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 | 130.00 |
| NoOfWins | 73.00 |
| NoOfLosses | 57.00 |
| SharpRatio | 0.66 |
| SortinoRatio | 0.85 |
| GrossProfit | $39981.80 |
| FirstDate | 2016-02-22 |
| LastDate | 2023-01-23 |
| FirstEquity | $10000.00 |
| FinalEquity | $49981.80 |
| OpenEquity | $40992.90 |
| LongEquity | $39981.80 |
| ShortEquity | $0.00 |
| PercentWins | 56.15% |
| AveWin | 7.61% |
| AveLoss | -5.67% |
| AveWinLoss | 1.34 |
| Expectancy | 1.79% |
| AveDrawUp | 88.49% |
| AveDrawDown | -23.62% |
| MaxDrawDown | -38.13% |
| Kelly | 23.49% |
| Thorpe | 30.06 |
| APR | 26.18% |
| CalmarRatio | 1.11 |
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 | 7205.0 | 1.64% | 10147.57 | 10147.57 |
| SOXL | 2016-02-29 | 2016-03-10 | $1.34 | $1.47 | Long | 6526.0 | 9.44% | 10973.83 | 10973.83 |
| SOXL | 2016-03-14 | 2016-03-28 | $1.54 | $1.62 | Long | 6228.0 | 5.40% | 11491.79 | 11491.79 |
| SOXL | 2016-03-31 | 2016-04-06 | $1.69 | $1.63 | Long | 5824.0 | -3.53% | 11144.78 | 11144.78 |
| SOXL | 2016-04-12 | 2016-04-13 | $1.63 | $1.65 | Long | 5763.0 | 1.29% | 11266.39 | 11266.39 |
| SOXL | 2016-04-14 | 2016-04-19 | $1.68 | $1.65 | Long | 5830.0 | -1.84% | 11085.47 | 11085.47 |
| SOXL | 2016-05-24 | 2016-06-13 | $1.64 | $1.79 | Long | 5880.0 | 9.13% | 11964.97 | 11964.97 |
| SOXL | 2016-07-13 | 2016-08-02 | $1.95 | $2.33 | Long | 5383.0 | 19.49% | 14009.62 | 14009.62 |
| SOXL | 2016-08-08 | 2016-08-26 | $2.41 | $2.65 | Long | 5101.0 | 9.53% | 15184.17 | 15184.17 |
| SOXL | 2016-08-29 | 2016-09-02 | $2.68 | $2.77 | Long | 4907.0 | 3.43% | 15634.91 | 15634.91 |
| SOXL | 2016-09-06 | 2016-09-09 | $2.77 | $2.57 | Long | 4821.0 | -7.17% | 14677.43 | 14677.43 |
| SOXL | 2016-09-22 | 2016-09-27 | $2.78 | $2.59 | Long | 4708.0 | -6.92% | 13771.61 | 13771.61 |
| SOXL | 2016-09-30 | 2016-10-12 | $2.92 | $2.77 | Long | 4278.0 | -4.87% | 13163.59 | 13163.59 |
| SOXL | 2016-10-27 | 2016-10-31 | $2.97 | $2.85 | Long | 3955.0 | -3.97% | 12697.21 | 12697.21 |
| SOXL | 2016-11-10 | 2016-11-11 | $2.91 | $2.75 | Long | 4039.0 | -5.32% | 12073.02 | 12073.02 |
| SOXL | 2016-11-15 | 2016-12-01 | $2.97 | $3.45 | Long | 3464.0 | 16.18% | 13734.90 | 13734.90 |
| SOXL | 2016-12-09 | 2016-12-13 | $3.71 | $3.53 | Long | 3334.0 | -4.86% | 2009.12 | 13352.24 |
| SOXL | 2016-12-13 | 2016-12-30 | $3.53 | $3.97 | Long | 3156.0 | 12.75% | 14553.34 | 14553.34 |
| SOXL | 2017-01-11 | 2017-01-17 | $3.90 | $3.88 | Long | 3230.0 | -0.43% | 14498.80 | 14498.80 |
| SOXL | 2017-01-23 | 2017-02-01 | $3.92 | $4.33 | Long | 3149.0 | 10.28% | 15768.85 | 15768.85 |
| SOXL | 2017-02-03 | 2017-02-13 | $4.41 | $4.46 | Long | 3154.0 | 1.13% | 15926.58 | 15926.58 |
