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 85.00
NoOfWins 46.00
NoOfLosses 39.00
SharpRatio 0.94
SortinoRatio 1.16
GrossProfit $13644.53
FirstDate 2016-03-14
LastDate 2021-09-08
FirstEquity $10000.00
FinalEquity $23644.53
OpenEquity $0.00
LongEquity $13644.53
ShortEquity $0.00
PercentWins 54.12%
AveWin $569.98
AveLoss $-322.42
AveWinLoss 1.77
Expectancy 1.18%
AveDrawUp 34.16%
AveDrawDown -9.01%
MaxDrawDown -18.30%
Kelly 28.16%
Thrope 90.00
APR 16.98%
CalmarRatio 1.89

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPXL 2016-03-14 2016-03-28 $18.45 $19.14 Long 469.0 3.74% 10323.43 10323.43
SPXL 2016-03-31 2016-04-06 $19.78 $19.29 Long 443.0 -2.44% 10109.68 10109.68
SPXL 2016-04-14 2016-04-25 $20.38 $20.40 Long 431.0 0.07% 10115.77 10115.77
SPXL 2016-05-27 2016-06-03 $20.66 $20.87 Long 418.0 1.03% 10204.31 10204.31
SPXL 2016-06-07 2016-06-13 $21.25 $20.57 Long 415.0 -3.21% 9921.06 9921.06
SPXL 2016-07-07 2016-07-27 $20.86 $23.04 Long 419.0 10.46% 10835.23 10835.23
SPXL 2016-08-01 2016-08-03 $23.05 $22.47 Long 406.0 -2.49% 10602.07 10602.07
SPXL 2016-08-08 2016-08-18 $23.40 $23.35 Long 393.0 -0.22% 10581.72 10581.72
SPXL 2016-08-24 2016-08-26 $23.50 $23.19 Long 382.0 -1.31% 10463.94 10463.94
SPXL 2016-09-09 2016-09-12 $22.88 $21.42 Long 382.0 -6.37% 9907.41 9907.41
SPXL 2016-11-22 2016-12-02 $24.03 $23.71 Long 359.0 -1.33% 9792.50 9792.50
SPXL 2016-12-07 2016-12-19 $24.31 $25.99 Long 345.0 6.92% 10373.08 10373.08
SPXL 2016-12-22 2016-12-23 $26.09 $26.02 Long 336.0 -0.28% 10348.56 10348.56
SPXL 2017-01-05 2017-01-13 $26.27 $26.41 Long 339.0 0.52% 10394.84 10394.84
SPXL 2017-01-26 2017-02-01 $27.30 $26.88 Long 328.0 -1.54% 10256.65 10256.65
SPXL 2017-02-06 2017-03-07 $27.07 $30.10 Long 324.0 11.17% 11236.56 11236.56
SPXL 2017-03-14 2017-03-15 $30.00 $30.15 Long 318.0 0.50% 11284.46 11284.46
SPXL 2017-03-16 2017-03-22 $30.74 $29.07 Long 320.0 -5.45% 10748.21 10748.21
SPXL 2017-05-08 2017-05-12 $31.14 $30.86 Long 297.0 -0.91% 10664.33 10664.33
SPXL 2017-05-17 2017-05-18 $30.44 $29.50 Long 289.0 -3.09% 10392.25 10392.25
SPXL 2017-05-26 2017-06-09 $31.76 $32.71 Long 280.0 2.96% 10655.85 10655.85
SPXL 2017-06-15 2017-06-16 $32.10 $32.63 Long 276.0 1.64% 10801.36 10801.36
SPXL 2017-06-20 2017-06-23 $33.17 $32.65 Long 280.0 -1.56% 10656.38 10656.38
SPXL 2017-07-14 2017-07-31 $33.12 $34.27 Long 276.0 3.47% 10973.39 10973.39
