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 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