| Transaction Start Date | Transaction End Date | Transaction Type | Entry Price | Exit Price | [+]=Profit / [-]=Loss | Volume at Entry Date |
|---|---|---|---|---|---|---|
2024-01-25 |
2024-01-25 |
Long |
152.4 |
152.4 |
3.22 |
103524 |
2024-01-26 |
2024-02-02 |
Long |
155.81 |
158.97 |
3.16 |
83568 |
2024-02-05 |
2024-02-05 |
Long |
158.17 |
158.17 |
0.04 |
69319 |
2024-02-06 |
2024-02-08 |
Long |
158.3 |
158.8 |
0.5 |
61859 |
2024-02-09 |
2024-02-15 |
Short |
158.26 |
156.3 |
1.96 |
59781 |
2024-02-16 |
2024-02-26 |
Long |
157.04 |
161.02 |
3.98 |
66177 |
2024-02-27 |
2024-03-04 |
Short |
159.41 |
157.74 |
1.67 |
38684 |
2024-03-05 |
2024-03-14 |
Long |
159.46 |
162.24 |
2.78 |
44817 |
2024-03-15 |
2024-03-19 |
Short |
160.7 |
161.8 |
-1.1 |
109568 |
2024-03-20 |
2024-03-22 |
Long |
162.01 |
162.2 |
0.19 |
48702 |
2024-03-25 |
2024-03-26 |
Short |
161.17 |
160.36 |
0.81 |
71456 |
2024-03-27 |
2024-04-01 |
Long |
161.36 |
161.78 |
0.42 |
65997 |
2024-04-02 |
2024-04-08 |
Short |
159.64 |
155.97 |
3.67 |
67713 |
2024-04-09 |
2024-04-11 |
Long |
156.27 |
157.55 |
1.28 |
46137 |
2024-04-12 |
2024-04-16 |
Short |
155.22 |
155.85 |
-0.63 |
67706 |
2024-04-17 |
2024-04-26 |
Long |
156.3 |
162.5 |
6.2 |
66219 |
2024-04-29 |
2024-04-30 |
Short |
161.17 |
161.84 |
-0.67 |
46221 |
2024-05-01 |
2024-05-13 |
Long |
163.28 |
166.85 |
3.57 |
75431 |
2024-05-14 |
2024-05-15 |
Short |
165.53 |
165.31 |
0.22 |
60098 |
2024-05-16 |
2024-05-17 |
Long |
166.93 |
167.67 |
0.74 |
67936 |
2024-05-20 |
2024-05-21 |
Short |
167.55 |
167.76 |
-0.21 |
38017 |
2024-05-22 |
2024-05-22 |
Short |
168.01 |
168.01 |
0.2 |
45367 |
2024-05-23 |
2024-05-30 |
Short |
167.29 |
161.65 |
5.64 |
47297 |
2024-05-31 |
2024-06-07 |
Long |
162.44 |
168.4 |
5.96 |
103416 |
2024-06-10 |
2024-06-13 |
Short |
166.78 |
164.47 |
2.31 |
41106 |
2024-06-14 |
2024-06-20 |
Long |
165.99 |
168.37 |
2.38 |
36949 |
2024-06-21 |
2024-06-21 |
Long |
167.48 |
167.48 |
0.78 |
146820 |
2024-06-24 |
2024-06-25 |
Long |
168.76 |
168.63 |
-0.13 |
75653 |
2024-06-26 |
2024-07-05 |
Short |
166.05 |
164.01 |
2.04 |
51640 |
2024-07-08 |
2024-07-11 |
Long |
165.95 |
166.3 |
0.35 |
51444 |
2024-07-12 |
2024-07-12 |
Long |
166.22 |
166.22 |
0.39 |
46846 |
2024-07-15 |
2024-07-15 |
Short |
166.47 |
166.47 |
1.89 |
57525 |
2024-07-16 |
2024-07-16 |
Long |
164.91 |
164.91 |
2.04 |
63783 |
2024-07-17 |
2024-07-18 |
Long |
167.75 |
168.8 |
1.05 |
79823 |
2024-07-19 |
2024-07-24 |
Short |
167.97 |
166.32 |
1.65 |
65970 |
2024-07-25 |
2024-07-25 |
Short |
168.32 |
168.32 |
1.42 |
73385 |
2024-07-26 |
2024-07-26 |
Long |
167.25 |
167.25 |
1.86 |
55815 |
2024-07-29 |
2024-07-30 |
Long |
168.85 |
161.79 |
-7.06 |
67978 |
2024-07-31 |
2024-08-01 |
Short |
160.81 |
160.88 |
-0.07 |
96609 |
2024-08-02 |
2024-08-12 |
Long |
167.44 |
169.4 |
1.96 |
118990 |
2024-08-13 |
2024-08-14 |
Short |
167.34 |
166.5 |
0.84 |
37700 |
2024-08-15 |
2024-08-15 |
Short |
169.46 |
169.46 |
1.54 |
94916 |
2024-08-16 |
2024-08-19 |
Short |
167.82 |
168.18 |
-0.36 |
56409 |
2024-08-20 |
2024-08-23 |
Long |
168.77 |
170.05 |
1.28 |
45136 |
2024-08-26 |
2024-08-26 |
Long |
168.7 |
168.7 |
1.65 |
64724 |
2024-08-27 |
2024-08-27 |
