| Transaction Start Date | Transaction End Date | Transaction Type | Entry Price | Exit Price | [+]=Profit / [-]=Loss | Volume at Entry Date |
|---|---|---|---|---|---|---|
2024-01-31 |
2024-02-01 |
Short |
156.87 |
153.39 |
3.48 |
13161 |
2024-02-02 |
2024-02-05 |
Long |
153.95 |
155.22 |
1.27 |
5417 |
2024-02-06 |
2024-02-06 |
Long |
154.22 |
154.22 |
1.75 |
6295 |
2024-02-07 |
2024-02-12 |
Long |
157.21 |
160.85 |
3.64 |
9284 |
2024-02-13 |
2024-02-14 |
Short |
155.49 |
155 |
0.49 |
19453 |
2024-02-15 |
2024-02-20 |
Long |
153.56 |
151.35 |
-2.21 |
13870 |
2024-02-21 |
2024-02-22 |
Short |
140.29 |
145.84 |
-5.55 |
39812 |
2024-02-23 |
2024-03-05 |
Long |
149.41 |
156.4 |
6.99 |
16694 |
2024-03-06 |
2024-03-06 |
Long |
157.12 |
157.12 |
0.03 |
10334 |
2024-03-07 |
2024-03-08 |
Long |
156.65 |
158.07 |
1.42 |
12137 |
2024-03-11 |
2024-03-20 |
Short |
152.72 |
149.93 |
2.79 |
10390 |
2024-03-21 |
2024-03-25 |
Long |
151.73 |
153.78 |
2.05 |
10780 |
2024-03-26 |
2024-03-27 |
Short |
152.88 |
153.39 |
-0.51 |
13302 |
2024-03-28 |
2024-04-02 |
Long |
155.63 |
153.14 |
-2.49 |
13225 |
2024-04-03 |
2024-04-03 |
Long |
153.09 |
153.09 |
3.02 |
9813 |
2024-04-04 |
2024-04-04 |
Short |
157.99 |
157.99 |
3.14 |
14300 |
2024-04-05 |
2024-04-05 |
Long |
154.69 |
154.69 |
2.54 |
9525 |
2024-04-08 |
2024-04-10 |
Long |
158.33 |
156.79 |
-1.54 |
13755 |
2024-04-11 |
2024-04-11 |
Long |
157.18 |
157.18 |
2.96 |
14574 |
2024-04-12 |
2024-04-12 |
Short |
157.81 |
157.81 |
2.71 |
22564 |
2024-04-15 |
2024-04-23 |
Short |
157.05 |
145.49 |
11.56 |
10830 |
2024-04-24 |
2024-04-24 |
Short |
147.66 |
147.66 |
1.06 |
14337 |
2024-04-25 |
2024-04-25 |
Long |
145.95 |
145.95 |
1.48 |
6925 |
2024-04-26 |
2024-04-30 |
Long |
147 |
149.18 |
2.18 |
8937 |
2024-05-01 |
2024-05-03 |
Short |
147.2 |
149.61 |
-2.41 |
10520 |
2024-05-06 |
2024-05-10 |
Long |
150.3 |
151.79 |
1.49 |
7284 |
2024-05-13 |
2024-05-14 |
Short |
150.31 |
150.22 |
0.09 |
6239 |
2024-05-15 |
2024-05-21 |
Long |
152.5 |
153.27 |
0.77 |
12254 |
2024-05-22 |
2024-05-22 |
Long |
147.17 |
147.17 |
0.31 |
17683 |
2024-05-23 |
2024-05-23 |
Short |
148.84 |
148.84 |
5 |
12707 |
2024-05-24 |
2024-06-10 |
Short |
144.91 |
134.47 |
10.44 |
7949 |
2024-06-11 |
2024-06-11 |
Short |
136.5 |
136.5 |
0.31 |
9720 |
2024-06-12 |
2024-06-12 |
Long |
137.23 |
137.23 |
0.88 |
9374 |
2024-06-13 |
2024-06-14 |
Long |
137.68 |
136.82 |
-0.86 |
8255 |
2024-06-17 |
2024-06-17 |
Long |
135.89 |
135.89 |
1.06 |
8519 |
2024-06-18 |
2024-06-18 |
Short |
137 |
137 |
0.9 |
9349 |
2024-06-20 |
2024-06-21 |
Short |
136.2 |
135.27 |
0.93 |
10384 |
2024-06-24 |
2024-06-24 |
Short |
