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 UDOW for all trades.
Trading happens on the next Open from the signal day.
Details
Metrics
| Metric | Measure |
|---|---|
| AccountName | default |
| NoOfTrades | 89.00 |
| NoOfWins | 47.00 |
| NoOfLosses | 42.00 |
| SharpRatio | 0.67 |
| SortinoRatio | 0.82 |
| GrossProfit | $10175.15 |
| FirstDate | 2016-03-14 |
| LastDate | 2022-04-25 |
| FirstEquity | $10000.00 |
| FinalEquity | $20175.15 |
| OpenEquity | $0.00 |
| LongEquity | $10175.15 |
| ShortEquity | $0.00 |
| PercentWins | 52.81% |
| AveWin | $646.23 |
| AveLoss | $-480.90 |
| AveWinLoss | 1.34 |
| Expectancy | 0.70% |
| AveDrawUp | 36.88% |
| AveDrawDown | -14.24% |
| MaxDrawDown | -25.68% |
| Kelly | 17.69% |
| Thrope | 63.27 |
| APR | 12.17% |
| CalmarRatio | 0.85 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| UDOW | 2016-03-14 | 2016-03-28 | $14.94 | $15.94 | Long | 575.0 | 6.72% | 10577.41 | 10577.41 |
| UDOW | 2016-03-31 | 2016-04-06 | $16.37 | $16.09 | Long | 548.0 | -1.70% | 10424.86 | 10424.86 |
| UDOW | 2016-04-13 | 2016-04-26 | $16.67 | $17.23 | Long | 554.0 | 3.32% | 10731.94 | 10731.94 |
| UDOW | 2016-05-27 | 2016-06-02 | $16.87 | $16.60 | Long | 540.0 | -1.59% | 10586.89 | 10586.89 |
| UDOW | 2016-06-07 | 2016-06-13 | $17.23 | $16.73 | Long | 535.0 | -2.89% | 10320.39 | 10320.39 |
| UDOW | 2016-07-07 | 2016-07-25 | $17.05 | $18.89 | Long | 531.0 | 10.77% | 11295.56 | 11295.56 |
| UDOW | 2016-08-11 | 2016-08-18 | $18.95 | $19.07 | Long | 512.0 | 0.63% | 11356.91 | 11356.91 |
| UDOW | 2016-08-25 | 2016-08-26 | $18.72 | $18.83 | Long | 510.0 | 0.56% | 11410.54 | 11410.54 |
| UDOW | 2016-11-15 | 2016-12-20 | $20.04 | $23.80 | Long | 483.0 | 18.74% | 13224.73 | 13224.73 |
| UDOW | 2016-12-22 | 2016-12-27 | $23.80 | $23.80 | Long | 472.0 | 0.03% | 13228.20 | 13228.20 |
| UDOW | 2017-01-05 | 2017-01-12 | $23.72 | $23.65 | Long | 478.0 | -0.30% | 13194.29 | 13194.29 |
| UDOW | 2017-01-27 | 2017-02-01 | $24.33 | $23.77 | Long | 463.0 | -2.31% | 12933.83 | 12933.83 |
| UDOW | 2017-02-06 | 2017-03-08 | $24.02 | $27.83 | Long | 463.0 | 15.87% | 14699.31 | 14699.31 |
| UDOW | 2017-03-17 | 2017-03-22 | $27.92 | $26.48 | Long | 448.0 | -5.15% | 14054.56 | 14054.56 |
| UDOW | 2017-05-17 | 2017-05-18 | $27.20 | $26.34 | Long | 427.0 | -3.17% | 13686.74 | 13686.74 |
| UDOW | 2017-05-26 | 2017-06-01 | $28.32 | $28.22 | Long | 412.0 | -0.36% | 13644.40 | 13644.40 |
