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 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