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 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