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 | 119.00 |
| NoOfWins | 63.00 |
| NoOfLosses | 56.00 |
| SharpRatio | 0.70 |
| SortinoRatio | 0.86 |
| GrossProfit | $13751.22 |
| FirstDate | 2016-02-29 |
| LastDate | 2023-01-19 |
| FirstEquity | $10000.00 |
| FinalEquity | $23751.22 |
| OpenEquity | $20451.87 |
| LongEquity | $13751.22 |
| ShortEquity | $0.00 |
| PercentWins | 52.94% |
| AveWin | 4.33% |
| AveLoss | -2.87% |
| AveWinLoss | 1.51 |
| Expectancy | 0.94% |
| AveDrawUp | 38.05% |
| AveDrawDown | -17.81% |
| MaxDrawDown | -29.71% |
| Kelly | 21.76% |
| Thorpe | 60.24 |
| APR | 13.38% |
| CalmarRatio | 0.75 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| UDOW | 2016-02-29 | 2016-03-01 | $13.46 | $13.42 | Long | 617.0 | -0.25% | 9979.13 | 9979.13 |
| UDOW | 2016-03-02 | 2016-03-11 | $13.86 | $14.74 | Long | 635.0 | 6.35% | 10537.70 | 10537.70 |
| UDOW | 2016-03-14 | 2016-03-28 | $14.81 | $15.81 | Long | 611.0 | 6.72% | 11146.14 | 11146.14 |
| UDOW | 2016-03-31 | 2016-04-06 | $16.24 | $15.96 | Long | 583.0 | -1.70% | 10985.20 | 10985.20 |
| UDOW | 2016-04-13 | 2016-04-26 | $16.53 | $17.08 | Long | 589.0 | 3.32% | 11308.96 | 11308.96 |
| UDOW | 2016-05-27 | 2016-06-02 | $16.72 | $16.46 | Long | 574.0 | -1.59% | 11156.07 | 11156.07 |
| UDOW | 2016-06-07 | 2016-06-13 | $17.08 | $16.59 | Long | 568.0 | -2.89% | 10875.49 | 10875.49 |
| UDOW | 2016-07-07 | 2016-07-25 | $16.91 | $18.73 | Long | 565.0 | 10.77% | 11904.44 | 11904.44 |
| UDOW | 2016-08-11 | 2016-08-18 | $18.79 | $18.91 | Long | 545.0 | 0.63% | 11969.20 | 11969.20 |
| UDOW | 2016-08-25 | 2016-08-26 | $18.57 | $18.67 | Long | 543.0 | 0.56% | 12025.82 | 12025.82 |
| UDOW | 2016-11-10 | 2016-12-20 | $19.25 | $23.60 | Long | 580.0 | 22.60% | 14549.06 | 14549.06 |
| UDOW | 2016-12-22 | 2016-12-27 | $23.60 | $23.60 | Long | 524.0 | 0.03% | 14552.87 | 14552.87 |
| UDOW | 2017-01-05 | 2017-01-12 | $23.52 | $23.45 | Long | 530.0 | -0.30% | 14515.59 | 14515.59 |
| UDOW | 2017-01-27 | 2017-02-01 | $24.13 | $23.57 | Long | 514.0 | -2.31% | 14228.85 | 14228.85 |
| UDOW | 2017-02-06 | 2017-03-08 | $23.82 | $27.60 | Long | 513.0 | 15.87% | 16168.67 | 16168.67 |
| UDOW | 2017-03-17 | 2017-03-22 | $27.69 | $26.26 | Long | 497.0 | -5.15% | 15459.36 | 15459.36 |
| UDOW | 2017-04-26 | 2017-05-02 | $27.74 | $27.39 | Long | 482.0 | -1.27% | 15289.76 | 15289.76 |
| UDOW | 2017-05-09 | 2017-05-12 | $27.78 | $27.34 | Long | 473.0 | -1.58% | 15082.00 | 15082.00 |
