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 | 91.00 |
| NoOfWins | 49.00 |
| NoOfLosses | 42.00 |
| SharpRatio | 0.82 |
| SortinoRatio | 1.03 |
| GrossProfit | $13106.98 |
| FirstDate | 2016-03-14 |
| LastDate | 2022-08-22 |
| FirstEquity | $10000.00 |
| FinalEquity | $23106.98 |
| OpenEquity | $0.00 |
| LongEquity | $13106.98 |
| ShortEquity | $0.00 |
| PercentWins | 53.85% |
| AveWin | 4.20% |
| AveLoss | -2.36% |
| AveWinLoss | 1.78 |
| Expectancy | 1.17% |
| AveDrawUp | 35.48% |
| AveDrawDown | -9.49% |
| MaxDrawDown | -18.29% |
| Kelly | 27.88% |
| Thrope | 83.26 |
| APR | 13.89% |
| CalmarRatio | 1.46 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPXL | 2016-03-14 | 2016-03-28 | $18.42 | $19.10 | Long | 470.0 | 3.74% | 10323.45 | 10323.45 |
| SPXL | 2016-03-31 | 2016-04-06 | $19.74 | $19.26 | Long | 444.0 | -2.44% | 10109.66 | 10109.66 |
| SPXL | 2016-04-14 | 2016-04-25 | $20.34 | $20.35 | Long | 431.0 | 0.07% | 10115.74 | 10115.74 |
| SPXL | 2016-05-27 | 2016-06-03 | $20.62 | $20.83 | Long | 419.0 | 1.03% | 10204.31 | 10204.31 |
| SPXL | 2016-06-07 | 2016-06-13 | $21.21 | $20.53 | Long | 416.0 | -3.21% | 9920.96 | 9920.96 |
| SPXL | 2016-07-07 | 2016-07-27 | $20.81 | $22.99 | Long | 420.0 | 10.46% | 10835.42 | 10835.42 |
| SPXL | 2016-08-01 | 2016-08-03 | $23.00 | $22.43 | Long | 406.0 | -2.49% | 10602.75 | 10602.75 |
| SPXL | 2016-08-08 | 2016-08-18 | $23.35 | $23.30 | Long | 394.0 | -0.22% | 10582.39 | 10582.39 |
| SPXL | 2016-08-24 | 2016-08-26 | $23.45 | $23.15 | Long | 383.0 | -1.31% | 10464.54 | 10464.54 |
| SPXL | 2016-09-09 | 2016-09-12 | $22.83 | $21.38 | Long | 382.0 | -6.37% | 9909.16 | 9909.16 |
| SPXL | 2016-11-22 | 2016-12-02 | $23.98 | $23.66 | Long | 359.0 | -1.33% | 9794.48 | 9794.48 |
| SPXL | 2016-12-07 | 2016-12-19 | $24.26 | $25.94 | Long | 346.0 | 6.92% | 10375.54 | 10375.54 |
| SPXL | 2016-12-22 | 2016-12-23 | $26.04 | $25.96 | Long | 337.0 | -0.28% | 10351.00 | 10351.00 |
| SPXL | 2017-01-05 | 2017-01-13 | $26.22 | $26.36 | Long | 340.0 | 0.52% | 10397.32 | 10397.32 |
| SPXL | 2017-01-26 | 2017-02-01 | $27.25 | $26.83 | Long | 329.0 | -1.54% | 10259.00 | 10259.00 |
| SPXL | 2017-02-06 | 2017-03-07 | $27.02 | $30.04 | Long | 324.0 | 11.17% | 11236.89 | 11236.89 |
| SPXL | 2017-03-14 | 2017-03-15 | $29.94 | $30.09 | Long | 319.0 | 0.50% | 11284.84 | 11284.84 |
| SPXL | 2017-03-16 | 2017-03-22 | $30.68 | $29.01 | Long | 320.0 | -5.45% | 10749.70 | 10749.70 |