SPXL 2017-08-07 2017-08-10 $34.28 $33.77 Long 273.0 -1.48% 10834.60 10834.60
SPXL 2017-09-05 2017-09-07 $33.99 $33.98 Long 270.0 -0.03% 10832.06 10832.06
SPXL 2017-09-12 2017-09-25 $34.91 $35.16 Long 270.0 0.73% 10900.69 10900.69
SPXL 2017-09-29 2017-10-26 $35.63 $38.00 Long 263.0 6.63% 11522.17 11522.17
SPXL 2017-10-31 2017-11-10 $38.52 $38.70 Long 256.0 0.46% 11567.96 11567.96
SPXL 2017-11-20 2017-12-07 $38.81 $40.99 Long 254.0 5.63% 12122.73 12122.73
SPXL 2017-12-12 2017-12-26 $42.65 $43.45 Long 245.0 1.89% 12320.44 12320.44
SPXL 2018-01-02 2018-01-03 $43.77 $44.30 Long 239.0 1.21% 12446.73 12446.73
SPXL 2018-01-04 2018-02-01 $45.38 $50.19 Long 240.0 10.59% 13599.77 13599.77
SPXL 2018-02-28 2018-03-01 $46.43 $44.31 Long 243.0 -4.57% 13083.81 13083.81
SPXL 2018-05-23 2018-05-25 $43.24 $43.72 Long 250.0 1.11% 13203.67 13203.67
SPXL 2018-06-04 2018-06-18 $44.73 $45.70 Long 257.0 2.17% 13452.63 13452.63
SPXL 2018-07-11 2018-07-24 $46.25 $48.47 Long 245.0 4.80% 13996.97 13996.97
SPXL 2018-07-25 2018-07-31 $48.28 $47.98 Long 246.0 -0.63% 13922.33 13922.33
SPXL 2018-08-06 2018-08-13 $49.30 $49.17 Long 243.0 -0.26% 13891.41 13891.41
SPXL 2018-08-20 2018-09-05 $50.21 $52.12 Long 241.0 3.80% 14351.39 14351.39
SPXL 2018-09-13 2018-09-26 $52.55 $53.45 Long 236.0 1.72% 14564.77 14564.77
SPXL 2018-10-02 2018-10-05 $53.75 $52.70 Long 230.0 -1.95% 14323.39 14323.39
SPXL 2019-02-13 2019-03-01 $42.47 $44.87 Long 296.0 5.65% 15033.42 15033.42
SPXL 2019-03-04 2019-03-05 $45.41 $44.41 Long 286.0 -2.20% 14748.28 14748.28
SPXL 2019-03-15 2019-03-22 $45.36 $46.55 Long 279.0 2.63% 15081.53 15081.53
SPXL 2019-04-02 2019-04-11 $47.83 $49.15 Long 273.0 2.77% 15442.64 15442.64
SPXL 2019-04-12 2019-04-22 $49.72 $49.24 Long 268.0 -0.97% 15313.01 15313.01
SPXL 2019-04-24 2019-05-03 $51.06 $50.95 Long 261.0 -0.21% 15284.67 15284.67
SPXL 2019-07-03 2019-07-10 $53.04 $53.63 Long 250.0 1.10% 15431.13 15431.13
SPXL 2019-07-11 2019-07-18 $54.14 $52.88 Long 246.0 -2.33% 15120.92 15120.92
SPXL 2019-07-25 2019-08-01 $54.86 $52.94 Long 239.0 -3.49% 14662.92 14662.92
SPXL 2019-10-17 2019-11-22 $53.07 $58.98 Long 239.0 11.13% 16074.89 16074.89
SPXL 2019-11-26 2019-12-04 $60.33 $58.64 Long 231.0 -2.80% 15684.97 15684.97
SPXL 2019-12-09 2020-01-02 $60.75 $66.89 Long 221.0 10.11% 17042.69 17042.69
SPXL 2020-01-06 2020-01-07 $64.91 $66.54 Long 222.0 2.52% 17405.63 17405.63
