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 | 87.00 |
| NoOfWins | 49.00 |
| NoOfLosses | 38.00 |
| SharpRatio | 0.80 |
| SortinoRatio | 1.03 |
| GrossProfit | $34393.93 |
| FirstDate | 2016-02-22 |
| LastDate | 2021-09-03 |
| FirstEquity | $10000.00 |
| FinalEquity | $44393.93 |
| OpenEquity | $38429.60 |
| LongEquity | $34393.93 |
| ShortEquity | $0.00 |
| PercentWins | 56.32% |
| AveWin | $1658.02 |
| AveLoss | $-1232.86 |
| AveWinLoss | 1.34 |
| Expectancy | 1.76% |
| AveDrawUp | 70.81% |
| AveDrawDown | -18.32% |
| MaxDrawDown | -32.22% |
| Kelly | 23.84% |
| Thrope | 38.38 |
| APR | 30.93% |
| CalmarRatio | 1.69 |
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 | 7142.0 | 1.64% | 10147.56 | 10147.56 |
| SOXL | 2016-02-29 | 2016-03-10 | $1.35 | $1.48 | Long | 6469.0 | 9.44% | 10973.81 | 10973.81 |
| SOXL | 2016-03-14 | 2016-03-28 | $1.55 | $1.64 | Long | 6174.0 | 5.40% | 11491.79 | 11491.79 |
| SOXL | 2016-03-31 | 2016-04-06 | $1.70 | $1.64 | Long | 5773.0 | -3.53% | 11144.80 | 11144.80 |
| SOXL | 2016-04-12 | 2016-04-13 | $1.65 | $1.67 | Long | 5712.0 | 1.29% | 11266.40 | 11266.40 |
| SOXL | 2016-04-14 | 2016-04-19 | $1.70 | $1.67 | Long | 5779.0 | -1.84% | 11085.49 | 11085.49 |
| SOXL | 2016-05-24 | 2016-06-13 | $1.65 | $1.80 | Long | 5829.0 | 9.13% | 11965.03 | 11965.03 |
| SOXL | 2016-07-13 | 2016-08-02 | $1.97 | $2.35 | Long | 5336.0 | 19.49% | 14009.65 | 14009.65 |
| SOXL | 2016-08-08 | 2016-08-26 | $2.44 | $2.67 | Long | 5057.0 | 9.53% | 15184.31 | 15184.31 |
| SOXL | 2016-08-29 | 2016-09-02 | $2.70 | $2.80 | Long | 4865.0 | 3.43% | 15635.11 | 15635.11 |
| SOXL | 2016-09-06 | 2016-09-09 | $2.80 | $2.60 | Long | 4779.0 | -7.17% | 14677.63 | 14677.63 |
| SOXL | 2016-09-22 | 2016-09-27 | $2.80 | $2.61 | Long | 4667.0 | -6.92% | 13771.80 | 13771.80 |
| SOXL | 2016-09-30 | 2016-10-12 | $2.94 | $2.80 | Long | 4241.0 | -4.87% | 13163.74 | 13163.74 |
| SOXL | 2016-10-27 | 2016-10-31 | $3.00 | $2.88 | Long | 3920.0 | -3.97% | 12697.42 | 12697.42 |
| SOXL | 2016-11-10 | 2016-11-11 | $2.93 | $2.78 | Long | 4004.0 | -5.32% | 12073.20 | 12073.20 |
| SOXL | 2016-11-15 | 2016-12-01 | $2.99 | $3.48 | Long | 3434.0 | 16.18% | 13735.18 | 13735.18 |
| SOXL | 2016-12-09 | 2016-12-30 | $3.74 | $4.01 | Long | 3305.0 | 7.27% | 14633.65 | 14633.65 |
