Strategy IND2 multiple 3X200 Statistics

Owner name: mark_m Member for: 6 years 2 months 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: 2017-11-01 Users: 0 Link:
Monthly P&L
Month NovDecJanFebMarAprMayJunJulAugSep
P&L -1.62%-0.97%-2.27%-1.11%1.24%2.05%-0.22%0.80%-2.10%2.75%0.01%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
ETF321 -3.28% -0.40 -8.16% open 19.00%

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 : 41 25 (60.98%) 0 (0.00%) 16 (39.02%) -1.60%
LONG : 41 25 (60.98%) 0 (0.00%) 16 (39.02%) -1.60%
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
-8,155 (-8.16%) Open 2016-11-11 0000-00-00
-608 (-0.61%) 5 2016-11-02 2016-11-07
-11 (-0.01%) 1 2016-11-08 2016-11-09
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-11-02 41.28 QLD 2016-11-09 40.97 -0.75% $-37.50
2 Long 2016-11-02 17.36 XES 2016-11-11 18.31 5.47% $273.50
3 Long 2016-11-02 35.62 XIV 2016-11-08 36.80 3.31% $165.50
4 Long 2016-11-11 68.00 SRTY 2017-01-31 53.13 -21.87% $-1093.50
5 Long 2016-11-11 25.78 TZA 2017-01-31 20.09 -22.07% $-1103.50
6 Long 2016-11-14 22.58 DGP 2017-05-18 23.84 5.58% $279.00
7 Long 2016-11-14 26.27 FAZ 2017-03-22 20.20 -23.11% $-1155.50
8 Long 2016-12-13 35.72 DUG 2017-01-31 39.84 11.53% $576.50
9 Long 2016-12-21 85.40 TVIX 2016-12-30 89.30 4.57% $228.50
10 Long 2016-12-21 156.40 UVXY 2016-12-30 164.00 4.86% $243.00
11 Long 2016-12-28 18.97 BZQ 2017-02-27 13.44 -29.15% $-1457.50
12 Long 2017-01-05 23.24 TMV 2017-01-20 23.49 1.08% $54.00
13 Long 2017-01-10 69.10 TVIX 2017-02-24 51.30 -25.76% $-1288.00
14 Long 2017-01-10 126.60 UVXY 2017-02-24 94.40 -25.43% $-1271.50
15 Long 2017-02-15 19.03 EDZ 2017-03-10 19.63 3.15% $157.50
16 Long 2017-02-23 65.46 XIV 2017-03-17 73.23 11.87% $593.50
17 Long 2017-03-07 22.11 DRN 2017-03-16 20.80 -5.92% $-296.00
18 Long 2017-03-09 50.83 TNA 2017-03-17 53.34 4.94% $247.00
19 Long 2017-03-09 59.58 URTY 2017-04-26 65.36 9.70% $485.00
20 Long 2017-03-09 19.62 XES 2017-03-30 20.00 1.94% $97.00
21 Long 2017-03-10 10.52 USO 2017-07-26 9.90 -5.89% $-294.50
22 Long 2017-03-30 49.00 SRTY 2017-04-17 51.21 4.51% $225.50
23 Long 2017-03-30 18.53 TZA 2017-04-17 19.37 4.53% $226.50
24 Long 2017-04-11 72.65 EDC 2017-04-26 77.76 7.03% $351.50
25 Long 2017-04-11 65.36 TYH 2017-04-26 69.83 6.84% $342.00
26 Long 2017-04-13 63.77 XIV 2017-04-19 67.41 5.71% $285.50
27 Long 2017-05-10 5.35 IGE 2017-06-08 5.75 7.48% $374.00
28 Long 2017-05-15 14.77 EDZ 2017-05-19 15.31 3.66% $183.00
29 Long 2017-05-25 30.94 SQQQ 2017-06-12 31.80 2.78% $139.00
30 Long 2017-06-05 4.94 OIL 2017-07-26 5.05 2.23% $111.50
31 Long 2017-06-20 29.90 NUGT 2017-06-23 32.98 10.30% $515.00
32 Long 2017-06-30 154.70 DTO 2017-07-24 151.12 -2.31% $-115.50
33 Long 2017-07-14 12.05 BZQ 2017-08-11 11.46 -4.90% $-245.00
34 Long 2017-07-14 29.51 SQQQ 2017-08-11 29.66 0.51% $25.50
35 Long 2017-07-14 19.33 TVIX 2017-08-10 18.54 -4.09% $-204.50
36 Long 2017-07-14 35.60 UVXY 2017-08-10 33.99 -4.52% $-226.00
37 Long 2017-07-14 48.92 VXX 2017-08-10 48.00 -1.88% $-94.00
38 Long 2017-07-31 125.16 DTO 2017-08-30 147.00 17.45% $872.50
39 Long 2017-08-25 11.15 EDZ 2017-09-26 11.27 1.08% $54.00
40 Long 2017-10-02 20.36 UVXY 2017-10-25 16.92 -16.90% $-845.00
41 Long 2017-10-03 10.64 TVIX 2017-10-25 9.24 -13.16% $-658.00

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 ITM Long 14-Nov-16 23.2358 24.08 3.63% 181.66 5,181.50
2 EDC Long 27-Sep-17 101.822 115.71 13.64% 681.97 5,682.00
3 TZA Long 30-Aug-17 16.905 13.31 -21.27% -1,063.29 3,936.50
4 SQQQ Long 5-Oct-17 25.9602 23.33 -10.13% -506.58 4,493.50
5 RWM Long 11-Nov-16 52.4006 43.39 -17.20% -859.78 4,140.00
6 AMJ Long 2-Nov-16 29.2236 27.06 -7.40% -370.18 4,630.00
7 TBT Long 5-Jan-17 39.347 35.59 -9.55% -477.42 4,522.50
8 ADRA Long 4-Nov-16 27.33 33.61 22.98% 1,148.92 6,149.00
9 NUGT Long 26-Oct-17 29.8214 29.14 -2.28% -114.25 4,886.00
10 SRTY Long 30-Aug-17 44.6586 35.15 -21.29% -1,064.59 3,935.50
11 DIG Long 16-Aug-17 29.3412 34.70 18.26% 913.19 5,913.00
12 DRN Long 11-Aug-17 21.2464 21.68 2.04% 102.04 5,102.00
Subtotal PNL= $ -1,428.31 Open Positions: $58,571.50
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