SPXL 2020-01-08 2020-01-27 $66.46 $66.18 Long 223.0 -0.42% 17343.39 17343.39
SPXL 2020-02-10 2020-02-19 $71.04 $75.21 Long 205.0 5.88% 18199.65 18199.65
SPXL 2020-02-20 2020-02-21 $75.20 $73.68 Long 206.0 -2.03% 17885.46 17885.46
SPXL 2020-05-19 2020-06-12 $36.78 $41.31 Long 421.0 12.30% 19790.82 19790.82
SPXL 2020-06-19 2020-06-23 $44.28 $44.01 Long 402.0 -0.62% 19681.13 19681.13
SPXL 2020-07-08 2020-07-10 $44.15 $43.99 Long 378.0 -0.36% 19620.77 19620.77
SPXL 2020-07-14 2020-07-27 $43.53 $46.99 Long 361.0 7.96% 20870.84 20870.84
SPXL 2020-08-04 2020-08-18 $49.70 $54.54 Long 357.0 9.74% 22598.72 22598.72
SPXL 2020-08-19 2020-08-21 $54.90 $54.31 Long 354.0 -1.07% 22390.29 22390.29
SPXL 2020-08-25 2020-09-04 $57.07 $57.96 Long 339.0 1.56% 22691.37 22691.37
SPXL 2020-10-05 2020-10-08 $53.05 $56.17 Long 380.0 5.89% 23878.30 23878.30
SPXL 2020-11-10 2020-11-20 $60.70 $62.63 Long 308.0 3.17% 24471.50 24471.50
SPXL 2020-11-25 2020-12-11 $65.56 $66.42 Long 326.0 1.31% 24751.28 24751.28
SPXL 2020-12-17 2020-12-22 $70.27 $69.05 Long 306.0 -1.73% 24378.28 24378.28
SPXL 2020-12-29 2021-01-05 $72.18 $68.86 Long 293.0 -4.60% 23405.91 23405.91
SPXL 2021-01-08 2021-01-19 $76.05 $74.59 Long 272.0 -1.92% 23008.95 23008.95
SPXL 2021-01-21 2021-01-27 $78.24 $75.61 Long 258.0 -3.36% 22330.68 22330.68
SPXL 2021-02-08 2021-02-19 $80.68 $82.43 Long 238.0 2.17% 22747.02 22747.02
SPXL 2021-03-15 2021-03-22 $83.08 $81.03 Long 238.0 -2.47% 22259.31 22259.31
SPXL 2021-03-30 2021-04-21 $83.68 $94.75 Long 227.0 13.24% 24773.47 24773.47
SPXL 2021-04-27 2021-05-03 $99.13 $100.13 Long 214.0 1.01% 24987.38 24987.38
SPXL 2021-05-04 2021-05-05 $97.76 $98.68 Long 213.0 0.94% 25182.58 25182.58
SPXL 2021-05-10 2021-05-12 $102.30 $94.21 Long 214.0 -7.91% 23452.01 23452.01
SPXL 2021-05-27 2021-06-04 $100.12 $100.45 Long 202.0 0.33% 23518.65 23518.65
SPXL 2021-06-08 2021-06-17 $102.16 $100.98 Long 197.0 -1.15% 23286.28 23286.28
SPXL 2021-06-24 2021-07-12 $104.22 $111.97 Long 193.0 7.44% 24782.03 24782.03
SPXL 2021-07-13 2021-07-19 $112.60 $104.84 Long 189.0 -6.89% 23315.39 23315.39
SPXL 2021-07-26 2021-08-03 $114.62 $113.84 Long 175.0 -0.68% 23178.89 23178.89
SPXL 2021-08-06 2021-08-18 $116.66 $117.27 Long 172.0 0.52% 23283.81 23283.81
SPXL 2021-08-24 2021-09-08 $121.21 $123.37 Long 167.0 1.78% 23644.53 23644.53

Signals

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