| UDOW | 2017-05-17 | 2017-05-18 | $26.97 | $26.12 | Long | 462.0 | -3.17% | 14687.36 | 14687.36 |
| UDOW | 2017-05-26 | 2017-06-01 | $28.09 | $27.99 | Long | 446.0 | -0.36% | 14641.90 | 14641.90 |
| UDOW | 2017-06-05 | 2017-06-26 | $28.64 | $29.72 | Long | 439.0 | 3.79% | 15118.10 | 15118.10 |
| UDOW | 2017-07-05 | 2017-07-07 | $29.87 | $29.42 | Long | 437.0 | -1.50% | 14921.91 | 14921.91 |
| UDOW | 2017-07-13 | 2017-07-20 | $30.04 | $30.58 | Long | 426.0 | 1.78% | 15149.35 | 15149.35 |
| UDOW | 2017-07-21 | 2017-07-24 | $30.04 | $30.17 | Long | 423.0 | 0.42% | 15202.73 | 15202.73 |
| UDOW | 2017-07-27 | 2017-08-11 | $30.95 | $31.47 | Long | 422.0 | 1.68% | 15421.88 | 15421.88 |
| UDOW | 2017-08-16 | 2017-08-18 | $32.31 | $30.93 | Long | 408.0 | -4.27% | 14859.50 | 14859.50 |
| UDOW | 2017-09-05 | 2017-09-07 | $31.84 | $31.45 | Long | 394.0 | -1.22% | 14706.52 | 14706.52 |
| UDOW | 2017-09-13 | 2017-09-26 | $32.63 | $33.62 | Long | 384.0 | 3.00% | 15082.99 | 15082.99 |
| UDOW | 2017-10-02 | 2017-10-31 | $33.99 | $38.43 | Long | 382.0 | 13.06% | 16779.42 | 16779.42 |
| UDOW | 2017-11-02 | 2017-11-10 | $38.85 | $38.79 | Long | 367.0 | -0.15% | 16758.05 | 16758.05 |
| UDOW | 2017-11-24 | 2017-12-07 | $39.50 | $42.39 | Long | 359.0 | 7.30% | 17793.03 | 17793.03 |
| UDOW | 2017-12-12 | 2017-12-26 | $44.29 | $45.53 | Long | 347.0 | 2.80% | 18222.72 | 18222.72 |
| UDOW | 2018-01-02 | 2018-02-01 | $46.40 | $52.77 | Long | 334.0 | 13.75% | 20353.25 | 20353.25 |
| UDOW | 2018-04-18 | 2018-04-20 | $44.30 | $43.58 | Long | 392.0 | -1.61% | 20072.84 | 20072.84 |
| UDOW | 2018-05-11 | 2018-05-17 | $43.90 | $43.93 | Long | 398.0 | 0.07% | 20084.46 | 20084.46 |
| UDOW | 2018-05-22 | 2018-05-25 | $45.68 | $44.04 | Long | 381.0 | -3.59% | 19459.66 | 19459.66 |
| UDOW | 2018-06-07 | 2018-06-15 | $46.42 | $45.41 | Long | 371.0 | -2.18% | 19084.15 | 19084.15 |
| UDOW | 2018-07-12 | 2018-07-24 | $44.52 | $45.82 | Long | 375.0 | 2.91% | 19570.18 | 19570.18 |
| UDOW | 2018-07-25 | 2018-08-01 | $46.01 | $47.24 | Long | 365.0 | 2.67% | 20018.35 | 20018.35 |
| UDOW | 2018-08-07 | 2018-08-13 | $48.29 | $46.78 | Long | 361.0 | -3.13% | 19473.07 | 19473.07 |
| UDOW | 2018-08-20 | 2018-08-27 | $49.04 | $50.29 | Long | 347.0 | 2.55% | 19907.59 | 19907.59 |
| UDOW | 2018-08-28 | 2018-09-04 | $51.43 | $50.04 | Long | 338.0 | -2.70% | 19438.23 | 19438.23 |
| UDOW | 2018-09-14 | 2018-09-27 | $51.76 | $53.20 | Long | 324.0 | 2.79% | 19905.40 | 19905.40 |
| UDOW | 2018-10-03 | 2018-10-08 | $55.92 | $52.37 | Long | 313.0 | -6.35% | 18794.43 | 18794.43 |
