Strategy - DMIndicatorKC

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