| UDOW | 2017-06-05 | 2017-06-26 | $28.88 | $29.97 | Long | 406.0 | 3.79% | 14088.51 | 14088.51 |
| UDOW | 2017-07-05 | 2017-07-07 | $30.12 | $29.67 | Long | 404.0 | -1.50% | 13905.61 | 13905.61 |
| UDOW | 2017-07-13 | 2017-07-20 | $30.30 | $30.83 | Long | 394.0 | 1.78% | 14117.73 | 14117.73 |
| UDOW | 2017-07-21 | 2017-07-24 | $30.30 | $30.42 | Long | 391.0 | 0.42% | 14167.49 | 14167.49 |
| UDOW | 2017-07-27 | 2017-08-11 | $31.21 | $31.73 | Long | 390.0 | 1.68% | 14371.72 | 14371.72 |
| UDOW | 2017-08-16 | 2017-08-18 | $32.58 | $31.19 | Long | 377.0 | -4.27% | 13847.70 | 13847.70 |
| UDOW | 2017-09-05 | 2017-09-07 | $32.11 | $31.72 | Long | 364.0 | -1.22% | 13705.18 | 13705.18 |
| UDOW | 2017-09-13 | 2017-09-26 | $32.91 | $33.90 | Long | 355.0 | 3.00% | 14056.15 | 14056.15 |
| UDOW | 2017-10-02 | 2017-10-31 | $34.28 | $38.76 | Long | 353.0 | 13.06% | 15636.98 | 15636.98 |
| UDOW | 2017-11-02 | 2017-11-10 | $39.17 | $39.12 | Long | 339.0 | -0.15% | 15617.07 | 15617.07 |
| UDOW | 2017-11-24 | 2017-12-07 | $39.83 | $42.74 | Long | 332.0 | 7.30% | 16582.27 | 16582.27 |
| UDOW | 2017-12-12 | 2017-12-26 | $44.67 | $45.91 | Long | 321.0 | 2.80% | 16983.11 | 16983.11 |
| UDOW | 2018-01-02 | 2018-02-01 | $46.79 | $53.22 | Long | 309.0 | 13.75% | 18970.74 | 18970.74 |
| UDOW | 2018-02-28 | 2018-03-01 | $49.69 | $46.72 | Long | 318.0 | -5.97% | 18028.21 | 18028.21 |
| UDOW | 2018-05-23 | 2018-05-25 | $44.08 | $44.41 | Long | 334.0 | 0.77% | 18141.30 | 18141.30 |
| UDOW | 2018-06-07 | 2018-06-15 | $46.81 | $45.79 | Long | 343.0 | -2.18% | 17791.21 | 17791.21 |
| UDOW | 2018-07-12 | 2018-07-16 | $44.90 | $45.54 | Long | 346.0 | 1.43% | 18013.91 | 18013.91 |
| UDOW | 2018-07-26 | 2018-08-01 | $47.88 | $47.64 | Long | 331.0 | -0.51% | 17932.60 | 17932.60 |
| UDOW | 2018-08-07 | 2018-08-13 | $48.70 | $47.17 | Long | 321.0 | -3.13% | 17443.66 | 17443.66 |
| UDOW | 2018-08-20 | 2018-08-27 | $49.45 | $50.72 | Long | 308.0 | 2.55% | 17832.59 | 17832.59 |
| UDOW | 2018-08-28 | 2018-09-04 | $51.86 | $50.46 | Long | 300.0 | -2.70% | 17412.49 | 17412.49 |
| UDOW | 2018-09-14 | 2018-09-27 | $52.20 | $53.65 | Long | 287.0 | 2.79% | 17829.79 | 17829.79 |
| UDOW | 2018-10-03 | 2018-10-08 | $56.39 | $52.81 | Long | 278.0 | -6.35% | 16834.75 | 16834.75 |
| UDOW | 2019-02-14 | 2019-03-01 | $45.01 | $48.81 | Long | 315.0 | 8.43% | 18030.55 | 18030.55 |
| UDOW | 2019-03-21 | 2019-03-22 | $46.29 | $47.17 | Long | 325.0 | 1.90% | 18316.43 | 18316.43 |