| UDOW | 2018-11-08 | 2018-11-13 | $50.55 | $46.08 | Long | 329.0 | -8.84% | 17323.51 | 17323.51 |
| UDOW | 2018-12-04 | 2018-12-06 | $47.99 | $41.73 | Long | 299.0 | -13.04% | 15451.70 | 15451.70 |
| UDOW | 2019-01-22 | 2019-01-23 | $40.29 | $40.68 | Long | 326.0 | 0.95% | 15576.02 | 15576.02 |
| UDOW | 2019-01-24 | 2019-01-30 | $40.30 | $41.74 | Long | 327.0 | 3.57% | 16046.04 | 16046.04 |
| UDOW | 2019-01-31 | 2019-02-11 | $41.93 | $43.45 | Long | 328.0 | 3.63% | 16544.75 | 16544.75 |
| UDOW | 2019-02-14 | 2019-03-01 | $44.64 | $48.40 | Long | 313.0 | 8.43% | 17723.04 | 17723.04 |
| UDOW | 2019-03-21 | 2019-03-22 | $45.90 | $46.77 | Long | 322.0 | 1.90% | 18003.93 | 18003.93 |
| UDOW | 2019-04-02 | 2019-04-10 | $48.78 | $48.68 | Long | 318.0 | -0.21% | 17971.20 | 17971.20 |
| UDOW | 2019-04-15 | 2019-04-26 | $49.80 | $49.97 | Long | 309.0 | 0.34% | 18024.20 | 18024.20 |
| UDOW | 2019-06-11 | 2019-06-13 | $48.56 | $47.82 | Long | 320.0 | -1.52% | 17787.40 | 17787.40 |
| UDOW | 2019-06-17 | 2019-06-18 | $47.94 | $48.82 | Long | 318.0 | 1.83% | 18066.36 | 18066.36 |
| UDOW | 2019-06-19 | 2019-06-27 | $50.00 | $50.26 | Long | 316.0 | 0.52% | 18148.64 | 18148.64 |
| UDOW | 2019-07-02 | 2019-07-10 | $51.03 | $52.08 | Long | 298.0 | 2.07% | 18463.43 | 18463.43 |
| UDOW | 2019-07-12 | 2019-07-19 | $53.75 | $54.71 | Long | 300.0 | 1.79% | 18752.32 | 18752.32 |
| UDOW | 2019-07-25 | 2019-07-26 | $54.25 | $53.74 | Long | 296.0 | -0.94% | 18601.07 | 18601.07 |
| UDOW | 2019-09-06 | 2019-09-18 | $50.90 | $52.61 | Long | 316.0 | 3.36% | 19141.36 | 19141.36 |
| UDOW | 2019-10-17 | 2019-10-22 | $52.24 | $51.02 | Long | 316.0 | -2.33% | 18756.33 | 18756.33 |
| UDOW | 2019-10-29 | 2019-11-22 | $52.07 | $56.80 | Long | 306.0 | 9.09% | 20204.13 | 20204.13 |
| UDOW | 2019-11-26 | 2019-12-03 | $58.47 | $54.96 | Long | 299.0 | -5.99% | 19156.71 | 19156.71 |
| UDOW | 2019-12-12 | 2019-12-13 | $57.29 | $58.76 | Long | 287.0 | 2.56% | 19578.32 | 19578.32 |
| UDOW | 2019-12-16 | 2019-12-31 | $59.46 | $60.36 | Long | 284.0 | 1.52% | 19834.87 | 19834.87 |
| UDOW | 2020-01-06 | 2020-01-07 | $60.56 | $61.87 | Long | 276.0 | 2.15% | 20195.01 | 20195.01 |
| UDOW | 2020-01-08 | 2020-01-24 | $61.22 | $65.90 | Long | 279.0 | 7.64% | 21500.10 | 21500.10 |
| UDOW | 2020-02-10 | 2020-02-19 | $63.89 | $66.20 | Long | 280.0 | 3.61% | 22146.71 | 22146.71 |
| UDOW | 2020-05-11 | 2020-05-13 | $26.34 | $24.84 | Long | 712.0 | -5.71% | 21075.20 | 21075.20 |