| SPXL | 2017-05-08 | 2017-05-12 | $31.08 | $30.80 | Long | 297.0 | -0.91% | 10665.99 | 10665.99 |
| SPXL | 2017-05-17 | 2017-05-18 | $30.37 | $29.43 | Long | 290.0 | -3.09% | 10393.53 | 10393.53 |
| SPXL | 2017-05-26 | 2017-06-09 | $31.70 | $32.64 | Long | 281.0 | 2.96% | 10657.53 | 10657.53 |
| SPXL | 2017-06-15 | 2017-06-16 | $32.04 | $32.56 | Long | 276.0 | 1.64% | 10802.74 | 10802.74 |
| SPXL | 2017-06-20 | 2017-06-23 | $33.10 | $32.58 | Long | 281.0 | -1.56% | 10657.54 | 10657.54 |
| SPXL | 2017-07-14 | 2017-07-31 | $33.05 | $34.20 | Long | 276.0 | 3.47% | 10973.89 | 10973.89 |
| SPXL | 2017-08-07 | 2017-08-10 | $34.21 | $33.70 | Long | 274.0 | -1.48% | 10834.88 | 10834.88 |
| SPXL | 2017-09-05 | 2017-09-07 | $33.92 | $33.91 | Long | 270.0 | -0.03% | 10832.34 | 10832.34 |
| SPXL | 2017-09-12 | 2017-09-25 | $34.84 | $35.09 | Long | 270.0 | 0.73% | 10900.83 | 10900.83 |
| SPXL | 2017-09-29 | 2017-10-26 | $35.56 | $37.92 | Long | 263.0 | 6.63% | 11521.03 | 11521.03 |
| SPXL | 2017-10-31 | 2017-11-10 | $38.44 | $38.62 | Long | 256.0 | 0.46% | 11566.73 | 11566.73 |
| SPXL | 2017-11-20 | 2017-12-07 | $38.73 | $40.91 | Long | 254.0 | 5.63% | 12120.36 | 12120.36 |
| SPXL | 2017-12-12 | 2017-12-26 | $42.56 | $43.36 | Long | 246.0 | 1.89% | 12318.47 | 12318.47 |
| SPXL | 2018-01-02 | 2018-01-03 | $43.68 | $44.20 | Long | 239.0 | 1.21% | 12444.49 | 12444.49 |
| SPXL | 2018-01-04 | 2018-02-01 | $45.29 | $50.08 | Long | 240.0 | 10.59% | 13595.16 | 13595.16 |
| SPXL | 2018-02-28 | 2018-03-01 | $46.33 | $44.21 | Long | 244.0 | -4.57% | 13078.14 | 13078.14 |
| SPXL | 2018-05-23 | 2018-05-25 | $43.15 | $43.63 | Long | 251.0 | 1.11% | 13198.23 | 13198.23 |
| SPXL | 2018-06-04 | 2018-06-18 | $44.63 | $45.60 | Long | 258.0 | 2.17% | 13447.64 | 13447.64 |
| SPXL | 2018-07-11 | 2018-07-24 | $46.15 | $48.37 | Long | 245.0 | 4.80% | 13990.87 | 13990.87 |
| SPXL | 2018-07-25 | 2018-07-31 | $48.18 | $47.88 | Long | 247.0 | -0.63% | 13916.08 | 13916.08 |
| SPXL | 2018-08-06 | 2018-08-13 | $49.20 | $49.07 | Long | 244.0 | -0.26% | 13885.09 | 13885.09 |
| SPXL | 2018-08-20 | 2018-09-05 | $50.11 | $52.01 | Long | 241.0 | 3.80% | 14344.12 | 14344.12 |
| SPXL | 2018-09-13 | 2018-09-26 | $52.44 | $53.34 | Long | 236.0 | 1.72% | 14557.06 | 14557.06 |
| SPXL | 2018-10-02 | 2018-10-05 | $53.64 | $52.59 | Long | 230.0 | -1.95% | 14316.18 | 14316.18 |
| SPXL | 2019-02-13 | 2019-03-01 | $42.38 | $44.77 | Long | 297.0 | 5.65% | 15027.14 | 15027.14 |