| SOXL | 2017-02-17 | 2017-02-27 | $4.47 | $4.56 | Long | 3010.0 | 1.99% | 16194.40 | 16194.40 |
| SOXL | 2017-03-03 | 2017-03-06 | $4.57 | $4.48 | Long | 2916.0 | -1.93% | 15936.84 | 15936.84 |
| SOXL | 2017-03-09 | 2017-03-22 | $4.62 | $4.77 | Long | 2922.0 | 3.24% | 16373.32 | 16373.32 |
| SOXL | 2017-03-28 | 2017-04-05 | $5.03 | $4.98 | Long | 2909.0 | -1.10% | 16212.73 | 16212.73 |
| SOXL | 2017-04-26 | 2017-05-02 | $5.13 | $5.07 | Long | 2722.0 | -1.29% | 16032.41 | 16032.41 |
| SOXL | 2017-05-09 | 2017-05-19 | $4.98 | $5.74 | Long | 2726.0 | 15.18% | 18094.97 | 18094.97 |
| SOXL | 2017-05-23 | 2017-06-12 | $5.97 | $5.97 | Long | 2643.0 | 0.04% | 18101.84 | 18101.84 |
| SOXL | 2017-07-14 | 2017-07-25 | $6.23 | $6.33 | Long | 2483.0 | 1.56% | 18343.73 | 18343.73 |
| SOXL | 2017-08-31 | 2017-09-08 | $6.39 | $6.33 | Long | 2591.0 | -0.95% | 18185.55 | 18185.55 |
| SOXL | 2017-09-13 | 2017-09-22 | $6.53 | $6.90 | Long | 2362.0 | 5.78% | 19076.82 | 19076.82 |
| SOXL | 2017-09-29 | 2017-10-20 | $7.35 | $8.69 | Long | 2290.0 | 18.26% | 22151.01 | 22151.01 |
| SOXL | 2017-10-23 | 2017-10-27 | $8.77 | $9.00 | Long | 2178.0 | 2.52% | 22633.37 | 22633.37 |
| SOXL | 2017-10-30 | 2017-11-13 | $9.24 | $10.05 | Long | 2151.0 | 8.80% | 24382.41 | 24382.41 |
| SOXL | 2017-11-20 | 2017-11-29 | $10.39 | $10.63 | Long | 1967.0 | 2.33% | 24858.92 | 24858.92 |
| SOXL | 2017-12-22 | 2017-12-26 | $9.24 | $9.04 | Long | 2178.0 | -2.20% | 24417.22 | 24417.22 |
| SOXL | 2018-01-04 | 2018-01-11 | $10.40 | $10.22 | Long | 2130.0 | -1.73% | 24033.71 | 24033.71 |
| SOXL | 2018-01-17 | 2018-01-26 | $10.81 | $11.18 | Long | 1926.0 | 3.38% | 24738.53 | 24738.53 |
| SOXL | 2018-02-23 | 2018-03-02 | $10.32 | $10.00 | Long | 2061.0 | -3.11% | 24076.74 | 24076.74 |
| SOXL | 2018-03-07 | 2018-03-15 | $11.46 | $12.56 | Long | 1781.0 | 9.66% | 4036.32 | 25814.77 |
| SOXL | 2018-03-15 | 2018-03-16 | $12.56 | $12.49 | Long | 1752.0 | -0.62% | 25911.57 | 25911.57 |
| SOXL | 2018-04-19 | 2018-04-20 | $9.55 | $8.78 | Long | 2170.0 | -8.14% | 24224.61 | 24224.61 |
| SOXL | 2018-05-10 | 2018-05-21 | $9.92 | $10.40 | Long | 2185.0 | 4.88% | 25281.28 | 25281.28 |
| SOXL | 2018-05-23 | 2018-06-11 | $10.14 | $11.41 | Long | 2051.0 | 12.58% | 27896.92 | 27896.92 |
| SOXL | 2018-06-15 | 2018-06-19 | $11.45 | $10.88 | Long | 2035.0 | -4.96% | 26740.49 | 26740.49 |
| SOXL | 2018-07-19 | 2018-07-24 | $10.19 | $10.30 | Long | 2238.0 | 1.11% | 26994.14 | 26994.14 |
| SOXL | 2018-07-30 | 2018-08-03 | $10.33 | $10.50 | Long | 2194.0 | 1.71% | 27381.41 | 27381.41 |
| SOXL | 2018-08-07 | 2018-08-13 | $10.86 | $9.99 | Long | 2227.0 | -8.03% | 25439.11 | 25439.11 |
| SOXL | 2018-08-28 | 2018-09-04 | $11.00 | $10.80 | Long | 2057.0 | -1.84% | 25022.42 | 25022.42 |
