Strategy - HighLowSPXL


HighLow with SPXL

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 SPXL for all trades.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 89.00
NoOfWins 48.00
NoOfLosses 41.00
SharpRatio 0.91
SortinoRatio 1.14
GrossProfit $13847.06
FirstDate 2016-03-14
LastDate 2022-01-03
FirstEquity $10000.00
FinalEquity $23847.06
OpenEquity $0.00
LongEquity $13847.06
ShortEquity $0.00
PercentWins 53.93%
AveWin $579.28
AveLoss $-340.44
AveWinLoss 1.70
Expectancy 1.11%
AveDrawUp 35.83%
AveDrawDown -9.20%
MaxDrawDown -18.29%
Kelly 26.86%
Thrope 89.02
APR 16.14%
CalmarRatio 1.75

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPXL 2016-03-14 2016-03-28 $18.44 $19.13 Long 469.0 3.74% 10323.15 10323.15
SPXL 2016-03-31 2016-04-06 $19.76 $19.28 Long 444.0 -2.44% 10109.11 10109.11
SPXL 2016-04-14 2016-04-25 $20.36 $20.38 Long 431.0 0.07% 10115.19 10115.19
SPXL 2016-05-27 2016-06-03 $20.64 $20.85 Long 419.0 1.03% 10203.87 10203.87
SPXL 2016-06-07 2016-06-13 $21.23 $20.55 Long 415.0 -3.21% 9920.85 9920.85
SPXL 2016-07-07 2016-07-27 $20.84 $23.02 Long 419.0 10.46% 10834.24 10834.24
SPXL 2016-08-01 2016-08-03 $23.03 $22.45 Long 406.0 -2.49% 10601.28 10601.28
SPXL 2016-08-08 2016-08-18 $23.38 $23.33 Long 393.0 -0.22% 10580.95 10580.95
SPXL 2016-08-24 2016-08-26 $23.48 $23.17 Long 382.0 -1.31% 10463.27 10463.27
SPXL 2016-09-09 2016-09-12 $22.86 $21.40 Long 382.0 -6.37% 9907.22 9907.22
SPXL 2016-11-22 2016-12-02 $24.01 $23.69 Long 359.0 -1.33% 9792.41 9792.41
SPXL 2016-12-07 2016-12-19 $24.29 $25.97 Long 346.0 6.92% 10374.17 10374.17
SPXL 2016-12-22 2016-12-23 $26.07 $25.99 Long 337.0 -0.28% 10349.60 10349.60
SPXL 2017-01-05 2017-01-13 $26.25 $26.39 Long 340.0 0.52% 10395.97 10395.97
SPXL 2017-01-26 2017-02-01 $27.28 $26.86 Long 328.0 -1.54% 10257.91 10257.91
SPXL 2017-02-06 2017-03-07 $27.05 $30.07 Long 324.0 11.17% 11236.97 11236.97
SPXL 2017-03-14 2017-03-15 $29.97 $30.12 Long 318.0 0.50% 11284.83 11284.83
SPXL 2017-03-16 2017-03-22 $30.72 $29.04 Long 320.0 -5.45% 10749.04 10749.04
SPXL 2017-05-08 2017-05-12 $31.12 $30.83 Long 297.0 -0.91% 10665.23 10665.23
SPXL 2017-05-17 2017-05-18 $30.41 $29.47 Long 290.0 -3.09% 10392.45 10392.45
SPXL 2017-05-26 2017-06-09 $31.74 $32.68 Long 281.0 2.96% 10656.76 10656.76
SPXL 2017-06-15 2017-06-16 $32.08 $32.60 Long 276.0 1.64% 10802.15 10802.15
SPXL 2017-06-20 2017-06-23 $33.14 $32.62 Long 280.0 -1.56% 10657.29 10657.29
SPXL 2017-07-14 2017-07-31 $33.09 $34.24 Long 276.0 3.47% 10974.02 10974.02
