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 | 83.00 |
| NoOfWins | 46.00 |
| NoOfLosses | 37.00 |
| SharpRatio | 0.90 |
| SortinoRatio | 1.11 |
| GrossProfit | $13916.77 |
| FirstDate | 2016-03-14 |
| LastDate | 2021-09-08 |
| FirstEquity | $10000.00 |
| FinalEquity | $23916.77 |
| OpenEquity | $0.00 |
| LongEquity | $13916.77 |
| ShortEquity | $0.00 |
| PercentWins | 55.42% |
| AveWin | $655.98 |
| AveLoss | $-439.41 |
| AveWinLoss | 1.49 |
| Expectancy | 1.05% |
| AveDrawUp | 37.53% |
| AveDrawDown | -12.53% |
| MaxDrawDown | -23.12% |
| Kelly | 25.56% |
| Thrope | 82.06 |
| APR | 17.23% |
| CalmarRatio | 1.38 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| UDOW | 2016-03-14 | 2016-03-28 | $14.97 | $15.98 | Long | 573.0 | 6.72% | 10576.67 | 10576.67 |
| UDOW | 2016-03-31 | 2016-04-06 | $16.41 | $16.13 | Long | 547.0 | -1.70% | 10424.06 | 10424.06 |
| UDOW | 2016-04-13 | 2016-04-26 | $16.71 | $17.27 | Long | 553.0 | 3.32% | 10731.26 | 10731.26 |
| UDOW | 2016-05-27 | 2016-06-02 | $16.90 | $16.63 | Long | 539.0 | -1.59% | 10586.17 | 10586.17 |
| UDOW | 2016-06-07 | 2016-06-13 | $17.27 | $16.77 | Long | 534.0 | -2.89% | 10319.58 | 10319.58 |
| UDOW | 2016-07-07 | 2016-07-25 | $17.09 | $18.93 | Long | 530.0 | 10.77% | 11295.06 | 11295.06 |
| UDOW | 2016-08-11 | 2016-08-18 | $18.99 | $19.11 | Long | 511.0 | 0.63% | 11356.43 | 11356.43 |
| UDOW | 2016-08-25 | 2016-08-26 | $18.77 | $18.87 | Long | 509.0 | 0.56% | 11410.07 | 11410.07 |
| UDOW | 2016-11-15 | 2016-12-20 | $20.08 | $23.85 | Long | 482.0 | 18.74% | 13224.50 | 13224.50 |
| UDOW | 2016-12-22 | 2016-12-27 | $23.85 | $23.86 | Long | 471.0 | 0.03% | 13227.96 | 13227.96 |
| UDOW | 2017-01-05 | 2017-01-12 | $23.77 | $23.70 | Long | 477.0 | -0.30% | 13194.05 | 13194.05 |
| UDOW | 2017-01-27 | 2017-02-01 | $24.39 | $23.82 | Long | 462.0 | -2.31% | 12933.58 | 12933.58 |
| UDOW | 2017-02-06 | 2017-03-08 | $24.07 | $27.90 | Long | 462.0 | 15.87% | 14699.13 | 14699.13 |
| UDOW | 2017-03-17 | 2017-03-22 | $27.98 | $26.54 | Long | 447.0 | -5.15% | 14054.40 | 14054.40 |
| UDOW | 2017-05-17 | 2017-05-18 | $27.26 | $26.39 | Long | 426.0 | -3.17% | 13686.64 | 13686.64 |
| UDOW | 2017-05-26 | 2017-06-01 | $28.39 | $28.28 | Long | 411.0 | -0.36% | 13644.30 | 13644.30 |
| UDOW | 2017-06-05 | 2017-06-26 | $28.94 | $30.04 | Long | 405.0 | 3.79% | 14088.30 | 14088.30 |
| UDOW | 2017-07-05 | 2017-07-07 | $30.19 | $29.74 | Long | 403.0 | -1.50% | 13905.45 | 13905.45 |
| UDOW | 2017-07-13 | 2017-07-20 | $30.36 | $30.90 | Long | 393.0 | 1.78% | 14117.50 | 14117.50 |
| UDOW | 2017-07-21 | 2017-07-24 | $30.36 | $30.49 | Long | 390.0 | 0.42% | 14167.23 | 14167.23 |
| UDOW | 2017-07-27 | 2017-08-11 | $31.27 | $31.80 | Long | 389.0 | 1.68% | 14371.40 | 14371.40 |
| UDOW | 2017-08-16 | 2017-08-18 | $32.65 | $31.26 | Long | 376.0 | -4.27% | 13847.61 | 13847.61 |
| UDOW | 2017-09-05 | 2017-09-07 | $32.18 | $31.78 | Long | 363.0 | -1.22% | 13705.17 | 13705.17 |