| SOXL | 2018-09-06 | 2018-09-07 | $10.93 | $10.03 | Long | 1920.0 | -8.27% | 23286.59 | 23286.59 |
| SOXL | 2018-12-04 | 2018-12-06 | $7.37 | $5.92 | Long | 2605.0 | -19.73% | 19496.80 | 19496.80 |
| SOXL | 2019-01-11 | 2019-01-18 | $5.92 | $6.16 | Long | 2942.0 | 4.07% | 20204.63 | 20204.63 |
| SOXL | 2019-01-23 | 2019-01-24 | $5.97 | $6.09 | Long | 2781.0 | 2.07% | 20547.38 | 20547.38 |
| SOXL | 2019-01-25 | 2019-01-29 | $6.78 | $6.74 | Long | 2884.0 | -0.54% | 1971.88 | 19543.70 |
| SOXL | 2019-01-29 | 2019-02-11 | $6.74 | $7.58 | Long | 2739.0 | 12.38% | 2426.54 | 22704.48 |
| SOXL | 2019-02-11 | 2019-02-12 | $7.58 | $7.85 | Long | 2679.0 | 3.64% | 23466.70 | 23466.70 |
| SOXL | 2019-02-13 | 2019-02-28 | $8.19 | $8.19 | Long | 2554.0 | -0.10% | 23446.61 | 23446.61 |
| SOXL | 2019-03-06 | 2019-03-07 | $8.38 | $7.87 | Long | 2356.0 | -6.15% | 22232.61 | 22232.61 |
| SOXL | 2019-03-18 | 2019-03-26 | $9.09 | $9.18 | Long | 2205.0 | 0.99% | 22430.47 | 22430.47 |
| SOXL | 2019-04-02 | 2019-04-11 | $9.68 | $10.70 | Long | 2032.0 | 10.55% | 24506.79 | 24506.79 |
| SOXL | 2019-04-12 | 2019-04-29 | $10.93 | $12.19 | Long | 1957.0 | 11.52% | 26970.41 | 26970.41 |
| SOXL | 2019-05-03 | 2019-05-07 | $12.67 | $11.62 | Long | 1924.0 | -8.26% | 24957.70 | 24957.70 |
| SOXL | 2019-06-28 | 2019-07-03 | $9.99 | $10.14 | Long | 2252.0 | 1.49% | 4327.00 | 24888.60 |
| SOXL | 2019-07-03 | 2019-07-08 | $10.14 | $9.51 | Long | 2068.0 | -6.16% | 24003.19 | 24003.19 |
| SOXL | 2019-07-11 | 2019-07-31 | $10.12 | $12.34 | Long | 2033.0 | 21.94% | 28517.09 | 28517.09 |
| SOXL | 2019-09-04 | 2019-09-17 | $10.13 | $11.98 | Long | 2471.0 | 18.29% | 4606.01 | 33546.97 |
| SOXL | 2019-09-17 | 2019-09-18 | $11.98 | $12.13 | Long | 2378.0 | 1.22% | 33442.19 | 33442.19 |
| SOXL | 2019-10-16 | 2019-10-21 | $12.38 | $12.02 | Long | 2384.0 | -2.93% | 32576.67 | 32576.67 |
| SOXL | 2019-10-28 | 2019-11-04 | $13.24 | $14.49 | Long | 2262.0 | 9.44% | 35404.00 | 35404.00 |
| SOXL | 2019-11-05 | 2019-11-12 | $15.06 | $15.13 | Long | 2088.0 | 0.46% | 35548.46 | 35548.46 |
| SOXL | 2019-11-14 | 2019-11-15 | $14.88 | $15.44 | Long | 2065.0 | 3.75% | 36699.54 | 36699.54 |
| SOXL | 2019-11-18 | 2019-11-21 | $15.30 | $14.24 | Long | 2032.0 | -6.96% | 34535.92 | 34535.92 |
| SOXL | 2019-12-12 | 2019-12-31 | $15.55 | $17.73 | Long | 1988.0 | 13.98% | 38858.21 | 38858.21 |
| SOXL | 2020-01-06 | 2020-01-07 | $17.55 | $18.21 | Long | 1815.0 | 3.78% | 40061.32 | 40061.32 |
| SOXL | 2020-01-09 | 2020-01-28 | $19.26 | $18.53 | Long | 1838.0 | -3.76% | 38729.01 | 38729.01 |
| SOXL | 2020-02-12 | 2020-02-19 | $20.67 | $20.77 | Long | 1706.0 | 0.47% | 5147.36 | 40086.21 |
| SOXL | 2020-02-19 | 2020-02-20 | $20.77 | $21.24 | Long | 1625.0 | 2.27% | 39659.63 | 39659.63 |
