Strategy IND2 multiple 3X200 Statistics

Owner name: mark_m Member for: 6 years 3 weeks Since: Tue, 2011-08-30 18:17
Strategy Allocation: 100% Position Size: 5.00% Max positions: 2
Paired Universe: ETF321 Total Securities: 200
Comment: A good strategy for a upward market, not the one for 2008 :-) years
Published: 2013-04-18 Refreshed: 2017-09-01 Users: 0 Link:
Monthly P&L
Month SepOctNovDecJanFebMarAprMayJunJul
P&L 0.32%1.62%-3.05%-0.63%-2.31%-1.14%1.24%2.01%-0.21%0.80%-2.09%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
ETF321 -1.10% -0.13 -8.72% open 22.00%

Strategy data
Allocation Position size Max position Position Priority Entry Entry deep
100% ($100,000.00) 5.00% 2 None Limit 2
Trade Statistics
Trades Wins Even Loses Trade Average P&L
ALL : 49 31 (63.27%) 0 (0.00%) 18 (36.73%) -0.45%
LONG : 49 31 (63.27%) 0 (0.00%) 18 (36.73%) -0.45%
SHORT: 0 0 (0.00%) 0 (0.00%) 0 (0.00%) 0.00%
Note: only one trade per day is displayed. You may miss few trades in the map.

Max Drawdown Data
MDD MDD Days Start Date End Date
-8,723 (-8.72%) Open 2016-11-01 0000-00-00
-2,906 (-2.91%) 34 2016-09-27 2016-10-31
-160 (-0.16%) 1 2016-09-22 2016-09-23
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-09-22 179.80 TVIX 2016-10-12 182.10 1.28% $64.00
2 Long 2016-09-22 329.20 UVXY 2016-10-12 334.30 1.55% $77.50
3 Long 2016-09-22 134.96 VXX 2016-10-13 142.76 5.78% $289.00
4 Long 2016-10-04 25.78 DGP 2017-05-18 23.84 -7.53% $-376.50
5 Long 2016-10-05 116.62 DTO 2016-11-01 126.26 8.27% $413.50
6 Long 2016-10-05 50.52 NUGT 2016-10-14 48.00 -4.99% $-249.50
7 Long 2016-10-06 20.34 DRN 2016-10-14 21.33 4.87% $243.50
8 Long 2016-10-06 55.25 URE 2016-12-09 56.42 2.12% $106.00
9 Long 2016-10-24 148.50 TVIX 2016-10-28 160.40 8.01% $400.50
10 Long 2016-10-24 271.60 UVXY 2016-10-28 294.20 8.32% $416.00
11 Long 2016-10-24 123.52 VXX 2016-10-31 132.96 7.64% $382.00
12 Long 2016-10-25 8.60 UNG 2016-11-22 7.80 -9.30% $-465.00
13 Long 2016-11-01 68.36 SSO 2016-11-09 68.14 -0.32% $-16.00
14 Long 2016-11-02 41.28 QLD 2016-11-09 40.97 -0.75% $-37.50
15 Long 2016-11-02 35.62 XIV 2016-11-08 36.80 3.31% $165.50
16 Long 2016-11-11 68.00 SRTY 2017-01-31 53.13 -21.87% $-1093.50
17 Long 2016-11-11 25.78 TZA 2017-01-31 20.09 -22.07% $-1103.50
18 Long 2016-11-14 26.27 FAZ 2017-03-22 20.20 -23.11% $-1155.50
19 Long 2016-12-13 35.72 DUG 2017-01-31 39.84 11.53% $576.50
20 Long 2016-12-21 85.40 TVIX 2016-12-30 89.30 4.57% $228.50
21 Long 2016-12-21 156.40 UVXY 2016-12-30 164.00 4.86% $243.00
22 Long 2016-12-28 18.97 BZQ 2017-02-27 13.44 -29.15% $-1457.50
23 Long 2017-01-05 23.24 TMV 2017-01-20 23.49 1.08% $54.00
24 Long 2017-01-10 69.10 TVIX 2017-02-24 51.30 -25.76% $-1288.00
25 Long 2017-01-10 126.60 UVXY 2017-02-24 94.40 -25.43% $-1271.50
26 Long 2017-02-15 19.03 EDZ 2017-03-10 19.63 3.15% $157.50
27 Long 2017-02-23 65.46 XIV 2017-03-17 73.23 11.87% $593.50
28 Long 2017-03-07 22.11 DRN 2017-03-16 20.80 -5.92% $-296.00
29 Long 2017-03-09 50.83 TNA 2017-03-17 53.34 4.94% $247.00
30 Long 2017-03-09 59.58 URTY 2017-04-26 65.36 9.70% $485.00
31 Long 2017-03-09 19.62 XES 2017-03-30 20.00 1.94% $97.00
32 Long 2017-03-10 10.52 USO 2017-07-26 9.90 -5.89% $-294.50
33 Long 2017-03-30 49.00 SRTY 2017-04-17 51.21 4.51% $225.50
34 Long 2017-03-30 18.53 TZA 2017-04-17 19.37 4.53% $226.50
35 Long 2017-04-11 72.65 EDC 2017-04-26 77.76 7.03% $351.50
36 Long 2017-04-11 65.36 TYH 2017-04-26 69.83 6.84% $342.00
37 Long 2017-04-13 63.77 XIV 2017-04-19 67.41 5.71% $285.50
38 Long 2017-05-10 5.35 IGE 2017-06-08 5.75 7.48% $374.00
39 Long 2017-05-15 14.77 EDZ 2017-05-19 15.31 3.66% $183.00
40 Long 2017-05-25 30.94 SQQQ 2017-06-12 31.80 2.78% $139.00
41 Long 2017-06-05 4.94 OIL 2017-07-26 5.05 2.23% $111.50
42 Long 2017-06-20 29.90 NUGT 2017-06-23 32.98 10.30% $515.00
43 Long 2017-06-30 154.70 DTO 2017-07-24 151.12 -2.31% $-115.50
44 Long 2017-07-14 12.05 BZQ 2017-08-11 11.46 -4.90% $-245.00
45 Long 2017-07-14 29.51 SQQQ 2017-08-11 29.66 0.51% $25.50
46 Long 2017-07-14 19.33 TVIX 2017-08-10 18.54 -4.09% $-204.50
47 Long 2017-07-14 35.60 UVXY 2017-08-10 33.99 -4.52% $-226.00
48 Long 2017-07-14 48.92 VXX 2017-08-10 48.00 -1.88% $-94.00
49 Long 2017-07-31 125.16 DTO 2017-08-30 147.00 17.45% $872.50

