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 | 108.00 |
| NoOfWins | 61.00 |
| NoOfLosses | 47.00 |
| SharpRatio | 0.69 |
| SortinoRatio | 0.88 |
| GrossProfit | $28594.55 |
| FirstDate | 2016-02-22 |
| LastDate | 2022-01-03 |
| FirstEquity | $10000.00 |
| FinalEquity | $38594.55 |
| OpenEquity | $0.00 |
| LongEquity | $28594.55 |
| ShortEquity | $0.00 |
| PercentWins | 56.48% |
| AveWin | 7.29% |
| AveLoss | -5.40% |
| AveWinLoss | 1.35 |
| Expectancy | 1.76% |
| AveDrawUp | 70.80% |
| AveDrawDown | -20.16% |
| MaxDrawDown | -32.28% |
| Kelly | 24.22% |
| Thrope | 32.67 |
| APR | 25.90% |
| CalmarRatio | 1.28 |
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 | 7178.0 | 1.64% | 10147.55 | 10147.55 |
| SOXL | 2016-02-29 | 2016-03-10 | $1.35 | $1.47 | Long | 6502.0 | 9.44% | 10973.77 | 10973.77 |
| SOXL | 2016-03-14 | 2016-03-28 | $1.55 | $1.63 | Long | 6206.0 | 5.40% | 11491.78 | 11491.78 |
| SOXL | 2016-03-31 | 2016-04-06 | $1.70 | $1.64 | Long | 5803.0 | -3.53% | 11144.77 | 11144.77 |
| SOXL | 2016-04-12 | 2016-04-13 | $1.64 | $1.66 | Long | 5742.0 | 1.29% | 11266.38 | 11266.38 |
| SOXL | 2016-04-14 | 2016-04-19 | $1.69 | $1.66 | Long | 5809.0 | -1.84% | 11085.46 | 11085.46 |
| SOXL | 2016-05-24 | 2016-06-13 | $1.64 | $1.79 | Long | 5859.0 | 9.13% | 11965.01 | 11965.01 |
| SOXL | 2016-07-13 | 2016-08-02 | $1.96 | $2.34 | Long | 5363.0 | 19.49% | 14009.47 | 14009.47 |
| SOXL | 2016-08-08 | 2016-08-26 | $2.42 | $2.65 | Long | 5083.0 | 9.53% | 15184.14 | 15184.14 |
| SOXL | 2016-08-29 | 2016-09-02 | $2.69 | $2.78 | Long | 4890.0 | 3.43% | 15634.95 | 15634.95 |
| SOXL | 2016-09-06 | 2016-09-09 | $2.78 | $2.58 | Long | 4804.0 | -7.17% | 14677.37 | 14677.37 |
| SOXL | 2016-09-22 | 2016-09-27 | $2.79 | $2.60 | Long | 4691.0 | -6.92% | 13771.54 | 13771.54 |
| SOXL | 2016-09-30 | 2016-10-12 | $2.93 | $2.78 | Long | 4263.0 | -4.87% | 13163.45 | 13163.45 |
| SOXL | 2016-10-27 | 2016-10-31 | $2.98 | $2.86 | Long | 3940.0 | -3.97% | 12697.14 | 12697.14 |
| SOXL | 2016-11-10 | 2016-11-11 | $2.92 | $2.76 | Long | 4024.0 | -5.32% | 12073.01 | 12073.01 |
| SOXL | 2016-11-15 | 2016-12-01 | $2.98 | $3.46 | Long | 3452.0 | 16.18% | 13735.17 | 13735.17 |
| SOXL | 2016-12-09 | 2016-12-13 | $3.72 | $3.54 | Long | 3322.0 | -4.86% | 2007.80 | 13352.52 |
| SOXL | 2016-12-13 | 2016-12-30 | $3.54 | $3.99 | Long | 3145.0 | 12.75% | 14553.79 | 14553.79 |
| SOXL | 2017-01-11 | 2017-01-17 | $3.91 | $3.90 | Long | 3219.0 | -0.43% | 14499.24 | 14499.24 |
| SOXL | 2017-01-23 | 2017-02-01 | $3.94 | $4.34 | Long | 3138.0 | 10.28% | 15769.45 | 15769.45 |
| SOXL | 2017-02-03 | 2017-02-13 | $4.43 | $4.48 | Long | 3143.0 | 1.13% | 15927.20 | 15927.20 |
| SOXL | 2017-02-17 | 2017-02-27 | $4.49 | $4.58 | Long | 2999.0 | 1.99% | 16195.02 | 16195.02 |
| SOXL | 2017-03-03 | 2017-03-06 | $4.59 | $4.50 | Long | 2905.0 | -1.93% | 15937.49 | 15937.49 |
