Description
null
Details
Metrics
Metric | Measure |
---|---|
AccountName | default |
NoOfTrades | 39.00 |
NoOfWins | 29.00 |
NoOfLosses | 10.00 |
SharpRatio | 0.77 |
SortinoRatio | 1.01 |
GrossProfit | $17877.39 |
FirstDate | 2003-11-26 |
LastDate | 2022-12-30 |
FirstEquity | $10000.00 |
FinalEquity | $27877.39 |
OpenEquity | $0.00 |
LongEquity | $17877.39 |
ShortEquity | $0.00 |
PercentWins | 74.36% |
AveWin | 5.65% |
AveLoss | -2.80% |
AveWinLoss | 2.02 |
Expectancy | 3.48% |
AveDrawUp | 13.95% |
AveDrawDown | -5.43% |
MaxDrawDown | -12.86% |
Kelly | 61.65% |
Thorpe | 174.94 |
APR | 5.52% |
CalmarRatio | 1.02 |
Trades
Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
---|---|---|---|---|---|---|---|---|---|
SPY | 2003-11-26 | 2004-04-30 | $73.26 | $77.06 | Long | 110.0 | 5.18% | 10417.58 | 10417.58 |
SPY | 2004-08-31 | 2005-03-31 | $77.44 | $83.53 | Long | 108.0 | 7.85% | 11074.30 | 11074.30 |
SPY | 2005-06-30 | 2005-07-29 | $84.73 | $87.97 | Long | 105.0 | 3.83% | 11414.69 | 11414.69 |
SPY | 2005-08-31 | 2005-09-30 | $87.15 | $87.84 | Long | 106.0 | 0.80% | 11488.52 | 11488.52 |
SPY | 2005-12-30 | 2006-03-31 | $89.36 | $93.55 | Long | 104.0 | 4.69% | 11924.16 | 11924.16 |
SPY | 2006-07-31 | 2007-05-31 | $92.54 | $112.53 | Long | 104.0 | 21.60% | 14002.99 | 14002.99 |
SPY | 2007-08-31 | 2007-11-30 | $108.78 | $110.09 | Long | 104.0 | 1.20% | 14138.91 | 14138.91 |
SPY | 2008-04-30 | 2008-05-30 | $103.42 | $104.99 | Long | 110.0 | 1.51% | 14310.88 | 14310.88 |
SPY | 2009-04-30 | 2009-12-31 | $67.12 | $86.92 | Long | 172.0 | 29.49% | 17715.91 | 17715.91 |
SPY | 2010-02-26 | 2010-05-28 | $86.37 | $85.65 | Long | 166.0 | -0.83% | 17597.19 | 17597.19 |
SPY | 2010-07-30 | 2010-08-31 | $86.77 | $82.87 | Long | 164.0 | -4.50% | 16957.10 | 16957.10 |
SPY | 2010-09-30 | 2010-11-30 | $90.29 | $93.74 | Long | 152.0 | 3.82% | 17481.38 | 17481.38 |
SPY | 2011-02-28 | 2011-03-31 | $105.89 | $105.90 | Long | 133.0 | 0.01% | 17482.88 | 17482.88 |
SPY | 2011-04-29 | 2011-07-29 | $108.97 | $103.81 | Long | 129.0 | -4.74% | 16817.18 | 16817.18 |
SPY | 2011-10-31 | 2011-11-30 | $101.25 | $100.84 | Long | 134.0 | -0.41% | 16762.04 | 16762.04 |
SPY | 2012-01-31 | 2012-04-30 | $106.62 | $114.06 | Long | 127.0 | 6.98% | 17706.73 | 17706.73 |
SPY | 2012-06-29 | 2012-07-31 | $111.55 | $112.87 | Long | 128.0 | 1.18% | 17875.64 | 17875.64 |
SPY | 2012-09-28 | 2013-01-31 | $118.63 | $124.24 | Long | 122.0 | 4.72% | 18559.36 | 18559.36 |
SPY | 2013-02-28 | 2013-03-28 | $125.82 | $130.60 | Long | 119.0 | 3.80% | 19127.96 | 19127.96 |
SPY | 2013-04-30 | 2013-05-31 | $133.11 | $136.25 | Long | 116.0 | 2.36% | 19492.50 | 19492.50 |
SPY | 2013-09-30 | 2013-12-31 | $141.48 | $156.37 | Long | 111.0 | 10.52% | 21144.85 | 21144.85 |
SPY | 2014-02-28 | 2014-07-31 | $157.72 | $164.99 | Long | 108.0 | 4.61% | 21929.59 | 21929.59 |
SPY | 2014-08-29 | 2014-09-30 | $171.50 | $169.13 | Long | 103.0 | -1.38% | 21685.98 | 21685.98 |
SPY | 2015-02-27 | 2015-03-31 | $181.84 | $178.97 | Long | 96.0 | -1.57% | 21411.13 | 21411.13 |
SPY | 2015-04-30 | 2015-05-29 | $180.73 | $183.06 | Long | 95.0 | 1.29% | 21631.87 | 21631.87 |
SPY | 2016-03-31 | 2016-05-31 | $182.02 | $185.85 | Long | 96.0 | 2.10% | 21999.18 | 21999.18 |
SPY | 2016-07-29 | 2016-10-31 | $193.30 | $190.19 | Long | 92.0 | -1.61% | 21713.15 | 21713.15 |
SPY | 2017-02-28 | 2017-03-31 | $212.85 | $213.11 | Long | 82.0 | 0.13% | 21735.11 | 21735.11 |
SPY | 2017-04-28 | 2018-01-31 | $215.23 | $258.66 | Long | 81.0 | 20.18% | 25252.98 | 25252.98 |
SPY | 2018-07-31 | 2018-08-31 | $260.33 | $268.64 | Long | 78.0 | 3.19% | 25901.14 | 25901.14 |
SPY | 2019-01-31 | 2019-02-28 | $252.41 | $260.60 | Long | 83.0 | 3.24% | 26580.26 | 26580.26 |
SPY | 2019-03-29 | 2019-05-31 | $265.31 | $258.53 | Long | 81.0 | -2.55% | 26031.76 | 26031.76 |
SPY | 2019-06-28 | 2019-07-31 | $276.53 | $280.71 | Long | 76.0 | 1.51% | 26349.51 | 26349.51 |
SPY | 2019-10-31 | 2020-01-31 | $287.60 | $306.54 | Long | 74.0 | 6.59% | 27751.02 | 27751.02 |
SPY | 2020-06-30 | 2020-10-30 | $296.92 | $315.70 | Long | 75.0 | 6.32% | 29159.43 | 29159.43 |
SPY | 2020-11-30 | 2021-01-29 | $350.04 | $359.31 | Long | 67.0 | 2.65% | 29780.88 | 29780.88 |
SPY | 2021-06-30 | 2021-07-30 | $418.36 | $428.58 | Long | 57.0 | 2.44% | 30363.03 | 30363.03 |
SPY | 2021-08-31 | 2021-09-30 | $441.33 | $420.78 | Long | 55.0 | -4.66% | 29232.50 | 29232.50 |
SPY | 2022-11-30 | 2022-12-30 | $405.79 | $382.43 | Long | 58.0 | -5.76% | 27877.39 | 27877.39 |
Signals
Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
---|---|---|---|---|---|---|---|---|
DMIndicatorKC | 0.90 | 0.00 | Out | EOM |