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 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