| SOXL | 2017-03-09 | 2017-03-22 | $4.63 | $4.78 | Long | 2912.0 | 3.24% | 16374.06 | 16374.06 |
| SOXL | 2017-03-28 | 2017-04-05 | $5.05 | $4.99 | Long | 2898.0 | -1.10% | 16213.50 | 16213.50 |
| SOXL | 2017-04-26 | 2017-05-02 | $5.15 | $5.08 | Long | 2712.0 | -1.29% | 16033.19 | 16033.19 |
| SOXL | 2017-05-09 | 2017-05-19 | $5.00 | $5.76 | Long | 2716.0 | 15.18% | 18095.66 | 18095.66 |
| SOXL | 2017-05-23 | 2017-06-12 | $5.99 | $5.99 | Long | 2633.0 | 0.04% | 18102.53 | 18102.53 |
| SOXL | 2017-07-14 | 2017-07-25 | $6.26 | $6.35 | Long | 2474.0 | 1.56% | 18344.42 | 18344.42 |
| SOXL | 2017-08-31 | 2017-09-08 | $6.42 | $6.36 | Long | 2581.0 | -0.95% | 18186.28 | 18186.28 |
| SOXL | 2017-09-13 | 2017-09-22 | $6.55 | $6.93 | Long | 2353.0 | 5.78% | 19077.39 | 19077.39 |
| SOXL | 2017-09-29 | 2017-10-20 | $7.38 | $8.72 | Long | 2281.0 | 18.26% | 22150.65 | 22150.65 |
| SOXL | 2017-10-23 | 2017-10-27 | $8.81 | $9.03 | Long | 2170.0 | 2.52% | 22632.98 | 22632.98 |
| SOXL | 2017-10-30 | 2017-11-13 | $9.27 | $10.09 | Long | 2143.0 | 8.80% | 24381.86 | 24381.86 |
| SOXL | 2017-11-20 | 2017-11-29 | $10.43 | $10.67 | Long | 1959.0 | 2.33% | 24858.16 | 24858.16 |
| SOXL | 2017-12-22 | 2017-12-26 | $9.27 | $9.07 | Long | 2170.0 | -2.20% | 24416.48 | 24416.48 |
| SOXL | 2018-01-04 | 2018-01-11 | $10.44 | $10.25 | Long | 2122.0 | -1.73% | 24033.02 | 24033.02 |
| SOXL | 2018-01-17 | 2018-01-26 | $10.85 | $11.22 | Long | 1919.0 | 3.38% | 24737.84 | 24737.84 |
| SOXL | 2018-02-23 | 2018-03-02 | $10.36 | $10.04 | Long | 2053.0 | -3.11% | 24076.22 | 24076.22 |
| SOXL | 2018-03-07 | 2018-03-15 | $11.50 | $12.61 | Long | 1774.0 | 9.66% | 4043.34 | 25813.73 |
| SOXL | 2018-03-15 | 2018-03-16 | $12.61 | $12.53 | Long | 1745.0 | -0.62% | 25910.50 | 25910.50 |
| SOXL | 2018-04-19 | 2018-04-20 | $9.59 | $8.81 | Long | 2162.0 | -8.14% | 24223.64 | 24223.64 |
| SOXL | 2018-06-06 | 2018-06-11 | $11.96 | $11.46 | Long | 1744.0 | -4.23% | 23341.90 | 23341.90 |
| SOXL | 2018-06-15 | 2018-06-19 | $11.49 | $10.92 | Long | 1697.0 | -4.96% | 22374.03 | 22374.03 |
| SOXL | 2018-07-19 | 2018-07-24 | $10.22 | $10.34 | Long | 1866.0 | 1.11% | 22586.29 | 22586.29 |
| SOXL | 2018-07-30 | 2018-08-03 | $10.36 | $10.54 | Long | 1829.0 | 1.71% | 22910.31 | 22910.31 |
| SOXL | 2018-08-07 | 2018-08-13 | $10.90 | $10.02 | Long | 1857.0 | -8.03% | 21284.81 | 21284.81 |
| SOXL | 2018-08-30 | 2018-09-04 | $11.01 | $10.84 | Long | 1651.0 | -1.53% | 21006.35 | 21006.35 |
| SOXL | 2018-09-06 | 2018-09-07 | $10.97 | $10.07 | Long | 1606.0 | -8.27% | 19549.12 | 19549.12 |
| SOXL | 2019-01-28 | 2019-02-11 | $6.37 | $7.61 | Long | 2456.0 | 19.41% | 2385.74 | 22562.75 |
| SOXL | 2019-02-11 | 2019-02-12 | $7.61 | $7.88 | Long | 2656.0 | 3.64% | 23321.18 | 23321.18 |
| SOXL | 2019-02-13 | 2019-02-28 | $8.22 | $8.22 | Long | 2529.0 | -0.10% | 23301.21 | 23301.21 |
