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 126.00
NoOfWins 65.00
NoOfLosses 61.00
SharpRatio 0.62
SortinoRatio 0.77
GrossProfit $11985.39
FirstDate 2016-02-29
LastDate 2023-04-20
FirstEquity $10000.00
FinalEquity $21985.39
OpenEquity $0.00
LongEquity $11985.39
ShortEquity $0.00
PercentWins 51.59%
AveWin 4.22%
AveLoss -2.81%
AveWinLoss 1.50
Expectancy 0.82%
AveDrawUp 37.81%
AveDrawDown -17.94%
MaxDrawDown -29.69%
Kelly 19.36%
Thorpe 53.74
Rachev 0.84
APR 11.67%
CalmarRatio 0.65

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
UDOW 2016-02-29 2016-03-01 $13.40 $13.37 Long 619.0 -0.25% 9979.14 9979.14
UDOW 2016-03-02 2016-03-11 $13.81 $14.68 Long 638.0 6.35% 10538.12 10538.12
UDOW 2016-03-14 2016-03-28 $14.75 $15.74 Long 613.0 6.72% 11146.13 11146.13
UDOW 2016-03-31 2016-04-06 $16.17 $15.90 Long 585.0 -1.70% 10985.28 10985.28
UDOW 2016-04-13 2016-04-26 $16.47 $17.02 Long 591.0 3.32% 11308.84 11308.84
UDOW 2016-05-27 2016-06-02 $16.66 $16.39 Long 576.0 -1.59% 11156.03 11156.03
UDOW 2016-06-07 2016-06-13 $17.02 $16.52 Long 571.0 -2.89% 10875.09 10875.09
UDOW 2016-07-07 2016-07-25 $16.84 $18.66 Long 567.0 10.77% 11903.58 11903.58
UDOW 2016-08-11 2016-08-18 $18.72 $18.84 Long 547.0 0.63% 11968.32 11968.32
UDOW 2016-08-25 2016-08-26 $18.49 $18.60 Long 545.0 0.56% 12024.92 12024.92
UDOW 2016-11-10 2016-12-20 $19.17 $23.50 Long 583.0 22.60% 14551.12 14551.12
UDOW 2016-12-22 2016-12-27 $23.50 $23.51 Long 526.0 0.03% 14554.93 14554.93
UDOW 2017-01-05 2017-01-12 $23.43 $23.36 Long 532.0 -0.30% 14517.66 14517.66
UDOW 2017-01-27 2017-02-01 $24.04 $23.48 Long 516.0 -2.31% 14230.95 14230.95
UDOW 2017-02-06 2017-03-08 $23.73 $27.49 Long 515.0 15.87% 16170.58 16170.58
UDOW 2017-03-17 2017-03-22 $27.58 $26.16 Long 499.0 -5.15% 15461.26 15461.26
UDOW 2017-04-26 2017-05-02 $27.63 $27.28 Long 484.0 -1.27% 15291.63 15291.63
UDOW 2017-05-09 2017-05-12 $27.67 $27.23 Long 475.0 -1.58% 15083.82 15083.82
UDOW 2017-05-17 2017-05-18 $26.86 $26.01 Long 464.0 -3.17% 14689.05 14689.05
UDOW 2017-05-26 2017-06-01 $27.98 $27.87 Long 448.0 -0.36% 14643.57 14643.57
UDOW 2017-06-05 2017-06-26 $28.52 $29.60 Long 441.0 3.79% 15120.04 15120.04
UDOW 2017-07-05 2017-07-07 $29.75 $29.31 Long 439.0 -1.50% 14923.73 14923.73
UDOW 2017-07-13 2017-07-20 $29.92 $30.46 Long 428.0 1.78% 15151.33 15151.33
UDOW 2017-07-21 2017-07-24 $29.92 $30.05 Long 425.0 0.42% 15204.74 15204.74
UDOW 2017-07-27 2017-08-11 $30.82 $31.34 Long 424.0 1.68% 15424.06 15424.06
UDOW 2017-08-16 2017-08-18 $32.18 $30.81 Long 410.0 -4.27% 14861.17 14861.17
