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 | 118.00 |
| NoOfWins | 65.00 |
| NoOfLosses | 53.00 |
| SharpRatio | 0.73 |
| SortinoRatio | 0.91 |
| GrossProfit | $15448.89 |
| FirstDate | 2016-03-02 |
| LastDate | 2023-04-21 |
| FirstEquity | $10000.00 |
| FinalEquity | $25448.89 |
| OpenEquity | $0.00 |
| LongEquity | $15448.89 |
| ShortEquity | $0.00 |
| PercentWins | 55.08% |
| AveWin | 4.16% |
| AveLoss | -2.80% |
| AveWinLoss | 1.48 |
| Expectancy | 1.03% |
| AveDrawUp | 33.25% |
| AveDrawDown | -11.58% |
| MaxDrawDown | -18.30% |
| Kelly | 24.81% |
| Thorpe | 65.96 |
| Rachev | 0.82 |
| APR | 13.99% |
| CalmarRatio | 1.21 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPXL | 2016-03-02 | 2016-03-10 | $17.19 | $17.75 | Long | 518.0 | 3.30% | 10293.93 | 10293.93 |
| SPXL | 2016-03-14 | 2016-03-28 | $18.31 | $18.99 | Long | 486.0 | 3.74% | 10626.44 | 10626.44 |
| SPXL | 2016-03-31 | 2016-04-06 | $19.62 | $19.14 | Long | 460.0 | -2.44% | 10406.24 | 10406.24 |
| SPXL | 2016-04-14 | 2016-04-25 | $20.22 | $20.24 | Long | 447.0 | 0.07% | 10412.50 | 10412.50 |
| SPXL | 2016-05-27 | 2016-06-03 | $20.50 | $20.71 | Long | 434.0 | 1.03% | 10503.71 | 10503.71 |
| SPXL | 2016-06-07 | 2016-06-13 | $21.08 | $20.41 | Long | 431.0 | -3.21% | 10211.85 | 10211.85 |
| SPXL | 2016-07-07 | 2016-07-27 | $20.69 | $22.86 | Long | 435.0 | 10.46% | 11153.46 | 11153.46 |
| SPXL | 2016-08-01 | 2016-08-03 | $22.87 | $22.30 | Long | 421.0 | -2.49% | 10913.59 | 10913.59 |
| SPXL | 2016-08-08 | 2016-08-18 | $23.22 | $23.17 | Long | 408.0 | -0.22% | 10892.63 | 10892.63 |
| SPXL | 2016-08-24 | 2016-08-26 | $23.32 | $23.01 | Long | 397.0 | -1.31% | 10771.19 | 10771.19 |
| SPXL | 2016-09-09 | 2016-09-12 | $22.70 | $21.25 | Long | 396.0 | -6.37% | 10198.80 | 10198.80 |
| SPXL | 2016-11-11 | 2016-12-02 | $22.44 | $23.52 | Long | 381.0 | 4.82% | 10610.72 | 10610.72 |
| SPXL | 2016-12-07 | 2016-12-19 | $24.12 | $25.79 | Long | 377.0 | 6.92% | 11240.15 | 11240.15 |
| SPXL | 2016-12-22 | 2016-12-23 | $25.88 | $25.81 | Long | 367.0 | -0.28% | 11213.59 | 11213.59 |
| SPXL | 2017-01-05 | 2017-01-13 | $26.07 | $26.20 | Long | 371.0 | 0.52% | 11263.83 | 11263.83 |
| SPXL | 2017-01-26 | 2017-02-01 | $27.09 | $26.67 | Long | 358.0 | -1.54% | 11114.20 | 11114.20 |
| SPXL | 2017-02-06 | 2017-03-07 | $26.86 | $29.86 | Long | 354.0 | 11.17% | 12176.40 | 12176.40 |
| SPXL | 2017-03-14 | 2017-03-15 | $29.76 | $29.91 | Long | 347.0 | 0.50% | 12228.26 | 12228.26 |