| SOXL | 2019-03-06 | 2019-03-07 | $8.41 | $7.90 | Long | 2333.0 | -6.15% | 22094.69 | 22094.69 |
| SOXL | 2019-03-18 | 2019-03-26 | $9.12 | $9.21 | Long | 2183.0 | 0.99% | 22291.29 | 22291.29 |
| SOXL | 2019-04-02 | 2019-04-11 | $9.72 | $10.74 | Long | 2012.0 | 10.55% | 24354.65 | 24354.65 |
| SOXL | 2019-04-12 | 2019-04-29 | $10.97 | $12.23 | Long | 1938.0 | 11.52% | 26803.23 | 26803.23 |
| SOXL | 2019-05-03 | 2019-05-07 | $12.72 | $11.67 | Long | 1905.0 | -8.26% | 24803.14 | 24803.14 |
| SOXL | 2019-07-24 | 2019-07-31 | $12.41 | $12.39 | Long | 1774.0 | -0.18% | 24763.33 | 24763.33 |
| SOXL | 2019-09-04 | 2019-09-17 | $10.16 | $12.02 | Long | 2138.0 | 18.29% | 4005.68 | 29131.10 |
| SOXL | 2019-09-17 | 2019-09-18 | $12.02 | $12.17 | Long | 2057.0 | 1.22% | 29040.13 | 29040.13 |
| SOXL | 2019-10-16 | 2019-10-21 | $12.43 | $12.06 | Long | 2063.0 | -2.93% | 28288.43 | 28288.43 |
| SOXL | 2019-10-28 | 2019-11-04 | $13.29 | $14.55 | Long | 1957.0 | 9.44% | 30743.43 | 30743.43 |
| SOXL | 2019-11-05 | 2019-11-12 | $15.11 | $15.18 | Long | 1806.0 | 0.46% | 30868.84 | 30868.84 |
| SOXL | 2019-11-14 | 2019-11-15 | $14.93 | $15.49 | Long | 1787.0 | 3.75% | 31868.58 | 31868.58 |
| SOXL | 2019-11-18 | 2019-11-21 | $15.36 | $14.29 | Long | 1758.0 | -6.96% | 29989.90 | 29989.90 |
| SOXL | 2019-12-12 | 2019-12-31 | $15.61 | $17.79 | Long | 1720.0 | 13.98% | 33743.12 | 33743.12 |
| SOXL | 2020-01-06 | 2020-01-07 | $17.61 | $18.27 | Long | 1570.0 | 3.78% | 34787.62 | 34787.62 |
| SOXL | 2020-01-09 | 2020-01-28 | $19.33 | $18.60 | Long | 1591.0 | -3.76% | 33630.14 | 33630.14 |
| SOXL | 2020-02-12 | 2020-02-19 | $20.75 | $20.84 | Long | 1476.0 | 0.47% | 4468.50 | 34808.71 |
| SOXL | 2020-02-19 | 2020-02-20 | $20.84 | $21.32 | Long | 1406.0 | 2.27% | 34438.28 | 34438.28 |
| SOXL | 2020-06-01 | 2020-06-10 | $10.01 | $13.07 | Long | 3061.0 | 30.59% | 4883.99 | 43346.13 |
| SOXL | 2020-06-10 | 2020-06-12 | $13.07 | $11.42 | Long | 2978.0 | -12.63% | 38894.99 | 38894.99 |
| SOXL | 2020-06-18 | 2020-06-25 | $12.13 | $11.57 | Long | 2721.0 | -4.61% | 37374.87 | 37374.87 |
| SOXL | 2020-07-07 | 2020-07-15 | $13.22 | $14.12 | Long | 2452.0 | 6.78% | 39572.34 | 39572.34 |
| SOXL | 2020-07-21 | 2020-07-24 | $14.88 | $13.08 | Long | 2444.0 | -12.08% | 6607.12 | 35339.65 |
| SOXL | 2020-07-24 | 2020-07-27 | $13.08 | $13.66 | Long | 2184.0 | 4.37% | 36429.77 | 36429.77 |
| SOXL | 2020-07-31 | 2020-08-11 | $15.39 | $15.90 | Long | 2188.0 | 3.36% | 37561.04 | 37561.04 |
| SOXL | 2020-08-14 | 2020-08-21 | $16.56 | $15.95 | Long | 1891.0 | -3.65% | 36417.87 | 36417.87 |
| SOXL | 2020-08-26 | 2020-09-08 | $17.40 | $14.62 | Long | 1855.0 | -15.97% | 31260.85 | 31260.85 |
| SOXL | 2020-10-01 | 2020-10-05 | $17.42 | $16.69 | Long | 1609.0 | -4.17% | 4814.67 | 31795.92 |