End of Period Holdings
Note: the trades below represent the maximum possible holding at the end of the period. These trades list is subjected to available allocation to enter into these positions. In reality you will find fewer open trades.
No. Symbol Long/Short Entry Date Entry price Last Price P&L (%) P&L ($) Holdings
1 TZA Long 30-Aug-17 16.905 16.41 -2.93% -146.41 4,853.50
2 EDZ Long 25-Aug-17 11.1328 11.24 0.96% 48.15 5,048.00
3 GLD Long 4-Oct-16 122.8136 125.82 2.45% 122.40 5,122.50
4 RWM Long 11-Nov-16 52.4006 46.45 -11.36% -567.80 4,432.00
5 AMJ Long 2-Nov-16 29.2236 28.16 -3.64% -181.98 4,818.00
6 TBT Long 5-Jan-17 39.347 34.00 -13.59% -679.47 4,320.50
7 ADRA Long 4-Nov-16 27.33 32.63 19.39% 969.63 5,969.50
8 XLU Long 3-Oct-16 48.0102 54.97 14.50% 724.83 5,725.00
9 SRTY Long 30-Aug-17 44.6586 43.41 -2.80% -139.79 4,860.00
10 DIG Long 16-Aug-17 29.3412 29.51 0.58% 28.77 5,029.00
11 IAU Long 4-Oct-16 12.4068 12.72 2.52% 126.22 5,126.00
12 DRN Long 11-Aug-17 21.2464 22.67 6.70% 335.02 5,335.00
Subtotal PNL= $ 639.56 Open Positions: $60,639.00
X
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