| SPXL | 2017-03-16 | 2017-03-22 | $30.50 | $28.84 | Long | 349.0 | -5.45% | 11648.02 | 11648.02 |
| SPXL | 2017-04-26 | 2017-05-04 | $30.47 | $30.55 | Long | 329.0 | 0.28% | 11676.44 | 11676.44 |
| SPXL | 2017-05-08 | 2017-05-12 | $30.90 | $30.62 | Long | 325.0 | -0.91% | 11585.38 | 11585.38 |
| SPXL | 2017-05-17 | 2017-05-18 | $30.20 | $29.26 | Long | 317.0 | -3.09% | 11289.29 | 11289.29 |
| SPXL | 2017-05-26 | 2017-06-09 | $31.51 | $32.45 | Long | 307.0 | 2.96% | 11576.03 | 11576.03 |
| SPXL | 2017-06-15 | 2017-06-16 | $31.85 | $32.37 | Long | 302.0 | 1.64% | 11734.00 | 11734.00 |
| SPXL | 2017-06-20 | 2017-06-23 | $32.91 | $32.39 | Long | 307.0 | -1.56% | 11576.29 | 11576.29 |
| SPXL | 2017-07-14 | 2017-07-31 | $32.86 | $34.00 | Long | 302.0 | 3.47% | 11920.42 | 11920.42 |
| SPXL | 2017-08-07 | 2017-08-10 | $34.01 | $33.50 | Long | 299.0 | -1.48% | 11769.61 | 11769.61 |
| SPXL | 2017-09-05 | 2017-09-07 | $33.72 | $33.71 | Long | 295.0 | -0.03% | 11766.86 | 11766.86 |
| SPXL | 2017-09-12 | 2017-09-25 | $34.63 | $34.89 | Long | 295.0 | 0.73% | 11841.25 | 11841.25 |
| SPXL | 2017-09-29 | 2017-10-26 | $35.35 | $37.70 | Long | 288.0 | 6.63% | 12516.45 | 12516.45 |
| SPXL | 2017-10-31 | 2017-11-10 | $38.22 | $38.40 | Long | 280.0 | 0.46% | 12566.14 | 12566.14 |
| SPXL | 2017-11-20 | 2017-12-07 | $38.50 | $40.67 | Long | 278.0 | 5.63% | 13168.55 | 13168.55 |
| SPXL | 2017-12-12 | 2017-12-26 | $42.31 | $43.11 | Long | 269.0 | 1.89% | 13383.92 | 13383.92 |
| SPXL | 2018-01-02 | 2018-01-03 | $43.42 | $43.95 | Long | 261.0 | 1.21% | 13520.74 | 13520.74 |
| SPXL | 2018-01-04 | 2018-02-01 | $45.02 | $49.79 | Long | 263.0 | 10.59% | 14774.34 | 14774.34 |
| SPXL | 2018-03-12 | 2018-03-15 | $47.67 | $45.96 | Long | 275.0 | -3.58% | 14304.48 | 14304.48 |
| SPXL | 2018-04-18 | 2018-04-20 | $43.09 | $42.16 | Long | 288.0 | -2.16% | 14036.08 | 14036.08 |
| SPXL | 2018-05-11 | 2018-05-17 | $43.44 | $43.33 | Long | 281.0 | -0.27% | 14003.34 | 14003.34 |
| SPXL | 2018-05-18 | 2018-05-21 | $43.15 | $43.80 | Long | 276.0 | 1.51% | 14182.86 | 14182.86 |
| SPXL | 2018-05-23 | 2018-05-25 | $42.90 | $43.37 | Long | 273.0 | 1.11% | 14312.72 | 14312.72 |
| SPXL | 2018-06-04 | 2018-06-18 | $44.37 | $45.34 | Long | 281.0 | 2.17% | 14582.78 | 14582.78 |
| SPXL | 2018-07-11 | 2018-07-24 | $45.88 | $48.09 | Long | 267.0 | 4.80% | 15171.34 | 15171.34 |
| SPXL | 2018-07-25 | 2018-07-31 | $47.90 | $47.60 | Long | 269.0 | -0.63% | 15090.36 | 15090.36 |
