paststat loader
as on :Feb-26

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:


Median Trade % :
0.55
Average Trade % :
0.2
Average Winning Trade % :
4.16

Max Winning Trade % :9.04

Max Consecutive Winners : 4

Average Losing Trade % :
-1.86

Max Losing Trade % :-7.51

Max Consecutive Losers : 10

Outlier Adjusted Profit Factor :
1.21

Profit Factor : 1.53

Payoff : 2.24

T-Test : -0.35

Drawdown and Runup Summary:


Avg Intra Drawdown % :
-1.61
Avg Intra Runup % :
1.85
Max Intra Drawdown %:
-12.63
Max Intra Runup %:
12.57

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
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----1.651.281.4----7.43-8.46
2018-0.01---0.95-0.5--------1.46
2019-2.592.47-0.3------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 %
2016-04-1832.602016-04-2533.30-1.96-1.085-0.15-0.45
2016-04-1932.152016-04-2533.30-1.04-0.734-0.61-1.87
2016-04-2031.912016-04-2533.300.000.003-0.85-2.62
2016-05-3131.272016-06-0730.58-3.99-0.9151.223.84
2016-06-0130.992016-06-0829.76-5.55-0.2151.755.55
2016-06-0230.492016-06-0331.42-4.001.441-0.42-1.35
2016-11-1025.212016-11-1723.32-2.48-1.5152.329.04
2016-11-1124.592016-11-1823.25-6.64-4.0051.757.00
2016-11-1423.422016-11-2123.05-1.330.7750.773.22
2016-11-1523.112016-11-2222.41-4.720.0051.094.64
2016-11-2321.832016-11-2922.21-1.493.113-0.01-0.05
2016-11-2521.512016-11-2922.210.004.662-0.34-1.56
2018-01-0814.962018-01-0915.220.020.7110.00-0.02
2018-04-1813.772018-04-2014.400.005.932-0.40-2.86
2018-05-2212.842018-05-2313.251.501.501-0.20-1.50
2019-01-0915.422019-01-1315.63-1.232.073-0.10-0.66
2019-01-1015.302019-01-1315.63-0.482.072-0.22-1.42
2019-01-1115.232019-01-1315.630.582.561-0.29-1.91
2019-01-1814.522019-01-2115.170.014.411-0.55-3.77
2019-02-1413.372019-02-2112.89-3.82-1.3150.584.28
2019-02-1513.022019-02-2212.79-1.240.4350.332.48
2019-02-1812.972019-02-2412.86-0.411.2850.100.80
2019-02-1912.842019-02-2512.83-2.400.3350.100.80
2019-02-2012.672019-02-2112.89-0.251.271-0.12-0.95
2019-03-3113.622019-04-0213.75-3.260.902-0.12-0.90
2019-09-1312.382019-09-17?-0.610.892-0.01-0.11
2019-09-1612.332019-09-17?0.554.361-0.07-0.55
2019-12-2011.132019-12-2311.17-0.210.211-0.02-0.21
2020-04-2813.822020-05-0114.33-12.57-3.323-0.51-3.70
2020-04-2912.322020-04-3013.253.877.961-0.93-7.51
2020-05-2710.652020-05-2811.32-2.6311.351-0.67-6.29
2020-06-059.082020-06-099.13-5.01-1.872-0.05-0.55
2020-06-088.712020-06-099.132.9912.631-0.42-4.82
2020-10-068.272020-10-13?-3.39-1.4450.485.80
2020-10-078.032020-10-14?-5.35-0.7550.172.12
2020-10-087.792020-10-147.86-2.440.004-0.07-0.90
2020-10-097.742020-10-137.79-1.552.972-0.05-0.65
2020-10-127.622020-10-137.790.254.591-0.17-2.23
2021-02-057.832021-02-12?0.000.0050.567.15
2021-02-087.422021-02-16?0.000.0050.111.53
2021-02-097.292021-02-107.350.000.001-0.06-0.82

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