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 |