Paststat : Stock screener with trading odds on the fly

Strategy Description:

Trading Signals : 5 Consecutive Down Days

Stock's close has been Decreasing over the last 5 days .

Entry : Current Close

Exit : 1st higher close than entry in next five trading days , otherwise at the end of 5th Trading day at close

Trading Bias :

SHORT

# Trades : 41

Winning Trades : 14

Losing Trades : 27

% Win Trades :

34.1

Performance Summary:

Outlier Adjusted Profit Factor :

1.21

Profit Factor : 1.53

Payoff : 2.24

T-Test : -0.35

Drawdown and Runup Summary:

$SDD, 5 Consecutive Down Days ,trading strategy backtest report

Exit	Bias	#	%Wins	Avg%	Med%	OAPF	AWT%	ALT%	Payoff	MLT%	T-Test
Next Open 2 Close	SHORT	41	71	0.24	-0.13	1.45	1.06	-1.74	0.61	-9.16	-0.73
T+1	SHORT	41	68	0.48	-0.48	1.65	1.84	-2.46	0.75	-7.51	-1.02
T+2	LONG	41	44	0.04	-0.29	0.48	3.18	-2.42	1.31	-7.10	0.05
T+3	LONG	41	51	0.79	0.05	0.76	4.21	-2.80	1.50	-8.34	0.80
T+4	LONG	41	51	0.88	0.03	0.81	4.93	-3.38	1.46	-8.34	0.82
T+5	LONG	41	44	0.42	-0.80	0.62	5.24	-3.34	1.57	-9.04	0.43
T+10	SHORT	41	61	0.07	-1.63	1.18	4.40	-6.68	0.66	-28.25	-0.06
T+20	SHORT	38	55	1.54	-1.59	1.32	8.30	-6.80	1.22	-20.32	-1.04
Over Night Gap	SHORT	41	56	0.24	0.00	1.31	1.42	-1.27	1.12	-4.02	-0.83
1st +ve Cls in 5 Days	SHORT	41	34	0.20	0.55	1.21	4.16	-1.86	2.24	-7.51	-0.35
1st -ve Cls in 5 Days	SHORT	41	78	0.09	-1.11	1.22	2.00	-6.68	0.30	-20.05	-0.12

vs any random day backtest report

Exit	Bias	#	%Wins	Avg%	Med%	OAPF	AWT%	ALT%	Payoff	MLT%	T-Test
Next Open 2 Close	SHORT	1167	67	0.08	0.00	1.19	0.97	-1.70	0.57	-12.87	-1.25
T+1	SHORT	1171	62	0.07	0.00	1.18	1.60	-2.44	0.66	-104.54	-0.54
T+2	SHORT	1170	58	0.14	-0.23	1.26	2.56	-3.24	0.79	-102.66	-0.81
T+3	SHORT	1169	56	0.22	-0.28	1.33	3.38	-3.87	0.88	-98.43	-1.03
T+4	SHORT	1168	58	0.27	-0.55	1.38	3.92	-4.68	0.84	-104.77	-1.14
T+5	SHORT	1167	58	0.37	-0.88	1.45	4.42	-5.21	0.85	-99.40	-1.38
T+10	SHORT	1162	62	0.72	-1.86	1.67	6.41	-8.65	0.74	-113.82	-1.84
T+20	SHORT	1138	67	2.36	-3.66	2.48	9.03	-11.44	0.79	-86.45	-5.33
Over Night Gap	SHORT	1167	62	0.00	0.00	1.08	1.16	-1.89	0.61	-100.43	-0.01
1st +ve Cls in 5 Days	SHORT	1142	32	0.06	0.66	1.26	5.48	-2.53	2.16	-104.54	-0.25
1st -ve Cls in 5 Days	SHORT	1135	81	0.43	-1.04	1.60	1.99	-6.08	0.33	-99.40	-2.34

Hypothetical Monthly Returns :

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2016	-	-	-	-1.65	1.28	1.4	-	-	-	-	7.43	-	8.46
2018	-0.01	-	-	-0.95	-0.5	-	-	-	-	-	-	-	-1.46
2019	-2.59	2.47	-0.3	-	-	-	-	-	-0.22	-	-	-0.07	-0.71
2020	-	-	-	-3.74	-2.1	-1.79	-	-	-	1.38	-	-	-6.24
2021	-	2.62	-	-	-	-	-	-	-	-	-	-	2.62

Equity Curve:

