Strategy - HighLowSOXL


HighLow 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 87.00
NoOfWins 49.00
NoOfLosses 38.00
SharpRatio 0.80
SortinoRatio 1.03
GrossProfit $34393.93
FirstDate 2016-02-22
LastDate 2021-09-03
FirstEquity $10000.00
FinalEquity $44393.93
OpenEquity $38429.60
LongEquity $34393.93
ShortEquity $0.00
PercentWins 56.32%
AveWin $1658.02
AveLoss $-1232.86
AveWinLoss 1.34
Expectancy 1.76%
AveDrawUp 70.81%
AveDrawDown -18.32%
MaxDrawDown -32.22%
Kelly 23.84%
Thrope 38.38
APR 30.93%
CalmarRatio 1.69

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SOXL 2016-02-22 2016-02-25 $1.26 $1.28 Long 7142.0 1.64% 10147.56 10147.56
SOXL 2016-02-29 2016-03-10 $1.35 $1.48 Long 6469.0 9.44% 10973.81 10973.81
SOXL 2016-03-14 2016-03-28 $1.55 $1.64 Long 6174.0 5.40% 11491.79 11491.79
SOXL 2016-03-31 2016-04-06 $1.70 $1.64 Long 5773.0 -3.53% 11144.80 11144.80
SOXL 2016-04-12 2016-04-13 $1.65 $1.67 Long 5712.0 1.29% 11266.40 11266.40
SOXL 2016-04-14 2016-04-19 $1.70 $1.67 Long 5779.0 -1.84% 11085.49 11085.49
SOXL 2016-05-24 2016-06-13 $1.65 $1.80 Long 5829.0 9.13% 11965.03 11965.03
SOXL 2016-07-13 2016-08-02 $1.97 $2.35 Long 5336.0 19.49% 14009.65 14009.65
SOXL 2016-08-08 2016-08-26 $2.44 $2.67 Long 5057.0 9.53% 15184.31 15184.31
SOXL 2016-08-29 2016-09-02 $2.70 $2.80 Long 4865.0 3.43% 15635.11 15635.11
SOXL 2016-09-06 2016-09-09 $2.80 $2.60 Long 4779.0 -7.17% 14677.63 14677.63
SOXL 2016-09-22 2016-09-27 $2.80 $2.61 Long 4667.0 -6.92% 13771.80 13771.80
SOXL 2016-09-30 2016-10-12 $2.94 $2.80 Long 4241.0 -4.87% 13163.74 13163.74
SOXL 2016-10-27 2016-10-31 $3.00 $2.88 Long 3920.0 -3.97% 12697.42 12697.42
SOXL 2016-11-10 2016-11-11 $2.93 $2.78 Long 4004.0 -5.32% 12073.20 12073.20
SOXL 2016-11-15 2016-12-01 $2.99 $3.48 Long 3434.0 16.18% 13735.18 13735.18
SOXL 2016-12-09 2016-12-30 $3.74 $4.01 Long 3305.0 7.27% 14633.65 14633.65
SOXL 2017-01-11 2017-01-17 $3.93 $3.92 Long 3220.0 -0.43% 14578.80 14578.80
SOXL 2017-01-23 2017-02-01 $3.96 $4.36 Long 3139.0 10.28% 15855.94 15855.94
SOXL 2017-02-03 2017-02-13 $4.45 $4.50 Long 3144.0 1.13% 16014.55 16014.55
SOXL 2017-02-17 2017-02-27 $4.51 $4.60 Long 3000.0 1.99% 16283.83 16283.83
SOXL 2017-03-03 2017-03-06 $4.61 $4.52 Long 2906.0 -1.93% 16024.90 16024.90
SOXL 2017-03-09 2017-03-22 $4.66 $4.81 Long 2913.0 3.24% 16463.86 16463.86
SOXL 2017-03-28 2017-04-05 $5.08 $5.02 Long 2899.0 -1.10% 16302.41 16302.41
SOXL 2017-04-26 2017-05-02 $5.18 $5.11 Long 2713.0 -1.29% 16121.11 16121.11
