paststat loader
as on :Jul-19
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  • Symbol : a.k.a ticker
  • Pref : Long or short, based on the historical Backtesting Report. Arrived at summing all the change% values and if negative usually going short was profitable, if positive going long was profitable
  • LTP : Last traded price ( the price at which the trading strategy triggered)
  • Chg% : Current day's change in percentage
  • Vol : Volume in 1000's
  • # : Number of trades generated by the trading strategy on a stock over the last four years ( our default backtest period)
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • OAPF : Outlier Adjusted Prof Factor , is the system’s gross profit ( minus the larget winning trade) in $ terms divided by gross loss in $ terms. Look for systems that have a profit factor of 2.5, or higher
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MLT% : Maximum Loss Trade (%)
  • T-Test : square root (n) * (average trade %/ standard deviation of trades %) , t-test of 2.1 for a sample size of 25, is considered to be statistically significant
  • backtesting period : default backtesting period is 4 year's , if the stock is trading then , other wise since it's listing
TRADING SIGNALS:
4 Consecutive Green Candles 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ASNA Long 3.56 1.14 1,433 75 56 0.16 0.24 0.97 2.45 -2.76 0.89 -19.54 0.34
AAXN Long 71.55 1.29 655 79 59 0.62 0.44 1.18 2.09 -1.53 1.37 -6.44 2.14
BZUN Short 62.18 0.24 1,109 34 55 0.11 -0.83 0.64 3.10 -3.68 0.84 -7.63 0.16
BIIB Long 358.51 0.99 1,400 64 54 0.27 0.08 1.16 1.76 -1.53 1.15 -5.42 0.92
AVGO Long 208.78 0.23 8,083 67 53 0.01 0.22 0.80 1.08 -1.23 0.88 -3.95 0.05
BLDR Long 18.29 -0.16 628 51 52 0.04 0.17 0.87 1.57 -1.69 0.93 -7.41 0.13
CHRW Short 88.84 1.30 787 58 48 0.10 0.03 1.12 0.95 -0.70 1.36 -3.63 0.63
CLNE Short 2.69 2.28 1,129 24 62 0.22 -1.11 1.09 3.18 -4.70 0.68 -11.92 0.22
FANG Short 130.59 -0.05 1,010 49 65 0.80 -0.71 2.97 1.81 -1.09 1.66 -3.11 2.98
ECYT Short 16.80 -0.77 677 35 60 0.19 -0.72 1.05 3.66 -5.01 0.73 -16.72 0.19
EXTR Short 8.65 0.23 1,526 52 51 0.42 0.00 0.99 2.69 -2.04 1.32 -10.00 0.69
FAST Long 56.44 0.89 2,957 68 48 0.28 0.00 1.56 1.25 -0.64 1.95 -2.12 1.49
FLEX Short 15.11 0.67 3,162 62 53 0.07 -0.05 1.00 0.88 -0.85 1.04 -3.50 0.48
FOSL Long 26.88 1.86 911 76 56 0.29 0.39 1.10 2.39 -2.44 0.98 -7.85 0.75
FRED Short 2.21 0.00 415 42 61 0.94 -0.44 1.82 2.55 -1.67 1.53 -6.08 2.09
HZNP Long 17.24 0.35 850 53 50 0.11 0.06 1.20 2.04 -1.89 1.08 -5.50 0.32
ILG Long 34.34 0.23 2,410 48 50 0.05 0.03 1.03 0.84 -0.74 1.14 -1.97 0.32
IDTI Short 35.12 0.43 900 71 46 0.23 0.14 1.21 1.88 -1.20 1.57 -3.65 0.93