| SPXL | 2018-08-06 | 2018-08-13 | $48.91 | $48.79 | Long | 266.0 | -0.26% | 15056.78 | 15056.78 |
| SPXL | 2018-08-20 | 2018-09-05 | $49.82 | $51.71 | Long | 263.0 | 3.80% | 15554.79 | 15554.79 |
| SPXL | 2018-09-13 | 2018-09-26 | $52.14 | $53.03 | Long | 258.0 | 1.72% | 15786.22 | 15786.22 |
| SPXL | 2018-10-02 | 2018-10-05 | $53.33 | $52.28 | Long | 251.0 | -1.95% | 15524.88 | 15524.88 |
| SPXL | 2018-12-04 | 2018-12-06 | $44.83 | $38.92 | Long | 289.0 | -13.18% | 13817.85 | 13817.85 |
| SPXL | 2019-01-22 | 2019-01-23 | $37.84 | $37.51 | Long | 311.0 | -0.88% | 13714.29 | 13714.29 |
| SPXL | 2019-01-28 | 2019-01-30 | $37.19 | $37.87 | Long | 307.0 | 1.84% | 13924.76 | 13924.76 |
| SPXL | 2019-01-31 | 2019-02-11 | $38.90 | $40.43 | Long | 314.0 | 3.93% | 14404.49 | 14404.49 |
| SPXL | 2019-02-13 | 2019-03-01 | $42.13 | $44.51 | Long | 300.0 | 5.65% | 15118.45 | 15118.45 |
| SPXL | 2019-03-04 | 2019-03-05 | $45.05 | $44.06 | Long | 290.0 | -2.20% | 14831.60 | 14831.60 |
| SPXL | 2019-03-15 | 2019-03-22 | $45.00 | $46.19 | Long | 282.0 | 2.63% | 15165.78 | 15165.78 |
| SPXL | 2019-04-02 | 2019-04-11 | $47.45 | $48.76 | Long | 277.0 | 2.77% | 15529.30 | 15529.30 |
| SPXL | 2019-04-12 | 2019-04-22 | $49.33 | $48.85 | Long | 272.0 | -0.97% | 15398.77 | 15398.77 |
| SPXL | 2019-04-24 | 2019-05-03 | $50.65 | $50.55 | Long | 265.0 | -0.21% | 15370.22 | 15370.22 |
| SPXL | 2019-06-11 | 2019-06-14 | $48.93 | $48.02 | Long | 273.0 | -1.86% | 15121.57 | 15121.57 |
| SPXL | 2019-06-19 | 2019-06-27 | $49.65 | $49.65 | Long | 263.0 | -0.01% | 15120.22 | 15120.22 |
| SPXL | 2019-07-02 | 2019-07-10 | $51.82 | $53.21 | Long | 246.0 | 2.68% | 15461.91 | 15461.91 |
| SPXL | 2019-07-11 | 2019-07-18 | $53.72 | $52.47 | Long | 248.0 | -2.33% | 15151.64 | 15151.64 |
| SPXL | 2019-07-25 | 2019-08-01 | $54.43 | $52.53 | Long | 242.0 | -3.49% | 14691.54 | 14691.54 |
| SPXL | 2019-09-06 | 2019-09-12 | $51.75 | $53.29 | Long | 246.0 | 2.99% | 15072.01 | 15072.01 |
| SPXL | 2019-09-13 | 2019-09-18 | $53.56 | $52.85 | Long | 241.0 | -1.32% | 14901.07 | 14901.07 |
| SPXL | 2019-09-23 | 2019-09-24 | $51.96 | $52.96 | Long | 238.0 | 1.91% | 15137.87 | 15137.87 |
| SPXL | 2019-10-17 | 2019-11-22 | $52.65 | $58.51 | Long | 248.0 | 11.13% | 16591.48 | 16591.48 |
| SPXL | 2019-11-26 | 2019-12-04 | $59.85 | $58.18 | Long | 240.0 | -2.80% | 16189.56 | 16189.56 |
| SPXL | 2019-12-09 | 2020-01-02 | $60.27 | $66.36 | Long | 230.0 | 10.11% | 17591.44 | 17591.44 |
| SPXL | 2020-01-06 | 2020-01-07 | $64.40 | $66.02 | Long | 231.0 | 2.52% | 17966.12 | 17966.12 |
