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 119.00
NoOfWins 63.00
NoOfLosses 56.00
SharpRatio 0.70
SortinoRatio 0.86
GrossProfit $13751.22
FirstDate 2016-02-29
LastDate 2023-01-19
FirstEquity $10000.00
FinalEquity $23751.22
OpenEquity $20451.87
LongEquity $13751.22
ShortEquity $0.00
PercentWins 52.94%
AveWin 4.33%
AveLoss -2.87%
AveWinLoss 1.51
Expectancy 0.94%
AveDrawUp 38.05%
AveDrawDown -17.81%
MaxDrawDown -29.71%
Kelly 21.76%
Thorpe 60.24
APR 13.38%
CalmarRatio 0.75

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
UDOW 2016-02-29 2016-03-01 $13.46 $13.42 Long 617.0 -0.25% 9979.13 9979.13
UDOW 2016-03-02 2016-03-11 $13.86 $14.74 Long 635.0 6.35% 10537.70 10537.70
UDOW 2016-03-14 2016-03-28 $14.81 $15.81 Long 611.0 6.72% 11146.14 11146.14
UDOW 2016-03-31 2016-04-06 $16.24 $15.96 Long 583.0 -1.70% 10985.20 10985.20
UDOW 2016-04-13 2016-04-26 $16.53 $17.08 Long 589.0 3.32% 11308.96 11308.96
UDOW 2016-05-27 2016-06-02 $16.72 $16.46 Long 574.0 -1.59% 11156.07 11156.07
UDOW 2016-06-07 2016-06-13 $17.08 $16.59 Long 568.0 -2.89% 10875.49 10875.49
UDOW 2016-07-07 2016-07-25 $16.91 $18.73 Long 565.0 10.77% 11904.44 11904.44
UDOW 2016-08-11 2016-08-18 $18.79 $18.91 Long 545.0 0.63% 11969.20 11969.20
UDOW 2016-08-25 2016-08-26 $18.57 $18.67 Long 543.0 0.56% 12025.82 12025.82
UDOW 2016-11-10 2016-12-20 $19.25 $23.60 Long 580.0 22.60% 14549.06 14549.06
UDOW 2016-12-22 2016-12-27 $23.60 $23.60 Long 524.0 0.03% 14552.87 14552.87
UDOW 2017-01-05 2017-01-12 $23.52 $23.45 Long 530.0 -0.30% 14515.59 14515.59
UDOW 2017-01-27 2017-02-01 $24.13 $23.57 Long 514.0 -2.31% 14228.85 14228.85
UDOW 2017-02-06 2017-03-08 $23.82 $27.60 Long 513.0 15.87% 16168.67 16168.67
UDOW 2017-03-17 2017-03-22 $27.69 $26.26 Long 497.0 -5.15% 15459.36 15459.36
UDOW 2017-04-26 2017-05-02 $27.74 $27.39 Long 482.0 -1.27% 15289.76 15289.76
UDOW 2017-05-09 2017-05-12 $27.78 $27.34 Long 473.0 -1.58% 15082.00 15082.00
UDOW 2017-05-17 2017-05-18 $26.97 $26.12 Long 462.0 -3.17% 14687.36 14687.36
UDOW 2017-05-26 2017-06-01 $28.09 $27.99 Long 446.0 -0.36% 14641.90 14641.90
UDOW 2017-06-05 2017-06-26 $28.64 $29.72 Long 439.0 3.79% 15118.10 15118.10
UDOW 2017-07-05 2017-07-07 $29.87 $29.42 Long 437.0 -1.50% 14921.91 14921.91
UDOW 2017-07-13 2017-07-20 $30.04 $30.58 Long 426.0 1.78% 15149.35 15149.35
UDOW 2017-07-21 2017-07-24 $30.04 $30.17 Long 423.0 0.42% 15202.73 15202.73
UDOW 2017-07-27 2017-08-11 $30.95 $31.47 Long 422.0 1.68% 15421.88 15421.88