| UDOW | 2020-05-21 | 2020-05-26 | $27.55 | $29.33 | Long | 655.0 | 6.46% | 22241.91 | 22241.91 |
| UDOW | 2020-05-27 | 2020-06-01 | $30.39 | $30.32 | Long | 648.0 | -0.23% | 3034.56 | 22524.58 |
| UDOW | 2020-06-01 | 2020-06-12 | $30.32 | $31.41 | Long | 632.0 | 3.58% | 22883.20 | 22883.20 |
| UDOW | 2020-07-15 | 2020-07-27 | $35.60 | $33.42 | Long | 613.0 | -6.14% | 21543.21 | 21543.21 |
| UDOW | 2020-08-05 | 2020-08-18 | $35.40 | $39.03 | Long | 542.0 | 10.24% | 23508.94 | 23508.94 |
| UDOW | 2020-08-25 | 2020-09-08 | $41.41 | $38.93 | Long | 497.0 | -5.99% | 22275.40 | 22275.40 |
| UDOW | 2020-10-05 | 2020-10-16 | $38.89 | $41.94 | Long | 515.0 | 7.85% | 23848.42 | 23848.42 |
| UDOW | 2020-11-10 | 2020-11-16 | $44.46 | $47.22 | Long | 436.0 | 6.20% | 25051.06 | 25051.06 |
| UDOW | 2020-11-17 | 2020-11-20 | $46.30 | $45.16 | Long | 453.0 | -2.48% | 24530.24 | 24530.24 |
| UDOW | 2020-11-25 | 2020-12-02 | $47.76 | $46.36 | Long | 443.0 | -2.91% | 23913.80 | 23913.80 |
| UDOW | 2020-12-07 | 2020-12-11 | $48.57 | $47.42 | Long | 425.0 | -2.36% | 23427.26 | 23427.26 |
| UDOW | 2020-12-17 | 2020-12-22 | $49.23 | $48.79 | Long | 409.0 | -0.89% | 23247.64 | 23247.64 |
| UDOW | 2020-12-29 | 2021-01-05 | $50.53 | $48.72 | Long | 400.0 | -3.59% | 22522.45 | 22522.45 |
| UDOW | 2021-01-08 | 2021-01-19 | $53.33 | $52.89 | Long | 365.0 | -0.82% | 22361.97 | 22361.97 |
| UDOW | 2021-01-22 | 2021-01-26 | $52.62 | $52.98 | Long | 355.0 | 0.69% | 22489.99 | 22489.99 |
| UDOW | 2021-02-09 | 2021-02-24 | $54.09 | $55.10 | Long | 357.0 | 1.87% | 22851.53 | 22851.53 |
| UDOW | 2021-02-26 | 2021-03-01 | $54.89 | $54.33 | Long | 338.0 | -1.03% | 22659.51 | 22659.51 |
| UDOW | 2021-03-11 | 2021-03-22 | $60.17 | $60.81 | Long | 334.0 | 1.06% | 22872.35 | 22872.35 |
| UDOW | 2021-03-30 | 2021-04-22 | $64.03 | $69.90 | Long | 310.0 | 9.17% | 24691.90 | 24691.90 |
| UDOW | 2021-04-27 | 2021-04-28 | $68.97 | $68.73 | Long | 302.0 | -0.34% | 24620.22 | 24620.22 |
| UDOW | 2021-05-04 | 2021-05-13 | $69.14 | $66.71 | Long | 302.0 | -3.52% | 23885.50 | 23885.50 |
| UDOW | 2021-05-26 | 2021-06-04 | $71.46 | $73.62 | Long | 283.0 | 3.02% | 24495.63 | 24495.63 |
| UDOW | 2021-06-08 | 2021-06-09 | $73.35 | $73.26 | Long | 281.0 | -0.12% | 24470.62 | 24470.62 |
| UDOW | 2021-07-01 | 2021-07-09 | $72.80 | $73.27 | Long | 295.0 | 0.65% | 24610.76 | 24610.76 |
| UDOW | 2021-07-13 | 2021-07-19 | $75.09 | $70.26 | Long | 283.0 | -6.43% | 23244.26 | 23244.26 |
| UDOW | 2021-07-27 | 2021-08-03 | $75.25 | $74.64 | Long | 264.0 | -0.82% | 23082.30 | 23082.30 |
