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 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