UDOW 2017-09-05 2017-09-07 $31.71 $31.33 Long 395.0 -1.22% 14708.41 14708.41
UDOW 2017-09-13 2017-09-26 $32.50 $33.48 Long 386.0 3.00% 15085.34 15085.34
UDOW 2017-10-02 2017-10-31 $33.86 $38.28 Long 383.0 13.06% 16779.45 16779.45
UDOW 2017-11-02 2017-11-10 $38.69 $38.63 Long 368.0 -0.15% 16758.10 16758.10
UDOW 2017-11-24 2017-12-07 $39.35 $42.22 Long 361.0 7.30% 17794.71 17794.71
UDOW 2017-12-12 2017-12-26 $44.12 $45.35 Long 349.0 2.80% 18225.16 18225.16
UDOW 2018-01-02 2018-02-01 $46.21 $52.56 Long 336.0 13.75% 20359.92 20359.92
UDOW 2018-04-18 2018-04-20 $44.12 $43.41 Long 393.0 -1.61% 20079.91 20079.91
UDOW 2018-05-11 2018-05-17 $43.73 $43.76 Long 400.0 0.07% 20091.55 20091.55
UDOW 2018-05-22 2018-05-25 $45.50 $43.87 Long 382.0 -3.59% 19467.60 19467.60
UDOW 2018-06-07 2018-06-15 $46.24 $45.23 Long 372.0 -2.18% 19092.58 19092.58
UDOW 2018-07-12 2018-07-24 $44.35 $45.64 Long 376.0 2.91% 19577.96 19577.96
UDOW 2018-07-25 2018-08-01 $45.83 $47.05 Long 366.0 2.67% 20025.57 20025.57
UDOW 2018-08-07 2018-08-13 $48.10 $46.59 Long 363.0 -3.13% 19479.45 19479.45
UDOW 2018-08-20 2018-08-27 $48.85 $50.09 Long 349.0 2.55% 19914.74 19914.74
UDOW 2018-08-28 2018-09-04 $51.22 $49.84 Long 339.0 -2.70% 19445.86 19445.86
UDOW 2018-09-14 2018-09-27 $51.55 $52.99 Long 325.0 2.79% 19912.61 19912.61
UDOW 2018-10-03 2018-10-08 $55.70 $52.16 Long 314.0 -6.35% 18802.52 18802.52
UDOW 2018-11-08 2018-11-13 $50.35 $45.90 Long 330.0 -8.84% 17333.00 17333.00
UDOW 2018-12-04 2018-12-06 $47.80 $41.57 Long 300.0 -13.04% 15462.40 15462.40
UDOW 2019-01-22 2019-01-23 $40.13 $40.51 Long 327.0 0.95% 15586.61 15586.61
UDOW 2019-01-24 2019-01-30 $40.14 $41.58 Long 328.0 3.57% 16056.18 16056.18
UDOW 2019-01-31 2019-02-11 $41.77 $43.28 Long 330.0 3.63% 16555.94 16555.94
UDOW 2019-02-14 2019-03-01 $44.46 $48.21 Long 314.0 8.43% 17733.30 17733.30
UDOW 2019-03-21 2019-03-22 $45.72 $46.59 Long 323.0 1.90% 18013.94 18013.94
UDOW 2019-04-02 2019-04-10 $48.59 $48.48 Long 319.0 -0.21% 17981.24 17981.24
UDOW 2019-04-15 2019-04-26 $49.60 $49.77 Long 310.0 0.34% 18034.20 18034.20
UDOW 2019-06-11 2019-06-13 $48.36 $47.63 Long 321.0 -1.52% 17797.60 17797.60
UDOW 2019-06-17 2019-06-18 $47.75 $48.63 Long 320.0 1.83% 18077.20 18077.20
UDOW 2019-06-19 2019-06-27 $49.80 $50.06 Long 317.0 0.52% 18159.41 18159.41
UDOW 2019-07-02 2019-07-10 $50.83 $51.88 Long 299.0 2.07% 18474.00 18474.00
UDOW 2019-07-12 2019-07-19 $53.54 $54.50 Long 301.0 1.79% 18762.70 18762.70
UDOW 2019-07-25 2019-07-26 $54.03 $53.52 Long 297.0 -0.94% 18611.55 18611.55
UDOW 2019-09-06 2019-09-18 $50.70 $52.40 Long 318.0 3.36% 19153.10 19153.10