| SOXL | 2020-10-05 | 2020-10-06 | $16.69 | $17.76 | Long | 1514.0 | 6.38% | 31704.60 | 31704.60 |
| SOXL | 2020-10-07 | 2020-10-16 | $18.27 | $21.09 | Long | 1526.0 | 15.47% | 36015.76 | 36015.76 |
| SOXL | 2020-11-09 | 2020-11-10 | $24.82 | $21.87 | Long | 1398.0 | -11.88% | 7244.73 | 30287.51 |
| SOXL | 2020-11-10 | 2020-11-11 | $21.87 | $21.41 | Long | 1127.0 | -2.12% | 6024.48 | 32870.52 |
| SOXL | 2020-11-11 | 2020-11-12 | $21.41 | $22.71 | Long | 1184.0 | 6.09% | 32916.04 | 32916.04 |
| SOXL | 2020-11-17 | 2020-12-11 | $24.02 | $28.25 | Long | 1216.0 | 17.62% | 38063.45 | 38063.45 |
| SOXL | 2020-12-17 | 2020-12-22 | $30.74 | $29.53 | Long | 1065.0 | -3.93% | 36776.61 | 36776.61 |
| SOXL | 2021-01-04 | 2021-01-12 | $31.50 | $37.45 | Long | 1027.0 | 18.92% | 3944.20 | 43055.97 |
| SOXL | 2021-01-12 | 2021-01-26 | $37.45 | $40.82 | Long | 1040.0 | 8.98% | 46394.34 | 46394.34 |
| SOXL | 2021-02-11 | 2021-02-19 | $40.66 | $44.40 | Long | 980.0 | 9.20% | 50058.56 | 50058.56 |
| SOXL | 2021-03-24 | 2021-03-25 | $35.45 | $30.77 | Long | 1151.0 | -13.19% | 44676.51 | 44676.51 |
| SOXL | 2021-04-12 | 2021-04-13 | $43.50 | $43.78 | Long | 875.0 | 0.64% | 44920.26 | 44920.26 |
| SOXL | 2021-05-26 | 2021-06-04 | $36.84 | $37.89 | Long | 1034.0 | 2.84% | 46000.41 | 46000.41 |
| SOXL | 2021-06-08 | 2021-06-09 | $39.60 | $38.36 | Long | 1006.0 | -3.12% | 44758.75 | 44758.75 |
| SOXL | 2021-07-02 | 2021-07-06 | $43.35 | $43.42 | Long | 871.0 | 0.16% | 44819.41 | 44819.41 |
| SOXL | 2021-07-14 | 2021-07-16 | $43.32 | $39.83 | Long | 900.0 | -8.06% | 41676.55 | 41676.55 |
| SOXL | 2021-07-30 | 2021-08-10 | $41.97 | $46.13 | Long | 868.0 | 9.90% | 45283.23 | 45283.23 |
| SOXL | 2021-08-30 | 2021-09-03 | $47.54 | $45.90 | Long | 867.0 | -3.43% | 43868.61 | 43868.61 |
| SOXL | 2021-09-14 | 2021-09-20 | $48.15 | $43.53 | Long | 788.0 | -9.61% | 40223.14 | 40223.14 |
| SOXL | 2021-11-03 | 2021-11-11 | $51.80 | $60.41 | Long | 693.0 | 16.61% | 7947.64 | 46766.34 |
| SOXL | 2021-11-11 | 2021-11-12 | $60.41 | $61.90 | Long | 633.0 | 2.47% | 47131.60 | 47131.60 |
| SOXL | 2021-11-16 | 2021-11-24 | $62.06 | $62.67 | Long | 625.0 | 0.98% | 47510.90 | 47510.90 |
| SOXL | 2021-12-01 | 2021-12-02 | $67.19 | $60.95 | Long | 606.0 | -9.30% | 8984.94 | 44853.18 |
| SOXL | 2021-12-02 | 2021-12-03 | $60.95 | $65.56 | Long | 570.0 | 7.57% | 46355.95 | 46355.95 |
| SOXL | 2021-12-09 | 2021-12-10 | $69.08 | $69.10 | Long | 561.0 | 0.04% | 8434.02 | 45356.73 |
| SOXL | 2021-12-10 | 2021-12-14 | $69.10 | $59.69 | Long | 549.0 | -13.61% | 41205.66 | 41205.66 |
| SOXL | 2021-12-28 | 2021-12-31 | $73.71 | $68.36 | Long | 519.0 | -7.25% | 6574.54 | 38112.28 |
| SOXL | 2021-12-31 | 2022-01-03 | $68.36 | $68.71 | Long | 466.0 | 0.51% | 38594.55 | 38594.55 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowSOXL | 0.90 | 0.00 | Out | EOD |