IONS Short 44.79 1.54 480 46 50 0.55 0.03 1.36 3.21 -2.10 1.53 -9.33 0.98
JBLU Short 19.97 2.31 5,402 44 56 0.05 -0.49 1.01 1.43 -1.78 0.80 -7.85 0.15
OCLR Short 9.11 1.11 571 40 60 0.64 -0.35 1.49 2.65 -2.36 1.12 -7.23 1.19
PDLI Short 2.56 0.00 893 55 60 0.94 -0.63 1.97 2.57 -1.50 1.71 -6.55 2.04
MEET Short 4.13 1.47 782 24 58 0.91 -1.31 1.09 4.29 -3.82 1.12 -8.23 0.80
MIK Short 19.91 0.76 1,257 66 42 0.17 0.08 0.92 1.82 -1.05 1.73 -4.42 0.58
HEAR Short 25.70 1.22 759 25 72 2.13 -1.15 1.05 4.58 -4.19 1.09 -7.35 1.74
UPL Long 1.89 6.78 2,433 30 46 1.30 -0.70 0.45 7.75 -4.34 1.79 -16.03 0.44
OLED Short 98.15 2.29 793 51 52 0.11 -0.18 1.23 1.81 -1.80 1.01 -7.98 0.30
EGHT Short 21.55 -0.23 853 50 56 0.42 -0.35 1.57 1.73 -1.25 1.38 -3.71 1.61
ANF Short 26.60 0.91 1,082 66 50 0.13 -0.05 1.15 2.12 -1.86 1.14 -4.83 0.41
AEG Short 6.16 0.65 826 69 55 0.38 -0.16 1.52 1.64 -1.17 1.40 -2.63 1.51
AEM Long 45.54 -0.02 1,020 59 59 0.51 0.66 1.33 1.88 -1.49 1.26 -3.93 1.73
AEO Short 24.35 2.10 4,864 52 48 0.11 0.20 1.05 1.53 -1.20 1.28 -3.22 0.45
AXP Short 102.98 1.81 5,913 66 46 0.07 0.08 1.08 0.98 -0.73 1.34 -2.72 0.50
APH Long 89.13 0.13 954 107 55 0.09 0.15 1.10 0.77 -0.75 1.03 -5.13 0.87
ANDV Long 136.92 0.97 1,977 86 56 0.33 0.27 1.52 1.43 -1.13 1.27 -4.54 1.82
BBT Short 52.98 1.88 5,803 63 53 0.11 -0.04 1.12 0.77 -0.66 1.17 -2.78 0.80
BP Short 44.25 -0.41 7,462 64 57 0.14 -0.19 1.11 1.01 -1.04 0.97 -3.38 0.79
CRC Long 39.51 -1.47 1,667 55 58 1.99 0.83 1.24 6.98 -4.95 1.41 -28.50 1.38
CPE Long 11.01 1.29 5,494 44 59 0.69 0.35 1.30 2.85 -2.44 1.17 -8.87 1.14
GOOS Long 64.77 1.84 814 24 58 1.41 0.27 1.31 3.86 -2.02 1.91 -5.07 0.96
KMX Short 77.37 -0.39 1,102 56 55 0.00 -0.14 0.91 1.13 -1.39 0.81 -5.52 0.00
CHS Long 8.81 2.32 1,966 67 50 0.45 0.07 1.40 2.03 -1.19 1.71 -4.06 1.64
CMA Long 93.77 2.08 2,867 66 56 0.06 0.20 1.12 1.21 -1.42 0.85 -4.70 0.28
CXW Short 24.30 0.16 637 65 53 0.07 -0.09 0.93 1.24 -1.29 0.96 -4.15 0.34
DHI Long 43.25 0.07 2,918 61 60 0.15 0.30 1.16 1.15 -1.40 0.82 -11.53 0.58
DB Short 12.08 1.77 5,494 63 57 0.29 -0.37 1.49 1.41 -1.19 1.18 -3.04 1.37
DVN Short 43.75 -0.75 8,152 44 45 0.10 0.24 0.88 2.45 -1.86 1.32 -6.57 0.21
DFS Long 72.09 1.39 1,315 62 53 0.10 0.05 1.07 0.92 -0.83 1.11 -3.31 0.65
EGO Short 1.08 0.93 3,344 24 66 0.66 -1.25 1.30 2.68 -3.37 0.80 -7.41 0.94
ETP Long 19.40 0.73 4,829 57 52 0.13 0.15 0.93 1.53 -1.42 1.08 -4.90 0.46
EQNR Short 26.12 -0.65 985 9 66 0.37 -0.27 3.67 0.69 -0.26 2.65 -0.37 1.82
FNF Long 39.40 4.98 2,540 89 56 0.21 0.14 1.43 0.94 -0.73 1.29 -3.37 1.71
FBHS Long 56.52 0.61 1,733 83 53 0.01 0.09 0.96 0.81 -0.88 0.92 -3.93 0.08