SPXL 2017-08-07 2017-08-10 $34.25 $33.74 Long 273.0 -1.48% 10835.35 10835.35
SPXL 2017-09-05 2017-09-07 $33.96 $33.95 Long 270.0 -0.03% 10832.81 10832.81
SPXL 2017-09-12 2017-09-25 $34.88 $35.13 Long 270.0 0.73% 10901.39 10901.39
SPXL 2017-09-29 2017-10-26 $35.60 $37.96 Long 263.0 6.63% 11522.33 11522.33
SPXL 2017-10-31 2017-11-10 $38.49 $38.67 Long 256.0 0.46% 11568.08 11568.08
SPXL 2017-11-20 2017-12-07 $38.77 $40.96 Long 254.0 5.63% 12122.38 12122.38
SPXL 2017-12-12 2017-12-26 $42.61 $43.42 Long 246.0 1.89% 12320.72 12320.72
SPXL 2018-01-02 2018-01-03 $43.73 $44.26 Long 239.0 1.21% 12446.90 12446.90
SPXL 2018-01-04 2018-02-01 $45.34 $50.14 Long 240.0 10.59% 13598.95 13598.95
SPXL 2018-02-28 2018-03-01 $46.39 $44.27 Long 244.0 -4.57% 13081.31 13081.31
SPXL 2018-05-23 2018-05-25 $43.20 $43.68 Long 250.0 1.11% 13201.07 13201.07
SPXL 2018-06-04 2018-06-18 $44.69 $45.66 Long 258.0 2.17% 13450.78 13450.78
SPXL 2018-07-11 2018-07-24 $46.21 $48.43 Long 245.0 4.80% 13994.66 13994.66
SPXL 2018-07-25 2018-07-31 $48.24 $47.94 Long 247.0 -0.63% 13919.78 13919.78
SPXL 2018-08-06 2018-08-13 $49.26 $49.13 Long 244.0 -0.26% 13888.76 13888.76
SPXL 2018-08-20 2018-09-05 $50.17 $52.07 Long 241.0 3.80% 14348.34 14348.34
SPXL 2018-09-13 2018-09-26 $52.51 $53.41 Long 236.0 1.72% 14561.53 14561.53
SPXL 2018-10-02 2018-10-05 $53.70 $52.65 Long 230.0 -1.95% 14320.36 14320.36
SPXL 2019-02-13 2019-03-01 $42.43 $44.83 Long 296.0 5.65% 15029.78 15029.78
SPXL 2019-03-04 2019-03-05 $45.37 $44.37 Long 286.0 -2.20% 14744.88 14744.88
SPXL 2019-03-15 2019-03-22 $45.32 $46.51 Long 279.0 2.63% 15077.84 15077.84
SPXL 2019-04-01 2019-04-11 $47.13 $49.11 Long 280.0 4.18% 15630.17 15630.17
SPXL 2019-04-12 2019-04-22 $49.68 $49.20 Long 272.0 -0.97% 15498.71 15498.71
SPXL 2019-04-24 2019-05-03 $51.01 $50.90 Long 265.0 -0.21% 15469.96 15469.96
SPXL 2019-07-03 2019-07-10 $53.00 $53.58 Long 253.0 1.10% 15618.05 15618.05
SPXL 2019-07-11 2019-07-18 $54.10 $52.84 Long 249.0 -2.33% 15304.33 15304.33
SPXL 2019-07-25 2019-08-01 $54.81 $52.90 Long 242.0 -3.49% 14840.98 14840.98
SPXL 2019-10-17 2019-11-22 $53.03 $58.93 Long 242.0 11.13% 16269.45 16269.45
SPXL 2019-11-26 2019-12-04 $60.28 $58.59 Long 234.0 -2.80% 15874.80 15874.80
SPXL 2019-12-09 2020-01-02 $60.69 $66.83 Long 224.0 10.11% 17249.76 17249.76
SPXL 2020-01-06 2020-01-07 $64.85 $66.48 Long 225.0 2.52% 17617.29 17617.29
SPXL 2020-01-08 2020-01-27 $66.40 $66.13 Long 226.0 -0.42% 17554.27 17554.27
SPXL 2020-02-10 2020-02-19 $70.98 $75.15 Long 208.0 5.88% 18422.31 18422.31
