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 |