136.5 |
136.5 |
-0.41 |
9234 |
2024-06-25 |
2024-06-25 |
Long |
136.75 |
136.75 |
0.81 |
11222 |
2024-06-26 |
2024-06-26 |
Short |
136.07 |
136.07 |
0.17 |
13527 |
2024-06-27 |
2024-06-28 |
Short |
136.36 |
136.19 |
0.17 |
10685 |
2024-07-01 |
2024-07-01 |
Short |
136.75 |
136.75 |
1.82 |
7904 |
2024-07-02 |
2024-07-02 |
Long |
135.09 |
135.09 |
1.36 |
6862 |
2024-07-03 |
2024-07-03 |
Short |
136.91 |
136.91 |
1.58 |
5872 |
2024-07-05 |
2024-07-05 |
Long |
136.3 |
136.3 |
1.05 |
10585 |
2024-07-08 |
2024-07-09 |
Long |
137.78 |
137.97 |
0.19 |
10665 |
2024-07-10 |
2024-07-10 |
Long |
136.31 |
136.31 |
1.21 |
10515 |
2024-07-11 |
2024-07-17 |
Long |
139.22 |
147.87 |
8.65 |
7566 |
2024-07-18 |
2024-07-26 |
Short |
145.56 |
137.73 |
7.83 |
9748 |
2024-07-29 |
2024-07-30 |
Long |
138.67 |
138.09 |
-0.58 |
5002 |
2024-07-31 |
2024-07-31 |
Long |
137.95 |
137.95 |
1.62 |
12050 |
2024-08-01 |
2024-08-01 |
Short |
138.75 |
138.75 |
6.22 |
10900 |
2024-08-02 |
2024-08-06 |
Short |
129.53 |
123.52 |
6.01 |
18219 |
2024-08-07 |
2024-08-07 |
Short |
124.4 |
124.4 |
4.54 |
20952.3 |
2024-08-08 |
2024-08-08 |
Long |
121.2 |
121.2 |
1.92 |
21657.6 |
2024-08-09 |
2024-08-09 |
Short |
122.82 |
122.82 |
-0.05 |
20337.2 |
2024-08-12 |
2024-08-12 |
Long |
123.06 |
123.06 |
0.69 |
12669 |
2024-08-13 |
2024-08-22 |
Long |
124.58 |
157.83 |
33.25 |
12815 |
2024-08-23 |
2024-08-30 |
Short |
155.96 |
154.28 |
1.68 |
10139 |
2024-09-03 |
2024-09-03 |
Short |
152.85 |
152.85 |
4.8 |
11208 |
2024-09-04 |
2024-09-09 |
Short |
147.2 |
144.68 |
2.52 |
10157.8 |
2024-09-10 |
2024-09-20 |
Long |
145.68 |
154.21 |
8.53 |
8434 |
2024-09-23 |
2024-09-24 |
Short |
152.92 |
152.81 |
0.11 |
10245 |
2024-09-25 |
2024-10-01 |
Long |
153.61 |
158.34 |
4.73 |
7486 |
2024-10-02 |
2024-10-04 |
Short |
154.5 |
157.18 |
-2.68 |
6899 |
2024-10-07 |
2024-10-07 |
Short |
155.07 |
155.07 |
-0.92 |
9899 |
2024-10-08 |
2024-10-09 |
Short |
156.04 |
156.18 |
-0.14 |
8047 |
2024-10-10 |
2024-10-10 |
Short |
156.17 |
156.17 |
-1.34 |
6737 |
2024-10-11 |
2024-10-11 |
Long |
157.2 |
157.2 |
1.81 |
6538 |
2024-10-14 |
2024-10-15 |
Long |
159 |
159.41 |
0.41 |
13486 |
2024-10-16 |
2024-10-17 |
Short |
158.69 |
157.97 |
0.72 |
9597 |
2024-10-18 |
2024-10-21 |
Long |
159.44 |
159.2 |
-0.24 |
9407 |
2024-10-22 |
2024-10-25 |
Short |
156.93 |
154.9 |
2.03 |
9164 |
2024-10-28 |
2024-10-28 |
Short |
157.52 |
157.52 |
1.79 |
7337 |
2024-10-29 |
2024-11-04 |
Short |
155.58 |
154.01 |
1.57 |
10097 |
2024-11-05 |
2024-11-11 |
Long |
153.69 |
165.4 |
11.71 |
10346.7 |
2024-11-12 |
2024-11-19 |
Short |
163.41 |
149.14 |
14.27 |
7432 |
2024-11-20 |
2024-11-27 |
