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 91.00
NoOfWins 48.00
NoOfLosses 43.00
SharpRatio 0.66
SortinoRatio 0.81
GrossProfit $10291.05
FirstDate 2016-03-14
LastDate 2022-08-22
FirstEquity $10000.00
FinalEquity $20291.05
OpenEquity $0.00
LongEquity $10291.05
ShortEquity $0.00
PercentWins 52.75%
AveWin 4.34%
AveLoss -2.70%
AveWinLoss 1.61
Expectancy 1.01%
AveDrawUp 35.67%
AveDrawDown -14.80%
MaxDrawDown -25.66%
Kelly 23.34%
Thrope 63.63
APR 11.61%
CalmarRatio 0.78

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
UDOW 2016-03-14 2016-03-28 $14.86 $15.86 Long 578.0 6.72% 10577.44 10577.44
UDOW 2016-03-31 2016-04-06 $16.29 $16.01 Long 551.0 -1.70% 10424.84 10424.84
UDOW 2016-04-13 2016-04-26 $16.59 $17.14 Long 557.0 3.32% 10732.00 10732.00
UDOW 2016-05-27 2016-06-02 $16.78 $16.51 Long 543.0 -1.59% 10586.90 10586.90
UDOW 2016-06-07 2016-06-13 $17.14 $16.64 Long 538.0 -2.89% 10320.28 10320.28
UDOW 2016-07-07 2016-07-25 $16.96 $18.79 Long 534.0 10.77% 11295.92 11295.92
UDOW 2016-08-11 2016-08-18 $18.85 $18.97 Long 515.0 0.63% 11357.31 11357.31
UDOW 2016-08-25 2016-08-26 $18.63 $18.73 Long 513.0 0.56% 11410.98 11410.98
UDOW 2016-11-15 2016-12-20 $19.94 $23.67 Long 486.0 18.74% 13227.06 13227.06
UDOW 2016-12-22 2016-12-27 $23.67 $23.68 Long 475.0 0.03% 13230.53 13230.53
UDOW 2017-01-05 2017-01-12 $23.60 $23.53 Long 480.0 -0.30% 13196.66 13196.66
UDOW 2017-01-27 2017-02-01 $24.21 $23.65 Long 466.0 -2.31% 12935.85 12935.85
UDOW 2017-02-06 2017-03-08 $23.90 $27.69 Long 465.0 15.87% 14699.85 14699.85
UDOW 2017-03-17 2017-03-22 $27.78 $26.35 Long 450.0 -5.15% 14055.55 14055.55
UDOW 2017-05-17 2017-05-18 $27.06 $26.20 Long 429.0 -3.17% 13687.91 13687.91
UDOW 2017-05-26 2017-06-01 $28.18 $28.08 Long 414.0 -0.36% 13645.58 13645.58
UDOW 2017-06-05 2017-06-26 $28.73 $29.82 Long 408.0 3.79% 14089.59 14089.59
UDOW 2017-07-05 2017-07-07 $29.97 $29.52 Long 406.0 -1.50% 13906.72 13906.72
UDOW 2017-07-13 2017-07-20 $30.14 $30.68 Long 396.0 1.78% 14118.82 14118.82
UDOW 2017-07-21 2017-07-24 $30.14 $30.27 Long 393.0 0.42% 14168.58 14168.58
UDOW 2017-07-27 2017-08-11 $31.05 $31.57 Long 392.0 1.68% 14372.81 14372.81
UDOW 2017-08-16 2017-08-18 $32.41 $31.03 Long 379.0 -4.27% 13848.71 13848.71
UDOW 2017-09-05 2017-09-07 $31.94 $31.55 Long 366.0 -1.22% 13706.14 13706.14
UDOW 2017-09-13 2017-09-26 $32.74 $33.72 Long 357.0 3.00% 14057.28 14057.28
UDOW 2017-10-02 2017-10-31 $34.10 $38.56 Long 355.0 13.06% 15638.90 15638.90
UDOW 2017-11-02 2017-11-10 $38.97 $38.91 Long 341.0 -0.15% 15618.98 15618.98