UDOW 2019-10-17 2019-10-22 $52.03 $50.82 Long 317.0 -2.33% 18768.38 18768.38
UDOW 2019-10-29 2019-11-22 $51.86 $56.58 Long 308.0 9.09% 20219.85 20219.85
UDOW 2019-11-26 2019-12-03 $58.23 $54.74 Long 301.0 -5.99% 19169.61 19169.61
UDOW 2019-12-12 2019-12-13 $57.06 $58.52 Long 288.0 2.56% 19591.01 19591.01
UDOW 2019-12-16 2019-12-31 $59.22 $60.12 Long 286.0 1.52% 19848.34 19848.34
UDOW 2020-01-06 2020-01-07 $60.32 $61.62 Long 277.0 2.15% 20208.34 20208.34
UDOW 2020-01-08 2020-01-24 $60.98 $65.64 Long 280.0 7.64% 21512.90 21512.90
UDOW 2020-02-10 2020-02-19 $63.64 $65.94 Long 281.0 3.61% 22159.24 22159.24
UDOW 2020-05-11 2020-05-13 $26.24 $24.74 Long 715.0 -5.71% 21087.50 21087.50
UDOW 2020-05-21 2020-05-26 $27.44 $29.22 Long 658.0 6.46% 22254.89 22254.89
UDOW 2020-05-27 2020-06-01 $30.27 $30.20 Long 651.0 -0.23% 3033.13 22537.78
UDOW 2020-06-01 2020-06-12 $30.20 $31.28 Long 635.0 3.58% 22896.66 22896.66
UDOW 2020-07-15 2020-07-27 $35.46 $33.28 Long 616.0 -6.14% 21555.47 21555.47
UDOW 2020-08-05 2020-08-18 $35.26 $38.88 Long 544.0 10.24% 23520.61 23520.61
UDOW 2020-08-25 2020-09-08 $41.25 $38.77 Long 499.0 -5.99% 22287.03 22287.03
UDOW 2020-10-05 2020-10-16 $38.73 $41.78 Long 517.0 7.85% 23859.88 23859.88
UDOW 2020-11-10 2020-11-16 $44.29 $47.03 Long 438.0 6.20% 25063.24 25063.24
UDOW 2020-11-17 2020-11-20 $46.12 $44.98 Long 455.0 -2.48% 24542.19 24542.19
UDOW 2020-11-25 2020-12-02 $47.57 $46.18 Long 445.0 -2.91% 23925.43 23925.43
UDOW 2020-12-07 2020-12-11 $48.38 $47.24 Long 427.0 -2.36% 23438.55 23438.55
UDOW 2020-12-17 2020-12-22 $49.03 $48.59 Long 411.0 -0.89% 23258.77 23258.77
UDOW 2020-12-29 2021-01-05 $50.33 $48.52 Long 401.0 -3.59% 22534.65 22534.65
UDOW 2021-01-08 2021-01-19 $53.12 $52.68 Long 367.0 -0.82% 22373.94 22373.94
UDOW 2021-01-22 2021-01-26 $52.41 $52.77 Long 357.0 0.69% 22502.17 22502.17
UDOW 2021-02-09 2021-02-24 $53.87 $54.88 Long 359.0 1.87% 22864.29 22864.29
UDOW 2021-02-26 2021-03-01 $54.68 $54.11 Long 339.0 -1.03% 22672.46 22672.46
UDOW 2021-03-11 2021-03-22 $59.93 $60.56 Long 335.0 1.06% 22885.10 22885.10
UDOW 2021-03-30 2021-04-22 $63.78 $69.62 Long 311.0 9.17% 24703.26 24703.26
UDOW 2021-04-27 2021-04-28 $68.70 $68.46 Long 303.0 -0.34% 24631.62 24631.62
UDOW 2021-05-04 2021-05-13 $68.86 $66.44 Long 303.0 -3.52% 23897.40 23897.40
UDOW 2021-05-26 2021-06-04 $71.18 $73.33 Long 284.0 3.02% 24507.25 24507.25
UDOW 2021-06-08 2021-06-09 $73.06 $72.97 Long 282.0 -0.12% 24482.25 24482.25
UDOW 2021-07-01 2021-07-09 $72.51 $72.98 Long 297.0 0.65% 24622.78 24622.78
UDOW 2021-07-13 2021-07-19 $74.79 $69.98 Long 285.0 -6.43% 23252.09 23252.09
