paststat loader
as on :Feb-21
$BRS  0.29 -0.03 -10.59%

Strategy Description:


Trading Signals : RSI (14) below 20

Stocks whose RSI crossed below 20 today after being above 20 for the previous day,The RSI period used is 14 .

Entry : Current Close

Exit    : After 20 trading day's at close



Trading Bias :
SHORT

# Trades              : 29

Winning Trades :  17

Losing Trades    : 12

% Win Trades :
58.6

Performance Summary:


Median Trade % :
-7.69
Average Trade % :
0.84
Average Winning Trade % :
28.54

Max Winning Trade % :62.20

Max Consecutive Winners : 15

Average Losing Trade % :
-38.41

Max Losing Trade % :-96.17

Max Consecutive Losers : 11

Outlier Adjusted Profit Factor :
3.64

Profit Factor : 4.63

Payoff : 0.74

T-Test : -0.11

Drawdown and Runup Summary:


Avg Intra Drawdown % :
-27.55
Avg Intra Runup % :
31.80
Max Intra Drawdown %:
-133.49
Max Intra Runup %:
62.20

Exit Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Next Open 2 Close SHORT 32 56 1.80 -1.18 1.43 5.99 -3.58 1.67 -13.55 -1.71
T+1 SHORT 32 59 1.15 -1.38 0.93 5.35 -4.98 1.07 -16.27 -1.04
T+2 SHORT 32 63 2.05 -1.81 1.09 7.46 -6.97 1.07 -32.54 -1.19
T+3 SHORT 32 66 2.84 -4.19 1.09 8.82 -8.57 1.03 -32.54 -1.43
T+4 SHORT 32 72 4.28 -6.25 1.36 11.62 -14.46 0.80 -36.36 -1.60
T+5 SHORT 32 66 4.47 -8.99 1.19 16.04 -17.62 0.91 -60.77 -1.24
T+10 SHORT 32 53 4.58 -14.15 1.35 32.07 -26.56 1.21 -70.33 -0.74
T+20 SHORT 29 59 0.84 -7.69 3.64 28.54 -38.41 0.74 -96.17 -0.11
Over Night Gap LONG 32 53 0.66 0.24 1.27 1.94 -0.79 2.46 -2.99 2.04
1st +ve Cls in 5 Days SHORT 25 28 0.40 2.33 0.64 14.79 -5.20 2.85 -16.27 -0.19
1st -ve Cls in 5 Days SHORT 31 87 2.95 -2.87 1.28 5.47 -14.08 0.39 -36.36 -1.84
Exit Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Next Open 2 Close SHORT 1069 54 0.26 -0.29 1.19 3.05 -3.05 1.00 -37.01 -1.83
T+1 SHORT 1069 52 0.33 0.00 1.22 3.59 -3.23 1.11 -44.36 -1.94
T+2 SHORT 1068 54 0.62 -0.34 1.32 5.30 -4.89 1.08 -50.53 -2.50
T+3 SHORT 1067 54 0.89 -0.74 1.41 6.75 -6.01 1.12 -55.64 -2.94
T+4 SHORT 1066 55 1.16 -0.75 1.48 7.89 -7.09 1.11 -60.02 -3.30
T+5 SHORT 1065 54 1.42 -0.82 1.55 9.23 -7.74 1.19 -66.86 -3.61
T+10 SHORT 1060 56 2.63 -1.86 1.79 13.87 -11.75 1.18 -70.33 -4.67
T+20 SHORT 1044 61 4.77 -5.45 2.18 19.62 -18.20 1.08 -96.17 -6.07
Over Night Gap SHORT 1069 51 0.08 0.00 1.10 1.33 -1.23 1.08 -21.17 -1.10
1st +ve Cls in 5 Days SHORT 1023 27 0.53 1.17 1.37 10.79 -3.19 3.39 -44.36 -1.91
1st -ve Cls in 5 Days SHORT 1050 79 0.85 -1.62 1.41 3.65 -9.49 0.39 -66.86 -3.39

Hypothetical Monthly Returns :

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2015------1.251.94----3.2
2017-----0.37--------0.37
2018----------20.05-21.67-1.61

Equity Curve:

Trades Details:

Entry Price Exit Price Max Min Days Change Change% P/L %
2015-07-2741.752018-12-113.30-26.116.622010.4625.06
2015-08-1934.402018-12-133.38-20.974.39204.6313.45
2015-08-2031.742018-12-142.93-14.3513.13202.467.74
2015-08-2132.082018-12-172.72-15.2611.93202.949.16
2015-08-2431.292018-12-182.54-13.1114.78202.668.50
2017-05-316.482018-12-192.54-2.7519.2220-0.48-7.34
2018-11-097.722018-12-202.31-57.774.27204.2454.92
2018-11-127.902018-12-212.15-58.730.76204.4255.95
2018-11-137.052018-12-242.12-53.762.84203.6752.06
2018-11-146.742018-12-262.19-56.826.53203.8156.53
2018-11-166.722018-12-272.09-62.203.27204.1862.20
2018-11-234.272018-12-282.09-51.525.39202.1550.35
2018-11-263.99??-51.3812.5320??
2018-11-274.12??-52.918.9820??
2018-11-284.40??-55.911.5920??
2018-11-294.03??-51.863.97201.6039.70
2018-11-303.92??-50.516.89201.1529.34
2018-12-063.64??-46.703.85200.287.69
2018-12-073.59??-45.961.39200.102.79
2018-12-103.51??-44.733.13200.318.83
2018-12-113.30??-41.219.70200.030.91
2018-12-133.38??-42.607.1020-0.03-0.89
2018-12-142.93??-33.7923.5520-0.48-16.38
2018-12-172.72??-28.6833.0920-0.38-13.79
2018-12-182.54??-23.6242.5220-0.68-26.77
2018-12-192.54??-23.6242.5220-0.61-24.02
2018-12-202.31??-16.0256.7120-1.06-45.89
2018-12-212.15??-9.7768.3720-0.90-41.86
2018-12-242.12??-8.4970.7520-0.93-43.63
2018-12-262.19??-10.0565.3020-1.16-52.74
2018-12-272.09??-5.58133.4920-2.01-96.17
2018-12-282.09??-5.58133.4920-1.91-91.39

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