Strategy - SplineUVXY


Description

Details

Metrics
Metric Measure
AccountName VSplines
NoOfTrades 176.00
NoOfWins 114.00
NoOfLosses 62.00
SharpRatio 1.53
SortinoRatio 2.11
GrossProfit $51334.34
FirstDate 2019-11-13
LastDate 2024-08-13
FirstEquity $10000.00
FinalEquity $61334.34
OpenEquity $53692.80
LongEquity $0.00
ShortEquity $51334.34
PercentWins 64.77%
AveWin 4.07%
AveLoss -3.00%
AveWinLoss 1.36
Expectancy 1.58%
MedianDrawUp 77.29%
MednDrawDown -14.68%
MaxDrawDown -28.75%
Kelly 38.86%
Thorpe 96.37
Rachev 1.65
PAPR 18.07%
APR 46.50%
CalmarRatio 3.21
Trades
Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
UVXY 2019-11-13 2019-11-14 $8855.00 $8825.00 Short 1 0.34% 10030.00 10030.00
UVXY 2019-11-15 2019-11-18 $8400.00 $8050.00 Short 1 4.35% 10380.00 10380.00
UVXY 2019-11-20 2019-11-21 $8190.00 $8195.00 Short 1 -0.06% 10375.00 10375.00
UVXY 2019-11-26 2019-11-27 $7345.00 $7185.00 Short 1 2.23% 10535.00 10535.00
UVXY 2019-11-29 2019-12-02 $7310.00 $7385.00 Short 1 -1.02% 10460.00 10460.00
UVXY 2019-12-11 2019-12-12 $8025.00 $7830.00 Short 1 2.49% 10655.00 10655.00
UVXY 2019-12-20 2019-12-23 $6245.00 $6360.00 Short 1 -1.81% 10540.00 10540.00
UVXY 2020-01-08 2020-01-09 $6275.00 $5935.00 Short 1 5.73% 10880.00 10880.00
UVXY 2020-01-10 2020-01-13 $5815.00 $5700.00 Short 1 2.02% 10995.00 10995.00
UVXY 2020-01-15 2020-01-16 $5505.00 $5365.00 Short 1 2.61% 11135.00 11135.00
UVXY 2020-01-17 2020-01-21 $5280.00 $5410.00 Short 1 -2.40% 11005.00 11005.00
UVXY 2020-02-05 2020-02-06 $5820.00 $5695.00 Short 1 2.19% 11130.00 11130.00
UVXY 2020-02-07 2020-02-10 $5900.00 $5930.00 Short 1 -0.51% 11100.00 11100.00
UVXY 2020-02-12 2020-02-13 $5545.00 $5550.00 Short 1 -0.09% 11095.00 11095.00
UVXY 2020-02-19 2020-02-20 $5320.00 $5395.00 Short 1 -1.39% 11020.00 11020.00
UVXY 2020-10-09 2020-10-12 $8720.00 $8210.00 Short 1 6.21% 11530.00 11530.00
UVXY 2020-10-26 2020-10-27 $8655.00 $9485.00 Short 1 -8.75% 10700.00 10700.00
UVXY 2020-11-06 2020-11-09 $8005.05 $6570.00 Short 1 21.84% 12135.05 12135.05
UVXY 2020-11-30 2020-12-01 $5775.00 $5500.00 Short 1 5.00% 12410.05 12410.05
UVXY 2020-12-09 2020-12-10 $5190.00 $5629.95 Short 1 -7.81% 11970.10 11970.10
UVXY 2020-12-21 2020-12-22 $6320.00 $6040.00 Short 1 4.64% 12250.10 12250.10
UVXY 2020-12-29 2020-12-30 $5240.00 $5600.00 Short 2 -6.43% 11530.10 11530.10
UVXY 2020-12-31 2021-01-04 $5325.00 $5320.00 Short 1 0.09% 11535.10 11535.10
