Paststat : Stock screener with trading odds on the fly

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:

Outlier Adjusted Profit Factor :

1.34

Profit Factor : 1.58

Payoff : 2.73

T-Test : -1.37

Drawdown and Runup Summary:

$SDOW, 4 Lower Lows ,trading strategy backtest report

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

vs any random day backtest report

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	-	1.82	0.64	3.29
2017	-	2.26	-	-	0.43	-	2.11	-0.15	0.95	10.02	-0.72	0.69	15.6
2018	1.14	-	-	-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 %

2015-05-18	275.32	2015-05-20	70.98	-1.01	4.78	2	-0.04	-0.06
2015-05-19	274.85	2015-05-20	70.98	-0.85	4.96	1	-0.16	-0.23
2015-05-20	275.47	2015-05-22	71.41	-0.51	0.56	2	-0.44	-0.62
2015-07-14	280.89	2015-07-21	73.57	-1.65	2.76	5	-1.20	-1.65
2015-07-15	280.58	2015-07-21	73.57	-1.55	3.92	4	-1.28	-1.77
2015-07-16	277.18	2015-07-17	71.69	-0.33	5.20	1	-0.28	-0.39
2015-08-18	301.80	2015-08-19	80.03	0.05	4.10	1	-2.27	-2.92
2015-10-05	322.39	2015-10-12	78.00	-6.24	0.72	5	5.07	6.10
2015-10-06	322.24	2015-10-13	78.84	-3.22	0.34	5	4.19	5.05
2015-10-07	315.42	2015-10-14	80.71	-4.17	0.74	5	0.56	0.69
2015-10-08	307.06	2015-10-14	80.71	-1.56	0.45	4	-1.60	-2.02
2015-10-09	305.20	2015-10-13	78.84	-0.96	0.36	2	-0.20	-0.25
2015-10-12	302.73	2015-10-13	78.84	-0.77	4.25	1	-0.84	-1.07
2015-10-13	305.98	2015-10-14	80.71	-0.71	3.14	1	-1.88	-2.38
2015-10-20	297.15	2015-10-21	77.20	-7.97	1.20	1	-0.64	-0.83
2015-10-21	299.63	2015-10-28	69.26	-10.28	-1.71	5	7.94	10.28
2015-10-22	282.91	2015-10-29	69.54	-5.09	-1.09	5	3.35	4.60
2015-10-23	274.70	2015-10-26	71.14	-0.08	0.90	1	-0.36	-0.51
2015-11-02	266.18	2015-11-09	69.26	-2.50	0.64	5	-0.68	-0.99
2015-11-03	262.31	2015-11-04	68.02	-0.94	1.36	1	-0.44	-0.65
2015-11-19	266.96	2015-11-27	67.78	-3.25	0.66	5	1.00	1.45
2015-11-20	262.78	2015-11-23	67.94	-0.83	2.26	1	-0.24	-0.35
2016-02-18	312.95	2016-02-19	80.83	-5.49	4.07	1	-0.20	-0.25
2016-03-04	278.72	2016-03-08	72.09	-1.72	1.17	2	-0.28	-0.39
2016-03-07	275.16	2016-03-08	72.09	-0.17	2.53	1	-1.20	-1.69
2016-03-21	248.99	2016-03-22	64.48	-0.50	2.30	1	-0.32	-0.50
2016-03-22	250.25	2016-03-23	65.35	0.14	1.79	1	-0.87	-1.36
2016-04-13	236.14	2016-04-15	60.88	-1.11	0.52	2	-0.04	-0.07
2016-04-14	235.37	2016-04-15	60.88	-0.33	0.86	1	-0.24	-0.39
2016-05-10	233.20	2016-05-11	62.04	0.53	3.35	1	-1.95	-3.25