| UDOW | 2019-04-02 | 2019-04-10 | $49.19 | $49.09 | Long | 321.0 | -0.21% | 18283.12 | 18283.12 |
| UDOW | 2019-04-15 | 2019-04-26 | $50.21 | $50.39 | Long | 312.0 | 0.34% | 18337.08 | 18337.08 |
| UDOW | 2019-07-02 | 2019-07-10 | $51.46 | $52.52 | Long | 298.0 | 2.07% | 18654.52 | 18654.52 |
| UDOW | 2019-07-12 | 2019-07-19 | $54.20 | $55.17 | Long | 301.0 | 1.79% | 18946.81 | 18946.81 |
| UDOW | 2019-07-25 | 2019-07-26 | $54.70 | $54.19 | Long | 297.0 | -0.94% | 18793.78 | 18793.78 |
| UDOW | 2019-10-17 | 2019-10-22 | $52.68 | $51.45 | Long | 307.0 | -2.33% | 18416.56 | 18416.56 |
| UDOW | 2019-10-29 | 2019-11-22 | $52.51 | $57.28 | Long | 298.0 | 9.09% | 19838.37 | 19838.37 |
| UDOW | 2019-11-26 | 2019-12-03 | $58.96 | $55.43 | Long | 291.0 | -5.99% | 18810.40 | 18810.40 |
| UDOW | 2019-12-12 | 2019-12-13 | $57.77 | $59.25 | Long | 279.0 | 2.56% | 19223.71 | 19223.71 |
| UDOW | 2019-12-16 | 2019-12-31 | $59.96 | $60.87 | Long | 277.0 | 1.52% | 19476.04 | 19476.04 |
| UDOW | 2020-01-06 | 2020-01-07 | $61.07 | $62.39 | Long | 269.0 | 2.15% | 19830.00 | 19830.00 |
| UDOW | 2020-01-08 | 2020-01-24 | $61.74 | $66.46 | Long | 271.0 | 7.64% | 21108.33 | 21108.33 |
| UDOW | 2020-02-10 | 2020-02-19 | $64.43 | $66.76 | Long | 272.0 | 3.61% | 21741.75 | 21741.75 |
| UDOW | 2020-05-21 | 2020-05-26 | $27.78 | $29.58 | Long | 670.0 | 6.46% | 22945.22 | 22945.22 |
| UDOW | 2020-05-27 | 2020-06-12 | $30.65 | $31.67 | Long | 663.0 | 3.34% | 23624.79 | 23624.79 |
| UDOW | 2020-07-15 | 2020-07-27 | $35.90 | $33.70 | Long | 628.0 | -6.14% | 22240.46 | 22240.46 |
| UDOW | 2020-08-05 | 2020-08-18 | $35.70 | $39.36 | Long | 554.0 | 10.24% | 24266.62 | 24266.62 |
| UDOW | 2020-08-25 | 2020-09-08 | $41.76 | $39.26 | Long | 509.0 | -5.99% | 22992.66 | 22992.66 |
| UDOW | 2020-10-05 | 2020-10-16 | $39.22 | $42.30 | Long | 527.0 | 7.85% | 24615.88 | 24615.88 |
| UDOW | 2020-11-12 | 2020-11-16 | $44.45 | $47.62 | Long | 455.0 | 7.13% | 26058.09 | 26058.09 |
| UDOW | 2020-11-17 | 2020-11-20 | $46.69 | $45.53 | Long | 467.0 | -2.48% | 25516.65 | 25516.65 |
| UDOW | 2020-11-25 | 2020-12-02 | $48.16 | $46.75 | Long | 457.0 | -2.91% | 24875.38 | 24875.38 |
| UDOW | 2020-12-07 | 2020-12-11 | $48.98 | $47.82 | Long | 438.0 | -2.36% | 24369.74 | 24369.74 |
| UDOW | 2020-12-17 | 2020-12-22 | $49.64 | $49.20 | Long | 422.0 | -0.89% | 24182.86 | 24182.86 |