| SPXL | 2019-03-04 | 2019-03-05 | $45.31 | $44.32 | Long | 286.0 | -2.20% | 14742.58 | 14742.58 |
| SPXL | 2019-03-15 | 2019-03-22 | $45.27 | $46.46 | Long | 279.0 | 2.63% | 15075.15 | 15075.15 |
| SPXL | 2019-04-02 | 2019-04-11 | $47.73 | $49.05 | Long | 273.0 | 2.77% | 15435.52 | 15435.52 |
| SPXL | 2019-04-12 | 2019-04-22 | $49.62 | $49.14 | Long | 269.0 | -0.97% | 15305.67 | 15305.67 |
| SPXL | 2019-04-24 | 2019-05-03 | $50.95 | $50.84 | Long | 262.0 | -0.21% | 15277.28 | 15277.28 |
| SPXL | 2019-07-03 | 2019-07-10 | $52.93 | $53.52 | Long | 250.0 | 1.10% | 15423.43 | 15423.43 |
| SPXL | 2019-07-11 | 2019-07-18 | $54.03 | $52.77 | Long | 246.0 | -2.33% | 15113.87 | 15113.87 |
| SPXL | 2019-07-25 | 2019-08-01 | $54.75 | $52.83 | Long | 240.0 | -3.49% | 14654.89 | 14654.89 |
| SPXL | 2019-10-17 | 2019-11-22 | $52.96 | $58.86 | Long | 239.0 | 11.13% | 16063.96 | 16063.96 |
| SPXL | 2019-11-26 | 2019-12-04 | $60.21 | $58.52 | Long | 231.0 | -2.80% | 15674.85 | 15674.85 |
| SPXL | 2019-12-09 | 2020-01-02 | $60.62 | $66.75 | Long | 221.0 | 10.11% | 17029.76 | 17029.76 |
| SPXL | 2020-01-06 | 2020-01-07 | $64.77 | $66.40 | Long | 223.0 | 2.52% | 17393.59 | 17393.59 |
| SPXL | 2020-01-08 | 2020-01-27 | $66.32 | $66.05 | Long | 223.0 | -0.42% | 17331.47 | 17331.47 |
| SPXL | 2020-02-10 | 2020-02-19 | $70.89 | $75.06 | Long | 205.0 | 5.88% | 18185.97 | 18185.97 |
| SPXL | 2020-02-20 | 2020-02-21 | $75.05 | $73.53 | Long | 207.0 | -2.03% | 17870.90 | 17870.90 |
| SPXL | 2020-05-19 | 2020-06-12 | $36.71 | $41.23 | Long | 421.0 | 12.30% | 19772.33 | 19772.33 |
| SPXL | 2020-06-19 | 2020-06-22 | $44.19 | $41.63 | Long | 403.0 | -5.79% | 3587.55 | 19136.69 |
| SPXL | 2020-06-22 | 2020-06-23 | $41.63 | $43.92 | Long | 364.0 | 5.49% | 19573.50 | 19573.50 |
| SPXL | 2020-07-08 | 2020-07-10 | $44.06 | $43.90 | Long | 377.0 | -0.36% | 19513.43 | 19513.43 |
| SPXL | 2020-07-14 | 2020-07-27 | $43.44 | $46.90 | Long | 360.0 | 7.96% | 20757.46 | 20757.46 |
| SPXL | 2020-08-04 | 2020-08-18 | $49.59 | $54.42 | Long | 356.0 | 9.74% | 22476.95 | 22476.95 |
| SPXL | 2020-08-19 | 2020-08-21 | $54.78 | $54.19 | Long | 353.0 | -1.07% | 22269.54 | 22269.54 |
| SPXL | 2020-08-25 | 2020-09-04 | $56.95 | $57.84 | Long | 338.0 | 1.56% | 22569.12 | 22569.12 |
| SPXL | 2020-10-05 | 2020-10-08 | $52.94 | $56.06 | Long | 379.0 | 5.89% | 23750.48 | 23750.48 |
