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 |