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 114.00
NoOfWins 62.00
NoOfLosses 52.00
SharpRatio 0.68
SortinoRatio 0.84
GrossProfit $13062.44
FirstDate 2016-03-02
LastDate 2023-01-19
FirstEquity $10000.00
FinalEquity $23062.44
OpenEquity $19204.20
LongEquity $13062.44
ShortEquity $0.00
PercentWins 54.39%
AveWin 4.13%
AveLoss -2.82%
AveWinLoss 1.46
Expectancy 0.96%
AveDrawUp 33.28%
AveDrawDown -11.29%
MaxDrawDown -18.28%
Kelly 23.24%
Thorpe 61.93
APR 12.91%
CalmarRatio 1.14

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPXL 2016-03-02 2016-03-10 $17.25 $17.82 Long 516.0 3.30% 10293.92 10293.92
SPXL 2016-03-14 2016-03-28 $18.38 $19.07 Long 484.0 3.74% 10626.33 10626.33
SPXL 2016-03-31 2016-04-06 $19.70 $19.22 Long 458.0 -2.44% 10406.25 10406.25
SPXL 2016-04-14 2016-04-26 $20.30 $20.57 Long 445.0 1.32% 10525.16 10525.16
SPXL 2016-05-27 2016-06-03 $20.58 $20.79 Long 437.0 1.03% 10617.36 10617.36
SPXL 2016-06-07 2016-06-13 $21.16 $20.48 Long 434.0 -3.21% 10322.33 10322.33
SPXL 2016-07-07 2016-07-27 $20.77 $22.94 Long 438.0 10.46% 11274.08 11274.08
SPXL 2016-08-01 2016-08-03 $22.95 $22.38 Long 424.0 -2.49% 11031.58 11031.58
SPXL 2016-08-08 2016-08-18 $23.31 $23.26 Long 411.0 -0.22% 11010.38 11010.38
SPXL 2016-08-24 2016-08-26 $23.41 $23.10 Long 399.0 -1.31% 10887.86 10887.86
SPXL 2016-09-09 2016-09-12 $22.79 $21.34 Long 399.0 -6.37% 10308.92 10308.92
SPXL 2016-11-11 2016-12-02 $22.53 $23.61 Long 384.0 4.82% 10725.67 10725.67
SPXL 2016-12-07 2016-12-19 $24.21 $25.89 Long 380.0 6.92% 11362.56 11362.56
SPXL 2016-12-22 2016-12-23 $25.98 $25.91 Long 370.0 -0.28% 11335.67 11335.67
SPXL 2017-01-05 2017-01-13 $26.17 $26.30 Long 373.0 0.52% 11386.38 11386.38
SPXL 2017-01-26 2017-02-01 $27.19 $26.77 Long 361.0 -1.54% 11234.91 11234.91
SPXL 2017-02-06 2017-03-07 $26.96 $29.98 Long 356.0 11.17% 12307.23 12307.23
SPXL 2017-03-14 2017-03-15 $29.88 $30.03 Long 350.0 0.50% 12359.73 12359.73
SPXL 2017-03-16 2017-03-22 $30.62 $28.95 Long 351.0 -5.45% 11773.92 11773.92
SPXL 2017-04-26 2017-05-04 $30.58 $30.67 Long 331.0 0.28% 11802.63 11802.63
SPXL 2017-05-08 2017-05-12 $31.02 $30.74 Long 327.0 -0.91% 11710.65 11710.65
SPXL 2017-05-17 2017-05-18 $30.31 $29.38 Long 319.0 -3.09% 11411.55 11411.55
SPXL 2017-05-26 2017-06-09 $31.64 $32.57 Long 309.0 2.96% 11701.27 11701.27
SPXL 2017-06-15 2017-06-16 $31.97 $32.50 Long 304.0 1.64% 11860.90 11860.90
