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 | 94.00 |
| NoOfWins | 52.00 |
| NoOfLosses | 42.00 |
| SharpRatio | 0.68 |
| SortinoRatio | 0.88 |
| GrossProfit | $28822.54 |
| FirstDate | 2016-02-22 |
| LastDate | 2022-01-03 |
| FirstEquity | $10000.00 |
| FinalEquity | $38822.54 |
| OpenEquity | $0.00 |
| LongEquity | $28822.54 |
| ShortEquity | $0.00 |
| PercentWins | 55.32% |
| AveWin | $1730.23 |
| AveLoss | $-1455.94 |
| AveWinLoss | 1.19 |
| Expectancy | 1.33% |
| AveDrawUp | 70.99% |
| AveDrawDown | -20.19% |
| MaxDrawDown | -32.23% |
| Kelly | 17.72% |
| Thrope | 32.41 |
| APR | 26.02% |
| CalmarRatio | 1.29 |
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 | 7145.0 | 1.64% | 10147.57 | 10147.57 |
| SOXL | 2016-02-29 | 2016-03-10 | $1.35 | $1.48 | Long | 6472.0 | 9.44% | 10973.87 | 10973.87 |
| SOXL | 2016-03-14 | 2016-03-28 | $1.55 | $1.64 | Long | 6177.0 | 5.40% | 11491.89 | 11491.89 |
| SOXL | 2016-03-31 | 2016-04-06 | $1.70 | $1.64 | Long | 5776.0 | -3.53% | 11144.87 | 11144.87 |
| SOXL | 2016-04-12 | 2016-04-13 | $1.64 | $1.67 | Long | 5715.0 | 1.29% | 11266.47 | 11266.47 |
| SOXL | 2016-04-14 | 2016-04-19 | $1.70 | $1.67 | Long | 5781.0 | -1.84% | 11085.57 | 11085.57 |
| SOXL | 2016-05-24 | 2016-06-13 | $1.65 | $1.80 | Long | 5831.0 | 9.13% | 11965.06 | 11965.06 |
| SOXL | 2016-07-13 | 2016-08-02 | $1.97 | $2.35 | Long | 5338.0 | 19.49% | 14009.62 | 14009.62 |
| SOXL | 2016-08-08 | 2016-08-26 | $2.44 | $2.67 | Long | 5059.0 | 9.53% | 15184.27 | 15184.27 |
| SOXL | 2016-08-29 | 2016-09-02 | $2.70 | $2.80 | Long | 4867.0 | 3.43% | 15635.08 | 15635.08 |
| SOXL | 2016-09-06 | 2016-09-09 | $2.79 | $2.59 | Long | 4781.0 | -7.17% | 14677.58 | 14677.58 |
| SOXL | 2016-09-22 | 2016-09-27 | $2.80 | $2.61 | Long | 4669.0 | -6.92% | 13771.73 | 13771.73 |
| SOXL | 2016-09-30 | 2016-10-12 | $2.94 | $2.80 | Long | 4243.0 | -4.87% | 13163.63 | 13163.63 |
| SOXL | 2016-10-27 | 2016-10-31 | $3.00 | $2.88 | Long | 3922.0 | -3.97% | 12697.25 | 12697.25 |
| SOXL | 2016-11-10 | 2016-11-11 | $2.93 | $2.78 | Long | 4006.0 | -5.32% | 12072.97 | 12072.97 |
| SOXL | 2016-11-15 | 2016-12-01 | $2.99 | $3.47 | Long | 3436.0 | 16.18% | 13735.25 | 13735.25 |
| SOXL | 2016-12-09 | 2016-12-30 | $3.74 | $4.01 | Long | 3307.0 | 7.27% | 14633.89 | 14633.89 |
| SOXL | 2017-01-11 | 2017-01-17 | $3.93 | $3.92 | Long | 3221.0 | -0.43% | 14579.05 | 14579.05 |
| SOXL | 2017-01-23 | 2017-02-01 | $3.96 | $4.36 | Long | 3140.0 | 10.28% | 15856.08 | 15856.08 |
