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 136.00
NoOfWins 75.00
NoOfLosses 61.00
SharpRatio 0.58
SortinoRatio 0.74
GrossProfit $32742.92
FirstDate 2016-02-22
LastDate 2023-04-05
FirstEquity $10000.00
FinalEquity $42742.92
OpenEquity $0.00
LongEquity $32742.92
ShortEquity $0.00
PercentWins 55.15%
AveWin 7.55%
AveLoss -5.75%
AveWinLoss 1.31
Expectancy 1.59%
AveDrawUp 86.56%
AveDrawDown -24.10%
MaxDrawDown -38.12%
Kelly 21.00%
Thorpe 25.98
Rachev 0.86
APR 22.65%
CalmarRatio 0.94

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SOXL 2016-02-22 2016-02-25 $1.25 $1.27 Long 7215.0 1.64% 10147.55 10147.55
SOXL 2016-02-29 2016-03-10 $1.34 $1.47 Long 6536.0 9.44% 10973.85 10973.85
SOXL 2016-03-14 2016-03-28 $1.54 $1.62 Long 6238.0 5.40% 11491.86 11491.86
SOXL 2016-03-31 2016-04-06 $1.69 $1.63 Long 5833.0 -3.53% 11144.84 11144.84
SOXL 2016-04-12 2016-04-13 $1.63 $1.65 Long 5771.0 1.29% 11266.44 11266.44
SOXL 2016-04-14 2016-04-19 $1.68 $1.65 Long 5839.0 -1.84% 11085.51 11085.51
SOXL 2016-05-24 2016-06-13 $1.64 $1.79 Long 5889.0 9.13% 11965.04 11965.04
SOXL 2016-07-13 2016-08-02 $1.95 $2.33 Long 5391.0 19.49% 14009.65 14009.65
SOXL 2016-08-08 2016-08-26 $2.41 $2.64 Long 5109.0 9.53% 15184.28 15184.28
SOXL 2016-08-29 2016-09-02 $2.68 $2.77 Long 4915.0 3.43% 15635.07 15635.07
SOXL 2016-09-06 2016-09-09 $2.77 $2.57 Long 4829.0 -7.17% 14677.44 14677.44
SOXL 2016-09-22 2016-09-27 $2.78 $2.58 Long 4715.0 -6.92% 13771.63 13771.63
SOXL 2016-09-30 2016-10-12 $2.91 $2.77 Long 4285.0 -4.87% 13163.53 13163.53
SOXL 2016-10-27 2016-10-31 $2.97 $2.85 Long 3961.0 -3.97% 12697.14 12697.14
SOXL 2016-11-10 2016-11-11 $2.90 $2.75 Long 4045.0 -5.32% 12072.96 12072.96
SOXL 2016-11-15 2016-12-01 $2.96 $3.44 Long 3470.0 16.18% 13735.22 13735.22
SOXL 2016-12-09 2016-12-13 $3.70 $3.52 Long 3339.0 -4.86% 2008.51 13352.59
SOXL 2016-12-13 2016-12-30 $3.52 $3.97 Long 3161.0 12.75% 14553.79 14553.79
SOXL 2017-01-11 2017-01-17 $3.89 $3.88 Long 3235.0 -0.43% 14499.24 14499.24
SOXL 2017-01-23 2017-02-01 $3.92 $4.32 Long 3154.0 10.28% 15769.40 15769.40
SOXL 2017-02-03 2017-02-13 $4.40 $4.45 Long 3159.0 1.13% 15927.14 15927.14
SOXL 2017-02-17 2017-02-27 $4.46 $4.55 Long 3014.0 1.99% 16194.92 16194.92
SOXL 2017-03-03 2017-03-06 $4.57 $4.48 Long 2920.0 -1.93% 15937.39 15937.39
SOXL 2017-03-09 2017-03-22 $4.61 $4.76 Long 2927.0 3.24% 16373.96 16373.96
SOXL 2017-03-28 2017-04-05 $5.02 $4.97 Long 2913.0 -1.10% 16213.39 16213.39
SOXL 2017-04-26 2017-05-02 $5.12 $5.06 Long 2726.0 -1.29% 16033.07 16033.07
SOXL 2017-05-09 2017-05-19 $4.98 $5.73 Long 2730.0 15.18% 18095.57 18095.57
SOXL 2017-05-23 2017-06-12 $5.96 $5.96 Long 2647.0 0.04% 18102.43 18102.43
SOXL 2017-07-14 2017-07-25 $6.22 $6.32 Long 2487.0 1.56% 18344.35 18344.35
