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 118.00
NoOfWins 65.00
NoOfLosses 53.00
SharpRatio 0.73
SortinoRatio 0.91
GrossProfit $15448.89
FirstDate 2016-03-02
LastDate 2023-04-21
FirstEquity $10000.00
FinalEquity $25448.89
OpenEquity $0.00
LongEquity $15448.89
ShortEquity $0.00
PercentWins 55.08%
AveWin 4.16%
AveLoss -2.80%
AveWinLoss 1.48
Expectancy 1.03%
AveDrawUp 33.25%
AveDrawDown -11.58%
MaxDrawDown -18.30%
Kelly 24.81%
Thorpe 65.96
Rachev 0.82
APR 13.99%
CalmarRatio 1.21

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPXL 2016-03-02 2016-03-10 $17.19 $17.75 Long 518.0 3.30% 10293.93 10293.93
SPXL 2016-03-14 2016-03-28 $18.31 $18.99 Long 486.0 3.74% 10626.44 10626.44
SPXL 2016-03-31 2016-04-06 $19.62 $19.14 Long 460.0 -2.44% 10406.24 10406.24
SPXL 2016-04-14 2016-04-25 $20.22 $20.24 Long 447.0 0.07% 10412.50 10412.50
SPXL 2016-05-27 2016-06-03 $20.50 $20.71 Long 434.0 1.03% 10503.71 10503.71
SPXL 2016-06-07 2016-06-13 $21.08 $20.41 Long 431.0 -3.21% 10211.85 10211.85
SPXL 2016-07-07 2016-07-27 $20.69 $22.86 Long 435.0 10.46% 11153.46 11153.46
SPXL 2016-08-01 2016-08-03 $22.87 $22.30 Long 421.0 -2.49% 10913.59 10913.59
SPXL 2016-08-08 2016-08-18 $23.22 $23.17 Long 408.0 -0.22% 10892.63 10892.63
SPXL 2016-08-24 2016-08-26 $23.32 $23.01 Long 397.0 -1.31% 10771.19 10771.19
SPXL 2016-09-09 2016-09-12 $22.70 $21.25 Long 396.0 -6.37% 10198.80 10198.80
SPXL 2016-11-11 2016-12-02 $22.44 $23.52 Long 381.0 4.82% 10610.72 10610.72
SPXL 2016-12-07 2016-12-19 $24.12 $25.79 Long 377.0 6.92% 11240.15 11240.15
SPXL 2016-12-22 2016-12-23 $25.88 $25.81 Long 367.0 -0.28% 11213.59 11213.59
SPXL 2017-01-05 2017-01-13 $26.07 $26.20 Long 371.0 0.52% 11263.83 11263.83
SPXL 2017-01-26 2017-02-01 $27.09 $26.67 Long 358.0 -1.54% 11114.20 11114.20
SPXL 2017-02-06 2017-03-07 $26.86 $29.86 Long 354.0 11.17% 12176.40 12176.40
SPXL 2017-03-14 2017-03-15 $29.76 $29.91 Long 347.0 0.50% 12228.26 12228.26
SPXL 2017-03-16 2017-03-22 $30.50 $28.84 Long 349.0 -5.45% 11648.02 11648.02
SPXL 2017-04-26 2017-05-04 $30.47 $30.55 Long 329.0 0.28% 11676.44 11676.44
SPXL 2017-05-08 2017-05-12 $30.90 $30.62 Long 325.0 -0.91% 11585.38 11585.38
SPXL 2017-05-17 2017-05-18 $30.20 $29.26 Long 317.0 -3.09% 11289.29 11289.29
SPXL 2017-05-26 2017-06-09 $31.51 $32.45 Long 307.0 2.96% 11576.03 11576.03
SPXL 2017-06-15 2017-06-16 $31.85 $32.37 Long 302.0 1.64% 11734.00 11734.00