| SPXL | 2020-11-10 | 2020-11-20 | $60.58 | $62.50 | Long | 307.0 | 3.17% | 24340.53 | 24340.53 |
| SPXL | 2020-11-25 | 2020-12-11 | $65.43 | $66.28 | Long | 325.0 | 1.31% | 24618.88 | 24618.88 |
| SPXL | 2020-12-17 | 2020-12-22 | $70.13 | $68.91 | Long | 305.0 | -1.73% | 24247.87 | 24247.87 |
| SPXL | 2020-12-29 | 2021-01-05 | $72.03 | $68.72 | Long | 292.0 | -4.60% | 23280.81 | 23280.81 |
| SPXL | 2021-01-08 | 2021-01-19 | $75.89 | $74.44 | Long | 271.0 | -1.92% | 22886.13 | 22886.13 |
| SPXL | 2021-01-21 | 2021-01-27 | $78.08 | $75.45 | Long | 257.0 | -3.36% | 22211.88 | 22211.88 |
| SPXL | 2021-02-08 | 2021-02-19 | $80.51 | $82.26 | Long | 237.0 | 2.17% | 22625.61 | 22625.61 |
| SPXL | 2021-03-15 | 2021-03-22 | $82.91 | $80.86 | Long | 237.0 | -2.47% | 22140.96 | 22140.96 |
| SPXL | 2021-03-30 | 2021-04-21 | $83.50 | $94.56 | Long | 226.0 | 13.24% | 24638.87 | 24638.87 |
| SPXL | 2021-04-27 | 2021-05-03 | $98.93 | $99.92 | Long | 213.0 | 1.01% | 24851.35 | 24851.35 |
| SPXL | 2021-05-04 | 2021-05-05 | $97.56 | $98.47 | Long | 212.0 | 0.94% | 25045.23 | 25045.23 |
| SPXL | 2021-05-10 | 2021-05-12 | $102.09 | $94.02 | Long | 213.0 | -7.91% | 23326.30 | 23326.30 |
| SPXL | 2021-05-27 | 2021-06-04 | $99.91 | $100.24 | Long | 201.0 | 0.33% | 23392.47 | 23392.47 |
| SPXL | 2021-06-08 | 2021-06-17 | $101.95 | $100.77 | Long | 196.0 | -1.15% | 23161.76 | 23161.76 |
| SPXL | 2021-06-24 | 2021-07-12 | $104.01 | $111.74 | Long | 192.0 | 7.44% | 24646.69 | 24646.69 |
| SPXL | 2021-07-13 | 2021-07-19 | $112.37 | $104.62 | Long | 188.0 | -6.89% | 23190.82 | 23190.82 |
| SPXL | 2021-07-26 | 2021-08-03 | $114.38 | $113.61 | Long | 175.0 | -0.68% | 23054.60 | 23054.60 |
| SPXL | 2021-08-06 | 2021-08-18 | $116.42 | $117.03 | Long | 171.0 | 0.52% | 23158.70 | 23158.70 |
| SPXL | 2021-08-24 | 2021-09-08 | $120.96 | $123.12 | Long | 166.0 | 1.78% | 23516.52 | 23516.52 |
| SPXL | 2021-11-02 | 2021-11-11 | $130.84 | $135.00 | Long | 153.0 | 3.18% | 24153.21 | 24153.21 |
| SPXL | 2021-11-17 | 2021-11-24 | $138.27 | $135.70 | Long | 151.0 | -1.86% | 23764.43 | 23764.43 |
| SPXL | 2021-12-13 | 2021-12-15 | $138.18 | $132.29 | Long | 147.0 | -4.27% | 22897.46 | 22897.46 |
| SPXL | 2021-12-27 | 2022-01-03 | $140.71 | $144.51 | Long | 142.0 | 2.70% | 23436.41 | 23436.41 |
| SPXL | 2022-08-10 | 2022-08-22 | $88.29 | $86.90 | Long | 237.0 | -1.57% | 23106.98 | 23106.98 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowSPXL | 0.90 | 0.00 | Out | EOD |