| SOXL | 2020-05-20 | 2020-05-26 | $9.58 | $10.15 | Long | 3727.0 | 5.92% | 5582.24 | 40188.78 |
| SOXL | 2020-05-26 | 2020-05-27 | $10.15 | $9.82 | Long | 3566.0 | -3.23% | 40603.09 | 40603.09 |
| SOXL | 2020-05-28 | 2020-05-29 | $9.95 | $9.58 | Long | 3534.0 | -3.74% | 39287.33 | 39287.33 |
| SOXL | 2020-06-01 | 2020-06-10 | $9.97 | $13.02 | Long | 3505.0 | 30.59% | 5568.39 | 49450.28 |
| SOXL | 2020-06-10 | 2020-06-12 | $13.02 | $11.38 | Long | 3410.0 | -12.63% | 44371.92 | 44371.92 |
| SOXL | 2020-06-18 | 2020-06-25 | $12.09 | $11.53 | Long | 3115.0 | -4.61% | 42638.00 | 42638.00 |
| SOXL | 2020-07-07 | 2020-07-15 | $13.17 | $14.07 | Long | 2807.0 | 6.78% | 45144.50 | 45144.50 |
| SOXL | 2020-07-21 | 2020-07-24 | $14.83 | $13.04 | Long | 2798.0 | -12.08% | 7532.72 | 40316.34 |
| SOXL | 2020-07-24 | 2020-07-27 | $13.04 | $13.61 | Long | 2501.0 | 4.37% | 41560.16 | 41560.16 |
| SOXL | 2020-07-31 | 2020-08-11 | $15.33 | $15.85 | Long | 2506.0 | 3.36% | 42851.15 | 42851.15 |
| SOXL | 2020-08-14 | 2020-08-21 | $16.50 | $15.90 | Long | 2165.0 | -3.65% | 41547.08 | 41547.08 |
| SOXL | 2020-08-26 | 2020-09-08 | $17.34 | $14.57 | Long | 2124.0 | -15.97% | 35663.64 | 35663.64 |
| SOXL | 2020-10-01 | 2020-10-05 | $17.36 | $16.63 | Long | 1842.0 | -4.17% | 5501.62 | 36273.71 |
| SOXL | 2020-10-05 | 2020-10-06 | $16.63 | $17.70 | Long | 1733.0 | 6.38% | 36169.55 | 36169.55 |
| SOXL | 2020-10-07 | 2020-10-16 | $18.20 | $21.01 | Long | 1747.0 | 15.47% | 41087.17 | 41087.17 |
| SOXL | 2020-11-09 | 2020-11-10 | $24.73 | $21.79 | Long | 1600.0 | -11.88% | 8274.94 | 34554.79 |
| SOXL | 2020-11-10 | 2020-11-11 | $21.79 | $21.33 | Long | 1290.0 | -2.12% | 6888.47 | 37500.35 |
| SOXL | 2020-11-11 | 2020-11-12 | $21.33 | $22.63 | Long | 1355.0 | 6.09% | 37552.26 | 37552.26 |
| SOXL | 2020-11-17 | 2020-12-11 | $23.93 | $28.15 | Long | 1392.0 | 17.62% | 43423.32 | 43423.32 |
| SOXL | 2020-12-17 | 2020-12-22 | $30.63 | $29.43 | Long | 1220.0 | -3.93% | 41954.54 | 41954.54 |
| SOXL | 2021-01-04 | 2021-01-12 | $31.38 | $37.32 | Long | 1176.0 | 18.92% | 4490.81 | 49118.86 |
| SOXL | 2021-01-12 | 2021-01-26 | $37.32 | $40.67 | Long | 1191.0 | 8.98% | 52928.08 | 52928.08 |
| SOXL | 2021-02-11 | 2021-02-19 | $40.51 | $44.23 | Long | 1123.0 | 9.20% | 57111.75 | 57111.75 |
| SOXL | 2021-04-01 | 2021-04-13 | $39.70 | $43.62 | Long | 1352.0 | 9.86% | 62405.58 | 62405.58 |
| SOXL | 2021-05-26 | 2021-06-04 | $36.71 | $37.75 | Long | 1441.0 | 2.84% | 63905.44 | 63905.44 |
| SOXL | 2021-06-08 | 2021-06-09 | $39.45 | $38.22 | Long | 1403.0 | -3.12% | 62180.06 | 62180.06 |
| SOXL | 2021-06-15 | 2021-06-18 | $40.44 | $38.95 | Long | 1347.0 | -3.70% | 60163.82 | 60163.82 |