UDOW 2021-07-27 2021-08-03 $74.95 $74.34 Long 265.0 -0.82% 23090.17 23090.17
UDOW 2021-08-09 2021-08-18 $75.88 $76.51 Long 260.0 0.83% 23254.16 23254.16
UDOW 2021-08-26 2021-08-30 $78.07 $78.31 Long 256.0 0.30% 23314.71 23314.71
UDOW 2021-08-31 2021-09-02 $77.54 $78.17 Long 254.0 0.81% 23474.92 23474.92
UDOW 2021-09-07 2021-09-08 $77.41 $75.57 Long 259.0 -2.38% 22997.60 22997.60
UDOW 2021-10-18 2021-10-29 $75.78 $79.14 Long 258.0 4.44% 23864.85 23864.85
UDOW 2021-11-02 2021-11-12 $81.02 $81.82 Long 251.0 0.99% 24065.27 24065.27
UDOW 2021-11-17 2021-11-19 $82.26 $80.30 Long 249.0 -2.38% 23576.81 23576.81
UDOW 2021-12-13 2021-12-15 $80.78 $78.33 Long 249.0 -3.04% 22965.63 22965.63
UDOW 2021-12-27 2022-01-04 $81.26 $86.31 Long 244.0 6.22% 24198.79 24198.79
UDOW 2022-01-05 2022-01-07 $86.57 $82.49 Long 239.0 -4.71% 23224.46 23224.46
UDOW 2022-01-14 2022-01-18 $79.93 $77.99 Long 236.0 -2.42% 22767.86 22767.86
UDOW 2022-02-10 2022-02-11 $77.31 $75.79 Long 246.0 -1.97% 22393.91 22393.91
UDOW 2022-03-21 2022-03-22 $71.88 $72.11 Long 273.0 0.32% 22455.89 22455.89
UDOW 2022-03-23 2022-03-24 $71.50 $70.50 Long 266.0 -1.40% 22190.53 22190.53
UDOW 2022-03-28 2022-04-04 $72.51 $72.23 Long 262.0 -0.38% 22118.07 22118.07
UDOW 2022-04-22 2022-04-25 $71.28 $65.20 Long 248.0 -8.54% 20609.16 20609.16
UDOW 2022-07-20 2022-07-27 $53.33 $53.49 Long 346.0 0.30% 20664.12 20664.12
UDOW 2022-07-28 2022-08-08 $55.31 $59.01 Long 330.0 6.70% 21886.18 21886.18
UDOW 2022-08-09 2022-08-22 $58.14 $60.87 Long 317.0 4.70% 22751.67 22751.67
UDOW 2022-10-25 2022-11-04 $49.39 $53.63 Long 399.0 8.58% 24443.15 24443.15
UDOW 2022-11-09 2022-11-18 $56.49 $60.51 Long 369.0 7.12% 25926.87 25926.87
UDOW 2022-11-22 2022-11-30 $61.22 $60.99 Long 365.0 -0.37% 25843.52 25843.52
UDOW 2022-12-05 2022-12-06 $62.87 $61.30 Long 356.0 -2.50% 25285.08 25285.08
UDOW 2023-01-11 2023-01-19 $59.89 $55.78 Long 371.0 -6.87% 23758.94 23758.94
UDOW 2023-01-27 2023-01-31 $60.09 $59.11 Long 340.0 -1.62% 23427.07 23427.07
UDOW 2023-02-01 2023-02-02 $59.82 $60.99 Long 338.0 1.95% 23820.96 23820.96
UDOW 2023-02-06 2023-02-07 $58.98 $58.62 Long 341.0 -0.62% 23695.29 23695.29
UDOW 2023-02-09 2023-02-10 $61.08 $58.35 Long 335.0 -4.47% 22781.04 22781.04
UDOW 2023-02-15 2023-02-17 $59.69 $57.94 Long 320.0 -2.94% 22220.08 22220.08
UDOW 2023-04-04 2023-04-11 $57.15 $57.25 Long 339.0 0.17% 22253.98 22253.98
UDOW 2023-04-12 2023-04-20 $58.39 $57.58 Long 332.0 -1.39% 21985.39 21985.39

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
HighLowUDOW 0.90 0.00 Out EOD