UDOW 2017-08-16 2017-08-18 $32.31 $30.93 Long 408.0 -4.27% 14859.50 14859.50
UDOW 2017-09-05 2017-09-07 $31.84 $31.45 Long 394.0 -1.22% 14706.52 14706.52
UDOW 2017-09-13 2017-09-26 $32.63 $33.62 Long 384.0 3.00% 15082.99 15082.99
UDOW 2017-10-02 2017-10-31 $33.99 $38.43 Long 382.0 13.06% 16779.42 16779.42
UDOW 2017-11-02 2017-11-10 $38.85 $38.79 Long 367.0 -0.15% 16758.05 16758.05
UDOW 2017-11-24 2017-12-07 $39.50 $42.39 Long 359.0 7.30% 17793.03 17793.03
UDOW 2017-12-12 2017-12-26 $44.29 $45.53 Long 347.0 2.80% 18222.72 18222.72
UDOW 2018-01-02 2018-02-01 $46.40 $52.77 Long 334.0 13.75% 20353.25 20353.25
UDOW 2018-04-18 2018-04-20 $44.30 $43.58 Long 392.0 -1.61% 20072.84 20072.84
UDOW 2018-05-11 2018-05-17 $43.90 $43.93 Long 398.0 0.07% 20084.46 20084.46
UDOW 2018-05-22 2018-05-25 $45.68 $44.04 Long 381.0 -3.59% 19459.66 19459.66
UDOW 2018-06-07 2018-06-15 $46.42 $45.41 Long 371.0 -2.18% 19084.15 19084.15
UDOW 2018-07-12 2018-07-24 $44.52 $45.82 Long 375.0 2.91% 19570.18 19570.18
UDOW 2018-07-25 2018-08-01 $46.01 $47.24 Long 365.0 2.67% 20018.35 20018.35
UDOW 2018-08-07 2018-08-13 $48.29 $46.78 Long 361.0 -3.13% 19473.07 19473.07
UDOW 2018-08-20 2018-08-27 $49.04 $50.29 Long 347.0 2.55% 19907.59 19907.59
UDOW 2018-08-28 2018-09-04 $51.43 $50.04 Long 338.0 -2.70% 19438.23 19438.23
UDOW 2018-09-14 2018-09-27 $51.76 $53.20 Long 324.0 2.79% 19905.40 19905.40
UDOW 2018-10-03 2018-10-08 $55.92 $52.37 Long 313.0 -6.35% 18794.43 18794.43
UDOW 2018-11-08 2018-11-13 $50.55 $46.08 Long 329.0 -8.84% 17323.51 17323.51
UDOW 2018-12-04 2018-12-06 $47.99 $41.73 Long 299.0 -13.04% 15451.70 15451.70
UDOW 2019-01-22 2019-01-23 $40.29 $40.68 Long 326.0 0.95% 15576.02 15576.02
UDOW 2019-01-24 2019-01-30 $40.30 $41.74 Long 327.0 3.57% 16046.04 16046.04
UDOW 2019-01-31 2019-02-11 $41.93 $43.45 Long 328.0 3.63% 16544.75 16544.75
UDOW 2019-02-14 2019-03-01 $44.64 $48.40 Long 313.0 8.43% 17723.04 17723.04
UDOW 2019-03-21 2019-03-22 $45.90 $46.77 Long 322.0 1.90% 18003.93 18003.93
UDOW 2019-04-02 2019-04-10 $48.78 $48.68 Long 318.0 -0.21% 17971.20 17971.20
UDOW 2019-04-15 2019-04-26 $49.80 $49.97 Long 309.0 0.34% 18024.20 18024.20
UDOW 2019-06-11 2019-06-13 $48.56 $47.82 Long 320.0 -1.52% 17787.40 17787.40
UDOW 2019-06-17 2019-06-18 $47.94 $48.82 Long 318.0 1.83% 18066.36 18066.36
UDOW 2019-06-19 2019-06-27 $50.00 $50.26 Long 316.0 0.52% 18148.64 18148.64
UDOW 2019-07-02 2019-07-10 $51.03 $52.08 Long 298.0 2.07% 18463.43 18463.43