| UDOW | 2017-09-13 | 2017-09-26 | $32.98 | $33.97 | Long | 354.0 | 3.00% | 14055.92 | 14055.92 |
| UDOW | 2017-10-02 | 2017-10-31 | $34.36 | $38.84 | Long | 352.0 | 13.06% | 15635.75 | 15635.75 |
| UDOW | 2017-11-02 | 2017-11-10 | $39.26 | $39.20 | Long | 338.0 | -0.15% | 15615.86 | 15615.86 |
| UDOW | 2017-11-24 | 2017-12-07 | $39.92 | $42.84 | Long | 331.0 | 7.30% | 16580.27 | 16580.27 |
| UDOW | 2017-12-12 | 2017-12-26 | $44.76 | $46.02 | Long | 320.0 | 2.80% | 16980.74 | 16980.74 |
| UDOW | 2018-01-02 | 2018-02-01 | $46.89 | $53.34 | Long | 308.0 | 13.75% | 18966.31 | 18966.31 |
| UDOW | 2018-02-28 | 2018-03-01 | $49.80 | $46.83 | Long | 317.0 | -5.97% | 18024.67 | 18024.67 |
| UDOW | 2018-05-23 | 2018-05-25 | $44.17 | $44.51 | Long | 333.0 | 0.77% | 18137.67 | 18137.67 |
| UDOW | 2018-06-07 | 2018-06-15 | $46.92 | $45.89 | Long | 342.0 | -2.18% | 17787.83 | 17787.83 |
| UDOW | 2018-07-12 | 2018-07-16 | $45.00 | $45.64 | Long | 345.0 | 1.43% | 18010.39 | 18010.39 |
| UDOW | 2018-07-26 | 2018-08-01 | $47.99 | $47.74 | Long | 331.0 | -0.51% | 17928.89 | 17928.89 |
| UDOW | 2018-08-07 | 2018-08-13 | $48.80 | $47.28 | Long | 320.0 | -3.13% | 17440.40 | 17440.40 |
| UDOW | 2018-08-20 | 2018-08-27 | $49.56 | $50.83 | Long | 307.0 | 2.55% | 17828.92 | 17828.92 |
| UDOW | 2018-08-28 | 2018-09-04 | $51.98 | $50.57 | Long | 299.0 | -2.70% | 17409.30 | 17409.30 |
| UDOW | 2018-09-14 | 2018-09-27 | $52.31 | $53.77 | Long | 287.0 | 2.79% | 17827.52 | 17827.52 |
| UDOW | 2018-10-03 | 2018-10-08 | $56.52 | $52.93 | Long | 277.0 | -6.35% | 16833.87 | 16833.87 |
| UDOW | 2019-02-14 | 2019-03-01 | $45.11 | $48.92 | Long | 315.0 | 8.43% | 18032.31 | 18032.31 |
| UDOW | 2019-03-21 | 2019-03-22 | $46.39 | $47.27 | Long | 324.0 | 1.90% | 18317.94 | 18317.94 |
| UDOW | 2019-04-02 | 2019-04-10 | $49.30 | $49.20 | Long | 320.0 | -0.21% | 18284.66 | 18284.66 |
| UDOW | 2019-04-15 | 2019-04-26 | $50.33 | $50.50 | Long | 311.0 | 0.34% | 18338.57 | 18338.57 |
| UDOW | 2019-07-02 | 2019-07-10 | $51.57 | $52.64 | Long | 298.0 | 2.07% | 18656.70 | 18656.70 |
| UDOW | 2019-07-12 | 2019-07-19 | $54.32 | $55.29 | Long | 300.0 | 1.79% | 18948.67 | 18948.67 |
| UDOW | 2019-07-25 | 2019-07-26 | $54.82 | $54.31 | Long | 296.0 | -0.94% | 18795.82 | 18795.82 |
| UDOW | 2019-10-17 | 2019-10-22 | $52.80 | $51.57 | Long | 307.0 | -2.33% | 18417.77 | 18417.77 |
| UDOW | 2019-10-29 | 2019-11-22 | $52.62 | $57.41 | Long | 298.0 | 9.09% | 19842.72 | 19842.72 |
| UDOW | 2019-11-26 | 2019-12-03 | $59.09 | $55.55 | Long | 291.0 | -5.99% | 18812.47 | 18812.47 |
| UDOW | 2019-12-12 | 2019-12-13 | $57.90 | $59.38 | Long | 278.0 | 2.56% | 19225.21 | 19225.21 |
| UDOW | 2019-12-16 | 2019-12-31 | $60.09 | $61.00 | Long | 276.0 | 1.52% | 19477.19 | 19477.19 |
| UDOW | 2020-01-06 | 2020-01-07 | $61.21 | $62.53 | Long | 268.0 | 2.15% | 19830.60 | 19830.60 |
| UDOW | 2020-01-08 | 2020-01-24 | $61.88 | $66.60 | Long | 271.0 | 7.64% | 21111.75 | 21111.75 |
| UDOW | 2020-02-10 | 2020-02-19 | $64.57 | $66.91 | Long | 272.0 | 3.61% | 21746.57 | 21746.57 |
