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 |