SOXL 2017-08-31 2017-09-08 $6.38 $6.32 Long 2595.0 -0.95% 18186.17 18186.17
SOXL 2017-09-13 2017-09-22 $6.52 $6.89 Long 2366.0 5.78% 19077.61 19077.61
SOXL 2017-09-29 2017-10-20 $7.34 $8.68 Long 2293.0 18.26% 22151.22 22151.22
SOXL 2017-10-23 2017-10-27 $8.76 $8.98 Long 2181.0 2.52% 22633.52 22633.52
SOXL 2017-10-30 2017-11-13 $9.23 $10.04 Long 2154.0 8.80% 24382.38 24382.38
SOXL 2017-11-20 2017-11-29 $10.38 $10.62 Long 1970.0 2.33% 24858.89 24858.89
SOXL 2017-12-22 2017-12-26 $9.22 $9.02 Long 2181.0 -2.20% 24417.25 24417.25
SOXL 2018-01-04 2018-01-11 $10.38 $10.20 Long 2133.0 -1.73% 24033.78 24033.78
SOXL 2018-01-17 2018-01-26 $10.80 $11.16 Long 1929.0 3.38% 24738.64 24738.64
SOXL 2018-02-23 2018-03-02 $10.31 $9.99 Long 2064.0 -3.11% 24076.88 24076.88
SOXL 2018-03-07 2018-03-15 $11.44 $12.55 Long 1783.0 9.66% 4043.60 25814.25
SOXL 2018-03-15 2018-03-16 $12.55 $12.47 Long 1754.0 -0.62% 25911.02 25911.02
SOXL 2018-04-19 2018-04-20 $9.54 $8.76 Long 2174.0 -8.14% 24223.48 24223.48
SOXL 2018-05-10 2018-05-21 $9.90 $10.39 Long 2188.0 4.88% 25280.01 25280.01
SOXL 2018-05-23 2018-06-11 $10.12 $11.40 Long 2054.0 12.58% 27895.56 27895.56
SOXL 2018-06-15 2018-06-19 $11.43 $10.86 Long 2038.0 -4.96% 26739.16 26739.16
SOXL 2018-07-19 2018-07-24 $10.17 $10.29 Long 2241.0 1.11% 26992.77 26992.77
SOXL 2018-07-30 2018-08-03 $10.31 $10.49 Long 2197.0 1.71% 27379.99 27379.99
SOXL 2018-08-07 2018-08-13 $10.84 $9.97 Long 2231.0 -8.03% 25437.11 25437.11
SOXL 2018-08-28 2018-09-04 $10.98 $10.78 Long 2060.0 -1.84% 25020.44 25020.44
SOXL 2018-09-06 2018-09-07 $10.92 $10.02 Long 1923.0 -8.27% 23284.50 23284.50
SOXL 2018-12-04 2018-12-06 $7.36 $5.91 Long 2609.0 -19.73% 19494.58 19494.58
SOXL 2019-01-11 2019-01-18 $5.91 $6.15 Long 2946.0 4.07% 20202.31 20202.31
SOXL 2019-01-23 2019-01-24 $5.96 $6.08 Long 2785.0 2.07% 20545.04 20545.04
SOXL 2019-01-25 2019-01-29 $6.77 $6.73 Long 2888.0 -0.54% 1970.29 19541.41
SOXL 2019-01-29 2019-02-11 $6.73 $7.57 Long 2743.0 12.38% 2431.84 22702.07
SOXL 2019-02-11 2019-02-12 $7.57 $7.84 Long 2682.0 3.64% 23464.00 23464.00
SOXL 2019-02-13 2019-02-28 $8.18 $8.17 Long 2558.0 -0.10% 23443.91 23443.91
SOXL 2019-03-06 2019-03-07 $8.37 $7.86 Long 2359.0 -6.15% 22230.19 22230.19
SOXL 2019-03-18 2019-03-26 $9.08 $9.17 Long 2208.0 0.99% 22428.02 22428.02
SOXL 2019-04-02 2019-04-11 $9.67 $10.69 Long 2035.0 10.55% 24504.29 24504.29
SOXL 2019-04-12 2019-04-29 $10.91 $12.17 Long 1960.0 11.52% 26967.99 26967.99
SOXL 2019-05-03 2019-05-07 $12.65 $11.61 Long 1927.0 -8.26% 24955.16 24955.16
SOXL 2019-06-28 2019-07-03 $9.97 $10.12 Long 2255.0 1.49% 4325.45 24886.03
SOXL 2019-07-03 2019-07-08 $10.12 $9.50 Long 2071.0 -6.16% 24000.66 24000.66
SOXL 2019-07-11 2019-07-31 $10.11 $12.32 Long 2036.0 21.94% 28514.45 28514.45
SOXL 2019-09-04 2019-09-17 $10.11 $11.96 Long 2474.0 18.29% 4608.85 33542.92
