11 $7.32 $7.25 Long 3583.0 -1.01% 32099.48 32099.48
TQQQ 2017-04-19 2017-04-20 $7.23 $7.26 Long 3658.0 0.41% 32209.01 32209.01
TQQQ 2017-04-24 2017-04-26 $7.59 $7.79 Long 3537.0 2.64% 32918.04 32918.04
TQQQ 2017-04-27 2017-05-22 $7.81 $8.27 Long 3422.0 5.97% 34512.00 34512.00
TQQQ 2017-05-25 2017-06-05 $8.66 $9.24 Long 3281.0 6.69% 36414.18 36414.18
TQQQ 2017-07-18 2017-08-11 $8.94 $8.74 Long 3284.0 -2.20% 35769.53 35769.53
TQQQ 2017-09-05 2017-09-28 $9.51 $9.25 Long 2993.0 -2.65% 35015.20 35015.20
TQQQ 2017-10-05 2017-10-31 $9.73 $10.79 Long 2974.0 10.95% 38181.57 38181.57
TQQQ 2017-11-01 2017-11-02 $10.94 $10.76 Long 2865.0 -1.66% 37659.68 37659.68
TQQQ 2017-11-08 2017-11-15 $11.16 $10.90 Long 2741.0 -2.28% 36962.02 36962.02
TQQQ 2017-11-16 2017-11-17 $11.06 $11.30 Long 2745.0 2.24% 37642.43 37642.43
TQQQ 2017-11-21 2017-12-04 $11.29 $11.47 Long 2726.0 1.58% 38129.93 38129.93
TQQQ 2017-12-14 2017-12-22 $11.62 $11.91 Long 2656.0 2.51% 38905.36 38905.36
TQQQ 2017-12-26 2018-01-08 $11.73 $12.94 Long 2645.0 10.27% 42093.27 42093.27
TQQQ 2018-01-09 2018-01-18 $13.16 $13.80 Long 2635.0 4.83% 43769.96 43769.96
TQQQ 2018-01-22 2018-01-24 $13.97 $14.89 Long 2533.0 6.57% 46093.88 46093.88
TQQQ 2018-02-01 2018-02-05 $14.41 $13.12 Long 2521.0 -8.94% 42847.83 42847.83
TQQQ 2018-02-28 2018-03-06 $14.35 $14.16 Long 2367.0 -1.33% 42396.96 42396.96
TQQQ 2018-03-08 2018-03-23 $14.39 $12.66 Long 2485.0 -12.01% 38101.77 38101.77
TQQQ 2018-04-20 2018-04-25 $12.79 $11.45 Long 2363.0 -10.45% 8763.89 34920.38
TQQQ 2018-04-25 2018-06-22 $11.45 $15.55 Long 2286.0 35.79% 44313.63 44313.63
TQQQ 2018-06-27 2018-06-29 $14.61 $14.39 Long 2491.0 -1.49% 43772.85 43772.85
TQQQ 2018-07-16 2018-07-27 $16.30 $16.68 Long 2183.0 2.34% 44606.29 44606.29
TQQQ 2018-08-06 2018-08-16 $16.28 $16.40 Long 2224.0 0.75% 44878.23 44878.23
TQQQ 2018-08-20 2018-09-10 $16.31 $16.74 Long 2262.0 2.63% 45849.08 45849.08
TQQQ 2018-09-20 2018-09-21 $17.17 $17.53 Long 2198.0 2.09% 46638.89 46638.89
TQQQ 2018-10-01 2018-10-08 $18.09 $15.93 Long 2143.0 -11.94% 9318.81 41879.90
TQQQ 2018-10-08 2018-10-09 $15.93 $15.89 Long 2052.0 -0.27% 41920.86 41920.86
TQQQ 2019-01-15 2019-01-17 $10.23 $10.57 Long 3361.0 3.32% 43062.78 43062.78
TQQQ 2019-01-28 2019-02-01 $10.74 $11.58 Long 3154.0 7.74% 45686.59 45686.59
TQQQ 2019-02-04 2019-03-12 $11.61 $13.15 Long 3196.0 13.26% 50604.88 50604.88
TQQQ 2019-03-15 2019-03-25 $13.64 $13.76 Long 3020.0 0.86% 50959.15 50959.15
TQQQ 2019-04-01 2019-04-29 $14.57 $16.81 Long 2916.0 15.37% 57488.60 57488.60
TQQQ 2019-04-30 2019-05-01 $16.49 $16.82 Long 2770.0 2.00% 58402.36 58402.36
TQQQ 2019-06-17 2019-06-24 $14.49 $15.92 Long 3293.0 9.83% 63093.17 63093.17
TQQQ 2019-06-28 2019-07-12 $15.49 $16.88 Long 3324.0 8.99% 67720.14 67720.14
TQQQ 2019-07-15 2019-07-24 $17.23 $16.95 Long 3249.0 -1.62% 66810.76 66810.76
TQQQ 2019-09-03 2019-09-26 $14.82 $15.68 Long 3497.0 5.80% 69817.07 69817.07
TQQQ 2019-09-27 2019-09-30 $15.63 $15.14 Long 3607.0 -3.12% 68059.31 68059.31
TQQQ 2019-10-01 2019-10-02 $15.57 $14.73 Long 3640.0 -5.44% 64975.54 64975.54
TQQQ 2019-10-18 2019-12-17 $16.40 $20.63 Long 3164.0 25.83% 78378.08 78378.08
