paststat loader
as on :Feb-26
$SDOW  12.00 0.50 4.35%

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              : 107

Winning Trades :  40

Losing Trades    : 67

% Win Trades :
37.4

Performance Summary:


Median Trade % :
0.32
Average Trade % :
0.17
Average Winning Trade % :
3.07

Max Winning Trade % :8.69

Max Consecutive Winners : 5

Average Losing Trade % :
-1.57

Max Losing Trade % :-10.01

Max Consecutive Losers : 22

Outlier Adjusted Profit Factor :
1.14

Profit Factor : 1.24

Payoff : 1.96

T-Test : -0.58

Drawdown and Runup Summary:


Avg Intra Drawdown % :
-1.66
Avg Intra Runup % :
1.57
Max Intra Drawdown %:
-12.18
Max Intra Runup %:
14.12

Exit Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Next Open 2 Close LONG 107 42 0.08 -0.09 0.98 1.23 -0.76 1.61 -3.63 0.52
T+1 SHORT 107 54 0.03 -0.09 0.90 1.33 -1.52 0.88 -8.81 -0.13
T+2 SHORT 107 57 0.11 -0.45 1.05 1.79 -2.11 0.85 -10.87 -0.41
T+3 SHORT 106 58 0.09 -0.72 1.08 2.27 -3.00 0.76 -27.85 -0.21
T+4 SHORT 106 66 0.50 -1.19 1.65 2.63 -3.63 0.72 -21.35 -1.12
T+5 SHORT 106 72 0.50 -1.21 1.77 2.73 -5.13 0.53 -18.29 -1.07
T+10 SHORT 106 72 1.44 -2.62 2.52 4.89 -7.29 0.67 -31.40 -1.91
T+20 SHORT 103 75 0.48 -5.36 2.02 7.53 -20.42 0.37 -359.80 -0.13
Over Night Gap SHORT 107 50 0.11 0.00 0.99 0.99 -0.80 1.25 -3.09 -0.77
1st +ve Cls in 5 Days SHORT 107 37 0.17 0.32 1.14 3.07 -1.57 1.96 -10.01 -0.58
1st -ve Cls in 5 Days SHORT 105 84 0.34 -0.78 1.50 1.48 -5.58 0.27 -18.29 -0.90
Exit Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Next Open 2 Close SHORT 1261 55 0.09 -0.15 1.20 1.50 -1.63 0.92 -17.27 -1.22
T+1 LONG 1261 42 0.05 -0.26 0.79 2.82 -1.99 1.42 -31.64 0.18
T+2 LONG 1260 40 0.08 -0.63 0.75 4.27 -2.76 1.55 -38.50 0.21
T+3 LONG 1259 40 0.13 -0.78 0.74 5.58 -3.54 1.58 -49.96 0.28
T+4 LONG 1258 39 0.18 -1.14 0.73 7.05 -4.13 1.71 -45.35 0.34
T+5 LONG 1257 36 0.24 -1.32 0.71 8.50 -4.50 1.89 -49.55 0.39
T+10 LONG 1252 32 0.41 -2.75 0.66 14.98 -6.51 2.30 -54.34 0.48
T+20 LONG 1226 26 0.01 -5.33 0.48 26.36 -9.37 2.81 -58.12 0.01
Over Night Gap LONG 1261 44 0.13 -0.15 0.88 2.02 -1.34 1.51 -17.62 0.51
1st +ve Cls in 5 Days SHORT 1234 34 0.12 0.44 1.15 5.12 -2.51 2.04 -295.22 -0.43
1st -ve Cls in 5 Days LONG 1232 16 0.12 -0.92 0.65 10.91 -1.98 5.52 -31.64 0.24

Hypothetical Monthly Returns :

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016---1.31-0.15-1.08-3.84-0.13-0.25-1.820.643.37
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----2.12-4.51-2.236.75--0.47-0.2--3.26
2021--0.19-----------0.19

Equity Curve:

Trades Details:

Entry Price Exit Price Max Min Days Change Change% P/L %
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
2020-05-1233.772020-05-1335.920.628.791-2.15-6.37
2020-06-0424.082020-06-11?-14.12-7.355-2.41-10.01
2020-06-0521.832020-06-1021.99-5.27-1.513-0.16-0.73
2020-06-0820.722020-06-0921.301.166.811-0.58-2.80
2020-07-0223.872020-07-0924.08-5.363.024-0.21-0.88
2020-07-0622.632020-07-0723.60-4.708.661-0.97-4.29
2020-07-1520.982020-07-1621.300.003.341-0.32-1.53
2020-08-0520.132020-08-12?-2.290.4051.758.69
2020-08-0619.682020-08-13?-0.971.6551.186.00
2020-08-0719.522020-08-14?-3.94-0.8751.085.53
2020-08-1018.762020-08-1118.97-3.781.911-0.21-1.12
2020-08-1118.972020-08-18?-3.85-0.0550.221.16
2020-10-0816.802020-10-15?-2.74-0.1850.171.01
2020-10-0916.492020-10-1416.60-3.824.493-0.11-0.67
2020-10-1216.052020-10-1316.330.447.351-0.28-1.74
2020-11-0516.462020-11-0616.56-0.552.191-0.10-0.61
2021-02-0911.632021-02-17?0.000.0050.322.75
2021-02-1011.562021-02-18?0.000.0050.121.04
2021-02-1111.552021-02-19?0.000.0050.100.87
2021-02-2410.932021-02-2511.500.000.001-0.57-5.22

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