| SOXL | 2017-01-11 | 2017-01-17 | $3.93 | $3.92 | Long | 3220.0 | -0.43% | 14578.80 | 14578.80 |
| SOXL | 2017-01-23 | 2017-02-01 | $3.96 | $4.36 | Long | 3139.0 | 10.28% | 15855.94 | 15855.94 |
| SOXL | 2017-02-03 | 2017-02-13 | $4.45 | $4.50 | Long | 3144.0 | 1.13% | 16014.55 | 16014.55 |
| SOXL | 2017-02-17 | 2017-02-27 | $4.51 | $4.60 | Long | 3000.0 | 1.99% | 16283.83 | 16283.83 |
| SOXL | 2017-03-03 | 2017-03-06 | $4.61 | $4.52 | Long | 2906.0 | -1.93% | 16024.90 | 16024.90 |
| SOXL | 2017-03-09 | 2017-03-22 | $4.66 | $4.81 | Long | 2913.0 | 3.24% | 16463.86 | 16463.86 |
| SOXL | 2017-03-28 | 2017-04-05 | $5.08 | $5.02 | Long | 2899.0 | -1.10% | 16302.41 | 16302.41 |
| SOXL | 2017-04-26 | 2017-05-02 | $5.18 | $5.11 | Long | 2713.0 | -1.29% | 16121.11 | 16121.11 |
| SOXL | 2017-05-09 | 2017-05-19 | $5.03 | $5.79 | Long | 2717.0 | 15.18% | 18194.94 | 18194.94 |
| SOXL | 2017-05-23 | 2017-06-12 | $6.02 | $6.02 | Long | 2634.0 | 0.04% | 18201.84 | 18201.84 |
| SOXL | 2017-07-14 | 2017-07-25 | $6.29 | $6.39 | Long | 2475.0 | 1.56% | 18445.07 | 18445.07 |
| SOXL | 2017-08-31 | 2017-09-08 | $6.45 | $6.39 | Long | 2582.0 | -0.95% | 18286.06 | 18286.06 |
| SOXL | 2017-09-13 | 2017-09-22 | $6.58 | $6.96 | Long | 2354.0 | 5.78% | 19182.13 | 19182.13 |
| SOXL | 2017-09-29 | 2017-10-20 | $7.42 | $8.77 | Long | 2282.0 | 18.26% | 22272.52 | 22272.52 |
| SOXL | 2017-10-23 | 2017-10-27 | $8.85 | $9.07 | Long | 2171.0 | 2.52% | 22757.56 | 22757.56 |
| SOXL | 2017-10-30 | 2017-11-13 | $9.32 | $10.14 | Long | 2144.0 | 8.80% | 24516.24 | 24516.24 |
| SOXL | 2017-11-20 | 2017-11-29 | $10.48 | $10.73 | Long | 1960.0 | 2.33% | 24995.22 | 24995.22 |
| SOXL | 2017-12-22 | 2017-12-26 | $9.32 | $9.11 | Long | 2171.0 | -2.20% | 24551.07 | 24551.07 |
| SOXL | 2018-01-04 | 2018-01-11 | $10.49 | $10.31 | Long | 2123.0 | -1.73% | 24165.46 | 24165.46 |
| SOXL | 2018-01-17 | 2018-01-26 | $10.91 | $11.28 | Long | 1920.0 | 3.38% | 24874.27 | 24874.27 |
| SOXL | 2018-02-23 | 2018-03-02 | $10.41 | $10.09 | Long | 2054.0 | -3.11% | 24208.92 | 24208.92 |
| SOXL | 2018-03-07 | 2018-03-16 | $11.56 | $12.60 | Long | 1775.0 | 8.98% | 26051.38 | 26051.38 |
| SOXL | 2018-04-19 | 2018-04-20 | $9.64 | $8.85 | Long | 2163.0 | -8.14% | 24355.07 | 24355.07 |
| SOXL | 2018-06-06 | 2018-06-11 | $12.02 | $11.52 | Long | 1744.0 | -4.23% | 23468.80 | 23468.80 |