| SOXL | 2017-02-03 | 2017-02-13 | $4.45 | $4.50 | Long | 3145.0 | 1.13% | 16014.68 | 16014.68 |
| SOXL | 2017-02-17 | 2017-02-27 | $4.51 | $4.60 | Long | 3001.0 | 1.99% | 16283.94 | 16283.94 |
| SOXL | 2017-03-03 | 2017-03-06 | $4.61 | $4.52 | Long | 2907.0 | -1.93% | 16025.02 | 16025.02 |
| SOXL | 2017-03-09 | 2017-03-22 | $4.66 | $4.81 | Long | 2914.0 | 3.24% | 16463.95 | 16463.95 |
| SOXL | 2017-03-28 | 2017-04-05 | $5.07 | $5.02 | Long | 2901.0 | -1.10% | 16302.46 | 16302.46 |
| SOXL | 2017-04-26 | 2017-05-02 | $5.18 | $5.11 | Long | 2715.0 | -1.29% | 16121.10 | 16121.10 |
| SOXL | 2017-05-09 | 2017-05-19 | $5.03 | $5.79 | Long | 2718.0 | 15.18% | 18194.86 | 18194.86 |
| SOXL | 2017-05-23 | 2017-06-12 | $6.02 | $6.02 | Long | 2635.0 | 0.04% | 18201.76 | 18201.76 |
| SOXL | 2017-07-14 | 2017-07-25 | $6.29 | $6.38 | Long | 2476.0 | 1.56% | 18445.00 | 18445.00 |
| SOXL | 2017-08-31 | 2017-09-08 | $6.45 | $6.39 | Long | 2583.0 | -0.95% | 18285.98 | 18285.98 |
| SOXL | 2017-09-13 | 2017-09-22 | $6.58 | $6.96 | Long | 2355.0 | 5.78% | 19182.07 | 19182.07 |
| SOXL | 2017-09-29 | 2017-10-20 | $7.41 | $8.77 | Long | 2283.0 | 18.26% | 22272.57 | 22272.57 |
| SOXL | 2017-10-23 | 2017-10-27 | $8.85 | $9.07 | Long | 2172.0 | 2.52% | 22757.63 | 22757.63 |
| SOXL | 2017-10-30 | 2017-11-13 | $9.32 | $10.14 | Long | 2145.0 | 8.80% | 24516.42 | 24516.42 |
| SOXL | 2017-11-20 | 2017-11-29 | $10.48 | $10.72 | Long | 1961.0 | 2.33% | 24995.46 | 24995.46 |
| SOXL | 2017-12-22 | 2017-12-26 | $9.32 | $9.11 | Long | 2171.0 | -2.20% | 24551.49 | 24551.49 |
| SOXL | 2018-01-04 | 2018-01-11 | $10.48 | $10.30 | Long | 2124.0 | -1.73% | 24165.85 | 24165.85 |
| SOXL | 2018-01-17 | 2018-01-26 | $10.90 | $11.27 | Long | 1921.0 | 3.38% | 24874.74 | 24874.74 |
| SOXL | 2018-02-23 | 2018-03-02 | $10.41 | $10.09 | Long | 2055.0 | -3.11% | 24209.34 | 24209.34 |
| SOXL | 2018-03-07 | 2018-03-16 | $11.55 | $12.59 | Long | 1776.0 | 8.98% | 26052.09 | 26052.09 |
| SOXL | 2018-04-19 | 2018-04-20 | $9.63 | $8.85 | Long | 2164.0 | -8.14% | 24355.68 | 24355.68 |
| SOXL | 2018-06-06 | 2018-06-11 | $12.02 | $11.51 | Long | 1745.0 | -4.23% | 23469.26 | 23469.26 |
| SOXL | 2018-06-15 | 2018-06-19 | $11.54 | $10.97 | Long | 1698.0 | -4.96% | 22496.25 | 22496.25 |
| SOXL | 2018-07-19 | 2018-07-24 | $10.27 | $10.39 | Long | 1867.0 | 1.11% | 22709.62 | 22709.62 |
| SOXL | 2018-07-30 | 2018-08-03 | $10.41 | $10.59 | Long | 1830.0 | 1.71% | 23035.35 | 23035.35 |
| SOXL | 2018-08-07 | 2018-08-13 | $10.95 | $10.07 | Long | 1858.0 | -8.03% | 21401.28 | 21401.28 |