SOXL 2017-05-09 2017-05-19 $5.03 $5.79 Long 2717.0 15.18% 18194.94 18194.94
SOXL 2017-05-23 2017-06-12 $6.02 $6.02 Long 2634.0 0.04% 18201.84 18201.84
SOXL 2017-07-14 2017-07-25 $6.29 $6.39 Long 2475.0 1.56% 18445.07 18445.07
SOXL 2017-08-31 2017-09-08 $6.45 $6.39 Long 2582.0 -0.95% 18286.06 18286.06
SOXL 2017-09-13 2017-09-22 $6.58 $6.96 Long 2354.0 5.78% 19182.13 19182.13
SOXL 2017-09-29 2017-10-20 $7.42 $8.77 Long 2282.0 18.26% 22272.52 22272.52
SOXL 2017-10-23 2017-10-27 $8.85 $9.07 Long 2171.0 2.52% 22757.56 22757.56
SOXL 2017-10-30 2017-11-13 $9.32 $10.14 Long 2144.0 8.80% 24516.24 24516.24
SOXL 2017-11-20 2017-11-29 $10.48 $10.73 Long 1960.0 2.33% 24995.22 24995.22
SOXL 2017-12-22 2017-12-26 $9.32 $9.11 Long 2171.0 -2.20% 24551.07 24551.07
SOXL 2018-01-04 2018-01-11 $10.49 $10.31 Long 2123.0 -1.73% 24165.46 24165.46
SOXL 2018-01-17 2018-01-26 $10.91 $11.28 Long 1920.0 3.38% 24874.27 24874.27
SOXL 2018-02-23 2018-03-02 $10.41 $10.09 Long 2054.0 -3.11% 24208.92 24208.92
SOXL 2018-03-07 2018-03-16 $11.56 $12.60 Long 1775.0 8.98% 26051.38 26051.38
SOXL 2018-04-19 2018-04-20 $9.64 $8.85 Long 2163.0 -8.14% 24355.07 24355.07
SOXL 2018-06-06 2018-06-11 $12.02 $11.52 Long 1744.0 -4.23% 23468.80 23468.80
SOXL 2018-06-15 2018-06-19 $11.55 $10.97 Long 1697.0 -4.96% 22495.96 22495.96
SOXL 2018-07-19 2018-07-24 $10.28 $10.39 Long 1866.0 1.11% 22709.31 22709.31
SOXL 2018-07-30 2018-08-03 $10.42 $10.60 Long 1829.0 1.71% 23035.00 23035.00
SOXL 2018-08-07 2018-08-13 $10.96 $10.08 Long 1857.0 -8.03% 21401.15 21401.15
SOXL 2018-08-30 2018-09-04 $11.06 $10.89 Long 1652.0 -1.53% 21121.09 21121.09
SOXL 2018-09-06 2018-09-07 $11.03 $10.12 Long 1607.0 -8.27% 19655.45 19655.45
SOXL 2019-01-28 2019-02-12 $6.40 $7.92 Long 2457.0 23.76% 23392.73 23392.73
SOXL 2019-02-13 2019-02-28 $8.27 $8.26 Long 2524.0 -0.10% 23372.70 23372.70
SOXL 2019-03-06 2019-03-07 $8.46 $7.94 Long 2328.0 -6.15% 22162.58 22162.58
SOXL 2019-03-18 2019-03-26 $9.17 $9.26 Long 2179.0 0.99% 22359.83 22359.83
SOXL 2019-04-02 2019-04-11 $9.77 $10.80 Long 2008.0 10.55% 24429.67 24429.67
SOXL 2019-04-12 2019-04-29 $11.02 $12.29 Long 1934.0 11.52% 26885.75 26885.75
SOXL 2019-05-03 2019-05-07 $12.78 $11.73 Long 1901.0 -8.26% 24879.61 24879.61
SOXL 2019-07-24 2019-07-31 $12.47 $12.45 Long 1770.0 -0.18% 24839.68 24839.68
SOXL 2019-09-04 2019-09-18 $10.22 $12.23 Long 2133.0 19.74% 29140.36 29140.36
SOXL 2019-10-16 2019-10-21 $12.49 $12.12 Long 2059.0 -2.93% 28386.27 28386.27
