paststat loader
as on :Apr-09
$SDOW  35.49 -1.41 -3.82%

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 1263 54 0.09 -0.11 1.16 1.45 -1.52 0.95 -17.27 -1.36
T+1 LONG 1263 44 0.13 -0.18 0.87 2.74 -1.89 1.45 -31.64 0.52
T+2 LONG 1262 42 0.25 -0.53 0.86 4.23 -2.61 1.62 -38.50 0.69
T+3 LONG 1261 42 0.40 -0.61 0.86 5.52 -3.24 1.71 -49.96 0.87
T+4 LONG 1260 41 0.55 -0.94 0.85 6.85 -3.81 1.80 -45.35 1.02
T+5 LONG 1259 39 0.72 -1.18 0.85 8.29 -4.10 2.02 -49.55 1.18
T+10 LONG 1254 36 1.41 -2.04 0.84 14.24 -5.87 2.43 -54.34 1.69
T+20 LONG 1228 33 2.16 -3.84 0.74 23.42 -8.15 2.87 -53.09 1.86
Over Night Gap LONG 1263 45 0.22 -0.12 0.98 2.00 -1.22 1.64 -17.62 0.89
1st +ve Cls in 5 Days LONG 1232 68 0.15 0.46 0.92 2.45 -4.63 0.53 -49.55 0.56
1st -ve Cls in 5 Days LONG 1240 18 0.33 -0.87 0.77 10.87 -1.92 5.67 -31.64 0.68