2016-07-01	224.84	2016-07-05	59.09	1.10	2.82	1	-1.16	-2.00
2016-07-11	214.31	2016-07-18	52.42	-2.75	-1.08	5	2.79	5.06
2016-07-12	209.82	2016-07-19	52.18	-0.66	0.59	5	1.88	3.47
2016-07-13	209.20	2016-07-20	51.91	-4.22	-1.63	5	1.99	3.70
2016-07-14	204.40	2016-07-21	52.50	-1.06	0.64	5	0.16	0.30
2016-07-15	204.24	2016-07-22	52.10	-0.83	0.23	5	0.52	0.99
2016-08-09	202.54	2016-08-10	52.38	-0.69	0.76	1	-0.20	-0.38
2016-09-30	205.64	2016-10-03	53.39	0.34	1.58	1	-0.40	-0.76
2016-11-10	186.59	2016-11-17	47.24	-1.94	1.16	5	0.84	1.74
2016-11-22	179.47	2016-11-30	45.32	-0.95	0.26	5	0.92	1.98
2016-11-23	178.07	2016-12-01	44.84	-1.39	0.00	5	1.04	2.26
2016-11-25	176.22	2016-11-28	45.64	-0.35	1.05	1	-0.24	-0.53
2016-12-12	158.10	2016-12-19	40.22	-2.45	-0.78	5	0.52	1.27
2016-12-13	155.47	2016-12-14	40.73	-0.90	2.39	1	-0.68	-1.69
2016-12-14	158.10	2016-12-21	39.78	-2.45	-0.44	5	0.96	2.35
2017-02-14	140.64	2017-02-22	34.75	-1.93	-0.17	5	1.49	4.10
2017-02-15	138.09	2017-02-23	34.60	-0.42	0.81	5	0.98	2.75
2017-02-16	137.93	2017-02-17	35.56	0.03	1.38	1	-0.02	-0.06
2017-05-08	128.72	2017-05-09	33.32	-0.48	2.71	1	-0.16	-0.48
2017-05-09	129.34	2017-05-10	33.40	-1.14	2.21	1	-0.08	-0.24
2017-05-24	127.71	2017-06-01	32.23	-1.52	-0.21	5	0.68	2.06
2017-05-25	126.28	2017-05-26	32.56	-0.09	0.92	1	-0.02	-0.06
2017-07-28	113.08	2017-08-04	28.13	-1.37	-0.63	5	1.01	3.46
2017-07-31	111.99	2017-08-07	28.03	-3.01	-0.62	5	0.83	2.87
2017-08-01	110.99	2017-08-08	28.09	-2.13	-0.09	5	0.51	1.78
2017-08-02	110.33	2017-08-09	28.22	-1.54	0.18	5	0.21	0.74
2017-08-03	110.10	2017-08-10	28.92	-1.34	-0.07	5	-0.56	-1.97
2017-08-04	109.17	2017-08-09	28.22	-0.50	0.04	3	-0.09	-0.32
2017-08-07	108.78	2017-08-08	28.09	-1.07	3.27	1	-0.06	-0.21
2017-08-08	109.01	2017-08-09	28.22	0.18	1.07	1	-0.13	-0.46
2017-09-01	109.52	2017-09-05	29.10	-1.34	3.75	1	-0.89	-3.15
2017-09-14	105.99	2017-09-21	26.76	-2.77	-0.11	5	0.55	2.01
2017-09-15	105.14	2017-09-22	26.83	-1.98	-0.29	5	0.26	0.96
2017-09-18	104.21	2017-09-25	26.98	-1.11	1.56	5	-0.13	-0.48
2017-09-19	103.55	2017-09-21	26.76	-0.48	2.21	2	-0.08	-0.30
2017-09-20	103.17	2017-09-21	26.76	-0.11	2.59	1	-0.18	-0.68
2017-09-21	103.86	2017-09-22	26.83	-0.48	1.90	1	-0.07	-0.26
2017-09-29	103.28	2017-10-06	25.34	-2.02	-0.22	5	1.27	4.76
2017-10-02	101.23	2017-10-09	25.37	-3.37	-0.36	5	0.71	2.72
2017-10-03	99.99	2017-10-10	25.12	-2.75	0.19	5	0.64	2.48