| UDOW | 2020-05-21 | 2020-05-26 | $27.85 | $29.65 | Long | 668.0 | 6.46% | 22949.10 | 22949.10 |
| UDOW | 2020-05-27 | 2020-06-12 | $30.71 | $31.74 | Long | 661.0 | 3.34% | 23628.11 | 23628.11 |
| UDOW | 2020-07-15 | 2020-07-27 | $35.98 | $33.77 | Long | 626.0 | -6.14% | 22245.15 | 22245.15 |
| UDOW | 2020-08-05 | 2020-08-18 | $35.78 | $39.45 | Long | 553.0 | 10.24% | 24272.11 | 24272.11 |
| UDOW | 2020-08-25 | 2020-09-08 | $41.85 | $39.34 | Long | 508.0 | -5.99% | 22997.85 | 22997.85 |
| UDOW | 2020-10-05 | 2020-10-16 | $39.30 | $42.39 | Long | 526.0 | 7.85% | 24621.57 | 24621.57 |
| UDOW | 2020-11-12 | 2020-11-16 | $44.55 | $47.72 | Long | 454.0 | 7.13% | 26063.77 | 26063.77 |
| UDOW | 2020-11-17 | 2020-11-20 | $46.80 | $45.64 | Long | 466.0 | -2.48% | 25522.30 | 25522.30 |
| UDOW | 2020-11-25 | 2020-12-02 | $48.26 | $46.86 | Long | 456.0 | -2.91% | 24881.03 | 24881.03 |
| UDOW | 2020-12-07 | 2020-12-11 | $49.09 | $47.93 | Long | 437.0 | -2.36% | 24375.43 | 24375.43 |
| UDOW | 2020-12-17 | 2020-12-22 | $49.75 | $49.31 | Long | 422.0 | -0.89% | 24188.13 | 24188.13 |
| UDOW | 2020-12-29 | 2021-01-05 | $51.07 | $49.24 | Long | 411.0 | -3.59% | 23435.07 | 23435.07 |
| UDOW | 2021-01-08 | 2021-01-19 | $53.90 | $53.46 | Long | 376.0 | -0.82% | 23268.00 | 23268.00 |
| UDOW | 2021-01-22 | 2021-01-26 | $53.18 | $53.54 | Long | 366.0 | 0.69% | 23401.39 | 23401.39 |
| UDOW | 2021-02-09 | 2021-02-24 | $54.66 | $55.69 | Long | 367.0 | 1.87% | 23777.00 | 23777.00 |
| UDOW | 2021-02-26 | 2021-03-01 | $55.48 | $54.90 | Long | 348.0 | -1.03% | 23577.20 | 23577.20 |
| UDOW | 2021-03-11 | 2021-03-22 | $60.81 | $61.45 | Long | 344.0 | 1.06% | 23798.75 | 23798.75 |
| UDOW | 2021-03-30 | 2021-04-22 | $64.71 | $70.64 | Long | 319.0 | 9.17% | 25691.04 | 25691.04 |
| UDOW | 2021-04-27 | 2021-04-28 | $69.70 | $69.46 | Long | 311.0 | -0.34% | 25616.44 | 25616.44 |
| UDOW | 2021-05-04 | 2021-05-13 | $69.87 | $67.42 | Long | 311.0 | -3.52% | 24851.77 | 24851.77 |
| UDOW | 2021-05-26 | 2021-06-04 | $72.22 | $74.40 | Long | 291.0 | 3.02% | 25485.83 | 25485.83 |
| UDOW | 2021-06-08 | 2021-06-09 | $74.13 | $74.04 | Long | 289.0 | -0.12% | 25459.83 | 25459.83 |
| UDOW | 2021-07-01 | 2021-07-09 | $73.57 | $74.05 | Long | 304.0 | 0.65% | 25605.78 | 25605.78 |
| UDOW | 2021-07-13 | 2021-07-19 | $75.89 | $71.01 | Long | 292.0 | -6.43% | 24180.82 | 24180.82 |
| UDOW | 2021-07-27 | 2021-08-03 | $76.05 | $75.43 | Long | 271.0 | -0.82% | 24012.80 | 24012.80 |
| UDOW | 2021-08-09 | 2021-08-18 | $76.99 | $77.63 | Long | 266.0 | 0.83% | 24183.04 | 24183.04 |
| UDOW | 2021-08-26 | 2021-08-30 | $79.22 | $79.46 | Long | 262.0 | 0.30% | 24245.92 | 24245.92 |
| UDOW | 2021-08-31 | 2021-09-02 | $78.68 | $79.32 | Long | 260.0 | 0.81% | 24412.32 | 24412.32 |
| UDOW | 2021-09-07 | 2021-09-08 | $78.55 | $76.68 | Long | 265.0 | -2.38% | 23916.77 | 23916.77 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| HighLowUDOW | 0.90 | 0.00 | Out | EOD |