SPXL 2017-06-20 2017-06-23 $33.03 $32.52 Long 309.0 -1.56% 11701.55 11701.55
SPXL 2017-07-14 2017-07-31 $32.99 $34.13 Long 304.0 3.47% 12049.29 12049.29
SPXL 2017-08-07 2017-08-10 $34.14 $33.63 Long 301.0 -1.48% 11896.89 11896.89
SPXL 2017-09-05 2017-09-07 $33.85 $33.84 Long 298.0 -0.03% 11894.10 11894.10
SPXL 2017-09-12 2017-09-25 $34.77 $35.02 Long 298.0 0.73% 11969.54 11969.54
SPXL 2017-09-29 2017-10-26 $35.49 $37.84 Long 290.0 6.63% 12652.04 12652.04
SPXL 2017-10-31 2017-11-10 $38.37 $38.55 Long 282.0 0.46% 12702.27 12702.27
SPXL 2017-11-20 2017-12-07 $38.65 $40.82 Long 280.0 5.63% 13311.36 13311.36
SPXL 2017-12-12 2017-12-26 $42.47 $43.28 Long 271.0 1.89% 13529.16 13529.16
SPXL 2018-01-02 2018-01-03 $43.59 $44.12 Long 263.0 1.21% 13667.56 13667.56
SPXL 2018-01-04 2018-02-01 $45.20 $49.98 Long 264.0 10.59% 14930.76 14930.76
SPXL 2018-03-12 2018-03-15 $47.85 $46.13 Long 276.0 -3.58% 14457.38 14457.38
SPXL 2018-04-18 2018-04-20 $43.26 $42.32 Long 290.0 -2.16% 14186.08 14186.08
SPXL 2018-05-11 2018-05-17 $43.61 $43.49 Long 283.0 -0.27% 14152.98 14152.98
SPXL 2018-05-18 2018-05-21 $43.32 $43.97 Long 278.0 1.51% 14334.50 14334.50
SPXL 2018-05-23 2018-05-25 $43.06 $43.54 Long 275.0 1.11% 14465.81 14465.81
SPXL 2018-06-04 2018-06-18 $44.55 $45.51 Long 283.0 2.17% 14738.84 14738.84
SPXL 2018-07-11 2018-07-24 $46.06 $48.27 Long 269.0 4.80% 15334.09 15334.09
SPXL 2018-07-25 2018-07-31 $48.09 $47.78 Long 271.0 -0.63% 15252.19 15252.19
SPXL 2018-08-06 2018-08-13 $49.10 $48.97 Long 268.0 -0.26% 15218.23 15218.23
SPXL 2018-08-20 2018-09-05 $50.01 $51.91 Long 265.0 3.80% 15721.96 15721.96
SPXL 2018-09-13 2018-09-26 $52.34 $53.24 Long 260.0 1.72% 15956.08 15956.08
SPXL 2018-10-02 2018-10-05 $53.53 $52.49 Long 253.0 -1.95% 15691.64 15691.64
SPXL 2018-12-04 2018-12-06 $45.00 $39.07 Long 291.0 -13.18% 13966.19 13966.19
SPXL 2019-01-22 2019-01-23 $37.99 $37.65 Long 313.0 -0.88% 13861.56 13861.56
SPXL 2019-01-28 2019-01-30 $37.33 $38.02 Long 309.0 1.84% 14074.22 14074.22
SPXL 2019-01-31 2019-02-11 $39.05 $40.58 Long 316.0 3.93% 14558.86 14558.86
SPXL 2019-02-13 2019-03-01 $42.29 $44.68 Long 302.0 5.65% 15280.35 15280.35
SPXL 2019-03-04 2019-03-05 $45.22 $44.23 Long 292.0 -2.20% 14990.40 14990.40
SPXL 2019-03-15 2019-03-22 $45.18 $46.36 Long 284.0 2.63% 15328.25 15328.25