SOXL 2019-10-28 2019-11-04 $13.36 $14.62 Long 1954.0 9.44% 30850.10 30850.10
SOXL 2019-11-05 2019-11-12 $15.19 $15.26 Long 1803.0 0.46% 30975.94 30975.94
SOXL 2019-11-14 2019-11-15 $15.01 $15.57 Long 1784.0 3.75% 31979.13 31979.13
SOXL 2019-11-18 2019-11-21 $15.44 $14.36 Long 1755.0 -6.96% 30094.01 30094.01
SOXL 2019-12-12 2019-12-31 $15.69 $17.88 Long 1717.0 13.98% 33859.93 33859.93
SOXL 2020-01-06 2020-01-07 $17.70 $18.37 Long 1567.0 3.78% 34907.79 34907.79
SOXL 2020-01-09 2020-01-28 $19.43 $18.70 Long 1588.0 -3.76% 33746.57 33746.57
SOXL 2020-02-12 2020-02-20 $20.85 $21.43 Long 1474.0 2.75% 34591.01 34591.01
SOXL 2020-06-01 2020-06-12 $10.06 $11.48 Long 3059.0 14.10% 38930.04 38930.04
SOXL 2020-06-18 2020-06-25 $12.19 $11.63 Long 2709.0 -4.61% 37408.86 37408.86
SOXL 2020-07-07 2020-07-15 $13.29 $14.19 Long 2442.0 6.78% 39608.61 39608.61
SOXL 2020-07-21 2020-07-27 $14.96 $13.73 Long 2433.0 -8.23% 36612.93 36612.93
SOXL 2020-07-31 2020-08-11 $15.46 $15.98 Long 2188.0 3.36% 37750.02 37750.02
SOXL 2020-08-14 2020-08-21 $16.64 $16.04 Long 1891.0 -3.65% 36600.97 36600.97
SOXL 2020-08-26 2020-09-08 $17.49 $14.70 Long 1855.0 -15.97% 31417.46 31417.46
SOXL 2020-10-01 2020-10-06 $17.51 $17.85 Long 1609.0 1.94% 31965.26 31965.26
SOXL 2020-10-07 2020-10-16 $18.36 $21.20 Long 1530.0 15.47% 36309.93 36309.93
SOXL 2020-11-09 2020-11-12 $24.95 $22.83 Long 1402.0 -8.49% 33340.38 33340.38
SOXL 2020-11-17 2020-12-11 $24.14 $28.40 Long 1225.0 17.62% 38552.53 38552.53
SOXL 2020-12-17 2020-12-22 $30.90 $29.69 Long 1073.0 -3.93% 37249.37 37249.37
SOXL 2021-01-04 2021-01-26 $31.66 $41.03 Long 1035.0 29.60% 46947.53 46947.53
SOXL 2021-02-11 2021-02-19 $40.87 $44.62 Long 987.0 9.20% 50656.89 50656.89
SOXL 2021-03-24 2021-03-25 $35.63 $30.93 Long 1158.0 -13.19% 45214.29 45214.29
SOXL 2021-04-12 2021-04-13 $43.72 $44.00 Long 882.0 0.64% 45461.25 45461.25
SOXL 2021-05-26 2021-06-04 $37.03 $38.08 Long 1041.0 2.84% 46554.30 46554.30
SOXL 2021-06-08 2021-06-09 $39.80 $38.56 Long 1013.0 -3.12% 45297.57 45297.57
SOXL 2021-07-02 2021-07-06 $43.57 $43.64 Long 877.0 0.16% 45358.96 45358.96
SOXL 2021-07-14 2021-07-16 $43.54 $40.03 Long 907.0 -8.06% 42175.39 42175.39
SOXL 2021-07-30 2021-08-10 $42.19 $46.37 Long 874.0 9.90% 45825.65 45825.65
SOXL 2021-08-30 2021-09-03 $47.78 $46.14 Long 873.0 -3.43% 44393.93 44393.93

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
HighLowSOXL 0.90 0.87 SOXL 2021-09-13 Hold Long 1.38% EOD