| UDOW | 2021-08-09 | 2021-08-18 | $76.18 | $76.81 | Long | 258.0 | 0.83% | 23245.68 | 23245.68 |
| UDOW | 2021-08-26 | 2021-08-30 | $78.39 | $78.62 | Long | 255.0 | 0.30% | 23306.24 | 23306.24 |
| UDOW | 2021-08-31 | 2021-09-02 | $77.85 | $78.49 | Long | 253.0 | 0.81% | 23466.45 | 23466.45 |
| UDOW | 2021-09-07 | 2021-09-08 | $77.72 | $75.87 | Long | 257.0 | -2.38% | 22990.92 | 22990.92 |
| UDOW | 2021-10-18 | 2021-10-29 | $76.08 | $79.45 | Long | 257.0 | 4.44% | 23858.26 | 23858.26 |
| UDOW | 2021-11-02 | 2021-11-12 | $81.34 | $82.15 | Long | 250.0 | 0.99% | 24058.68 | 24058.68 |
| UDOW | 2021-11-17 | 2021-11-19 | $82.59 | $80.62 | Long | 248.0 | -2.38% | 23570.24 | 23570.24 |
| UDOW | 2021-12-13 | 2021-12-15 | $81.11 | $78.64 | Long | 248.0 | -3.04% | 22959.08 | 22959.08 |
| UDOW | 2021-12-27 | 2022-01-04 | $81.58 | $86.66 | Long | 243.0 | 6.22% | 24192.09 | 24192.09 |
| UDOW | 2022-01-05 | 2022-01-07 | $86.91 | $82.82 | Long | 238.0 | -4.71% | 23217.96 | 23217.96 |
| UDOW | 2022-01-14 | 2022-01-18 | $80.24 | $78.30 | Long | 235.0 | -2.42% | 22761.49 | 22761.49 |
| UDOW | 2022-02-10 | 2022-02-11 | $77.62 | $76.09 | Long | 245.0 | -1.97% | 22387.57 | 22387.57 |
| UDOW | 2022-03-21 | 2022-03-22 | $72.17 | $72.40 | Long | 271.0 | 0.32% | 22449.34 | 22449.34 |
| UDOW | 2022-03-23 | 2022-03-24 | $71.79 | $70.78 | Long | 265.0 | -1.40% | 22183.92 | 22183.92 |
| UDOW | 2022-03-28 | 2022-04-04 | $72.80 | $72.52 | Long | 261.0 | -0.38% | 22111.45 | 22111.45 |
| UDOW | 2022-04-22 | 2022-04-25 | $71.57 | $65.46 | Long | 247.0 | -8.54% | 20602.62 | 20602.62 |
| UDOW | 2022-07-20 | 2022-07-27 | $53.55 | $53.71 | Long | 345.0 | 0.30% | 20657.65 | 20657.65 |
| UDOW | 2022-07-28 | 2022-08-08 | $55.53 | $59.25 | Long | 328.0 | 6.70% | 21877.15 | 21877.15 |
| UDOW | 2022-08-09 | 2022-08-22 | $58.37 | $61.11 | Long | 315.0 | 4.70% | 22740.61 | 22740.61 |
| UDOW | 2022-10-25 | 2022-11-04 | $49.59 | $53.85 | Long | 398.0 | 8.58% | 24434.59 | 24434.59 |
| UDOW | 2022-11-09 | 2022-11-18 | $56.72 | $60.75 | Long | 367.0 | 7.12% | 25916.15 | 25916.15 |
| UDOW | 2022-11-22 | 2022-11-30 | $61.46 | $61.23 | Long | 364.0 | -0.37% | 25832.70 | 25832.70 |
| UDOW | 2022-12-05 | 2022-12-06 | $63.12 | $61.54 | Long | 354.0 | -2.50% | 25275.19 | 25275.19 |
| UDOW | 2023-01-11 | 2023-01-19 | $60.13 | $56.00 | Long | 369.0 | -6.87% | 23751.22 | 23751.22 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowUDOW | 0.90 | 0.86 | UDOW | 2023-01-26 | Hold |
Long | 0.00% | EOD |