GPS Short 30.16 0.87 3,674 62 51 0.01 -0.07 0.97 1.12 -1.16 0.97 -3.12 0.05
GDDY Long 78.46 0.33 670 72 51 0.04 0.04 0.97 1.23 -1.21 1.02 -3.86 0.21
GFI Short 3.58 0.00 3,021 54 66 0.69 -0.52 1.54 2.26 -2.44 0.93 -7.67 1.65
EAF Long 18.05 4.40 1,086 3 33 1.95 -0.34 0.01 8.71 -1.43 6.09 -2.53 0.57
HRB Short 24.43 1.92 2,586 64 54 0.21 -0.17 1.26 1.18 -0.96 1.23 -2.45 1.04
HAL Short 44.80 -0.58 6,857 55 61 0.65 -0.34 2.80 1.64 -0.94 1.74 -2.75 2.86
HLX Short 8.63 -0.23 945 32 75 2.02 -1.83 6.24 3.40 -2.10 1.62 -6.55 3.41
HFC Long 71.60 1.46 3,172 84 54 0.20 0.34 1.21 1.50 -1.37 1.09 -5.10 0.98
IAG Long 5.88 0.34 1,881 51 50 0.07 0.18 0.67 3.23 -3.23 1.00 -10.21 0.11
IBN Short 7.81 -0.76 5,349 50 62 0.25 -0.57 1.23 1.48 -1.75 0.85 -7.26 0.79
JBL Long 28.91 0.21 1,203 82 54 0.08 0.21 1.00 0.92 -0.94 0.98 -4.00 0.57
JAG Long 14.15 -0.63 981 27 44 0.04 -0.29 0.81 1.54 -1.16 1.33 -3.04 0.12
KEY Short 20.30 1.20 9,153 49 55 0.04 -0.22 0.86 0.93 -1.05 0.89 -3.08 0.20
KKR Long 27.20 1.12 7,229 76 57 0.24 0.21 1.50 1.01 -0.81 1.25 -3.06 1.58
KN Long 16.00 0.25 903 82 60 0.11 0.28 1.04 1.29 -1.74 0.74 -7.87 0.47
KSS Short 72.33 1.97 2,440 70 50 0.29 0.01 1.10 2.15 -1.57 1.37 -11.53 0.73
LB Long 32.34 0.87 3,459 49 38 0.02 -0.06 0.94 1.39 -0.85 1.64 -4.79 0.09
LEG Long 45.56 0.00 751 75 56 0.21 0.21 1.41 0.99 -0.79 1.25 -2.77 1.64
LEN Long 55.17 -0.68 2,845 44 45 0.13 -0.16 1.08 1.33 -0.87 1.53 -2.64 0.60
M Short 37.70 1.70 4,490 57 43 0.04 0.27 0.83 1.72 -1.27 1.35 -3.67 0.15
MPC Short 72.56 1.20 5,090 66 46 0.06 0.14 0.97 1.63 -1.32 1.23 -4.53 0.25
MTDR Short 31.74 -0.87 1,188 48 60 0.35 -0.69 1.17 2.59 -3.06 0.85 -10.42 0.63
JWN Long 53.06 1.43 1,315 51 49 0.01 -0.19 0.87 1.25 -1.19 1.05 -2.79 0.04
NVO Short 50.22 0.16 733 69 56 0.53 -0.16 2.38 1.50 -0.72 2.08 -2.30 2.40
NRG Long 32.47 0.62 5,090 68 66 0.56 0.49 1.43 1.92 -2.10 0.91 -8.28 1.71
PE Short 31.71 0.44 4,271 58 55 0.17 -0.19 1.12 2.08 -2.19 0.95 -9.12 0.44
PDS Short 3.64 0.55 2,188 28 60 1.44 -1.71 1.68 4.43 -3.17 1.40 -11.00 1.55
PHM Long 30.97 0.16 4,558 66 56 0.11 0.23 1.16 1.10 -1.16 0.95 -3.82 0.63
RDN Long 17.51 5.29 2,347 53 58 0.19 0.24 1.13 1.25 -1.32 0.95 -4.57 0.75
RL Short 133.61 0.23 840 57 56 0.09 -0.09 0.97 1.00 -1.08 0.93 -4.30 0.49
SHAK Short 68.53 2.50 922 48 41 0.07 0.23 0.68 2.38 -1.58 1.51 -8.47 0.18
SPR Long 90.41 1.23 1,054 77 51 0.01 0.01 0.99 0.82 -0.87 0.94 -7.08 0.07
SYF Long 33.41 1.80 5,236 57 49 0.10 -0.03 1.05 1.12 -0.88 1.27 -3.40 0.55
TLRD Short 22.65 2.58 1,384 42 54 0.30 -0.07 1.20 2.14 -1.93 1.11 -4.35 0.72
TPR Long 47.30 -0.19 2,154 64 51 0.02 0.10 0.93 1.15 -1.19 0.97 -4.41 0.11
TMHC Long 21.80 -0.77 718 47 53 0.21 0.15 1.19 1.35 -1.08 1.25 -3.34 0.88