UVXY 2021-01-11 2021-01-12 $5385.00 $5370.00 Short 2 0.28% 11565.10 11565.10
UVXY 2021-01-13 2021-01-14 $5280.00 $5090.00 Short 1 3.73% 11755.10 11755.10
UVXY 2021-01-25 2021-01-26 $5180.00 $5275.00 Short 2 -1.80% 11565.10 11565.10
UVXY 2021-02-03 2021-02-04 $5665.00 $5235.00 Short 1 8.21% 11995.10 11995.10
UVXY 2021-02-05 2021-02-08 $5015.00 $5000.00 Short 2 0.30% 12025.10 12025.10
UVXY 2021-02-10 2021-02-11 $4955.00 $5030.00 Short 2 -1.49% 11875.10 11875.10
UVXY 2021-02-22 2021-02-23 $4630.00 $4725.00 Short 2 -2.01% 11685.10 11685.10
UVXY 2021-03-12 2021-03-15 $4075.00 $3835.00 Short 2 6.26% 12165.10 12165.10
UVXY 2021-03-26 2021-03-29 $3050.00 $3055.00 Short 3 -0.16% 12150.10 12150.10
UVXY 2021-04-05 2021-04-06 $2565.00 $2580.00 Short 3 -0.58% 12105.10 12105.10
UVXY 2021-04-09 2021-04-12 $2465.00 $2450.00 Short 4 0.61% 12165.10 12165.10
UVXY 2021-04-30 2021-05-03 $2250.00 $2235.00 Short 5 0.67% 12240.10 12240.10
UVXY 2021-05-07 2021-05-10 $2210.00 $2015.00 Short 4 9.68% 13020.10 13020.10
UVXY 2021-05-19 2021-05-20 $2515.00 $2340.00 Short 5 7.48% 13895.10 13895.10
UVXY 2021-05-24 2021-05-25 $2135.00 $2035.00 Short 5 4.91% 14395.10 14395.10
UVXY 2021-05-26 2021-05-27 $2002.50 $1870.00 Short 6 7.09% 15190.10 15190.10
UVXY 2021-05-28 2021-06-01 $1737.50 $1735.00 Short 7 0.14% 15207.60 15207.60
UVXY 2021-06-09 2021-06-10 $1656.00 $1656.50 Short 8 -0.03% 15203.60 15203.60
UVXY 2021-06-11 2021-06-14 $1530.00 $1498.50 Short 8 2.10% 15455.60 15455.60
UVXY 2021-06-25 2021-06-28 $1405.00 $1361.00 Short 9 3.23% 15851.60 15851.60
UVXY 2021-06-30 2021-07-01 $1434.00 $1372.50 Short 10 4.48% 16466.60 16466.60
UVXY 2021-07-26 2021-07-27 $1458.50 $1446.00 Short 10 0.86% 16591.60 16591.60
UVXY 2021-07-28 2021-07-29 $1447.50 $1399.50 Short 10 3.43% 17071.60 17071.60
UVXY 2021-08-09 2021-08-10 $1286.50 $1248.00 Short 11 3.08% 17495.10 17495.10
UVXY 2021-08-11 2021-08-12 $1218.00 $1194.50 Short 12 1.97% 17777.10 17777.10
UVXY 2021-08-16 2021-08-17 $1195.50 $1208.50 Short 14 -1.08% 17595.10 17595.10
UVXY 2021-08-25 2021-08-26 $1170.50 $1159.50 Short 13 0.95% 17738.10 17738.10
UVXY 2021-08-27 2021-08-30 $1176.00 $1098.00 Short 13 7.10% 18752.10 18752.10
UVXY 2021-09-03 2021-09-07 $1074.50 $1069.50 Short 16 0.47% 18832.10 18832.10
UVXY 2021-09-17 2021-09-20 $1078.00 $1313.00 Short 15 -17.90% 15307.10 15307.10