UDOW 2019-07-12 2019-07-19 $53.75 $54.71 Long 300.0 1.79% 18752.32 18752.32
UDOW 2019-07-25 2019-07-26 $54.25 $53.74 Long 296.0 -0.94% 18601.07 18601.07
UDOW 2019-09-06 2019-09-18 $50.90 $52.61 Long 316.0 3.36% 19141.36 19141.36
UDOW 2019-10-17 2019-10-22 $52.24 $51.02 Long 316.0 -2.33% 18756.33 18756.33
UDOW 2019-10-29 2019-11-22 $52.07 $56.80 Long 306.0 9.09% 20204.13 20204.13
UDOW 2019-11-26 2019-12-03 $58.47 $54.96 Long 299.0 -5.99% 19156.71 19156.71
UDOW 2019-12-12 2019-12-13 $57.29 $58.76 Long 287.0 2.56% 19578.32 19578.32
UDOW 2019-12-16 2019-12-31 $59.46 $60.36 Long 284.0 1.52% 19834.87 19834.87
UDOW 2020-01-06 2020-01-07 $60.56 $61.87 Long 276.0 2.15% 20195.01 20195.01
UDOW 2020-01-08 2020-01-24 $61.22 $65.90 Long 279.0 7.64% 21500.10 21500.10
UDOW 2020-02-10 2020-02-19 $63.89 $66.20 Long 280.0 3.61% 22146.71 22146.71
UDOW 2020-05-11 2020-05-13 $26.34 $24.84 Long 712.0 -5.71% 21075.20 21075.20
UDOW 2020-05-21 2020-05-26 $27.55 $29.33 Long 655.0 6.46% 22241.91 22241.91
UDOW 2020-05-27 2020-06-01 $30.39 $30.32 Long 648.0 -0.23% 3034.56 22524.58
UDOW 2020-06-01 2020-06-12 $30.32 $31.41 Long 632.0 3.58% 22883.20 22883.20
UDOW 2020-07-15 2020-07-27 $35.60 $33.42 Long 613.0 -6.14% 21543.21 21543.21
UDOW 2020-08-05 2020-08-18 $35.40 $39.03 Long 542.0 10.24% 23508.94 23508.94
UDOW 2020-08-25 2020-09-08 $41.41 $38.93 Long 497.0 -5.99% 22275.40 22275.40
UDOW 2020-10-05 2020-10-16 $38.89 $41.94 Long 515.0 7.85% 23848.42 23848.42
UDOW 2020-11-10 2020-11-16 $44.46 $47.22 Long 436.0 6.20% 25051.06 25051.06
UDOW 2020-11-17 2020-11-20 $46.30 $45.16 Long 453.0 -2.48% 24530.24 24530.24
UDOW 2020-11-25 2020-12-02 $47.76 $46.36 Long 443.0 -2.91% 23913.80 23913.80
UDOW 2020-12-07 2020-12-11 $48.57 $47.42 Long 425.0 -2.36% 23427.26 23427.26
UDOW 2020-12-17 2020-12-22 $49.23 $48.79 Long 409.0 -0.89% 23247.64 23247.64
UDOW 2020-12-29 2021-01-05 $50.53 $48.72 Long 400.0 -3.59% 22522.45 22522.45
UDOW 2021-01-08 2021-01-19 $53.33 $52.89 Long 365.0 -0.82% 22361.97 22361.97
UDOW 2021-01-22 2021-01-26 $52.62 $52.98 Long 355.0 0.69% 22489.99 22489.99
UDOW 2021-02-09 2021-02-24 $54.09 $55.10 Long 357.0 1.87% 22851.53 22851.53
UDOW 2021-02-26 2021-03-01 $54.89 $54.33 Long 338.0 -1.03% 22659.51 22659.51
UDOW 2021-03-11 2021-03-22 $60.17 $60.81 Long 334.0 1.06% 22872.35 22872.35
UDOW 2021-03-30 2021-04-22 $64.03 $69.90 Long 310.0 9.17% 24691.90 24691.90
UDOW 2021-04-27 2021-04-28 $68.97 $68.73 Long 302.0 -0.34% 24620.22 24620.22