SPXL 2017-06-20 2017-06-23 $32.91 $32.39 Long 307.0 -1.56% 11576.29 11576.29
SPXL 2017-07-14 2017-07-31 $32.86 $34.00 Long 302.0 3.47% 11920.42 11920.42
SPXL 2017-08-07 2017-08-10 $34.01 $33.50 Long 299.0 -1.48% 11769.61 11769.61
SPXL 2017-09-05 2017-09-07 $33.72 $33.71 Long 295.0 -0.03% 11766.86 11766.86
SPXL 2017-09-12 2017-09-25 $34.63 $34.89 Long 295.0 0.73% 11841.25 11841.25
SPXL 2017-09-29 2017-10-26 $35.35 $37.70 Long 288.0 6.63% 12516.45 12516.45
SPXL 2017-10-31 2017-11-10 $38.22 $38.40 Long 280.0 0.46% 12566.14 12566.14
SPXL 2017-11-20 2017-12-07 $38.50 $40.67 Long 278.0 5.63% 13168.55 13168.55
SPXL 2017-12-12 2017-12-26 $42.31 $43.11 Long 269.0 1.89% 13383.92 13383.92
SPXL 2018-01-02 2018-01-03 $43.42 $43.95 Long 261.0 1.21% 13520.74 13520.74
SPXL 2018-01-04 2018-02-01 $45.02 $49.79 Long 263.0 10.59% 14774.34 14774.34
SPXL 2018-03-12 2018-03-15 $47.67 $45.96 Long 275.0 -3.58% 14304.48 14304.48
SPXL 2018-04-18 2018-04-20 $43.09 $42.16 Long 288.0 -2.16% 14036.08 14036.08
SPXL 2018-05-11 2018-05-17 $43.44 $43.33 Long 281.0 -0.27% 14003.34 14003.34
SPXL 2018-05-18 2018-05-21 $43.15 $43.80 Long 276.0 1.51% 14182.86 14182.86
SPXL 2018-05-23 2018-05-25 $42.90 $43.37 Long 273.0 1.11% 14312.72 14312.72
SPXL 2018-06-04 2018-06-18 $44.37 $45.34 Long 281.0 2.17% 14582.78 14582.78
SPXL 2018-07-11 2018-07-24 $45.88 $48.09 Long 267.0 4.80% 15171.34 15171.34
SPXL 2018-07-25 2018-07-31 $47.90 $47.60 Long 269.0 -0.63% 15090.36 15090.36
SPXL 2018-08-06 2018-08-13 $48.91 $48.79 Long 266.0 -0.26% 15056.78 15056.78
SPXL 2018-08-20 2018-09-05 $49.82 $51.71 Long 263.0 3.80% 15554.79 15554.79
SPXL 2018-09-13 2018-09-26 $52.14 $53.03 Long 258.0 1.72% 15786.22 15786.22
SPXL 2018-10-02 2018-10-05 $53.33 $52.28 Long 251.0 -1.95% 15524.88 15524.88
SPXL 2018-12-04 2018-12-06 $44.83 $38.92 Long 289.0 -13.18% 13817.85 13817.85
SPXL 2019-01-22 2019-01-23 $37.84 $37.51 Long 311.0 -0.88% 13714.29 13714.29
SPXL 2019-01-28 2019-01-30 $37.19 $37.87 Long 307.0 1.84% 13924.76 13924.76
SPXL 2019-01-31 2019-02-11 $38.90 $40.43 Long 314.0 3.93% 14404.49 14404.49
SPXL 2019-02-13 2019-03-01 $42.13 $44.51 Long 300.0 5.65% 15118.45 15118.45
SPXL 2019-03-04 2019-03-05 $45.05 $44.06 Long 290.0 -2.20% 14831.60 14831.60
SPXL 2019-03-15 2019-03-22 $45.00 $46.19 Long 282.0 2.63% 15165.78 15165.78
SPXL 2019-04-02 2019-04-11 $47.45 $48.76 Long 277.0 2.77% 15529.30 15529.30
SPXL 2019-04-12 2019-04-22 $49.33 $48.85 Long 272.0 -0.97% 15398.77 15398.77