UVXY 2021-09-27 2021-09-28 $1031.00 $1104.00 Short 12 -6.61% 14431.10 14431.10
UVXY 2021-10-08 2021-10-11 $1040.50 $1044.50 Short 11 -0.38% 14387.10 14387.10
UVXY 2021-10-18 2021-10-19 $927.50 $872.50 Short 14 6.30% 15157.10 15157.10
UVXY 2021-10-20 2021-10-21 $871.00 $865.00 Short 15 0.69% 15247.10 15247.10
UVXY 2021-10-27 2021-10-28 $822.50 $833.00 Short 17 -1.26% 15068.60 15068.60
UVXY 2021-11-03 2021-11-04 $775.50 $720.50 Short 16 7.63% 15948.60 15948.60
UVXY 2021-11-05 2021-11-08 $736.00 $770.00 Short 19 -4.42% 15302.60 15302.60
UVXY 2021-12-03 2021-12-06 $1025.00 $1113.00 Short 12 -7.91% 14246.60 14246.60
UVXY 2021-12-08 2021-12-09 $853.50 $791.00 Short 13 7.90% 15059.10 15059.10
UVXY 2021-12-10 2021-12-13 $764.00 $754.50 Short 17 1.26% 15220.60 15220.60
UVXY 2021-12-27 2021-12-28 $698.50 $676.00 Short 19 3.33% 15648.10 15648.10
UVXY 2021-12-29 2021-12-30 $654.50 $625.00 Short 20 4.72% 16238.10 16238.10
UVXY 2021-12-31 2022-01-03 $627.00 $608.50 Short 23 3.04% 16663.60 16663.60
UVXY 2022-01-18 2022-01-19 $654.00 $664.00 Short 22 -1.51% 16443.60 16443.60
UVXY 2022-01-31 2022-02-01 $860.00 $739.00 Short 16 16.37% 18379.60 18379.60
UVXY 2022-02-04 2022-02-07 $760.50 $707.50 Short 23 7.49% 19598.60 19598.60
UVXY 2022-02-22 2022-02-23 $867.00 $809.50 Short 21 7.10% 20806.10 20806.10
UVXY 2022-03-02 2022-03-03 $1000.50 $908.00 Short 20 10.19% 22656.10 22656.10
UVXY 2022-03-14 2022-03-15 $991.50 $1029.00 Short 22 -3.64% 21831.10 21831.10
UVXY 2022-03-16 2022-03-17 $942.00 $853.00 Short 19 10.43% 23522.10 23522.10
UVXY 2022-03-18 2022-03-21 $850.00 $767.00 Short 24 10.82% 25514.10 25514.10
UVXY 2022-03-23 2022-03-24 $766.50 $731.50 Short 31 4.78% 26599.10 26599.10
UVXY 2022-04-20 2022-04-21 $590.50 $569.00 Short 36 3.78% 27373.10 27373.10
UVXY 2022-05-04 2022-05-05 $798.00 $728.50 Short 28 9.54% 29319.10 29319.10
UVXY 2022-05-25 2022-05-26 $810.50 $753.50 Short 32 7.56% 31143.10 31143.10
UVXY 2022-05-31 2022-06-01 $731.00 $678.50 Short 38 7.74% 33138.10 33138.10
UVXY 2022-06-03 2022-06-06 $681.50 $653.00 Short 43 4.36% 34363.60 34363.60
UVXY 2022-06-08 2022-06-09 $644.50 $649.00 Short 45 -0.69% 34161.10 34161.10
UVXY 2022-06-22 2022-06-23 $807.00 $733.00 Short 40 10.10% 37121.10 37121.10
UVXY 2022-06-24 2022-06-27 $720.00 $710.00 Short 45 1.41% 37571.10 37571.10
UVXY 2022-07-08 2022-07-11 $673.50 $666.00 Short 50 1.13% 37946.10 37946.10