| SOXL | 2018-08-30 | 2018-09-04 | $11.06 | $10.89 | Long | 1652.0 | -1.53% | 21121.34 | 21121.34 |
| SOXL | 2018-09-06 | 2018-09-07 | $11.03 | $10.11 | Long | 1607.0 | -8.27% | 19656.30 | 19656.30 |
| SOXL | 2019-01-28 | 2019-02-12 | $6.40 | $7.92 | Long | 2458.0 | 23.76% | 23393.59 | 23393.59 |
| SOXL | 2019-02-13 | 2019-02-28 | $8.26 | $8.25 | Long | 2525.0 | -0.10% | 23373.55 | 23373.55 |
| SOXL | 2019-03-06 | 2019-03-07 | $8.45 | $7.93 | Long | 2329.0 | -6.15% | 22163.41 | 22163.41 |
| SOXL | 2019-03-18 | 2019-03-26 | $9.17 | $9.26 | Long | 2180.0 | 0.99% | 22360.66 | 22360.66 |
| SOXL | 2019-04-02 | 2019-04-11 | $9.76 | $10.79 | Long | 2009.0 | 10.55% | 24430.70 | 24430.70 |
| SOXL | 2019-04-12 | 2019-04-29 | $11.02 | $12.29 | Long | 1935.0 | 11.52% | 26887.05 | 26887.05 |
| SOXL | 2019-05-03 | 2019-05-07 | $12.78 | $11.72 | Long | 1902.0 | -8.26% | 24880.67 | 24880.67 |
| SOXL | 2019-07-24 | 2019-07-31 | $12.47 | $12.45 | Long | 1771.0 | -0.18% | 24840.73 | 24840.73 |
| SOXL | 2019-09-04 | 2019-09-18 | $10.21 | $12.23 | Long | 2134.0 | 19.74% | 29141.68 | 29141.68 |
| SOXL | 2019-10-16 | 2019-10-21 | $12.48 | $12.12 | Long | 2060.0 | -2.93% | 28387.52 | 28387.52 |
| SOXL | 2019-10-28 | 2019-11-04 | $13.36 | $14.62 | Long | 1955.0 | 9.44% | 30851.62 | 30851.62 |
| SOXL | 2019-11-05 | 2019-11-12 | $15.18 | $15.25 | Long | 1804.0 | 0.46% | 30977.47 | 30977.47 |
| SOXL | 2019-11-14 | 2019-11-15 | $15.00 | $15.57 | Long | 1784.0 | 3.75% | 31980.26 | 31980.26 |
| SOXL | 2019-11-18 | 2019-11-21 | $15.43 | $14.36 | Long | 1756.0 | -6.96% | 30094.84 | 30094.84 |
| SOXL | 2019-12-12 | 2019-12-31 | $15.68 | $17.87 | Long | 1718.0 | 13.98% | 33861.42 | 33861.42 |
| SOXL | 2020-01-06 | 2020-01-07 | $17.69 | $18.36 | Long | 1568.0 | 3.78% | 34909.53 | 34909.53 |
| SOXL | 2020-01-09 | 2020-01-28 | $19.42 | $18.69 | Long | 1589.0 | -3.76% | 33748.04 | 33748.04 |
| SOXL | 2020-02-12 | 2020-02-20 | $20.84 | $21.42 | Long | 1474.0 | 2.75% | 34592.14 | 34592.14 |
| SOXL | 2020-06-01 | 2020-06-12 | $10.06 | $11.47 | Long | 3060.0 | 14.10% | 38930.83 | 38930.83 |
| SOXL | 2020-06-18 | 2020-06-25 | $12.19 | $11.63 | Long | 2711.0 | -4.61% | 37409.14 | 37409.14 |
| SOXL | 2020-07-07 | 2020-07-15 | $13.29 | $14.19 | Long | 2443.0 | 6.78% | 39608.90 | 39608.90 |
| SOXL | 2020-07-21 | 2020-07-27 | $14.95 | $13.72 | Long | 2434.0 | -8.23% | 36613.20 | 36613.20 |
| SOXL | 2020-07-31 | 2020-08-11 | $15.46 | $15.98 | Long | 2189.0 | 3.36% | 37750.35 | 37750.35 |