TCF Short 25.47 0.24 1,420 70 50 0.12 0.00 1.09 0.86 -0.63 1.37 -3.64 0.90
TDOC Long 69.15 1.24 834 70 57 0.19 0.38 1.04 2.31 -2.63 0.88 -8.80 0.47
TIF Short 134.60 0.22 948 61 50 0.04 -0.05 0.91 0.93 -0.89 1.04 -2.95 0.27
TD Long 57.76 0.09 803 60 53 0.08 0.20 1.25 0.79 -0.74 1.07 -3.67 0.58
TPGE Long 11.82 0.34 587 10 70 0.27 0.28 10.50 0.41 -0.06 6.83 -0.19 2.77
UAA Short 21.81 1.39 3,308 67 59 0.16 -0.52 1.28 1.84 -2.33 0.79 -14.71 0.44
WTI Long 8.28 1.72 3,214 45 51 0.24 0.15 0.93 4.91 -4.64 1.06 -17.01 0.25
DIS Short 110.69 0.35 6,410 44 68 0.18 -0.36 1.66 0.60 -0.71 0.85 -1.57 1.62
W Long 124.25 -0.32 1,444 87 50 0.08 0.06 0.86 2.38 -2.27 1.05 -15.55 0.22
WIT Short 5.13 -0.19 843 55 60 0.36 -0.37 1.76 1.28 -1.01 1.27 -2.71 1.77
WPX Long 18.77 0.48 4,209 64 57 0.08 0.70 1.23 2.51 -3.25 0.77 -16.05 0.16
WYND Short 46.89 1.45 1,017 77 49 0.03 0.04 0.98 1.14 -1.05 1.09 -9.02 0.16
XYL Long 68.19 0.58 712 76 52 0.13 0.08 1.22 0.95 -0.78 1.22 -4.07 0.90
YEXT Long 18.65 0.54 665 35 57 0.11 0.34 0.94 1.44 -1.65 0.87 -4.75 0.33
YPF Long 15.54 1.17 949 49 44 0.03 -0.17 0.84 1.94 -1.52 1.28 -4.18 0.10
PED Short 2.64 6.45 3,958 19 84 4.51 -3.76 42.91 5.68 -1.68 3.38 -2.87 3.56
ACWI Short 72.88 0.05 1,081 82 47 0.01 0.06 0.84 0.48 -0.41 1.17 -1.48 0.14
BSV Long 78.13 0.00 1,522 30 36 0.00 0.00 0.89 0.10 -0.05 2.00 -0.14 0.00
DBO Short 11.92 0.93 990 44 50 0.14 0.04 1.03 1.60 -1.32 1.21 -3.64 0.46
EUFN Long 20.40 -0.20 15,387 66 50 0.01 0.01 0.91 0.84 -0.82 1.02 -3.21 0.07
EWP Short 30.89 -0.23 706 54 53 0.06 -0.01 1.04 0.75 -0.75 1.00 -2.14 0.43
EWT Short 36.69 0.33 4,089 74 58 0.07 -0.04 1.09 0.63 -0.72 0.88 -2.61 0.67
EWU Short 34.64 -0.06 1,369 80 48 0.06 0.05 1.08 0.65 -0.51 1.27 -2.31 0.68
EZU Short 41.93 26.59 2,599 33 48 0.01 0.05 0.88 0.62 -0.57 1.09 -1.86 0.07
FEZ Long 39.37 0.36 1,454 68 58 0.06 0.14 1.09 0.58 -0.68 0.85 -2.57 0.58
IJH Short 199.78 0.34 946 67 50 0.09 -0.03 1.28 0.53 -0.36 1.47 -1.02 1.24
IWD Short 123.77 0.36 1,119 67 47 0.06 0.03 1.13 0.52 -0.36 1.44 -1.90 0.78
JNUG Long 13.06 1.24 7,612 35 48 1.80 -0.55 1.29 10.73 -6.63 1.62 -16.47 1.01
KRE Long 62.29 1.14 8,473 81 56 0.08 0.17 1.22 0.80 -0.86 0.93 -3.92 0.61
SCHF Short 33.45 0.06 1,284 72 50 0.07 0.01 1.11 0.61 -0.47 1.30 -2.00 0.74
UCO Short 29.93 2.15 3,089 50 46 0.10 0.40 1.12 3.65 -2.91 1.25 -9.34 0.17
VEA Long 43.33 0.05 5,269 78 52 0.04 0.08 1.13 0.47 -0.44 1.07 -1.97 0.61
VEU Long 52.54 0.06 3,688 74 51 0.02 0.02 1.06 0.43 -0.41 1.05 -1.93 0.31
VGK Long 57.13 0.09 2,120 81 55 0.02 0.07 1.03 0.43 -0.48 0.90 -1.38 0.30
XRT Short 50.08 0.34 4,579 67 53 0.12 -0.10 1.26 0.88 -0.76 1.16 -1.91 0.99