Study: Buy JISLJALEQS when above 200 SMA and near 50 SMA and above 50 SMA and RSI is above 50

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In this study, we evaluate the performance of strategy "Buy JISLJALEQS when above 200 SMA and near 50 SMA and above 50 SMA and RSI is above 50" under various conditions.

X Analysis

In the table below, we find out the performance of this trading strategy under following scenario: buy JISLJALEQS at the closing price whenever the signal triggers (Rs. 2Lac per trade). Then cover the position "X" trading days later at close_price i.e. sell after "X" trading days. Here are the results of this study:

X DaysNet ProfitTotal TradesWinning TradesLosing Trades% ProfitableAvg Winning TradeMax Winning TradeAvg Losing TradeMax Losing TradeWin/Loss RatioProfit FactorSharpe RatioAvg Trade
139806.291913668.423981.513295.86-1992.2-5171.124.330.132095.07
213931.171910952.634279.8210277.4-3207.44-12586.511.331.480.037733.22
318056.551910952.635982.0618079.1-4640.45-12759.521.291.430.033950.34
438512.861910952.637435.1821905.86-3982.1-6195.691.872.070.0692026.99
540481.851910952.637374.3119793.34-3695.69-8185.4822.220.0742130.62
660185.691910952.639523.320703.12-3894.15-11241.942.452.720.0953167.67
773638.311910952.6311276.7429921.87-4347.68-13040.322.592.880.0873875.7
867321.511991047.3711759.1327784.16-3851.07-12548.393.052.750.0873543.24
970727.651910952.6312067.129529.28-5549.26-11201.612.172.420.0813722.51
1080240.331981142.1117378.6328886.34-5344.43-12282.263.252.360.0814223.18

From the table above, we see that best results are achieved by holding positions for 1 trading days. Profit factor is 4.33. Strategy is very good and impressively bullish. Percentage of profitable trades is 68.42%, which is good. Average return per trade is 1.05%, which is not very high, don't trade solely on the basis of this study.
In the chart below, we plot cumulative trade gain versus trades. This chart is important and informative as it shows the performance of strategy over time.
JISLJALEQS Performance, X=1, Profit Factor:4.33

Yearwise Summary of trades in above chart

YearNumber of TradesTrade Dates
2018124 Apr 2018 (0.97%)
2017403 Jan 2017 (1.7%), 17 Mar 2017 (0.95%), 31 May 2017 (0.54%), 08 Sep 2017 (3.11%)
2015121 Dec 2015 (-2.59%)
2010406 Jan 2010 (2.96%), 15 Feb 2010 (6.65%), 23 Sep 2010 (-0.04%), 24 Nov 2010 (-1.69%)
2008228 Jan 2008 (1.48%), 15 May 2008 (0.46%)
2007226 Mar 2007 (-0.55%), 24 Apr 2007 (0.3%)
2006128 Jul 2006 (-1.08%)
2005322 Apr 2005 (2.77%), 12 May 2005 (2.15%), 30 Jun 2005 (-0.04%)
2004129 Nov 2004 (1.85%)

Strategy Analysis - Exit Criteria

In the study above, exit criterion was that hold the position for "X" trading days. That's one possible exit criterion. However, we can have more elaborate exit criteria. Now we study this strategy under other exit criteria. There are 3 things which you must get to know before proceeding further. Table below shows the performance of this strategy under various exit combinations. Note that nil,nil,-1 is a special exit combination where we just take the best result of "X" Analysis study above.

Stop LossAdjust Stop LossTargetAvg Holding PeriodNet ProfitTotal TradesWinning TradesLosing Trades% ProfitableAvg Winning TradeMax Winning TradeAvg Losing TradeMax Losing TradeWin/Loss RatioProfit FactorSharpe RatioAvg Trade
nilnil-1139806.291913668.423981.513295.86-1992.2-5171.124.330.132095.07
atrnil291027482010105017943.1735064.29-7668.33-9838.62.342.340.0925137.42
atrtrail26.2965352.8821111052.3811842.2619160.81-6491.2-13889.221.822.010.073112.04
50trail31.740624.6927101737.048408.3811210.3-2556.42-3855.893.291.930.0671504.62
50nil31.8138474.9626101638.468408.3811210.3-2850.55-3855.892.951.840.0641479.81
atrtrail36.4337930.7621101147.6210609.9324165.35-6197.14-13889.221.711.560.041806.23
50trail21.4420853.1327111640.745673.197473.53-2597-3855.892.181.50.045772.34
atrtrail-17.2932212.2921101147.6210038.0836449.12-6197.14-13889.221.621.470.0331533.92
50nil21.5419970.8726111542.315673.197473.53-2828.95-3855.892.011.470.044768.11
atrnil314.2236782.321861233.3323257.6428741.21-8563.63-17532.142.721.360.0322043.46
50trail-12.782005.492772025.936972.1820886.69-2339.99-3855.892.981.040.003474.28

In the table above, row 1 shows the best exit criterion. Profit factor is 4.33. Strategy is very good and impressively bullish. Percentage of profitable trades is 68.42%, which is good. Average return per trade is 1.05%, which is not very high, don't trade solely on the basis of this study.
Performance of strategy chart over time is same as above.

View performance of other stocks for this trading system.

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