UVXY 2022-07-18 2022-07-19 $616.00 $628.50 Short 52 -1.99% 37296.10 37296.10
UVXY 2022-07-20 2022-07-21 $627.50 $611.00 Short 53 2.70% 38170.60 38170.60
UVXY 2022-07-25 2022-07-26 $584.00 $584.50 Short 58 -0.09% 38141.60 38141.60
UVXY 2022-07-29 2022-08-01 $521.00 $530.00 Short 61 -1.70% 37592.60 37592.60
UVXY 2022-08-10 2022-08-11 $475.00 $456.00 Short 66 4.17% 38846.60 38846.60
UVXY 2022-08-12 2022-08-15 $458.50 $465.00 Short 76 -1.40% 38352.60 38352.60
UVXY 2022-09-09 2022-09-12 $464.00 $455.00 Short 68 1.98% 38964.60 38964.60
UVXY 2022-10-05 2022-10-06 $581.50 $567.50 Short 62 2.47% 39832.60 39832.60
UVXY 2022-10-07 2022-10-10 $610.00 $640.00 Short 63 -4.69% 37942.60 37942.60
UVXY 2022-10-21 2022-10-24 $601.50 $592.50 Short 55 1.52% 38437.60 38437.60
UVXY 2022-10-26 2022-10-27 $561.00 $530.00 Short 58 5.85% 40235.60 40235.60
UVXY 2022-10-31 2022-11-01 $507.00 $481.50 Short 69 5.30% 41995.10 41995.10
UVXY 2022-11-02 2022-11-03 $487.60 $510.00 Short 78 -4.39% 40247.90 40247.90
UVXY 2022-11-16 2022-11-17 $460.00 $467.00 Short 81 -1.50% 39680.90 39680.90
UVXY 2022-11-18 2022-11-21 $437.00 $437.50 Short 76 -0.11% 39642.90 39642.90
UVXY 2022-11-25 2022-11-28 $389.00 $399.00 Short 89 -2.51% 38752.90 38752.90
UVXY 2022-12-05 2022-12-06 $363.50 $362.00 Short 92 0.41% 38890.90 38890.90
UVXY 2022-12-07 2022-12-08 $385.00 $388.00 Short 96 -0.77% 38602.90 38602.90
UVXY 2022-12-14 2022-12-15 $361.00 $354.50 Short 98 1.83% 39239.90 39239.90
UVXY 2022-12-16 2022-12-19 $388.50 $374.50 Short 99 3.74% 40625.90 40625.90
UVXY 2022-12-27 2022-12-28 $353.00 $347.00 Short 99 1.73% 41219.90 41219.90
UVXY 2022-12-30 2023-01-03 $350.00 $339.00 Short 108 3.24% 42407.90 42407.90
UVXY 2023-01-09 2023-01-10 $314.50 $322.00 Short 119 -2.33% 41515.40 41515.40
UVXY 2023-01-11 2023-01-12 $297.50 $292.50 Short 116 1.71% 42095.40 42095.40
UVXY 2023-01-13 2023-01-17 $282.00 $275.00 Short 129 2.55% 42998.40 42998.40
UVXY 2023-01-18 2023-01-19 $267.50 $297.50 Short 140 -10.08% 38798.40 38798.40
UVXY 2023-01-25 2023-01-26 $266.50 $250.00 Short 127 6.60% 40893.90 40893.90
UVXY 2023-01-27 2023-01-30 $251.00 $252.50 Short 147 -0.59% 40673.40 40673.40
UVXY 2023-02-06 2023-02-07 $249.00 $256.00 Short 145 -2.73% 39658.40 39658.40
UVXY 2023-02-17 2023-02-21 $260.50 $273.05 Short 145 -4.60% 37838.65 37838.65
UVXY 2023-03-06 2023-03-07 $226.00 $223.00 Short 144 1.35% 38270.65 38270.65