| SOXL | 2021-06-28 | 2021-07-06 | $41.14 | $43.26 | Long | 1260.0 | 5.16% | 62836.71 | 62836.71 |
| SOXL | 2021-07-14 | 2021-07-16 | $43.16 | $39.68 | Long | 1267.0 | -8.06% | 58428.32 | 58428.32 |
| SOXL | 2021-07-30 | 2021-08-10 | $41.82 | $45.96 | Long | 1222.0 | 9.90% | 63487.50 | 63487.50 |
| SOXL | 2021-08-30 | 2021-09-03 | $47.36 | $45.74 | Long | 1220.0 | -3.43% | 61504.14 | 61504.14 |
| SOXL | 2021-09-14 | 2021-09-20 | $47.98 | $43.37 | Long | 1109.0 | -9.61% | 56392.26 | 56392.26 |
| SOXL | 2021-10-21 | 2021-11-11 | $42.95 | $60.19 | Long | 1102.0 | 40.13% | 12850.94 | 76336.49 |
| SOXL | 2021-11-11 | 2021-11-12 | $60.19 | $61.68 | Long | 1039.0 | 2.47% | 76933.86 | 76933.86 |
| SOXL | 2021-11-16 | 2021-11-24 | $61.84 | $62.44 | Long | 1025.0 | 0.98% | 77553.65 | 77553.65 |
| SOXL | 2021-12-01 | 2021-12-02 | $66.95 | $60.73 | Long | 994.0 | -9.30% | 14587.08 | 73210.19 |
| SOXL | 2021-12-02 | 2021-12-03 | $60.73 | $65.33 | Long | 935.0 | 7.57% | 75666.34 | 75666.34 |
| SOXL | 2021-12-09 | 2021-12-10 | $68.82 | $68.85 | Long | 920.0 | 0.04% | 13724.69 | 74034.21 |
| SOXL | 2021-12-10 | 2021-12-14 | $68.85 | $59.48 | Long | 900.0 | -13.61% | 67253.85 | 67253.85 |
| SOXL | 2021-12-28 | 2021-12-31 | $73.44 | $68.12 | Long | 851.0 | -7.25% | 10750.10 | 62200.82 |
| SOXL | 2021-12-31 | 2022-01-03 | $68.12 | $68.46 | Long | 763.0 | 0.51% | 62987.59 | 62987.59 |
| SOXL | 2022-03-30 | 2022-03-31 | $44.34 | $40.92 | Long | 1211.0 | -7.72% | 58844.39 | 58844.39 |
| SOXL | 2022-07-22 | 2022-07-25 | $18.71 | $17.10 | Long | 2735.0 | -8.57% | 54458.35 | 54458.35 |
| SOXL | 2022-07-29 | 2022-08-10 | $18.44 | $18.95 | Long | 2486.0 | 2.72% | 55707.19 | 55707.19 |
| SOXL | 2022-08-15 | 2022-08-18 | $21.09 | $19.58 | Long | 2369.0 | -7.16% | 52131.56 | 52131.56 |
| SOXL | 2022-11-11 | 2022-11-17 | $12.24 | $11.30 | Long | 4142.0 | -7.65% | 9621.35 | 51761.00 |
| SOXL | 2022-11-17 | 2022-11-18 | $11.30 | $12.94 | Long | 3419.0 | 14.55% | 53873.10 | 53873.10 |
| SOXL | 2022-11-25 | 2022-11-29 | $13.08 | $11.91 | Long | 3583.0 | -8.99% | 8939.70 | 48910.82 |
| SOXL | 2022-11-29 | 2022-11-30 | $11.91 | $11.79 | Long | 3420.0 | -0.96% | 49268.62 | 49268.62 |
| SOXL | 2022-12-02 | 2022-12-06 | $12.44 | $12.49 | Long | 3000.0 | 0.40% | 49418.07 | 49418.07 |
| SOXL | 2022-12-15 | 2022-12-16 | $12.19 | $11.16 | Long | 3138.0 | -8.42% | 46197.65 | 46197.65 |
| SOXL | 2023-01-11 | 2023-01-20 | $11.98 | $12.11 | Long | 3470.0 | 1.09% | 8926.10 | 48766.95 |
| SOXL | 2023-01-20 | 2023-01-23 | $12.11 | $13.18 | Long | 3115.0 | 8.84% | 49981.80 | 49981.80 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowSOXL | 0.90 | 0.82 | SOXL | 2023-01-24 | Hold |
Long | 0.00% | EOD |