paststat loader
as on :Feb-21
$SDOW  35.80 0.81 2.31%

Strategy Description:


Trading Signals : 4 Lower Lows

Stocks making lower lows for 4 days in row .

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              : 110

Winning Trades :  38

Losing Trades    : 72

% Win Trades :
34.5

Performance Summary:


Median Trade % :
0.31
Average Trade % :
0.34
Average Winning Trade % :
3.26

Max Winning Trade % :10.28

Max Consecutive Winners : 5

Average Losing Trade % :
-1.2

Max Losing Trade % :-8.81

Max Consecutive Losers : 15

Outlier Adjusted Profit Factor :
1.34

Profit Factor : 1.58

Payoff : 2.73

T-Test : -1.37

Drawdown and Runup Summary:


Avg Intra Drawdown % :
-1.60
Avg Intra Runup % :
1.56
Max Intra Drawdown %:
-12.18
Max Intra Runup %:
10.28

Exit Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Next Open 2 Close SHORT 110 57 0.00 -0.08 1.06 0.70 -0.93 0.75 -7.57 -0.03
T+1 SHORT 110 54 0.01 -0.07 1.05 1.04 -1.18 0.88 -8.81 -0.07
T+2 SHORT 110 55 0.08 -0.13 1.27 1.62 -1.76 0.92 -10.87 -0.35
T+3 SHORT 110 61 0.09 -0.66 1.16 1.93 -2.78 0.70 -19.24 -0.29
T+4 SHORT 110 65 0.38 -1.20 1.26 2.40 -3.46 0.69 -32.02 -0.88
T+5 SHORT 110 68 0.42 -1.32 1.23 2.78 -4.65 0.60 -37.15 -0.80
T+10 SHORT 110 69 1.37 -2.69 2.03 5.12 -7.03 0.73 -31.40 -1.83
T+20 SHORT 110 70 0.14 -4.97 1.96 7.77 -17.67 0.44 -359.80 -0.04
Over Night Gap SHORT 110 49 0.01 0.05 0.99 0.75 -0.71 1.06 -2.16 -0.08
1st +ve Cls in 5 Days SHORT 110 35 0.34 0.31 1.34 3.26 -1.20 2.73 -8.81 -1.37
1st -ve Cls in 5 Days LONG 109 17 0.09 -0.70 0.49 6.37 -1.15 5.55 -5.58 0.21
Exit Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Next Open 2 Close SHORT 1262 55 0.07 -0.11 1.15 1.29 -1.40 0.92 -14.28 -1.28
T+1 LONG 1262 43 0.10 -0.19 0.85 2.38 -1.65 1.44 -14.34 0.41
T+2 LONG 1261 42 0.21 -0.53 0.84 3.83 -2.37 1.62 -17.51 0.58
T+3 LONG 1260 41 0.32 -0.63 0.83 4.95 -2.92 1.70 -17.66 0.71
T+4 LONG 1259 40 0.42 -0.95 0.82 6.14 -3.43 1.79 -19.22 0.81
T+5 LONG 1258 39 0.55 -1.19 0.81 7.44 -3.77 1.97 -19.31 0.92
T+10 LONG 1253 36 1.01 -2.04 0.76 12.63 -5.46 2.31 -26.63 1.23
T+20 LONG 1237 32 1.89 -3.83 0.70 22.81 -7.92 2.88 -31.47 1.65
Over Night Gap LONG 1262 45 0.17 -0.11 0.93 1.71 -1.08 1.58 -9.10 0.72
1st +ve Cls in 5 Days SHORT 1235 33 0.00 0.45 1.14 4.38 -2.14 2.05 -295.22 -0.01
1st -ve Cls in 5 Days LONG 1237 17 0.31 -0.86 0.78 9.70 -1.65 5.86 -14.34 0.65

Hypothetical Monthly Returns :

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2015-----0.3--1.27-0.97-6.55-0.18-3.83
2016--0.08-1.31-0.15-1.08-3.84-0.13-0.25-1.820.643.29
2017-2.26--0.43-2.11-0.150.9510.02-0.720.6915.6
20181.14---0.15-0.8---0.32-0.53--1.61-2.94-5.2
2019-0.25-0.82---0.49-0.63-0.53----0.31-1.4-4.43
2020-0.48------------0.48

Equity Curve:

Trades Details:

Entry Price Exit Price Max Min Days Change Change% P/L %
2015-05-18275.642015-05-2070.98-1.014.782-0.04-0.06
2015-05-19275.182015-05-2070.98-0.854.961-0.16-0.23
2015-05-20275.802015-05-2271.41-0.510.562-0.44-0.62
2015-07-14281.232015-07-2173.57-1.652.765-1.20-1.65
2015-07-15280.922015-07-2173.57-1.553.924-1.28-1.77
2015-07-16277.502015-07-1771.69-0.335.201-0.28-0.39
2015-08-18302.152015-08-1980.030.054.101-2.27-2.92
2015-10-05322.772015-10-1278.00-6.240.7255.076.10
2015-10-06322.622015-10-1378.84-3.220.3454.195.05
2015-10-07315.802015-10-1480.71-4.170.7450.560.69
2015-10-08307.432015-10-1480.71-1.560.454-1.60-2.02
2015-10-09305.572015-10-1378.84-0.960.362-0.20-0.25
2015-10-12303.082015-10-1378.84-0.774.251-0.84-1.07
2015-10-13306.342015-10-1480.71-0.713.141-1.88-2.38
2015-10-20297.502015-10-2177.20-7.971.201-0.64-0.83
2015-10-21299.982015-10-2869.26-10.28-1.7157.9410.28
2015-10-22283.242015-10-2969.54-5.09-1.0953.354.60
2015-10-23275.022015-10-2671.14-0.080.901-0.36-0.51
2015-11-02266.502015-11-0969.26-2.500.645-0.68-0.99
2015-11-03262.622015-11-0468.02-0.941.361-0.44-0.65
2015-11-19267.272015-11-2767.78-3.250.6651.001.45
2015-11-20263.092015-11-2367.94-0.832.261-0.24-0.35
2016-02-18313.322016-02-1980.83-5.494.071-0.20-0.25
2016-03-04279.062016-03-0872.09-1.721.172-0.28-0.39
2016-03-07275.492016-03-0872.09-0.172.531-1.20-1.69
2016-03-21249.292016-03-2264.48-0.502.301-0.32-0.50
2016-03-22250.552016-03-2365.350.141.791-0.87-1.36
2016-04-13236.422016-04-1560.88-1.110.522-0.04-0.07
2016-04-14235.652016-04-1560.88-0.330.861-0.24-0.39
2016-05-10233.482016-05-1162.040.533.351-1.95-3.25
2016-07-01225.102016-07-0559.091.102.821-1.16-2.00
2016-07-11214.562016-07-1852.42-2.75-1.0852.795.06
2016-07-12210.072016-07-1952.18-0.660.5951.883.47
2016-07-13209.452016-07-2051.91-4.22-1.6351.993.70
2016-07-14204.642016-07-2152.50-1.060.6450.160.30
2016-07-15204.492016-07-2252.10-0.830.2350.520.99
2016-08-09202.782016-08-1052.38-0.690.761-0.20-0.38
2016-09-30205.882016-10-0353.390.341.581-0.40-0.76
2016-11-10186.812016-11-1747.24-1.941.1650.841.74
2016-11-22179.682016-11-3045.32-0.950.2650.921.98
2016-11-23178.292016-12-0144.84-1.390.0051.042.26
2016-11-25176.432016-11-2845.64-0.351.051-0.24-0.53
2016-12-12158.292016-12-1940.22-2.45-0.7850.521.27
2016-12-13155.652016-12-1440.73-0.902.391-0.68-1.69
2016-12-14158.292016-12-2139.78-2.45-0.4450.962.35
2017-02-14140.812017-02-2234.75-1.93-0.1751.494.10
2017-02-15138.252017-02-2334.60-0.420.8150.982.75
2017-02-16138.092017-02-1735.560.031.381-0.02-0.06
2017-05-08128.872017-05-0933.32-0.482.711-0.16-0.48
2017-05-09129.492017-05-1033.40-1.142.211-0.08-0.24
2017-05-24127.862017-06-0132.23-1.52-0.2150.682.06
2017-05-25126.432017-05-2632.56-0.090.921-0.02-0.06
2017-07-28113.212017-08-0428.13-1.37-0.6351.013.46
2017-07-31112.132017-08-0728.03-3.01-0.6250.832.87
2017-08-01111.122017-08-0828.09-2.13-0.0950.511.78