SPXL 2020-02-20 2020-02-21 $75.14 $73.62 Long 209.0 -2.03% 18103.82 18103.82
SPXL 2020-05-19 2020-06-12 $36.75 $41.27 Long 426.0 12.30% 20030.15 20030.15
SPXL 2020-06-19 2020-06-23 $44.24 $43.97 Long 407.0 -0.62% 19919.19 19919.19
SPXL 2020-07-08 2020-07-10 $44.11 $43.95 Long 383.0 -0.36% 19858.09 19858.09
SPXL 2020-07-14 2020-07-27 $43.49 $46.95 Long 366.0 7.96% 21124.37 21124.37
SPXL 2020-08-04 2020-08-18 $49.65 $54.49 Long 362.0 9.74% 22874.94 22874.94
SPXL 2020-08-19 2020-08-21 $54.85 $54.26 Long 358.0 -1.07% 22664.34 22664.34
SPXL 2020-08-25 2020-09-04 $57.02 $57.91 Long 343.0 1.56% 22968.72 22968.72
SPXL 2020-10-05 2020-10-08 $53.00 $56.12 Long 385.0 5.89% 24170.22 24170.22
SPXL 2020-11-10 2020-11-20 $60.65 $62.58 Long 312.0 3.17% 24770.61 24770.61
SPXL 2020-11-25 2020-12-11 $65.51 $66.36 Long 330.0 1.31% 25053.58 25053.58
SPXL 2020-12-17 2020-12-22 $70.21 $68.99 Long 310.0 -1.73% 24676.03 24676.03
SPXL 2020-12-29 2021-01-05 $72.12 $68.80 Long 297.0 -4.60% 23691.24 23691.24
SPXL 2021-01-08 2021-01-19 $75.98 $74.53 Long 276.0 -1.92% 23288.78 23288.78
SPXL 2021-01-21 2021-01-27 $78.17 $75.54 Long 261.0 -3.36% 22603.22 22603.22
SPXL 2021-02-08 2021-02-19 $80.61 $82.36 Long 241.0 2.17% 23024.44 23024.44
SPXL 2021-03-15 2021-03-22 $83.01 $80.96 Long 241.0 -2.47% 22531.01 22531.01
SPXL 2021-03-30 2021-04-21 $83.60 $94.67 Long 230.0 13.24% 25076.20 25076.20
SPXL 2021-04-27 2021-05-03 $99.04 $100.04 Long 217.0 1.01% 25292.92 25292.92
SPXL 2021-05-04 2021-05-05 $97.68 $98.59 Long 216.0 0.94% 25490.70 25490.70
SPXL 2021-05-10 2021-05-12 $102.21 $94.13 Long 217.0 -7.91% 23737.39 23737.39
SPXL 2021-05-27 2021-06-04 $100.03 $100.36 Long 204.0 0.33% 23804.62 23804.62
SPXL 2021-06-08 2021-06-17 $102.07 $100.89 Long 200.0 -1.15% 23568.92 23568.92
SPXL 2021-06-24 2021-07-12 $104.13 $111.87 Long 195.0 7.44% 25078.87 25078.87
SPXL 2021-07-13 2021-07-19 $112.50 $104.75 Long 191.0 -6.89% 23597.98 23597.98
SPXL 2021-07-26 2021-08-03 $114.52 $113.74 Long 178.0 -0.68% 23459.26 23459.26
SPXL 2021-08-06 2021-08-18 $116.56 $117.17 Long 174.0 0.52% 23565.31 23565.31
SPXL 2021-08-24 2021-09-08 $121.11 $123.26 Long 169.0 1.78% 23930.04 23930.04
SPXL 2021-11-02 2021-11-11 $131.00 $135.16 Long 156.0 3.18% 24580.00 24580.00
SPXL 2021-11-17 2021-11-24 $138.44 $135.86 Long 153.0 -1.86% 24185.60 24185.60
SPXL 2021-12-13 2021-12-15 $138.35 $132.45 Long 150.0 -4.27% 23299.86 23299.86
SPXL 2021-12-27 2022-01-03 $140.88 $144.68 Long 144.0 2.70% 23847.06 23847.06

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
HighLowSPXL 0.90 0.00 Out EOD