Trades Details:

Entry	Price	Exit	Price	Max	Min	Days	Change	Change%	P/L %

2016-04-18	32.60	2016-04-25	33.30	-1.96	-1.08	5	-0.15	-0.45
2016-04-19	32.15	2016-04-25	33.30	-1.04	-0.73	4	-0.61	-1.87
2016-04-20	31.91	2016-04-25	33.30	0.00	0.00	3	-0.85	-2.62
2016-05-31	31.27	2016-06-07	30.58	-3.99	-0.91	5	1.22	3.84
2016-06-01	30.99	2016-06-08	29.76	-5.55	-0.21	5	1.75	5.55
2016-06-02	30.49	2016-06-03	31.42	-4.00	1.44	1	-0.42	-1.35
2016-11-10	25.21	2016-11-17	23.32	-2.48	-1.51	5	2.32	9.04
2016-11-11	24.59	2016-11-18	23.25	-6.64	-4.00	5	1.75	7.00
2016-11-14	23.42	2016-11-21	23.05	-1.33	0.77	5	0.77	3.22
2016-11-15	23.11	2016-11-22	22.41	-4.72	0.00	5	1.09	4.64
2016-11-23	21.83	2016-11-29	22.21	-1.49	3.11	3	-0.01	-0.05
2016-11-25	21.51	2016-11-29	22.21	0.00	4.66	2	-0.34	-1.56
2018-01-08	14.96	2018-01-09	15.22	0.02	0.71	1	0.00	-0.02
2018-04-18	13.77	2018-04-20	14.40	0.00	5.93	2	-0.40	-2.86
2018-05-22	12.84	2018-05-23	13.25	1.50	1.50	1	-0.20	-1.50
2019-01-09	15.42	2019-01-13	15.63	-1.23	2.07	3	-0.10	-0.66
2019-01-10	15.30	2019-01-13	15.63	-0.48	2.07	2	-0.22	-1.42
2019-01-11	15.23	2019-01-13	15.63	0.58	2.56	1	-0.29	-1.91
2019-01-18	14.52	2019-01-21	15.17	0.01	4.41	1	-0.55	-3.77
2019-02-14	13.37	2019-02-21	12.89	-3.82	-1.31	5	0.58	4.28
2019-02-15	13.02	2019-02-22	12.79	-1.24	0.43	5	0.33	2.48
2019-02-18	12.97	2019-02-24	12.86	-0.41	1.28	5	0.10	0.80
2019-02-19	12.84	2019-02-25	12.83	-2.40	0.33	5	0.10	0.80
2019-02-20	12.67	2019-02-21	12.89	-0.25	1.27	1	-0.12	-0.95
2019-03-31	13.62	2019-04-02	13.75	-3.26	0.90	2	-0.12	-0.90
2019-09-13	12.38	2019-09-17	?	-0.61	0.89	2	-0.01	-0.11
2019-09-16	12.33	2019-09-17	?	0.55	4.36	1	-0.07	-0.55
2019-12-20	11.13	2019-12-23	11.17	-0.21	0.21	1	-0.02	-0.21
2020-04-28	13.82	2020-05-01	14.33	-12.57	-3.32	3	-0.51	-3.70
2020-04-29	12.32	2020-04-30	13.25	3.87	7.96	1	-0.93	-7.51
2020-05-27	10.65	2020-05-28	11.32	-2.63	11.35	1	-0.67	-6.29
2020-06-05	9.08	2020-06-09	9.13	-5.01	-1.87	2	-0.05	-0.55
2020-06-08	8.71	2020-06-09	9.13	2.99	12.63	1	-0.42	-4.82
2020-10-06	8.27	2020-10-13	?	-3.39	-1.44	5	0.48	5.80
2020-10-07	8.03	2020-10-14	?	-5.35	-0.75	5	0.17	2.12
2020-10-08	7.79	2020-10-14	7.86	-2.44	0.00	4	-0.07	-0.90
2020-10-09	7.74	2020-10-13	7.79	-1.55	2.97	2	-0.05	-0.65
2020-10-12	7.62	2020-10-13	7.79	0.25	4.59	1	-0.17	-2.23
2021-02-05	7.83	2021-02-12	?	0.00	0.00	5	0.56	7.15
2021-02-08	7.42	2021-02-16	?	0.00	0.00	5	0.11	1.53
2021-02-09	7.29	2021-02-10	7.35	0.00	0.00	1	-0.06	-0.82