UVXY 2023-03-20 2023-03-21 $325.00 $279.00 Short 117 16.49% 43652.65 43652.65
UVXY 2023-03-22 2023-03-23 $260.00 $262.50 Short 140 -0.95% 43302.65 43302.65
UVXY 2023-03-27 2023-03-28 $262.00 $256.00 Short 129 2.34% 44076.65 44076.65
UVXY 2023-03-29 2023-03-30 $235.50 $231.00 Short 154 1.95% 44769.65 44769.65
UVXY 2023-03-31 2023-04-03 $231.00 $232.50 Short 174 -0.65% 44508.65 44508.65
UVXY 2023-04-17 2023-04-18 $197.50 $189.00 Short 194 4.50% 46157.65 46157.65
UVXY 2023-04-19 2023-04-20 $191.00 $193.50 Short 219 -1.29% 45610.15 45610.15
UVXY 2023-05-03 2023-05-04 $187.00 $200.00 Short 231 -6.50% 42607.15 42607.15
UVXY 2023-05-15 2023-05-16 $171.50 $170.00 Short 223 0.88% 42941.65 42941.65
UVXY 2023-05-19 2023-05-22 $154.00 $162.00 Short 234 -4.94% 41069.65 41069.65
UVXY 2023-05-31 2023-06-01 $156.00 $149.00 Short 244 4.70% 42777.65 42777.65
UVXY 2023-06-02 2023-06-05 $134.00 $130.50 Short 258 2.68% 43680.65 43680.65
UVXY 2023-06-07 2023-06-08 $116.00 $117.50 Short 312 -1.28% 43212.65 43212.65
UVXY 2023-06-09 2023-06-12 $111.50 $113.50 Short 330 -1.76% 42552.65 42552.65
UVXY 2023-06-21 2023-06-22 $105.50 $105.00 Short 352 0.48% 42728.65 42728.65
UVXY 2023-06-26 2023-06-27 $101.90 $100.00 Short 372 1.90% 43435.45 43435.45
UVXY 2023-06-28 2023-06-29 $96.20 $92.80 Short 390 3.66% 44761.45 44761.45
UVXY 2023-06-30 2023-07-03 $93.15 $92.00 Short 434 1.25% 45260.55 45260.55
UVXY 2023-07-05 2023-07-06 $94.05 $100.45 Short 442 -6.37% 42431.75 42431.75
UVXY 2023-07-14 2023-07-17 $88.35 $87.05 Short 447 1.49% 43012.85 43012.85
UVXY 2023-07-26 2023-07-27 $84.50 $77.60 Short 464 8.89% 46214.45 46214.45
UVXY 2023-07-31 2023-08-01 $80.25 $82.50 Short 511 -2.73% 45064.70 45064.70
UVXY 2023-08-11 2023-08-14 $93.35 $87.15 Short 472 7.11% 47991.10 47991.10
UVXY 2023-08-25 2023-08-28 $91.25 $84.25 Short 504 8.31% 51519.10 51519.10
UVXY 2023-09-05 2023-09-06 $71.55 $72.35 Short 654 -1.11% 50995.90 50995.90
UVXY 2023-09-18 2023-09-19 $69.40 $67.40 Short 705 2.97% 52405.90 52405.90
UVXY 2023-10-11 2023-10-12 $75.10 $73.25 Short 595 2.53% 53506.65 53506.65
UVXY 2023-10-25 2023-10-26 $85.60 $93.25 Short 549 -8.20% 49306.80 49306.80
UVXY 2023-10-27 2023-10-30 $91.35 $93.45 Short 475 -2.25% 48309.30 48309.30
UVXY 2023-11-03 2023-11-06 $68.70 $66.75 Short 604 2.92% 49487.10 49487.10
UVXY 2023-11-08 2023-11-09 $63.10 $61.30 Short 691 2.94% 50730.90 50730.90