| UDOW | 2020-12-29 | 2021-01-05 | $50.96 | $49.13 | Long | 412.0 | -3.59% | 23429.62 | 23429.62 |
| UDOW | 2021-01-08 | 2021-01-19 | $53.78 | $53.34 | Long | 377.0 | -0.82% | 23262.47 | 23262.47 |
| UDOW | 2021-01-22 | 2021-01-26 | $53.06 | $53.42 | Long | 366.0 | 0.69% | 23395.57 | 23395.57 |
| UDOW | 2021-02-09 | 2021-02-24 | $54.54 | $55.56 | Long | 368.0 | 1.87% | 23771.38 | 23771.38 |
| UDOW | 2021-02-26 | 2021-03-01 | $55.36 | $54.78 | Long | 348.0 | -1.03% | 23572.02 | 23572.02 |
| UDOW | 2021-03-11 | 2021-03-22 | $60.68 | $61.32 | Long | 344.0 | 1.06% | 23793.08 | 23793.08 |
| UDOW | 2021-03-30 | 2021-04-22 | $64.57 | $70.49 | Long | 320.0 | 9.17% | 25687.13 | 25687.13 |
| UDOW | 2021-04-27 | 2021-04-28 | $69.55 | $69.31 | Long | 311.0 | -0.34% | 25612.69 | 25612.69 |
| UDOW | 2021-05-04 | 2021-05-13 | $69.72 | $67.27 | Long | 312.0 | -3.52% | 24847.25 | 24847.25 |
| UDOW | 2021-05-26 | 2021-06-04 | $72.06 | $74.24 | Long | 291.0 | 3.02% | 25479.91 | 25479.91 |
| UDOW | 2021-06-08 | 2021-06-09 | $73.97 | $73.88 | Long | 290.0 | -0.12% | 25453.88 | 25453.88 |
| UDOW | 2021-07-01 | 2021-07-09 | $73.41 | $73.89 | Long | 305.0 | 0.65% | 25599.99 | 25599.99 |
| UDOW | 2021-07-13 | 2021-07-19 | $75.72 | $70.85 | Long | 292.0 | -6.43% | 24178.16 | 24178.16 |
| UDOW | 2021-07-27 | 2021-08-03 | $75.88 | $75.26 | Long | 272.0 | -0.82% | 24009.90 | 24009.90 |
| UDOW | 2021-08-09 | 2021-08-18 | $76.82 | $77.46 | Long | 267.0 | 0.83% | 24180.40 | 24180.40 |
| UDOW | 2021-08-26 | 2021-08-30 | $79.05 | $79.29 | Long | 263.0 | 0.30% | 24243.38 | 24243.38 |
| UDOW | 2021-08-31 | 2021-09-02 | $78.51 | $79.15 | Long | 261.0 | 0.81% | 24410.05 | 24410.05 |
| UDOW | 2021-09-07 | 2021-09-08 | $78.38 | $76.51 | Long | 266.0 | -2.38% | 23913.73 | 23913.73 |
| UDOW | 2021-11-02 | 2021-11-12 | $82.03 | $82.84 | Long | 249.0 | 0.99% | 24115.02 | 24115.02 |
| UDOW | 2021-11-17 | 2021-11-19 | $83.29 | $81.30 | Long | 246.0 | -2.38% | 23626.45 | 23626.45 |
| UDOW | 2021-12-13 | 2021-12-15 | $81.79 | $79.30 | Long | 246.0 | -3.04% | 23015.12 | 23015.12 |
| UDOW | 2022-01-05 | 2022-01-07 | $87.65 | $83.52 | Long | 225.0 | -4.71% | 22086.44 | 22086.44 |
| UDOW | 2022-01-14 | 2022-01-18 | $80.92 | $78.96 | Long | 221.0 | -2.42% | 21653.55 | 21653.55 |
| UDOW | 2022-04-22 | 2022-04-25 | $72.17 | $66.01 | Long | 240.0 | -8.54% | 20175.15 | 20175.15 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowUDOW | 0.90 | 0.00 | Out | EOD |