UDOW 2017-11-24 2017-12-07 $39.63 $42.52 Long 334.0 7.30% 16585.00 16585.00
UDOW 2017-12-12 2017-12-26 $44.44 $45.68 Long 322.0 2.80% 16985.02 16985.02
UDOW 2018-01-02 2018-02-01 $46.55 $52.95 Long 311.0 13.75% 18975.24 18975.24
UDOW 2018-02-28 2018-03-01 $49.43 $46.48 Long 320.0 -5.97% 18031.65 18031.65
UDOW 2018-05-23 2018-05-25 $43.85 $44.19 Long 336.0 0.77% 18144.83 18144.83
UDOW 2018-06-07 2018-06-15 $46.57 $45.56 Long 344.0 -2.18% 17795.53 17795.53
UDOW 2018-07-12 2018-07-16 $44.67 $45.31 Long 348.0 1.43% 18018.37 18018.37
UDOW 2018-07-26 2018-08-01 $47.64 $47.39 Long 333.0 -0.51% 17936.98 17936.98
UDOW 2018-08-07 2018-08-13 $48.45 $46.93 Long 322.0 -3.13% 17449.04 17449.04
UDOW 2018-08-20 2018-08-27 $49.20 $50.46 Long 310.0 2.55% 17838.48 17838.48
UDOW 2018-08-28 2018-09-04 $51.60 $50.20 Long 302.0 -2.70% 17417.76 17417.76
UDOW 2018-09-14 2018-09-27 $51.93 $53.37 Long 289.0 2.79% 17835.80 17835.80
UDOW 2018-10-03 2018-10-08 $56.10 $52.54 Long 279.0 -6.35% 16842.32 16842.32
UDOW 2019-02-14 2019-03-01 $44.78 $48.56 Long 317.0 8.43% 18039.52 18039.52
UDOW 2019-03-21 2019-03-22 $46.05 $46.92 Long 326.0 1.90% 18324.82 18324.82
UDOW 2019-04-02 2019-04-10 $48.94 $48.84 Long 323.0 -0.21% 18291.47 18291.47
UDOW 2019-04-15 2019-04-26 $49.96 $50.13 Long 313.0 0.34% 18345.33 18345.33
UDOW 2019-07-02 2019-07-10 $51.19 $52.25 Long 300.0 2.07% 18663.25 18663.25
UDOW 2019-07-12 2019-07-19 $53.92 $54.89 Long 302.0 1.79% 18955.01 18955.01
UDOW 2019-07-25 2019-07-26 $54.42 $53.91 Long 298.0 -0.94% 18802.25 18802.25
UDOW 2019-10-17 2019-10-22 $52.41 $51.19 Long 309.0 -2.33% 18424.53 18424.53
UDOW 2019-10-29 2019-11-22 $52.24 $56.98 Long 300.0 9.09% 19848.53 19848.53
UDOW 2019-11-26 2019-12-03 $58.66 $55.14 Long 293.0 -5.99% 18818.81 18818.81
UDOW 2019-12-12 2019-12-13 $57.47 $58.95 Long 281.0 2.56% 19232.94 19232.94
UDOW 2019-12-16 2019-12-31 $59.65 $60.56 Long 278.0 1.52% 19484.88 19484.88
UDOW 2020-01-06 2020-01-07 $60.76 $62.07 Long 270.0 2.15% 19838.33 19838.33
UDOW 2020-01-08 2020-01-24 $61.42 $66.11 Long 273.0 7.64% 21119.48 21119.48
UDOW 2020-02-10 2020-02-19 $64.10 $66.42 Long 274.0 3.61% 21754.27 21754.27
UDOW 2020-05-21 2020-05-26 $27.64 $29.43 Long 674.0 6.46% 22958.71 22958.71
UDOW 2020-05-27 2020-06-01 $30.49 $30.42 Long 667.0 -0.23% 3140.44 23250.33
UDOW 2020-06-01 2020-06-12 $30.42 $31.51 Long 650.0 3.58% 23620.35 23620.35
UDOW 2020-07-15 2020-07-27 $35.72 $33.52 Long 631.0 -6.14% 22236.56 22236.56
UDOW 2020-08-05 2020-08-18 $35.52 $39.16 Long 557.0 10.24% 24263.22 24263.22
