Strategy - DMIndicatorKC


Description

null

Details

Metrics

MetricMeasure
AccountNamedefault
NoOfTrades32.00
NoOfWins20.00
NoOfLosses12.00
SharpRatio0.63
SortinoRatio0.78
GrossProfit$21255.18
FirstDate2004-05-28
LastDate2023-02-28
FirstEquity$10000.00
FinalEquity$31255.18
OpenEquity$24972.79
LongEquity$21255.18
ShortEquity$0.00
PercentWins62.50%
AveWin10.19%
AveLoss-3.58%
AveWinLoss2.84
Expectancy5.02%
AveDrawUp19.47%
AveDrawDown-8.24%
MaxDrawDown-15.19%
Kelly49.31%
Thorpe104.99
Rachev0.87
APR6.26%
CalmarRatio0.76

Trades

SymbolOpenCloseOpen PriceClose PriceTypeSizeProfitBalanceEquity
SPY2004-05-282004-07-30$78.08$76.96Long103.0-1.43%9884.829884.82
SPY2004-08-312005-03-31$77.15$83.20Long103.07.85%10508.7310508.73
SPY2005-04-292005-10-31$81.64$85.43Long104.04.64%10902.8110902.81
SPY2005-11-302006-05-31$89.19$91.53Long99.02.62%11134.2811134.28
SPY2006-06-302008-01-31$91.77$101.87Long98.011.01%12124.0212124.02
SPY2008-04-302008-06-30$103.03$95.85Long95.0-6.96%11442.3711442.37
SPY2009-03-312010-05-28$60.82$85.33Long152.040.29%15167.3415167.34
SPY2010-07-302010-08-31$86.44$82.55Long142.0-4.50%14615.2514615.25
SPY2010-09-302011-07-29$89.94$103.41Long131.014.97%16379.2616379.26
SPY2011-10-312011-11-30$100.86$100.45Long131.0-0.41%16325.5716325.57
SPY2012-01-312012-05-31$106.21$106.79Long124.00.55%16398.3016398.30
SPY2012-06-292012-07-31$111.12$112.44Long119.01.18%16554.7316554.73
SPY2012-08-312013-06-28$115.25$133.91Long116.016.19%18719.3418719.34
SPY2013-07-312013-08-30$140.83$136.61Long107.0-3.00%18267.3818267.38
SPY2013-09-302014-01-31$140.94$150.28Long104.06.63%19238.5619238.56
SPY2014-02-282014-09-30$157.12$168.48Long99.07.24%20364.0020364.00
SPY2014-10-312014-12-31$172.45$176.74Long95.02.48%20770.9820770.98
SPY2015-02-272015-06-30$181.14$178.69Long92.0-1.35%20545.6220545.62
SPY2015-10-302015-11-30$181.41$182.08Long91.00.37%20605.9720605.97
SPY2016-03-312016-10-31$181.32$189.46Long92.04.49%21354.6221354.62
SPY2016-12-302018-02-28$200.42$248.30Long86.023.88%25471.5325471.53
SPY2018-03-292018-04-30$241.49$242.74Long85.00.52%25577.6225577.62
SPY2018-07-312018-08-31$259.33$267.61Long79.03.19%26231.5726231.57
SPY2018-09-282018-10-31$269.20$250.60Long78.0-6.91%24780.5324780.53
SPY2019-01-312019-05-31$251.44$257.54Long79.02.43%25262.2925262.29
SPY2019-06-282020-02-28$275.46$281.19Long74.02.08%25686.0625686.06
SPY2020-04-302021-09-30$277.40$419.16Long75.051.10%36318.0236318.02
SPY2021-10-292021-11-30$448.57$444.96Long65.0-0.80%36083.7536083.75
SPY2021-12-312022-01-31$465.56$441.00Long62.0-5.27%34561.3934561.39
SPY2022-07-292022-08-31$406.82$390.22Long68.0-4.08%33432.6533432.65
SPY2022-11-302022-12-30$404.23$380.96Long66.0-5.76%31896.5631896.56
SPY2023-01-312023-02-28$404.92$394.74Long63.0-2.51%31255.1831255.18

Signals

StrategyRatioSizeTickerDateStateTypeProfitTimeFrame