SPXL 2019-04-24 2019-05-03 $50.65 $50.55 Long 265.0 -0.21% 15370.22 15370.22
SPXL 2019-06-11 2019-06-14 $48.93 $48.02 Long 273.0 -1.86% 15121.57 15121.57
SPXL 2019-06-19 2019-06-27 $49.65 $49.65 Long 263.0 -0.01% 15120.22 15120.22
SPXL 2019-07-02 2019-07-10 $51.82 $53.21 Long 246.0 2.68% 15461.91 15461.91
SPXL 2019-07-11 2019-07-18 $53.72 $52.47 Long 248.0 -2.33% 15151.64 15151.64
SPXL 2019-07-25 2019-08-01 $54.43 $52.53 Long 242.0 -3.49% 14691.54 14691.54
SPXL 2019-09-06 2019-09-12 $51.75 $53.29 Long 246.0 2.99% 15072.01 15072.01
SPXL 2019-09-13 2019-09-18 $53.56 $52.85 Long 241.0 -1.32% 14901.07 14901.07
SPXL 2019-09-23 2019-09-24 $51.96 $52.96 Long 238.0 1.91% 15137.87 15137.87
SPXL 2019-10-17 2019-11-22 $52.65 $58.51 Long 248.0 11.13% 16591.48 16591.48
SPXL 2019-11-26 2019-12-04 $59.85 $58.18 Long 240.0 -2.80% 16189.56 16189.56
SPXL 2019-12-09 2020-01-02 $60.27 $66.36 Long 230.0 10.11% 17591.44 17591.44
SPXL 2020-01-06 2020-01-07 $64.40 $66.02 Long 231.0 2.52% 17966.12 17966.12
SPXL 2020-01-08 2020-01-27 $65.94 $65.66 Long 232.0 -0.42% 17901.87 17901.87
SPXL 2020-02-10 2020-02-19 $70.48 $74.62 Long 214.0 5.88% 18788.69 18788.69
SPXL 2020-02-20 2020-02-21 $74.61 $73.10 Long 215.0 -2.03% 18463.35 18463.35
SPXL 2020-05-08 2020-05-14 $35.51 $31.11 Long 460.0 -12.37% 16443.37 16443.37
SPXL 2020-05-19 2020-06-12 $36.49 $40.99 Long 390.0 12.30% 18194.54 18194.54
SPXL 2020-06-19 2020-06-22 $43.93 $41.39 Long 373.0 -5.79% 3297.84 17609.75
SPXL 2020-06-22 2020-06-23 $41.39 $43.66 Long 337.0 5.49% 18011.80 18011.80
SPXL 2020-07-08 2020-07-10 $43.80 $43.64 Long 349.0 -0.36% 17956.52 17956.52
SPXL 2020-07-14 2020-07-27 $43.19 $46.62 Long 333.0 7.96% 19100.54 19100.54
SPXL 2020-08-04 2020-08-18 $49.30 $54.11 Long 329.0 9.74% 20680.36 20680.36
SPXL 2020-08-19 2020-08-21 $54.46 $53.88 Long 326.0 -1.07% 20489.93 20489.93
SPXL 2020-08-25 2020-09-04 $56.62 $57.50 Long 313.0 1.56% 20765.73 20765.73
SPXL 2020-10-06 2020-10-07 $54.43 $53.50 Long 337.0 -1.71% 20452.10 20452.10
SPXL 2020-10-08 2020-10-16 $55.73 $58.68 Long 326.0 5.29% 21413.92 21413.92
SPXL 2020-11-10 2020-11-20 $60.23 $62.14 Long 279.0 3.17% 21947.04 21947.04
SPXL 2020-11-25 2020-12-11 $65.05 $65.90 Long 295.0 1.31% 22198.22 22198.22
SPXL 2020-12-17 2020-12-22 $69.72 $68.51 Long 276.0 -1.73% 21864.44 21864.44
SPXL 2020-12-29 2021-01-05 $71.61 $68.32 Long 265.0 -4.60% 20991.92 20991.92
SPXL 2021-01-08 2021-01-19 $75.45 $74.00 Long 246.0 -1.92% 20635.73 20635.73