2017-08-02110.462017-08-0928.22-1.540.1850.210.74
2017-08-03110.232017-08-1028.92-1.34-0.075-0.56-1.97
2017-08-04109.302017-08-0928.22-0.500.043-0.09-0.32
2017-08-07108.912017-08-0828.09-1.073.271-0.06-0.21
2017-08-08109.142017-08-0928.220.181.071-0.13-0.46
2017-09-01109.652017-09-0529.10-1.343.751-0.89-3.15
2017-09-14106.122017-09-2126.76-2.77-0.1150.552.01
2017-09-15105.272017-09-2226.83-1.98-0.2950.260.96
2017-09-18104.342017-09-2526.98-1.111.565-0.13-0.48
2017-09-19103.682017-09-2126.76-0.482.212-0.08-0.30
2017-09-20103.292017-09-2126.76-0.112.591-0.18-0.68
2017-09-21103.992017-09-2226.83-0.481.901-0.07-0.26
2017-09-29103.412017-10-0625.34-2.02-0.2251.274.76
2017-10-02101.352017-10-0925.37-3.37-0.3650.712.72
2017-10-03100.112017-10-1025.12-2.750.1950.642.48
2017-10-0499.922017-10-1124.99-2.870.0250.732.83
2017-10-0598.442017-10-0625.34-1.540.431-0.01-0.04
2017-10-1297.512017-10-1924.05-0.83-0.2351.054.17
2017-10-1397.012017-10-2023.56-1.57-0.1251.415.63
2017-10-1696.042017-10-2323.68-0.58-0.0151.044.20
2017-10-1795.622017-10-2423.19-2.35-1.3451.425.76
2017-10-1893.562017-10-2523.52-4.251.3150.562.32
2017-11-0688.952017-11-0923.09-0.740.763-0.20-0.87
2017-11-0788.832017-11-0923.09-0.223.232-0.23-1.00
2017-11-3080.422017-12-0120.76-3.524.101-0.06-0.29
2017-12-1277.792017-12-1919.42-4.290.0050.602.99
2017-12-1377.012017-12-1420.00-0.861.011-0.18-0.91
2018-01-0871.032018-01-1617.20-1.97-0.6051.085.90
2018-01-0970.102018-01-1018.07-0.221.491-0.03-0.17
2018-01-1764.362018-01-1816.72-1.631.871-0.16-0.96
2018-01-1864.982018-01-2516.02-2.240.9050.704.18
2018-01-2562.262018-01-3016.60-2.374.173-0.58-3.61
2018-01-2660.832018-01-2915.950.001.911-0.30-1.91
2018-04-1769.632018-04-1818.00-0.5012.181-0.08-0.45
2018-05-1468.272018-05-1517.991.373.341-0.42-2.39
2018-08-2160.232018-08-2215.77-3.841.541-0.15-0.96
2018-09-2154.272018-09-2414.140.434.431-0.22-1.58
2018-11-3059.872018-12-0416.05-5.625.552-0.74-4.83
2018-12-0357.682018-12-0416.050.619.561-1.30-8.81
2019-01-0969.572019-01-1616.95-1.702.2050.703.96
2019-01-1068.552019-01-1417.60-0.062.522-0.21-1.20
2019-01-1862.772019-01-2216.48-0.065.601-0.56-3.51
2019-02-0557.662019-02-0614.67-0.381.091-0.04-0.27
2019-02-0657.822019-02-0714.980.544.351-0.32-2.18
2019-05-0150.902019-05-0213.10-1.242.871-0.19-1.47
2019-06-1052.172019-06-1153.00-2.191.211-0.07-0.13
2019-06-1152.242019-06-1253.22-5.451.081-0.22-0.42
2019-06-2148.382019-06-2549.74-0.881.652-0.66-1.34
2019-07-1545.152019-07-1645.68-0.441.601-0.13-0.29
2019-07-1645.282019-07-1746.28-0.051.311-0.60-1.31
2019-11-2739.712019-11-2940.230.381.181-0.37-0.93
2019-12-2438.102019-12-3038.33-1.05-0.103-0.23-0.60
2019-12-2637.702019-12-3038.33-2.572.792-0.63-1.67
2019-12-2737.602019-12-3038.33-2.313.061-0.73-1.94
2020-01-1735.002020-01-2135.50-0.031.911-0.50-1.43

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