SOXL 2019-09-17 2019-09-18 $11.96 $12.11 Long 2381.0 1.22% 33438.16 33438.16
SOXL 2019-10-16 2019-10-21 $12.36 $12.00 Long 2387.0 -2.93% 32572.85 32572.85
SOXL 2019-10-28 2019-11-04 $13.22 $14.47 Long 2265.0 9.44% 35399.69 35399.69
SOXL 2019-11-05 2019-11-12 $15.04 $15.10 Long 2091.0 0.46% 35544.13 35544.13
SOXL 2019-11-14 2019-11-15 $14.86 $15.41 Long 2068.0 3.75% 36695.16 36695.16
SOXL 2019-11-18 2019-11-21 $15.28 $14.22 Long 2035.0 -6.96% 34531.59 34531.59
SOXL 2019-12-12 2019-12-31 $15.53 $17.70 Long 1991.0 13.98% 38853.92 38853.92
SOXL 2020-01-06 2020-01-07 $17.52 $18.18 Long 1817.0 3.78% 40056.56 40056.56
SOXL 2020-01-09 2020-01-28 $19.23 $18.51 Long 1841.0 -3.76% 38724.06 38724.06
SOXL 2020-02-12 2020-02-19 $20.64 $20.74 Long 1708.0 0.47% 5130.71 40081.63
SOXL 2020-02-19 2020-02-20 $20.74 $21.21 Long 1628.0 2.27% 39654.90 39654.90
SOXL 2020-05-20 2020-05-26 $9.57 $10.13 Long 3733.0 5.92% 5581.29 40184.44
SOXL 2020-05-26 2020-05-27 $10.13 $9.81 Long 3571.0 -3.23% 40598.71 40598.71
SOXL 2020-05-28 2020-05-29 $9.94 $9.57 Long 3539.0 -3.74% 39283.06 39283.06
SOXL 2020-06-01 2020-06-10 $9.96 $13.00 Long 3510.0 30.59% 5577.85 49445.39
SOXL 2020-06-10 2020-06-12 $13.00 $11.36 Long 3414.0 -12.63% 44368.69 44368.69
SOXL 2020-06-18 2020-06-25 $12.07 $11.51 Long 3120.0 -4.61% 42634.60 42634.60
SOXL 2020-07-07 2020-07-15 $13.16 $14.05 Long 2811.0 6.78% 45140.91 45140.91
SOXL 2020-07-21 2020-07-24 $14.80 $13.02 Long 2802.0 -12.08% 7539.27 40313.05
SOXL 2020-07-24 2020-07-27 $13.02 $13.59 Long 2504.0 4.37% 41556.49 41556.49
SOXL 2020-07-31 2020-08-11 $15.31 $15.82 Long 2509.0 3.36% 42847.09 42847.09
SOXL 2020-08-14 2020-08-21 $16.47 $15.87 Long 2168.0 -3.65% 41543.17 41543.17
SOXL 2020-08-26 2020-09-08 $17.32 $14.55 Long 2127.0 -15.97% 35660.25 35660.25
SOXL 2020-10-01 2020-10-05 $17.33 $16.61 Long 1845.0 -4.17% 5508.02 36269.47
SOXL 2020-10-05 2020-10-06 $16.61 $17.67 Long 1735.0 6.38% 36165.35 36165.35
SOXL 2020-10-07 2020-10-16 $18.17 $20.98 Long 1749.0 15.47% 41081.22 41081.22
SOXL 2020-11-09 2020-11-10 $24.69 $21.76 Long 1603.0 -11.88% 8265.83 34546.99
SOXL 2020-11-10 2020-11-11 $21.76 $21.30 Long 1292.0 -2.12% 6881.43 37492.57
SOXL 2020-11-11 2020-11-12 $21.30 $22.60 Long 1357.0 6.09% 37544.48 37544.48
SOXL 2020-11-17 2020-12-11 $23.90 $28.11 Long 1394.0 17.62% 43415.16 43415.16
SOXL 2020-12-17 2020-12-22 $30.59 $29.38 Long 1221.0 -3.93% 41947.39 41947.39
SOXL 2021-01-04 2021-01-12 $31.33 $37.26 Long 1177.0 18.92% 4508.44 49107.06
SOXL 2021-01-12 2021-01-26 $37.26 $40.61 Long 1192.0 8.98% 52913.76 52913.76
SOXL 2021-02-11 2021-02-19 $40.45 $44.17 Long 1124.0 9.20% 57094.88 57094.88
SOXL 2021-04-01 2021-04-13 $39.64 $43.55 Long 1353.0 9.86% 62384.70 62384.70