UVXY 2023-11-20 2023-11-21 $55.10 $55.35 Short 807 -0.45% 50529.15 50529.15
UVXY 2023-11-24 2023-11-27 $53.40 $51.15 Short 871 4.40% 52488.90 52488.90
UVXY 2023-12-11 2023-12-12 $47.35 $45.00 Short 962 5.22% 54749.60 54749.60
UVXY 2023-12-13 2023-12-14 $43.60 $42.25 Short 1094 3.20% 56226.50 56226.50
UVXY 2023-12-15 2023-12-18 $43.10 $44.75 Short 1197 -3.69% 54251.45 54251.45
UVXY 2023-12-29 2024-01-02 $41.85 $43.75 Short 1166 -4.34% 52036.05 52036.05
UVXY 2024-01-03 2024-01-04 $43.20 $44.45 Short 1070 -2.81% 50698.55 50698.55
UVXY 2024-01-10 2024-01-11 $38.85 $37.75 Short 1106 2.91% 51915.15 51915.15
UVXY 2024-01-16 2024-01-17 $40.65 $43.15 Short 1224 -5.79% 48855.15 48855.15
UVXY 2024-01-26 2024-01-29 $37.95 $37.85 Short 1175 0.26% 48972.65 48972.65
UVXY 2024-02-07 2024-02-08 $35.35 $35.50 Short 1200 -0.42% 48792.65 48792.65
UVXY 2024-02-09 2024-02-12 $35.05 $35.50 Short 1236 -1.27% 48236.45 48236.45
UVXY 2024-02-21 2024-02-22 $39.15 $36.05 Short 1148 8.60% 51795.25 51795.25
UVXY 2024-02-26 2024-02-27 $34.80 $34.05 Short 1285 2.20% 52759.00 52759.00
UVXY 2024-03-13 2024-03-14 $33.75 $33.40 Short 1343 1.05% 53229.05 53229.05
UVXY 2024-03-15 2024-03-18 $35.75 $35.20 Short 1434 1.56% 54015.60 54015.60
UVXY 2024-03-22 2024-03-25 $32.00 $32.00 Short 1548 0.00% 54015.60 54015.60
UVXY 2024-04-22 2024-04-23 $38.12 $34.66 Short 1241 9.98% 58309.46 58309.46
UVXY 2024-04-24 2024-04-25 $33.49 $36.01 Short 1514 -7.00% 54494.18 54494.18
UVXY 2024-04-26 2024-04-29 $32.78 $32.19 Short 1361 1.83% 55297.17 55297.17
UVXY 2024-05-08 2024-05-09 $28.94 $28.40 Short 1723 1.90% 56227.59 56227.59
UVXY 2024-05-10 2024-05-13 $28.20 $27.56 Short 1781 2.32% 57367.43 57367.43
UVXY 2024-05-17 2024-05-20 $25.76 $25.20 Short 1994 2.22% 58484.07 58484.07
UVXY 2024-05-22 2024-05-23 $24.76 $24.64 Short 2074 0.49% 58732.95 58732.95
UVXY 2024-06-05 2024-06-06 $25.25 $24.74 Short 2022 2.06% 59764.17 59764.17
UVXY 2024-06-07 2024-06-10 $24.68 $24.87 Short 2174 -0.76% 59351.11 59351.11
UVXY 2024-06-28 2024-07-01 $23.12 $23.11 Short 2281 0.04% 59373.92 59373.92
UVXY 2024-07-05 2024-07-08 $21.82 $21.68 Short 2451 0.65% 59717.06 59717.06
UVXY 2024-07-31 2024-08-01 $25.23 $25.23 Short 2154 0.00% 59717.06 59717.06
UVXY 2024-08-12 2024-08-13 $29.98 $28.86 Short 1444 3.88% 61334.34 61334.34
Signals
Strategy Size Ticker Date State Type Profit TimeFrame
SplineUVXY 0.88 UVXY 2024-08-16 Cover@NextOpen Short 3.12% EndOfDay