UDOW 2021-05-04 2021-05-13 $69.14 $66.71 Long 302.0 -3.52% 23885.50 23885.50
UDOW 2021-05-26 2021-06-04 $71.46 $73.62 Long 283.0 3.02% 24495.63 24495.63
UDOW 2021-06-08 2021-06-09 $73.35 $73.26 Long 281.0 -0.12% 24470.62 24470.62
UDOW 2021-07-01 2021-07-09 $72.80 $73.27 Long 295.0 0.65% 24610.76 24610.76
UDOW 2021-07-13 2021-07-19 $75.09 $70.26 Long 283.0 -6.43% 23244.26 23244.26
UDOW 2021-07-27 2021-08-03 $75.25 $74.64 Long 264.0 -0.82% 23082.30 23082.30
UDOW 2021-08-09 2021-08-18 $76.18 $76.81 Long 258.0 0.83% 23245.68 23245.68
UDOW 2021-08-26 2021-08-30 $78.39 $78.62 Long 255.0 0.30% 23306.24 23306.24
UDOW 2021-08-31 2021-09-02 $77.85 $78.49 Long 253.0 0.81% 23466.45 23466.45
UDOW 2021-09-07 2021-09-08 $77.72 $75.87 Long 257.0 -2.38% 22990.92 22990.92
UDOW 2021-10-18 2021-10-29 $76.08 $79.45 Long 257.0 4.44% 23858.26 23858.26
UDOW 2021-11-02 2021-11-12 $81.34 $82.15 Long 250.0 0.99% 24058.68 24058.68
UDOW 2021-11-17 2021-11-19 $82.59 $80.62 Long 248.0 -2.38% 23570.24 23570.24
UDOW 2021-12-13 2021-12-15 $81.11 $78.64 Long 248.0 -3.04% 22959.08 22959.08
UDOW 2021-12-27 2022-01-04 $81.58 $86.66 Long 243.0 6.22% 24192.09 24192.09
UDOW 2022-01-05 2022-01-07 $86.91 $82.82 Long 238.0 -4.71% 23217.96 23217.96
UDOW 2022-01-14 2022-01-18 $80.24 $78.30 Long 235.0 -2.42% 22761.49 22761.49
UDOW 2022-02-10 2022-02-11 $77.62 $76.09 Long 245.0 -1.97% 22387.57 22387.57
UDOW 2022-03-21 2022-03-22 $72.17 $72.40 Long 271.0 0.32% 22449.34 22449.34
UDOW 2022-03-23 2022-03-24 $71.79 $70.78 Long 265.0 -1.40% 22183.92 22183.92
UDOW 2022-03-28 2022-04-04 $72.80 $72.52 Long 261.0 -0.38% 22111.45 22111.45
UDOW 2022-04-22 2022-04-25 $71.57 $65.46 Long 247.0 -8.54% 20602.62 20602.62
UDOW 2022-07-20 2022-07-27 $53.55 $53.71 Long 345.0 0.30% 20657.65 20657.65
UDOW 2022-07-28 2022-08-08 $55.53 $59.25 Long 328.0 6.70% 21877.15 21877.15
UDOW 2022-08-09 2022-08-22 $58.37 $61.11 Long 315.0 4.70% 22740.61 22740.61
UDOW 2022-10-25 2022-11-04 $49.59 $53.85 Long 398.0 8.58% 24434.59 24434.59
UDOW 2022-11-09 2022-11-18 $56.72 $60.75 Long 367.0 7.12% 25916.15 25916.15
UDOW 2022-11-22 2022-11-30 $61.46 $61.23 Long 364.0 -0.37% 25832.70 25832.70
UDOW 2022-12-05 2022-12-06 $63.12 $61.54 Long 354.0 -2.50% 25275.19 25275.19
UDOW 2023-01-11 2023-01-19 $60.13 $56.00 Long 369.0 -6.87% 23751.22 23751.22

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
HighLowUDOW 0.90 0.86 UDOW 2023-01-26 Hold Long 0.00% EOD