Strategy - HighLowUDOW


HighLow with UDOW

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