Short |
170.83 |
170.83 |
1.58 |
44566 |
2024-08-28 |
2024-08-29 |
Short |
169.42 |
169.75 |
-0.33 |
56450 |
2024-08-30 |
2024-09-11 |
Long |
170.16 |
176.6 |
6.44 |
73016 |
2024-09-12 |
2024-09-13 |
Short |
173.9 |
173.37 |
0.53 |
48397 |
2024-09-16 |
2024-09-17 |
Long |
174.71 |
176.63 |
1.92 |
68923 |
2024-09-18 |
2024-09-20 |
Short |
175.05 |
171.51 |
3.54 |
51028 |
2024-09-23 |
2024-09-23 |
Short |
174.01 |
174.01 |
0.24 |
102651 |
2024-09-24 |
2024-09-27 |
Short |
172.88 |
173.01 |
-0.13 |
54223 |
2024-09-30 |
2024-10-01 |
Long |
173.73 |
173.24 |
-0.49 |
62966 |
2024-10-02 |
2024-10-08 |
Short |
172.01 |
166.85 |
5.16 |
62128 |
2024-10-09 |
2024-10-10 |
Long |
168.38 |
168.8 |
0.42 |
87588 |
2024-10-11 |
2024-10-11 |
Long |
169.46 |
169.46 |
1.63 |
70364 |
2024-10-14 |
2024-10-16 |
Long |
171.02 |
171.88 |
0.86 |
59091 |
2024-10-17 |
2024-10-28 |
Short |
172.18 |
169.28 |
2.9 |
70455 |
2024-10-29 |
2024-10-29 |
Short |
168.86 |
168.86 |
1.69 |
56813 |
2024-10-30 |
2024-11-05 |
Short |
167.09 |
164.33 |
2.76 |
55180 |
2024-11-06 |
2024-11-06 |
Short |
165.61 |
165.61 |
4.56 |
114736 |
2024-11-07 |
2024-11-07 |
Long |
161.96 |
161.96 |
1.45 |
90567 |
2024-11-08 |
2024-12-03 |
Long |
164.01 |
178.77 |
14.76 |
75065 |
2024-12-04 |
2024-12-05 |
Short |
174.17 |
174.86 |
-0.69 |
68236 |
2024-12-06 |
2024-12-06 |
Short |
175.37 |
175.37 |
1.55 |
57203 |
2024-12-09 |
2024-12-10 |
Short |
173.63 |
170.42 |
3.21 |
70829.5 |
2024-12-11 |
2024-12-11 |
Short |
173.01 |
173.01 |
2.38 |
51688 |
2024-12-12 |
2024-12-16 |
Short |
171.43 |
171.45 |
-0.02 |
39556.6 |
2024-12-17 |
2024-12-17 |
Short |
170.67 |
170.67 |
0.34 |
59380.5 |
2024-12-18 |
2024-12-23 |
Short |
169.76 |
168.06 |
1.7 |
74605.7 |
2024-12-24 |
2024-12-30 |
Long |
167.62 |
168.66 |
1.04 |
24605.6 |
2024-12-31 |
2024-12-31 |
Long |
167.36 |
167.36 |
0.29 |
39425.3 |
2025-01-02 |
2025-01-02 |
Short |
168.09 |
168.09 |
2.11 |
52718.8 |
2025-01-03 |
2025-01-07 |
Short |
166.25 |
161.46 |
4.79 |
52559.5 |
2025-01-08 |
2025-01-10 |
Long |
160.99 |
160.15 |
-0.84 |
49747 |
2025-01-13 |
2025-01-14 |
Short |
159.35 |
158.85 |
0.5 |
67721 |
2025-01-15 |
2025-01-29 |
Long |
160.59 |
166.72 |
6.13 |
80592 |
2025-01-30 |
2025-02-03 |
Short |
167.48 |
165.47 |
2.01 |
41323 |
2025-02-04 |
2025-02-04 |
Short |
169.29 |
169.29 |
1.16 |
64109 |
2025-02-05 |
2025-02-05 |
Long |
168.09 |
168.09 |
0.92 |
75372 |
2025-02-06 |
2025-02-10 |
Long |
169.37 |
167.69 |
-1.68 |
49578 |
2025-02-11 |
2025-02-11 |
Long |
167.69 |
167.69 |
1.74 |
54372 |
2025-02-12 |
2025-02-18 |
Long |
168.35 |
163.35 |
-5 |
60375 |
2025-02-19 |
2025-02-19 |
Long |
166.1 |
166.1 |
0.39 |
79108 |
2025-02-20 |
2025-03-04 |
Long |
163.15 |
176.75 |
13.6 |
61625 |
2025-03-05 |
2025-03-05 |
Long |
173.38 |
173.38 |
1.23 |
69616.6 |
2025-03-06 |
2025-03-13 |
Long |
174.89 |
167.7 |
-7.19 |
66818.8 |
2025-03-17 |
2025-03-26 |
Short |
168.37 |
163.35 |
5.02 |
99316 |
2025-03-27 |
2025-04-02 |
Long |
167.87 |
170.07 |
2.2 |
62117 |
2025-04-03 |
2025-04-03 |
Long |
174.23 |
174.23 |
-1.84 |
93932 |
2025-04-07 |
2025-04-07 |
Short |
163.66 |
163.66 |
3.43 |
157070 |
2025-04-08 |
2025-04-09 |
Short |
162.31 |
157.36 |
4.95 |