Long |
165.21 |
171.3 |
6.09 |
32234 |
2024-11-29 |
2024-11-29 |
Long |
168.8 |
168.8 |
2.04 |
7370.3 |
2024-12-02 |
2024-12-05 |
Long |
169.66 |
172.2 |
2.54 |
4121.77 |
2024-12-06 |
2024-12-06 |
Long |
170.3 |
170.3 |
1.43 |
9402.81 |
2024-12-09 |
2024-12-10 |
Long |
171.75 |
172.53 |
0.78 |
7386.58 |
2024-12-11 |
2024-12-16 |
Short |
170.13 |
169.57 |
0.56 |
10323.9 |
2024-12-17 |
2024-12-17 |
Short |
169.44 |
169.44 |
3.14 |
13426.5 |
2024-12-18 |
2024-12-20 |
Short |
166 |
159.1 |
6.9 |
12329.8 |
2024-12-23 |
2024-12-23 |
Short |
162.16 |
162.16 |
-0.55 |
8137.57 |
2024-12-24 |
2024-12-24 |
Long |
162.74 |
162.74 |
1.12 |
2733.56 |
2024-12-26 |
2024-12-30 |
Long |
162.73 |
160.99 |
-1.74 |
4373.84 |
2024-12-31 |
2025-01-03 |
Short |
161.27 |
161.75 |
-0.48 |
4928.63 |
2025-01-06 |
2025-01-08 |
Long |
165.45 |
164.98 |
-0.47 |
7140 |
2025-01-10 |
2025-01-14 |
Short |
162.12 |
162.32 |
-0.2 |
6603 |
2025-01-15 |
2025-01-27 |
Long |
167.58 |
168.45 |
0.87 |
6063 |
2025-01-29 |
2025-01-30 |
Short |
168.8 |
170.89 |
-2.09 |
11359 |
2025-02-03 |
2025-02-10 |
Long |
173.78 |
176.42 |
2.64 |
12415 |
2025-02-11 |
2025-02-12 |
Short |
175.92 |
173.76 |
2.16 |
6949 |
2025-02-13 |
2025-02-24 |
Long |
177.82 |
176.05 |
-1.77 |
6321 |
2025-02-25 |
2025-03-05 |
Short |
170.44 |
153.42 |
17.02 |
19625 |
2025-03-06 |
2025-03-06 |
Short |
153.71 |
153.71 |
-0.81 |
12540.1 |
2025-03-13 |
2025-03-17 |
Short |
149.74 |
151.58 |
-1.84 |
9151 |
2025-03-18 |
2025-03-18 |
Short |
153.06 |
153.06 |
0.33 |
6647 |
2025-03-19 |
2025-03-19 |
Long |
153.33 |
153.33 |
2.14 |
9467 |
2025-03-20 |
2025-03-20 |
Short |
154.17 |
154.17 |
-0.96 |
7144 |
2025-03-24 |
2025-03-24 |
Long |
157.14 |
157.14 |
1.58 |
7377 |
2025-03-25 |
2025-03-26 |
Long |
158.14 |
158.69 |
0.55 |
6578 |
2025-03-27 |
2025-04-01 |
Short |
155.79 |
149.58 |
6.21 |
7424 |
2025-04-02 |
2025-04-03 |
Long |
148.01 |
146.31 |
-1.7 |
8194 |
2025-04-07 |
2025-04-09 |
Short |
124 |
127.17 |
-3.17 |
17833 |
2025-04-10 |
2025-04-10 |
Short |
137.32 |
137.32 |
3.91 |
13064 |
2025-04-14 |
2025-04-22 |
Short |
138.23 |
133.71 |
4.52 |
13225 |
2025-04-23 |
2025-04-23 |
Short |
141.54 |
141.54 |
4.25 |
0 |
2025-04-24 |
2025-04-28 |
Short |
138.66 |
143.47 |
-4.81 |
0 |
2025-04-29 |
2025-05-19 |
Long |
143.19 |
162.09 |
18.9 |
6464 |
2025-05-20 |
2025-06-03 |
Short |
161.42 |
158.36 |
3.06 |
18399 |
2025-06-04 |
2025-06-05 |
Long |
161.54 |
161.38 |
-0.16 |
6895 |
2025-06-09 |
2025-06-09 |
Long |
163 |
163 |
-0.44 |
5984 |
2025-06-10 |
2025-06-11 |
Long |
163.3 |
163.96 |
0.66 |
6056 |
2025-06-12 |
2025-06-12 |
Long |
162.63 |
162.63 |
-0.63 |
5112 |