SPXL 2019-04-02 2019-04-11 $47.63 $48.95 Long 278.0 2.77% 15694.48 15694.48
SPXL 2019-04-12 2019-04-22 $49.52 $49.04 Long 274.0 -0.97% 15562.49 15562.49
SPXL 2019-04-24 2019-05-03 $50.85 $50.74 Long 267.0 -0.21% 15533.61 15533.61
SPXL 2019-06-11 2019-06-14 $49.12 $48.20 Long 274.0 -1.86% 15283.09 15283.09
SPXL 2019-06-19 2019-06-27 $49.84 $49.84 Long 265.0 -0.01% 15281.73 15281.73
SPXL 2019-07-02 2019-07-10 $52.02 $53.41 Long 248.0 2.68% 15627.52 15627.52
SPXL 2019-07-11 2019-07-18 $53.92 $52.67 Long 250.0 -2.33% 15313.55 15313.55
SPXL 2019-07-25 2019-08-01 $54.64 $52.73 Long 243.0 -3.49% 14849.77 14849.77
SPXL 2019-09-06 2019-09-12 $51.95 $53.50 Long 247.0 2.99% 15233.25 15233.25
SPXL 2019-09-13 2019-09-18 $53.77 $53.05 Long 243.0 -1.32% 15060.24 15060.24
SPXL 2019-09-23 2019-09-24 $52.16 $53.16 Long 239.0 1.91% 15298.94 15298.94
SPXL 2019-10-17 2019-11-22 $52.86 $58.74 Long 250.0 11.13% 16769.91 16769.91
SPXL 2019-11-26 2019-12-04 $60.08 $58.40 Long 242.0 -2.80% 16363.08 16363.08
SPXL 2019-12-09 2020-01-02 $60.50 $66.62 Long 231.0 10.11% 17776.47 17776.47
SPXL 2020-01-06 2020-01-07 $64.64 $66.27 Long 233.0 2.52% 18155.85 18155.85
SPXL 2020-01-08 2020-01-27 $66.19 $65.91 Long 234.0 -0.42% 18090.80 18090.80
SPXL 2020-02-10 2020-02-19 $70.75 $74.91 Long 215.0 5.88% 18985.19 18985.19
SPXL 2020-02-20 2020-02-21 $74.90 $73.38 Long 216.0 -2.03% 18657.08 18657.08
SPXL 2020-05-08 2020-05-14 $35.64 $31.23 Long 463.0 -12.37% 16616.11 16616.11
SPXL 2020-05-19 2020-06-12 $36.64 $41.14 Long 392.0 12.30% 18383.02 18383.02
SPXL 2020-06-19 2020-06-22 $44.10 $41.55 Long 375.0 -5.79% 3340.82 17793.04
SPXL 2020-06-22 2020-06-23 $41.55 $43.83 Long 339.0 5.49% 18199.04 18199.04
SPXL 2020-07-08 2020-07-10 $43.97 $43.81 Long 351.0 -0.36% 18143.22 18143.22
SPXL 2020-07-14 2020-07-27 $43.35 $46.80 Long 335.0 7.96% 19298.54 19298.54
SPXL 2020-08-04 2020-08-18 $49.49 $54.31 Long 331.0 9.74% 20894.08 20894.08
SPXL 2020-08-19 2020-08-21 $54.67 $54.09 Long 328.0 -1.07% 20701.75 20701.75
SPXL 2020-08-25 2020-09-04 $56.84 $57.72 Long 315.0 1.56% 20980.38 20980.38
SPXL 2020-10-06 2020-10-07 $54.64 $53.71 Long 339.0 -1.71% 20663.67 20663.67
SPXL 2020-10-08 2020-10-16 $55.94 $58.91 Long 328.0 5.29% 21635.12 21635.12
SPXL 2020-11-10 2020-11-20 $60.46 $62.38 Long 280.0 3.17% 22172.20 22172.20
SPXL 2020-11-25 2020-12-11 $65.30 $66.15 Long 297.0 1.31% 22426.06 22426.06