SOXL 2021-05-26 2021-06-04 $36.65 $37.69 Long 1443.0 2.84% 63884.39 63884.39
SOXL 2021-06-08 2021-06-09 $39.39 $38.17 Long 1405.0 -3.12% 62159.13 62159.13
SOXL 2021-06-15 2021-06-18 $40.38 $38.89 Long 1348.0 -3.70% 60144.42 60144.42
SOXL 2021-06-28 2021-07-06 $41.08 $43.19 Long 1261.0 5.16% 62815.42 62815.42
SOXL 2021-07-14 2021-07-16 $43.10 $39.62 Long 1269.0 -8.06% 58406.68 58406.68
SOXL 2021-07-30 2021-08-10 $41.76 $45.89 Long 1223.0 9.90% 63462.42 63462.42
SOXL 2021-08-30 2021-09-03 $47.29 $45.67 Long 1222.0 -3.43% 61478.79 61478.79
SOXL 2021-09-14 2021-09-20 $47.91 $43.30 Long 1111.0 -9.61% 56365.36 56365.36
SOXL 2021-10-21 2021-11-11 $42.89 $60.10 Long 1103.0 40.13% 12846.38 76297.84
SOXL 2021-11-11 2021-11-12 $60.10 $61.59 Long 1040.0 2.47% 76894.88 76894.88
SOXL 2021-11-16 2021-11-24 $61.74 $62.35 Long 1026.0 0.98% 77514.35 77514.35
SOXL 2021-12-01 2021-12-02 $66.85 $60.63 Long 995.0 -9.30% 14575.26 73173.15
SOXL 2021-12-02 2021-12-03 $60.63 $65.23 Long 936.0 7.57% 75628.24 75628.24
SOXL 2021-12-09 2021-12-10 $68.72 $68.75 Long 921.0 0.04% 13779.41 73998.59
SOXL 2021-12-10 2021-12-14 $68.75 $59.39 Long 900.0 -13.61% 67228.38 67228.38
SOXL 2021-12-28 2021-12-31 $73.33 $68.01 Long 852.0 -7.25% 10735.95 62176.92
SOXL 2021-12-31 2022-01-03 $68.01 $68.36 Long 764.0 0.51% 62963.55 62963.55
SOXL 2022-03-30 2022-03-31 $44.27 $40.86 Long 1212.0 -7.72% 58823.14 58823.14
SOXL 2022-07-22 2022-07-25 $18.68 $17.08 Long 2738.0 -8.57% 54438.86 54438.86
SOXL 2022-07-29 2022-08-10 $18.42 $18.92 Long 2489.0 2.72% 55687.34 55687.34
SOXL 2022-08-15 2022-08-18 $21.06 $19.55 Long 2372.0 -7.16% 52112.55 52112.55
SOXL 2022-11-11 2022-11-17 $12.22 $11.28 Long 4146.0 -7.65% 9617.15 51742.90
SOXL 2022-11-17 2022-11-18 $11.28 $12.92 Long 3423.0 14.55% 53854.30 53854.30
SOXL 2022-11-25 2022-11-29 $13.06 $11.89 Long 3587.0 -8.99% 8935.97 48893.88
SOXL 2022-11-29 2022-11-30 $11.89 $11.77 Long 3424.0 -0.96% 49251.56 49251.56
SOXL 2022-12-02 2022-12-06 $12.43 $12.48 Long 3004.0 0.40% 49400.99 49400.99
SOXL 2022-12-15 2022-12-16 $12.17 $11.14 Long 3142.0 -8.42% 46181.30 46181.30
SOXL 2023-01-11 2023-01-20 $11.96 $12.09 Long 3474.0 1.09% 8929.83 48749.31
SOXL 2023-01-20 2023-01-23 $12.09 $13.16 Long 3118.0 8.84% 49963.51 49963.51
SOXL 2023-01-25 2023-02-01 $13.69 $14.71 Long 2993.0 7.44% 53011.79 53011.79
SOXL 2023-02-03 2023-02-08 $16.75 $17.30 Long 2619.0 3.28% 54450.08 54450.08
SOXL 2023-02-09 2023-02-10 $17.30 $16.04 Long 2690.0 -7.33% 51038.90 51038.90
SOXL 2023-02-16 2023-02-21 $16.63 $14.77 Long 2599.0 -11.18% 46209.41 46209.41
SOXL 2023-03-20 2023-03-28 $16.12 $15.87 Long 2399.0 -1.53% 45619.68 45619.68
SOXL 2023-03-31 2023-04-05 $17.56 $16.25 Long 2196.0 -7.46% 42742.92 42742.92

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
HighLowSOXL 0.90 0.00 Out EOD