| SOXL | 2018-06-15 | 2018-06-19 | $11.55 | $10.97 | Long | 1697.0 | -4.96% | 22495.96 | 22495.96 |
| SOXL | 2018-07-19 | 2018-07-24 | $10.28 | $10.39 | Long | 1866.0 | 1.11% | 22709.31 | 22709.31 |
| SOXL | 2018-07-30 | 2018-08-03 | $10.42 | $10.60 | Long | 1829.0 | 1.71% | 23035.00 | 23035.00 |
| SOXL | 2018-08-07 | 2018-08-13 | $10.96 | $10.08 | Long | 1857.0 | -8.03% | 21401.15 | 21401.15 |
| SOXL | 2018-08-30 | 2018-09-04 | $11.06 | $10.89 | Long | 1652.0 | -1.53% | 21121.09 | 21121.09 |
| SOXL | 2018-09-06 | 2018-09-07 | $11.03 | $10.12 | Long | 1607.0 | -8.27% | 19655.45 | 19655.45 |
| SOXL | 2019-01-28 | 2019-02-12 | $6.40 | $7.92 | Long | 2457.0 | 23.76% | 23392.73 | 23392.73 |
| SOXL | 2019-02-13 | 2019-02-28 | $8.27 | $8.26 | Long | 2524.0 | -0.10% | 23372.70 | 23372.70 |
| SOXL | 2019-03-06 | 2019-03-07 | $8.46 | $7.94 | Long | 2328.0 | -6.15% | 22162.58 | 22162.58 |
| SOXL | 2019-03-18 | 2019-03-26 | $9.17 | $9.26 | Long | 2179.0 | 0.99% | 22359.83 | 22359.83 |
| SOXL | 2019-04-02 | 2019-04-11 | $9.77 | $10.80 | Long | 2008.0 | 10.55% | 24429.67 | 24429.67 |
| SOXL | 2019-04-12 | 2019-04-29 | $11.02 | $12.29 | Long | 1934.0 | 11.52% | 26885.75 | 26885.75 |
| SOXL | 2019-05-03 | 2019-05-07 | $12.78 | $11.73 | Long | 1901.0 | -8.26% | 24879.61 | 24879.61 |
| SOXL | 2019-07-24 | 2019-07-31 | $12.47 | $12.45 | Long | 1770.0 | -0.18% | 24839.68 | 24839.68 |
| SOXL | 2019-09-04 | 2019-09-18 | $10.22 | $12.23 | Long | 2133.0 | 19.74% | 29140.36 | 29140.36 |
| SOXL | 2019-10-16 | 2019-10-21 | $12.49 | $12.12 | Long | 2059.0 | -2.93% | 28386.27 | 28386.27 |
| SOXL | 2019-10-28 | 2019-11-04 | $13.36 | $14.62 | Long | 1954.0 | 9.44% | 30850.10 | 30850.10 |
| SOXL | 2019-11-05 | 2019-11-12 | $15.19 | $15.26 | Long | 1803.0 | 0.46% | 30975.94 | 30975.94 |
| SOXL | 2019-11-14 | 2019-11-15 | $15.01 | $15.57 | Long | 1784.0 | 3.75% | 31979.13 | 31979.13 |
| SOXL | 2019-11-18 | 2019-11-21 | $15.44 | $14.36 | Long | 1755.0 | -6.96% | 30094.01 | 30094.01 |
| SOXL | 2019-12-12 | 2019-12-31 | $15.69 | $17.88 | Long | 1717.0 | 13.98% | 33859.93 | 33859.93 |
| SOXL | 2020-01-06 | 2020-01-07 | $17.70 | $18.37 | Long | 1567.0 | 3.78% | 34907.79 | 34907.79 |
| SOXL | 2020-01-09 | 2020-01-28 | $19.43 | $18.70 | Long | 1588.0 | -3.76% | 33746.57 | 33746.57 |
| SOXL | 2020-02-12 | 2020-02-20 | $20.85 | $21.43 | Long | 1474.0 | 2.75% | 34591.01 | 34591.01 |