| SPXL | 2020-01-08 | 2020-01-27 | $65.94 | $65.66 | Long | 232.0 | -0.42% | 17901.87 | 17901.87 |
| SPXL | 2020-02-10 | 2020-02-19 | $70.48 | $74.62 | Long | 214.0 | 5.88% | 18788.69 | 18788.69 |
| SPXL | 2020-02-20 | 2020-02-21 | $74.61 | $73.10 | Long | 215.0 | -2.03% | 18463.35 | 18463.35 |
| SPXL | 2020-05-08 | 2020-05-14 | $35.51 | $31.11 | Long | 460.0 | -12.37% | 16443.37 | 16443.37 |
| SPXL | 2020-05-19 | 2020-06-12 | $36.49 | $40.99 | Long | 390.0 | 12.30% | 18194.54 | 18194.54 |
| SPXL | 2020-06-19 | 2020-06-22 | $43.93 | $41.39 | Long | 373.0 | -5.79% | 3297.84 | 17609.75 |
| SPXL | 2020-06-22 | 2020-06-23 | $41.39 | $43.66 | Long | 337.0 | 5.49% | 18011.80 | 18011.80 |
| SPXL | 2020-07-08 | 2020-07-10 | $43.80 | $43.64 | Long | 349.0 | -0.36% | 17956.52 | 17956.52 |
| SPXL | 2020-07-14 | 2020-07-27 | $43.19 | $46.62 | Long | 333.0 | 7.96% | 19100.54 | 19100.54 |
| SPXL | 2020-08-04 | 2020-08-18 | $49.30 | $54.11 | Long | 329.0 | 9.74% | 20680.36 | 20680.36 |
| SPXL | 2020-08-19 | 2020-08-21 | $54.46 | $53.88 | Long | 326.0 | -1.07% | 20489.93 | 20489.93 |
| SPXL | 2020-08-25 | 2020-09-04 | $56.62 | $57.50 | Long | 313.0 | 1.56% | 20765.73 | 20765.73 |
| SPXL | 2020-10-06 | 2020-10-07 | $54.43 | $53.50 | Long | 337.0 | -1.71% | 20452.10 | 20452.10 |
| SPXL | 2020-10-08 | 2020-10-16 | $55.73 | $58.68 | Long | 326.0 | 5.29% | 21413.92 | 21413.92 |
| SPXL | 2020-11-10 | 2020-11-20 | $60.23 | $62.14 | Long | 279.0 | 3.17% | 21947.04 | 21947.04 |
| SPXL | 2020-11-25 | 2020-12-11 | $65.05 | $65.90 | Long | 295.0 | 1.31% | 22198.22 | 22198.22 |
| SPXL | 2020-12-17 | 2020-12-22 | $69.72 | $68.51 | Long | 276.0 | -1.73% | 21864.44 | 21864.44 |
| SPXL | 2020-12-29 | 2021-01-05 | $71.61 | $68.32 | Long | 265.0 | -4.60% | 20991.92 | 20991.92 |
| SPXL | 2021-01-08 | 2021-01-19 | $75.45 | $74.00 | Long | 246.0 | -1.92% | 20635.73 | 20635.73 |
| SPXL | 2021-01-21 | 2021-01-27 | $77.62 | $75.01 | Long | 233.0 | -3.36% | 20028.01 | 20028.01 |
| SPXL | 2021-02-08 | 2021-02-19 | $80.04 | $81.78 | Long | 215.0 | 2.17% | 20401.15 | 20401.15 |
| SPXL | 2021-03-15 | 2021-03-22 | $82.42 | $80.39 | Long | 215.0 | -2.47% | 19964.05 | 19964.05 |
| SPXL | 2021-03-30 | 2021-04-21 | $83.02 | $94.01 | Long | 205.0 | 13.24% | 22216.66 | 22216.66 |
| SPXL | 2021-04-27 | 2021-05-03 | $98.35 | $99.34 | Long | 193.0 | 1.01% | 22408.06 | 22408.06 |
| SPXL | 2021-05-04 | 2021-05-05 | $96.99 | $97.90 | Long | 192.0 | 0.94% | 22582.63 | 22582.63 |