| SOXL | 2020-08-14 | 2020-08-21 | $16.64 | $16.03 | Long | 1891.0 | -3.65% | 36601.77 | 36601.77 |
| SOXL | 2020-08-26 | 2020-09-08 | $17.49 | $14.69 | Long | 1856.0 | -15.97% | 31417.56 | 31417.56 |
| SOXL | 2020-10-01 | 2020-10-06 | $17.50 | $17.84 | Long | 1610.0 | 1.94% | 31965.49 | 31965.49 |
| SOXL | 2020-10-07 | 2020-10-16 | $18.35 | $21.19 | Long | 1531.0 | 15.47% | 36311.24 | 36311.24 |
| SOXL | 2020-11-09 | 2020-11-11 | $24.94 | $21.51 | Long | 1403.0 | -13.75% | 6293.08 | 32992.73 |
| SOXL | 2020-11-11 | 2020-11-12 | $21.51 | $22.82 | Long | 1172.0 | 6.09% | 33038.01 | 33038.01 |
| SOXL | 2020-11-17 | 2020-12-11 | $24.13 | $28.39 | Long | 1215.0 | 17.62% | 38205.51 | 38205.51 |
| SOXL | 2020-12-17 | 2020-12-22 | $30.89 | $29.67 | Long | 1064.0 | -3.93% | 36913.80 | 36913.80 |
| SOXL | 2021-01-04 | 2021-01-26 | $31.64 | $41.01 | Long | 1026.0 | 29.60% | 46523.74 | 46523.74 |
| SOXL | 2021-02-11 | 2021-02-19 | $40.85 | $44.61 | Long | 979.0 | 9.20% | 50201.54 | 50201.54 |
| SOXL | 2021-03-24 | 2021-03-25 | $35.62 | $30.92 | Long | 1149.0 | -13.19% | 44803.43 | 44803.43 |
| SOXL | 2021-04-12 | 2021-04-13 | $43.70 | $43.98 | Long | 874.0 | 0.64% | 45048.05 | 45048.05 |
| SOXL | 2021-05-26 | 2021-06-04 | $37.02 | $38.06 | Long | 1032.0 | 2.84% | 46131.21 | 46131.21 |
| SOXL | 2021-06-08 | 2021-06-09 | $39.78 | $38.54 | Long | 1005.0 | -3.12% | 44884.91 | 44884.91 |
| SOXL | 2021-07-02 | 2021-07-06 | $43.55 | $43.62 | Long | 869.0 | 0.16% | 44945.72 | 44945.72 |
| SOXL | 2021-07-14 | 2021-07-16 | $43.52 | $40.01 | Long | 899.0 | -8.06% | 41791.50 | 41791.50 |
| SOXL | 2021-07-30 | 2021-08-10 | $42.17 | $46.35 | Long | 866.0 | 9.90% | 45406.89 | 45406.89 |
| SOXL | 2021-08-30 | 2021-09-03 | $47.76 | $46.12 | Long | 865.0 | -3.43% | 43988.86 | 43988.86 |
| SOXL | 2021-09-14 | 2021-09-20 | $48.38 | $43.73 | Long | 787.0 | -9.61% | 40330.79 | 40330.79 |
| SOXL | 2021-11-03 | 2021-11-12 | $52.05 | $62.19 | Long | 692.0 | 19.49% | 47351.75 | 47351.75 |
| SOXL | 2021-11-16 | 2021-11-24 | $62.35 | $62.96 | Long | 625.0 | 0.98% | 47732.85 | 47732.85 |
| SOXL | 2021-12-01 | 2021-12-03 | $67.51 | $65.87 | Long | 606.0 | -2.43% | 46739.41 | 46739.41 |
| SOXL | 2021-12-09 | 2021-12-14 | $69.40 | $59.98 | Long | 563.0 | -13.58% | 41432.47 | 41432.47 |
| SOXL | 2021-12-28 | 2022-01-03 | $74.06 | $69.04 | Long | 520.0 | -6.78% | 38822.54 | 38822.54 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowSOXL | 0.90 | 0.00 | Out | EOD |