2025-06-16 |
2025-06-16 |
Short |
160.22 |
160.22 |
-2.05 |
8153 |
2025-06-17 |
2025-06-23 |
Short |
161.08 |
158.48 |
2.6 |
5835 |
2025-06-24 |
2025-06-25 |
Long |
163 |
165 |
2 |
10772 |
2025-06-26 |
2025-06-26 |
Long |
164.77 |
164.77 |
0.17 |
7205 |
2025-06-30 |
2025-06-30 |
Short |
164.64 |
164.64 |
0.78 |
10374 |
2025-07-01 |
2025-07-01 |
Long |
163.15 |
163.15 |
1.32 |
9481 |
2025-07-02 |
2025-07-07 |
Long |
164.08 |
165.42 |
1.34 |
7005 |
2025-07-08 |
2025-07-08 |
Long |
164.03 |
164.03 |
-0.52 |
10480 |
2025-07-09 |
2025-07-14 |
Long |
164.15 |
162.73 |
-1.42 |
7485 |
2025-07-15 |
2025-07-17 |
Short |
164.69 |
160.29 |
4.4 |
9749 |
2025-07-21 |
2025-07-24 |
Long |
163.63 |
167.01 |
3.38 |
6641 |
2025-07-28 |
2025-07-28 |
Long |
166.49 |
166.49 |
0.11 |
6519 |
2025-07-29 |
2025-07-31 |
Long |
168.1 |
166.47 |
-1.63 |
7916 |
2025-08-04 |
2025-08-11 |
Short |
159.44 |
164.74 |
-5.3 |
10285 |
-------------------------------------------- |
Symbol: KEYS |
Country: USA |
Financial Market: XNYS |
ISIN: US49338L1035 |
-------------------------------------------- |
HARP - Historical Annualized Return Percent: 5.34101 (per share traded over duration above) |
Average Transaction Price: $152.5646 |
-------------------------------------------- |
Total Transactions (Long): 67 (per share traded over duration above) |
Average Profit Per Transaction (Long): $2.1300 |
Total Transaction Profit (Long): $143.04 (per share traded over duration above) |
Theoretical Max Profits (Long): $0 |
Available % of Max Profit Captured (Long): inf% |
-------------------------------------------- |
Total Transactions (Short): 64 (per share traded over duration above) |
Average Profit Per Transaction (Short): $1.9400 |
Total Transaction Profit (Short): $124.3 (per share traded over duration above) |
Theoretical Max Profits (Short): $0 |
Available % of Max Profit Captured (Short): inf% |
-------------------------------------------- |
Total Profit (non-Transactions): 0 |
-------------------------------------------- |
Available % of Max Profit Captured (Avg): inf% |
Total transactions in Window (Long + Short): 131 (per share traded over duration above) |
Average Profit per trade (ALL Transactions): $2.040 (per share traded over duration above) |
Total Profit in Window (ALL Transactions): $267.34 (per share traded over duration above) |
-------------------------------------------- |
Average transition width (in milli-seconds): 227404477.61 |
Average transition width (in seconds): 227404.48 |
Average transition width (in minutes): 3790.07 |
Average transition width (in days): 9.72 |
-------------------------------------------- |