| SPXL | 2021-05-10 | 2021-05-12 | $101.49 | $93.47 | Long | 193.0 | -7.91% | 21034.18 | 21034.18 |
| SPXL | 2021-05-27 | 2021-06-04 | $99.33 | $99.66 | Long | 182.0 | 0.33% | 21093.74 | 21093.74 |
| SPXL | 2021-06-08 | 2021-06-17 | $101.35 | $100.18 | Long | 178.0 | -1.15% | 20885.44 | 20885.44 |
| SPXL | 2021-06-24 | 2021-07-12 | $103.40 | $111.09 | Long | 174.0 | 7.44% | 22223.32 | 22223.32 |
| SPXL | 2021-07-13 | 2021-07-19 | $111.71 | $104.01 | Long | 171.0 | -6.89% | 20906.81 | 20906.81 |
| SPXL | 2021-07-26 | 2021-08-03 | $113.72 | $112.94 | Long | 159.0 | -0.68% | 20783.76 | 20783.76 |
| SPXL | 2021-08-06 | 2021-08-18 | $115.74 | $116.35 | Long | 155.0 | 0.52% | 20877.57 | 20877.57 |
| SPXL | 2021-08-24 | 2021-09-08 | $120.26 | $122.40 | Long | 151.0 | 1.78% | 21201.16 | 21201.16 |
| SPXL | 2021-10-18 | 2021-11-11 | $116.94 | $134.21 | Long | 154.0 | 14.77% | 23861.18 | 23861.18 |
| SPXL | 2021-11-17 | 2021-11-24 | $137.47 | $134.91 | Long | 150.0 | -1.86% | 23477.23 | 23477.23 |
| SPXL | 2021-12-13 | 2021-12-15 | $137.38 | $131.52 | Long | 146.0 | -4.27% | 22621.17 | 22621.17 |
| SPXL | 2021-12-27 | 2022-01-03 | $139.89 | $143.66 | Long | 141.0 | 2.70% | 23153.21 | 23153.21 |
| SPXL | 2022-03-21 | 2022-04-04 | $113.79 | $119.98 | Long | 181.0 | 5.45% | 24274.72 | 24274.72 |
| SPXL | 2022-07-21 | 2022-07-27 | $73.84 | $73.84 | Long | 284.0 | 0.00% | 24274.72 | 24274.72 |
| SPXL | 2022-07-29 | 2022-08-22 | $81.28 | $86.39 | Long | 266.0 | 6.29% | 25633.99 | 25633.99 |
| SPXL | 2022-10-31 | 2022-11-01 | $65.71 | $67.59 | Long | 350.0 | 2.86% | 26291.64 | 26291.64 |
| SPXL | 2022-11-11 | 2022-11-18 | $69.44 | $70.37 | Long | 341.0 | 1.34% | 26608.62 | 26608.62 |
| SPXL | 2022-11-25 | 2022-11-30 | $72.41 | $68.91 | Long | 319.0 | -4.83% | 25492.28 | 25492.28 |
| SPXL | 2022-12-02 | 2022-12-07 | $72.17 | $67.13 | Long | 287.0 | -6.98% | 24046.86 | 24046.86 |
| SPXL | 2023-01-12 | 2023-01-19 | $68.65 | $64.71 | Long | 309.0 | -5.73% | 22830.99 | 22830.99 |
| SPXL | 2023-01-25 | 2023-02-08 | $67.84 | $76.56 | Long | 281.0 | 12.85% | 25280.32 | 25280.32 |
| SPXL | 2023-02-16 | 2023-02-17 | $73.85 | $72.34 | Long | 289.0 | -2.04% | 24845.60 | 24845.60 |
| SPXL | 2023-03-31 | 2023-04-10 | $70.71 | $71.48 | Long | 301.0 | 1.09% | 25077.37 | 25077.37 |
| SPXL | 2023-04-13 | 2023-04-21 | $72.80 | $74.09 | Long | 288.0 | 1.77% | 25448.89 | 25448.89 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowSPXL | 0.90 | 0.00 | Out | EOD |