UDOW 2020-08-25 2020-09-08 $41.54 $39.05 Long 511.0 -5.99% 22990.83 22990.83
UDOW 2020-10-05 2020-10-16 $39.01 $42.08 Long 530.0 7.85% 24614.91 24614.91
UDOW 2020-11-12 2020-11-16 $44.22 $47.38 Long 457.0 7.13% 26056.01 26056.01
UDOW 2020-11-17 2020-11-20 $46.45 $45.30 Long 470.0 -2.48% 25513.89 25513.89
UDOW 2020-11-25 2020-12-02 $47.91 $46.51 Long 459.0 -2.91% 24873.12 24873.12
UDOW 2020-12-07 2020-12-11 $48.73 $47.58 Long 440.0 -2.36% 24367.79 24367.79
UDOW 2020-12-17 2020-12-22 $49.39 $48.94 Long 424.0 -0.89% 24180.98 24180.98
UDOW 2020-12-29 2021-01-05 $50.69 $48.88 Long 414.0 -3.59% 23427.98 23427.98
UDOW 2021-01-08 2021-01-19 $53.50 $53.06 Long 379.0 -0.82% 23260.81 23260.81
UDOW 2021-01-22 2021-01-26 $52.79 $53.15 Long 368.0 0.69% 23393.94 23393.94
UDOW 2021-02-09 2021-02-24 $54.26 $55.28 Long 370.0 1.87% 23769.86 23769.86
UDOW 2021-02-26 2021-03-01 $55.07 $54.50 Long 350.0 -1.03% 23570.38 23570.38
UDOW 2021-03-11 2021-03-22 $60.36 $61.00 Long 346.0 1.06% 23791.58 23791.58
UDOW 2021-03-30 2021-04-22 $64.24 $70.13 Long 321.0 9.17% 25681.78 25681.78
UDOW 2021-04-27 2021-04-28 $69.19 $68.96 Long 313.0 -0.34% 25607.25 25607.25
UDOW 2021-05-04 2021-05-13 $69.36 $66.92 Long 313.0 -3.52% 24843.31 24843.31
UDOW 2021-05-26 2021-06-04 $71.69 $73.86 Long 293.0 3.02% 25477.04 25477.04
UDOW 2021-06-08 2021-06-09 $73.59 $73.50 Long 291.0 -0.12% 25451.06 25451.06
UDOW 2021-07-01 2021-07-09 $73.03 $73.51 Long 306.0 0.65% 25596.89 25596.89
UDOW 2021-07-13 2021-07-19 $75.33 $70.49 Long 294.0 -6.43% 24172.68 24172.68
UDOW 2021-07-27 2021-08-03 $75.49 $74.88 Long 273.0 -0.82% 24004.66 24004.66
UDOW 2021-08-09 2021-08-18 $76.43 $77.06 Long 268.0 0.83% 24174.93 24174.93
UDOW 2021-08-26 2021-08-30 $78.64 $78.88 Long 264.0 0.30% 24237.82 24237.82
UDOW 2021-08-31 2021-09-02 $78.10 $78.74 Long 262.0 0.81% 24404.27 24404.27
UDOW 2021-09-07 2021-09-08 $77.97 $76.12 Long 267.0 -2.38% 23908.64 23908.64
UDOW 2021-11-02 2021-11-12 $81.61 $82.41 Long 250.0 0.99% 24109.70 24109.70
UDOW 2021-11-17 2021-11-19 $82.86 $80.88 Long 247.0 -2.38% 23621.67 23621.67
UDOW 2021-12-13 2021-12-15 $81.37 $78.90 Long 247.0 -3.04% 23011.00 23011.00
UDOW 2022-01-05 2022-01-07 $87.20 $83.09 Long 226.0 -4.71% 22083.00 22083.00
UDOW 2022-01-14 2022-01-18 $80.50 $78.56 Long 222.0 -2.42% 21650.38 21650.38
UDOW 2022-04-22 2022-04-25 $71.80 $65.67 Long 241.0 -8.54% 20173.45 20173.45
UDOW 2022-08-10 2022-08-22 $60.91 $61.31 Long 294.0 0.66% 20291.05 20291.05

Signals

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