2017-10-04	99.80	2017-10-11	24.99	-2.87	0.02	5	0.73	2.83
2017-10-05	98.33	2017-10-06	25.34	-1.54	0.43	1	-0.01	-0.04
2017-10-12	97.40	2017-10-19	24.05	-0.83	-0.23	5	1.05	4.17
2017-10-13	96.90	2017-10-20	23.56	-1.57	-0.12	5	1.41	5.63
2017-10-16	95.93	2017-10-23	23.68	-0.58	-0.01	5	1.04	4.20
2017-10-17	95.50	2017-10-24	23.19	-2.35	-1.34	5	1.42	5.76
2017-10-18	93.45	2017-10-25	23.52	-4.25	1.31	5	0.56	2.32
2017-11-06	88.84	2017-11-09	23.09	-0.74	0.76	3	-0.20	-0.87
2017-11-07	88.73	2017-11-09	23.09	-0.22	3.23	2	-0.23	-1.00
2017-11-30	80.33	2017-12-01	20.76	-3.52	4.10	1	-0.06	-0.29
2017-12-12	77.69	2017-12-19	19.42	-4.29	0.00	5	0.60	2.99
2017-12-13	76.92	2017-12-14	20.00	-0.86	1.01	1	-0.18	-0.91
2018-01-08	70.94	2018-01-16	17.20	-1.97	-0.60	5	1.08	5.90
2018-01-09	70.01	2018-01-10	18.07	-0.22	1.49	1	-0.03	-0.17
2018-01-17	64.28	2018-01-18	16.72	-1.63	1.87	1	-0.16	-0.96
2018-01-18	64.90	2018-01-25	16.02	-2.24	0.90	5	0.70	4.18
2018-01-25	62.19	2018-01-30	16.60	-2.37	4.17	3	-0.58	-3.61
2018-01-26	60.75	2018-01-29	15.95	0.00	1.91	1	-0.30	-1.91
2018-04-17	69.55	2018-04-18	18.00	-0.50	12.18	1	-0.08	-0.45
2018-05-14	68.19	2018-05-15	17.99	1.37	3.34	1	-0.42	-2.39
2018-08-21	60.15	2018-08-22	15.77	-3.84	1.54	1	-0.15	-0.96
2018-09-21	54.20	2018-09-24	14.14	0.43	4.43	1	-0.22	-1.58
2018-11-30	59.80	2018-12-04	16.05	-5.62	5.55	2	-0.74	-4.83
2018-12-03	57.62	2018-12-04	16.05	0.61	9.56	1	-1.30	-8.81
2019-01-09	69.49	2019-01-16	16.95	-1.70	2.20	5	0.70	3.96
2019-01-10	68.47	2019-01-14	17.60	-0.06	2.52	2	-0.21	-1.20
2019-01-18	62.70	2019-01-22	16.48	-0.06	5.60	1	-0.56	-3.51
2019-02-05	57.59	2019-02-06	14.67	-0.38	1.09	1	-0.04	-0.27
2019-02-06	57.75	2019-02-07	14.98	0.54	4.35	1	-0.32	-2.18
2019-05-01	50.84	2019-05-02	13.10	-1.24	2.87	1	-0.19	-1.47
2019-06-10	52.11	2019-06-11	53.00	-2.19	1.21	1	-0.07	-0.13
2019-06-11	52.18	2019-06-12	53.22	-5.45	1.08	1	-0.22	-0.42
2019-06-21	48.32	2019-06-25	49.74	-0.88	1.65	2	-0.66	-1.34
2019-07-15	45.10	2019-07-16	45.68	-0.44	1.60	1	-0.13	-0.29
2019-07-16	45.23	2019-07-17	46.28	-0.05	1.31	1	-0.60	-1.31
2019-11-27	39.66	2019-11-29	40.23	0.38	1.18	1	-0.37	-0.93
2019-12-24	38.05	2019-12-30	38.33	-1.05	-0.10	3	-0.23	-0.60
2019-12-26	37.66	2019-12-30	38.33	-2.57	2.79	2	-0.63	-1.67
2019-12-27	37.56	2019-12-30	38.33	-2.31	3.06	1	-0.73	-1.94
2020-01-17	34.96	2020-01-21	35.50	-0.03	1.91	1	-0.50	-1.43