TQQQ 2019-12-19 2020-01-06 $20.66 $21.57 Long 3073.0 4.41% 81174.58 81174.58
TQQQ 2020-01-13 2020-01-14 $23.68 $24.14 Long 2757.0 1.95% 82449.69 82449.69
TQQQ 2020-01-15 2020-01-29 $23.94 $24.66 Long 2765.0 2.98% 84419.75 84419.75
TQQQ 2020-02-10 2020-02-18 $26.49 $28.23 Long 2556.0 6.55% 88854.40 88854.40
TQQQ 2020-02-24 2020-02-25 $24.07 $24.48 Long 2546.0 1.71% 89904.62 89904.62
TQQQ 2020-04-09 2020-04-13 $13.98 $13.50 Long 5528.0 -3.45% 87237.37 87237.37
TQQQ 2020-05-06 2020-05-12 $17.38 $19.37 Long 4173.0 11.40% 95510.32 95510.32
TQQQ 2020-05-14 2020-05-15 $17.01 $17.18 Long 4263.0 0.98% 96224.37 96224.37
TQQQ 2020-05-21 2020-05-22 $20.31 $19.52 Long 3935.0 -3.88% 93125.56 93125.56
TQQQ 2020-05-29 2020-06-08 $20.01 $22.40 Long 3838.0 11.93% 102288.76 102288.76
TQQQ 2020-06-15 2020-06-16 $20.27 $23.35 Long 3753.0 15.18% 113838.60 113838.60
TQQQ 2020-06-19 2020-06-29 $24.24 $22.30 Long 3968.0 -8.00% 106140.69 106140.69
TQQQ 2020-07-06 2020-07-08 $26.82 $27.61 Long 3297.0 2.92% 108720.59 108720.59
TQQQ 2020-07-20 2020-07-27 $28.20 $27.15 Long 3140.0 -3.73% 18218.18 108153.97
TQQQ 2020-07-27 2020-08-13 $27.15 $32.02 Long 3212.0 17.95% 121066.18 121066.18
TQQQ 2020-08-14 2020-08-24 $32.16 $36.55 Long 3062.0 13.64% 134500.67 134500.67
TQQQ 2020-10-06 2020-10-14 $33.10 $38.91 Long 3392.0 17.58% 154233.59 154233.59
TQQQ 2020-10-21 2020-10-29 $34.77 $30.48 Long 3595.0 -12.33% 34134.82 142503.02
TQQQ 2020-10-29 2020-10-30 $30.48 $30.89 Long 3434.0 1.32% 140202.24 140202.24
TQQQ 2020-11-16 2020-12-08 $36.19 $42.41 Long 3159.0 17.20% 159866.97 159866.97
TQQQ 2020-12-10 2021-01-08 $39.26 $46.83 Long 3014.0 19.28% 182675.59 182675.59
TQQQ 2021-01-15 2021-01-21 $45.35 $50.12 Long 3190.0 10.52% 197899.86 197899.86
TQQQ 2021-01-25 2021-01-27 $51.88 $50.63 Long 3192.0 -2.41% 193909.86 193909.86
TQQQ 2021-01-28 2021-01-29 $47.94 $47.45 Long 3102.0 -1.03% 192374.37 192374.37
TQQQ 2021-02-05 2021-02-23 $52.60 $45.89 Long 3054.0 -12.76% 171882.04 171882.04
TQQQ 2021-03-26 2021-04-09 $42.36 $52.01 Long 3321.0 22.78% 203929.67 203929.67
TQQQ 2021-04-23 2021-05-06 $52.86 $49.43 Long 3040.0 -6.48% 193517.68 193517.68
TQQQ 2021-06-02 2021-06-22 $50.97 $56.15 Long 3018.0 10.16% 209150.91 209150.91
TQQQ 2021-06-23 2021-07-20 $57.78 $61.72 Long 3016.0 6.81% 221018.86 221018.86
TQQQ 2021-07-23 2021-08-19 $66.85 $63.87 Long 2757.0 -4.46% 212803.01 212803.01
TQQQ 2021-08-26 2021-09-15 $71.33 $72.24 Long 2402.0 1.28% 214988.83 214988.83
TQQQ 2021-10-21 2021-10-29 $70.72 $74.59 Long 2427.0 5.48% 224399.51 224399.51
TQQQ 2021-11-12 2021-11-26 $80.90 $83.39 Long 2233.0 3.07% 229948.51 229948.51
TQQQ 2021-12-28 2022-01-06 $87.38 $73.52 Long 2229.0 -15.87% 51204.76 200963.93
TQQQ 2022-01-06 2022-01-07 $73.52 $74.45 Long 2011.0 1.27% 200923.71 200923.71
TQQQ 2022-03-23 2022-03-24 $54.56 $54.43 Long 3066.0 -0.24% 200525.13 200525.13
TQQQ 2022-04-07 2022-04-13 $53.23 $47.66 Long 2962.0 -10.46% 42714.89 192121.24
TQQQ 2022-04-13 2022-04-14 $47.66 $50.42 Long 2965.0 5.79% 192210.19 192210.19

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
AtrTQQQ 0.90 0.00 Out EOD