115411 |
2025-04-10 |
2025-04-21 |
Long |
162.9 |
169.89 |
6.99 |
105798 |
2025-04-22 |
2025-04-24 |
Short |
165.86 |
160.5 |
5.36 |
0 |
2025-04-28 |
2025-04-28 |
Short |
161.04 |
161.04 |
-0.81 |
81098.2 |
2025-04-29 |
2025-04-29 |
Long |
161.29 |
161.29 |
0.97 |
82647.4 |
2025-04-30 |
2025-05-01 |
Long |
162.45 |
160.65 |
-1.8 |
124561 |
2025-05-05 |
2025-05-12 |
Short |
160.89 |
157.43 |
3.46 |
73643.5 |
2025-05-13 |
2025-05-13 |
Short |
160.02 |
160.02 |
1.29 |
77804 |
2025-05-14 |
2025-05-15 |
Short |
158.12 |
159.59 |
-1.47 |
59889 |
2025-05-19 |
2025-05-28 |
Long |
163.47 |
167.65 |
4.18 |
81199 |
2025-05-29 |
2025-05-29 |
Long |
166.74 |
166.74 |
1.82 |
48425 |
2025-06-02 |
2025-06-02 |
Short |
169.02 |
169.02 |
1.24 |
75735 |
2025-06-03 |
2025-06-10 |
Short |
166.78 |
162.69 |
4.09 |
62234 |
2025-06-11 |
2025-06-11 |
Short |
162.63 |
162.63 |
0.52 |
59600 |
2025-06-12 |
2025-06-12 |
Long |
161.97 |
161.97 |
1.21 |
65021 |
2025-06-16 |
2025-06-16 |
Short |
160.88 |
160.88 |
0 |
63186.3 |
2025-06-17 |
2025-06-23 |
Short |
160.06 |
159.07 |
0.99 |
67929 |
2025-06-24 |
2025-06-25 |
Long |
161.18 |
159.82 |
-1.36 |
66386.9 |
2025-06-26 |
2025-06-30 |
Short |
159.55 |
159.26 |
0.29 |
74038 |
2025-07-01 |
2025-07-03 |
Long |
159.88 |
161.79 |
1.91 |
106637 |
2025-07-07 |
2025-07-10 |
Short |
160.89 |
157.76 |
3.13 |
72256 |
2025-07-14 |
2025-07-14 |
Short |
155.58 |
155.58 |
1.82 |
114916 |
2025-07-15 |
2025-07-17 |
Short |
153.56 |
154.04 |
-0.48 |
91286 |
2025-07-21 |
2025-07-28 |
Long |
155.07 |
157.63 |
2.56 |
63259 |
2025-07-29 |
2025-08-04 |
Short |
158.65 |
150.25 |
8.4 |
114572 |
2025-08-05 |
2025-08-05 |
Short |
150.71 |
150.71 |
0.2 |
66686 |
2025-08-06 |
2025-08-06 |
Long |
150.86 |
150.86 |
2 |
73762 |
-------------------------------------------- |
Symbol: PG |
Country: USA |
Financial Market: XNYS |
ISIN: US7427181091 |
-------------------------------------------- |
HARP - Historical Annualized Return Percent: 4.09157 (per share traded over duration above) |
Average Transaction Price: $165.1224 |
-------------------------------------------- |
Total Transactions (Long): 57 (per share traded over duration above) |
Average Profit Per Transaction (Long): $1.6700 |
Total Transaction Profit (Long): $95.05 (per share traded over duration above) |
Theoretical Max Profits (Long): $0 |
Available % of Max Profit Captured (Long): inf% |
-------------------------------------------- |
Total Transactions (Short): 62 (per share traded over duration above) |
Average Profit Per Transaction (Short): $1.7100 |
Total Transaction Profit (Short): $105.79 (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): 119 (per share traded over duration above) |
Average Profit per trade (ALL Transactions): $1.690 (per share traded over duration above) |
Total Profit in Window (ALL Transactions): $200.84 (per share traded over duration above) |
-------------------------------------------- |
Average transition width (in milli-seconds): 276888285.23 |
Average transition width (in seconds): 276888.29 |
Average transition width (in minutes): 4614.80 |
Average transition width (in days): 11.83 |
-------------------------------------------- |