SPXL 2020-12-17 2020-12-22 $69.99 $68.77 Long 278.0 -1.73% 22088.57 22088.57
SPXL 2020-12-29 2021-01-05 $71.89 $68.58 Long 266.0 -4.60% 21209.39 21209.39
SPXL 2021-01-08 2021-01-19 $75.74 $74.29 Long 247.0 -1.92% 20850.37 20850.37
SPXL 2021-01-21 2021-01-27 $77.92 $75.30 Long 234.0 -3.36% 20237.70 20237.70
SPXL 2021-02-08 2021-02-19 $80.35 $82.09 Long 217.0 2.17% 20615.76 20615.76
SPXL 2021-03-15 2021-03-22 $82.74 $80.70 Long 216.0 -2.47% 20174.93 20174.93
SPXL 2021-03-30 2021-04-21 $83.34 $94.37 Long 206.0 13.24% 22447.23 22447.23
SPXL 2021-04-27 2021-05-03 $98.73 $99.72 Long 195.0 1.01% 22641.36 22641.36
SPXL 2021-05-04 2021-05-05 $97.36 $98.28 Long 194.0 0.94% 22818.43 22818.43
SPXL 2021-05-10 2021-05-12 $101.88 $93.83 Long 195.0 -7.91% 21247.91 21247.91
SPXL 2021-05-27 2021-06-04 $99.71 $100.04 Long 183.0 0.33% 21308.03 21308.03
SPXL 2021-06-08 2021-06-17 $101.74 $100.57 Long 179.0 -1.15% 21097.76 21097.76
SPXL 2021-06-24 2021-07-12 $103.80 $111.52 Long 175.0 7.44% 22448.50 22448.50
SPXL 2021-07-13 2021-07-19 $112.14 $104.41 Long 172.0 -6.89% 21119.20 21119.20
SPXL 2021-07-26 2021-08-03 $114.15 $113.38 Long 160.0 -0.68% 20994.91 20994.91
SPXL 2021-08-06 2021-08-18 $116.19 $116.79 Long 156.0 0.52% 21089.68 21089.68
SPXL 2021-08-24 2021-09-08 $120.72 $122.87 Long 152.0 1.78% 21416.67 21416.67
SPXL 2021-10-18 2021-11-11 $117.39 $134.73 Long 155.0 14.77% 24104.26 24104.26
SPXL 2021-11-17 2021-11-24 $138.00 $135.43 Long 151.0 -1.86% 23716.26 23716.26
SPXL 2021-12-13 2021-12-15 $137.91 $132.02 Long 147.0 -4.27% 22851.02 22851.02
SPXL 2021-12-27 2022-01-03 $140.43 $144.22 Long 142.0 2.70% 23388.89 23388.89
SPXL 2022-03-21 2022-04-04 $114.22 $120.44 Long 182.0 5.45% 24520.94 24520.94
SPXL 2022-07-21 2022-07-27 $74.12 $74.12 Long 286.0 0.00% 24520.94 24520.94
SPXL 2022-07-29 2022-08-22 $81.60 $86.73 Long 267.0 6.29% 25890.57 25890.57
SPXL 2022-10-31 2022-11-01 $65.97 $67.85 Long 352.0 2.86% 26554.52 26554.52
SPXL 2022-11-11 2022-11-18 $69.71 $70.64 Long 343.0 1.34% 26874.58 26874.58
SPXL 2022-11-25 2022-11-30 $72.68 $69.17 Long 321.0 -4.83% 25746.92 25746.92
SPXL 2022-12-02 2022-12-07 $72.44 $67.39 Long 288.0 -6.98% 24290.89 24290.89
SPXL 2023-01-12 2023-01-19 $68.91 $64.96 Long 311.0 -5.73% 23062.44 23062.44

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
HighLowSPXL 0.90 0.83 SPXL 2023-01-24 Hold Long 0.00% EOD