SPXL 2021-01-21 2021-01-27 $77.62 $75.01 Long 233.0 -3.36% 20028.01 20028.01
SPXL 2021-02-08 2021-02-19 $80.04 $81.78 Long 215.0 2.17% 20401.15 20401.15
SPXL 2021-03-15 2021-03-22 $82.42 $80.39 Long 215.0 -2.47% 19964.05 19964.05
SPXL 2021-03-30 2021-04-21 $83.02 $94.01 Long 205.0 13.24% 22216.66 22216.66
SPXL 2021-04-27 2021-05-03 $98.35 $99.34 Long 193.0 1.01% 22408.06 22408.06
SPXL 2021-05-04 2021-05-05 $96.99 $97.90 Long 192.0 0.94% 22582.63 22582.63
SPXL 2021-05-10 2021-05-12 $101.49 $93.47 Long 193.0 -7.91% 21034.18 21034.18
SPXL 2021-05-27 2021-06-04 $99.33 $99.66 Long 182.0 0.33% 21093.74 21093.74
SPXL 2021-06-08 2021-06-17 $101.35 $100.18 Long 178.0 -1.15% 20885.44 20885.44
SPXL 2021-06-24 2021-07-12 $103.40 $111.09 Long 174.0 7.44% 22223.32 22223.32
SPXL 2021-07-13 2021-07-19 $111.71 $104.01 Long 171.0 -6.89% 20906.81 20906.81
SPXL 2021-07-26 2021-08-03 $113.72 $112.94 Long 159.0 -0.68% 20783.76 20783.76
SPXL 2021-08-06 2021-08-18 $115.74 $116.35 Long 155.0 0.52% 20877.57 20877.57
SPXL 2021-08-24 2021-09-08 $120.26 $122.40 Long 151.0 1.78% 21201.16 21201.16
SPXL 2021-10-18 2021-11-11 $116.94 $134.21 Long 154.0 14.77% 23861.18 23861.18
SPXL 2021-11-17 2021-11-24 $137.47 $134.91 Long 150.0 -1.86% 23477.23 23477.23
SPXL 2021-12-13 2021-12-15 $137.38 $131.52 Long 146.0 -4.27% 22621.17 22621.17
SPXL 2021-12-27 2022-01-03 $139.89 $143.66 Long 141.0 2.70% 23153.21 23153.21
SPXL 2022-03-21 2022-04-04 $113.79 $119.98 Long 181.0 5.45% 24274.72 24274.72
SPXL 2022-07-21 2022-07-27 $73.84 $73.84 Long 284.0 0.00% 24274.72 24274.72
SPXL 2022-07-29 2022-08-22 $81.28 $86.39 Long 266.0 6.29% 25633.99 25633.99
SPXL 2022-10-31 2022-11-01 $65.71 $67.59 Long 350.0 2.86% 26291.64 26291.64
SPXL 2022-11-11 2022-11-18 $69.44 $70.37 Long 341.0 1.34% 26608.62 26608.62
SPXL 2022-11-25 2022-11-30 $72.41 $68.91 Long 319.0 -4.83% 25492.28 25492.28
SPXL 2022-12-02 2022-12-07 $72.17 $67.13 Long 287.0 -6.98% 24046.86 24046.86
SPXL 2023-01-12 2023-01-19 $68.65 $64.71 Long 309.0 -5.73% 22830.99 22830.99
SPXL 2023-01-25 2023-02-08 $67.84 $76.56 Long 281.0 12.85% 25280.32 25280.32
SPXL 2023-02-16 2023-02-17 $73.85 $72.34 Long 289.0 -2.04% 24845.60 24845.60
SPXL 2023-03-31 2023-04-10 $70.71 $71.48 Long 301.0 1.09% 25077.37 25077.37
SPXL 2023-04-13 2023-04-21 $72.80 $74.09 Long 288.0 1.77% 25448.89 25448.89

Signals

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