| SOXL | 2020-06-01 | 2020-06-12 | $10.06 | $11.48 | Long | 3059.0 | 14.10% | 38930.04 | 38930.04 |
| SOXL | 2020-06-18 | 2020-06-25 | $12.19 | $11.63 | Long | 2709.0 | -4.61% | 37408.86 | 37408.86 |
| SOXL | 2020-07-07 | 2020-07-15 | $13.29 | $14.19 | Long | 2442.0 | 6.78% | 39608.61 | 39608.61 |
| SOXL | 2020-07-21 | 2020-07-27 | $14.96 | $13.73 | Long | 2433.0 | -8.23% | 36612.93 | 36612.93 |
| SOXL | 2020-07-31 | 2020-08-11 | $15.46 | $15.98 | Long | 2188.0 | 3.36% | 37750.02 | 37750.02 |
| SOXL | 2020-08-14 | 2020-08-21 | $16.64 | $16.04 | Long | 1891.0 | -3.65% | 36600.97 | 36600.97 |
| SOXL | 2020-08-26 | 2020-09-08 | $17.49 | $14.70 | Long | 1855.0 | -15.97% | 31417.46 | 31417.46 |
| SOXL | 2020-10-01 | 2020-10-06 | $17.51 | $17.85 | Long | 1609.0 | 1.94% | 31965.26 | 31965.26 |
| SOXL | 2020-10-07 | 2020-10-16 | $18.36 | $21.20 | Long | 1530.0 | 15.47% | 36309.93 | 36309.93 |
| SOXL | 2020-11-09 | 2020-11-12 | $24.95 | $22.83 | Long | 1402.0 | -8.49% | 33340.38 | 33340.38 |
| SOXL | 2020-11-17 | 2020-12-11 | $24.14 | $28.40 | Long | 1225.0 | 17.62% | 38552.53 | 38552.53 |
| SOXL | 2020-12-17 | 2020-12-22 | $30.90 | $29.69 | Long | 1073.0 | -3.93% | 37249.37 | 37249.37 |
| SOXL | 2021-01-04 | 2021-01-26 | $31.66 | $41.03 | Long | 1035.0 | 29.60% | 46947.53 | 46947.53 |
| SOXL | 2021-02-11 | 2021-02-19 | $40.87 | $44.62 | Long | 987.0 | 9.20% | 50656.89 | 50656.89 |
| SOXL | 2021-03-24 | 2021-03-25 | $35.63 | $30.93 | Long | 1158.0 | -13.19% | 45214.29 | 45214.29 |
| SOXL | 2021-04-12 | 2021-04-13 | $43.72 | $44.00 | Long | 882.0 | 0.64% | 45461.25 | 45461.25 |
| SOXL | 2021-05-26 | 2021-06-04 | $37.03 | $38.08 | Long | 1041.0 | 2.84% | 46554.30 | 46554.30 |
| SOXL | 2021-06-08 | 2021-06-09 | $39.80 | $38.56 | Long | 1013.0 | -3.12% | 45297.57 | 45297.57 |
| SOXL | 2021-07-02 | 2021-07-06 | $43.57 | $43.64 | Long | 877.0 | 0.16% | 45358.96 | 45358.96 |
| SOXL | 2021-07-14 | 2021-07-16 | $43.54 | $40.03 | Long | 907.0 | -8.06% | 42175.39 | 42175.39 |
| SOXL | 2021-07-30 | 2021-08-10 | $42.19 | $46.37 | Long | 874.0 | 9.90% | 45825.65 | 45825.65 |
| SOXL | 2021-08-30 | 2021-09-03 | $47.78 | $46.14 | Long | 873.0 | -3.43% | 44393.93 | 44393.93 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowSOXL | 0.90 | 0.87 | SOXL | 2021-09-13 | Hold | Long | 1.38% | EOD |