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 %
2015-05-18275.322015-05-2070.98-1.014.782-0.04-0.06
2015-05-19274.852015-05-2070.98-0.854.961-0.16-0.23
2015-05-20275.472015-05-2271.41-0.510.562-0.44-0.62
2015-07-14280.892015-07-2173.57-1.652.765-1.20-1.65
2015-07-15280.582015-07-2173.57-1.553.924-1.28-1.77
2015-07-16277.182015-07-1771.69-0.335.201-0.28-0.39
2015-08-18301.802015-08-1980.030.054.101-2.27-2.92
2015-10-05322.392015-10-1278.00-6.240.7255.076.10
2015-10-06322.242015-10-1378.84-3.220.3454.195.05
2015-10-07315.422015-10-1480.71-4.170.7450.560.69
2015-10-08307.062015-10-1480.71-1.560.454-1.60-2.02
2015-10-09305.202015-10-1378.84-0.960.362-0.20-0.25
2015-10-12302.732015-10-1378.84-0.774.251-0.84-1.07
2015-10-13305.982015-10-1480.71-0.713.141-1.88-2.38
2015-10-20297.152015-10-2177.20-7.971.201-0.64-0.83
2015-10-21299.632015-10-2869.26-10.28-1.7157.9410.28
2015-10-22282.912015-10-2969.54-5.09-1.0953.354.60
2015-10-23274.702015-10-2671.14-0.080.901-0.36-0.51
2015-11-02266.182015-11-0969.26-2.500.645-0.68-0.99
2015-11-03262.312015-11-0468.02-0.941.361-0.44-0.65
2015-11-19266.962015-11-2767.78-3.250.6651.001.45
2015-11-20262.782015-11-2367.94-0.832.261-0.24-0.35
2016-02-18312.952016-02-1980.83-5.494.071-0.20-0.25
2016-03-04278.722016-03-0872.09-1.721.172-0.28-0.39
2016-03-07275.162016-03-0872.09-0.172.531-1.20-1.69
2016-03-21248.992016-03-2264.48-0.502.301-0.32-0.50
2016-03-22250.252016-03-2365.350.141.791-0.87-1.36
2016-04-13236.142016-04-1560.88-1.110.522-0.04-0.07
2016-04-14235.372016-04-1560.88-0.330.861-0.24-0.39
2016-05-10233.202016-05-1162.040.533.351-1.95-3.25
2016-07-01224.842016-07-0559.091.102.821-1.16-2.00
2016-07-11214.312016-07-1852.42-2.75-1.0852.795.06
2016-07-12209.822016-07-1952.18-0.660.5951.883.47
2016-07-13209.202016-07-2051.91-4.22-1.6351.993.70
2016-07-14204.402016-07-2152.50-1.060.6450.160.30
2016-07-15204.242016-07-2252.10-0.830.2350.520.99
2016-08-09202.542016-08-1052.38-0.690.761-0.20-0.38
2016-09-30205.642016-10-0353.390.341.581-0.40-0.76
2016-11-10186.592016-11-1747.24-1.941.1650.841.74
2016-11-22179.472016-11-3045.32-0.950.2650.921.98
2016-11-23178.072016-12-0144.84-1.390.0051.042.26
2016-11-25176.222016-11-2845.64-0.351.051-0.24-0.53
2016-12-12158.102016-12-1940.22-2.45-0.7850.521.27
2016-12-13155.472016-12-1440.73-0.902.391-0.68-1.69
2016-12-14158.102016-12-2139.78-2.45-0.4450.962.35
2017-02-14140.642017-02-2234.75-1.93-0.1751.494.10
2017-02-15138.092017-02-2334.60-0.420.8150.982.75
2017-02-16137.932017-02-1735.560.031.381-0.02-0.06
2017-05-08128.722017-05-0933.32-0.482.711-0.16-0.48
2017-05-09129.342017-05-1033.40-1.142.211-0.08-0.24
2017-05-24127.712017-06-0132.23-1.52-0.2150.682.06
2017-05-25126.282017-05-2632.56-0.090.921-0.02-0.06
2017-07-28113.082017-08-0428.13-1.37-0.6351.013.46
2017-07-31111.992017-08-0728.03-3.01-0.6250.832.87
2017-08-01110.992017-08-0828.09-2.13-0.0950.511.78
2017-08-02110.332017-08-0928.22-1.540.1850.210.74
2017-08-03110.102017-08-1028.92-1.34-0.075-0.56-1.97
2017-08-04109.172017-08-0928.22-0.500.043-0.09-0.32
2017-08-07108.782017-08-0828.09-1.073.271-0.06-0.21
2017-08-08109.012017-08-0928.220.181.071-0.13-0.46
2017-09-01109.522017-09-0529.10-1.343.751-0.89-3.15
2017-09-14105.992017-09-2126.76-2.77-0.1150.552.01
2017-09-15105.142017-09-2226.83-1.98-0.2950.260.96
2017-09-18104.212017-09-2526.98-1.111.565-0.13-0.48
2017-09-19103.552017-09-2126.76-0.482.212-0.08-0.30
2017-09-20103.172017-09-2126.76-0.112.591-0.18-0.68
2017-09-21103.862017-09-2226.83-0.481.901-0.07-0.26
2017-09-29103.282017-10-0625.34-2.02-0.2251.274.76
2017-10-02101.232017-10-0925.37-3.37-0.3650.712.72
2017-10-0399.992017-10-1025.12-2.750.1950.642.48
2017-10-0499.802017-10-1124.99-2.870.0250.732.83
2017-10-0598.332017-10-0625.34-1.540.431-0.01-0.04
2017-10-1297.402017-10-1924.05-0.83-0.2351.054.17
2017-10-1396.902017-10-2023.56-1.57-0.1251.415.63
2017-10-1695.932017-10-2323.68-0.58-0.0151.044.20
2017-10-1795.502017-10-2423.19-2.35-1.3451.425.76
2017-10-1893.452017-10-2523.52-4.251.3150.562.32
2017-11-0688.842017-11-0923.09-0.740.763-0.20-0.87
2017-11-0788.732017-11-0923.09-0.223.232-0.23-1.00
2017-11-3080.332017-12-0120.76-3.524.101-0.06-0.29
2017-12-1277.692017-12-1919.42-4.290.0050.602.99
2017-12-1376.922017-12-1420.00-0.861.011-0.18-0.91
2018-01-0870.942018-01-1617.20-1.97-0.6051.085.90
2018-01-0970.012018-01-1018.07-0.221.491-0.03-0.17
2018-01-1764.282018-01-1816.72-1.631.871-0.16-0.96
2018-01-1864.902018-01-2516.02-2.240.9050.704.18
2018-01-2562.192018-01-3016.60-2.374.173-0.58-3.61
2018-01-2660.752018-01-2915.950.001.911-0.30-1.91
2018-04-1769.552018-04-1818.00-0.5012.181-0.08-0.45
2018-05-1468.192018-05-1517.991.373.341-0.42-2.39
2018-08-2160.152018-08-2215.77-3.841.541-0.15-0.96
2018-09-2154.202018-09-2414.140.434.431-0.22-1.58
2018-11-3059.802018-12-0416.05-5.625.552-0.74-4.83
2018-12-0357.622018-12-0416.050.619.561-1.30-8.81
2019-01-0969.492019-01-1616.95-1.702.2050.703.96
2019-01-1068.472019-01-1417.60-0.062.522-0.21-1.20
2019-01-1862.702019-01-2216.48-0.065.601-0.56-3.51
2019-02-0557.592019-02-0614.67-0.381.091-0.04-0.27
2019-02-0657.752019-02-0714.980.544.351-0.32-2.18
2019-05-0150.842019-05-0213.10-1.242.871-0.19-1.47
2019-06-1052.112019-06-1153.00-2.191.211-0.07-0.13
2019-06-1152.182019-06-1253.22-5.451.081-0.22-0.42
2019-06-2148.322019-06-2549.74-0.881.652-0.66-1.34
2019-07-1545.102019-07-1645.68-0.441.601-0.13-0.29
2019-07-1645.232019-07-1746.28-0.051.311-0.60-1.31
2019-11-2739.662019-11-2940.230.381.181-0.37-0.93
2019-12-2438.052019-12-3038.33-1.05-0.103-0.23-0.60
2019-12-2637.662019-12-3038.33-2.572.792-0.63-1.67
2019-12-2737.562019-12-3038.33-2.313.061-0.73-1.94
2020-01-1734.962020-01-2135.50-0.031.911-0.50-1.43

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