paststat loader
as on :Aug-16
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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:
Bullish Engulfing 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AHT Long 6.14 1.32 626 26 57 0.30 0.36 1.08 1.39 -1.20 1.16 -3.66 0.87
AMRI Short 21.75 0.18 227 22 59 0.63 -1.15 1.74 2.04 -1.41 1.45 -3.44 1.41
ARMK Short 39.35 0.33 539 15 53 0.05 -0.06 0.69 1.25 -1.31 0.95 -3.53 0.10
ASM Short 1.70 5.28 273 13 76 1.75 0.00 3.09 3.11 -2.79 1.11 -3.77 1.58
AUDC Short 6.62 1.69 51 17 41 0.07 0.92 0.90 2.85 -1.88 1.52 -3.20 0.09
BKN Long 15.15 0.40 34 11 36 0.06 -0.14 0.71 0.72 -0.33 2.18 -0.70 0.29
BLE Long 15.30 0.29 39 14 50 0.28 0.10 1.68 0.94 -0.38 2.47 -1.09 1.17
BSV Long 79.99 0.06 1,224 9 55 0.03 0.02 2.19 0.06 -0.02 3.00 -0.06 1.70
BTG Short 2.49 2.47 3,044 11 63 1.08 -2.07 1.39 4.16 -4.33 0.96 -10.04 0.70
BVN Long 12.33 3.01 1,144 19 42 0.01 -0.10 0.49 4.13 -2.99 1.38 -9.54 0.01
CAF Long 22.01 1.52 143 8 50 0.32 0.10 1.66 1.22 -0.58 2.10 -2.02 0.73
CBRL Short 153.47 0.68 235 20 60 0.42 -0.56 2.22 1.01 -0.47 2.15 -1.24 2.15
CMBS Short 51.76 0.14 58 8 100 0.27 -0.22 727,878.28 0.27 0.00 0.00 0.00 3.85
CVA Short 13.85 1.09 1,195 18 50 0.26 0.07 1.01 1.68 -1.15 1.46 -1.98 0.58
CWB Short 50.27 0.04 1,585 14 50 0.17 0.04 1.16 0.96 -0.62 1.55 -1.09 0.65
EVV Short 13.92 0.43 340 16 56 0.04 -0.04 0.97 0.45 -0.49 0.92 -0.77 0.29
EWS Long 24.63 0.37 318 6 16 0.02 -0.33 0.00 3.06 -0.59 5.19 -1.21 0.03
EXK Short 2.25 5.14 1,908 18 61 1.43 -2.78 1.31 4.48 -3.35 1.34 -9.01 1.29
FNJN Short 2.44 2.09 186 16 81 1.96 -3.21 0.79 4.44 -8.80 0.50 -17.65 1.17
FOF Long 13.02 0.54 57 15 46 0.16 0.00 0.85 0.98 -0.55 1.78 -1.38 0.57
GVI Short 111.14 0.15 67 13 46 0.00 0.03 0.74 0.10 -0.08 1.25 -0.16 0.00
HL Short 4.85 2.54 3,809 16 62 0.17 -0.18 1.06 1.99 -2.86 0.70 -7.05 0.22
HSEB Short 27.30 0.22 145 7 57 0.16 -0.08 2.26 0.38 -0.13 2.92 -0.23 1.33
HTA Short 30.50 1.50 2,270 18 66 0.24 -0.29 1.20 0.69 -0.66 1.05 -1.64 1.24
ICPT Long 105.47 1.33 251 22 59 0.74 1.01 0.84 3.79 -3.66 1.04 -11.64 0.71
INGN Long 93.44 1.62 111 21 52 0.26 0.02 1.40 1.53 -1.13 1.35 -3.37 0.66
INN Long 15.18 0.53 817 21 38 0.06 -0.25 0.89 1.22 -0.65 1.88 -2.92 0.23
IPFF Long 17.86 0.90 24 13 69 0.20 0.15 1.76 0.47 -0.39 1.21 -0.74 1.27
IT Long 119.08 1.62 692 15 73 0.23 0.36 1.50 0.64 -0.90 0.71 -1.55 1.08
JDD Long 12.62 0.40 38 13 53 0.18 0.08 0.99 1.27 -1.08 1.18 -2.28 0.45
KLAC Long 91.88 0.94 769 21 57 0.57 0.71 2.85 1.45 -0.61 2.38 -3.16 1.92
LAMR Short 65.57 0.24 160 14 50 0.00 0.06 0.23 1.27 -1.26 1.01 -2.13 0.00
LEO Short 8.95 0.67 130 15 66 0.01 -0.12 0.85 0.36 -0.70 0.51 -1.42 0.06
MBG Long 26.30 0.11 6 7 57 0.01 0.08 0.48 0.20 -0.25 0.80 -0.36 0.09
MON Long 117.70 0.58 1,354 15 60 0.41 0.20 1.14 1.37 -1.03 1.33 -1.59 0.91
NTC Short 12.28 0.57 66 12 66 0.15 -0.21 1.20 0.41 -0.37 1.11 -0.52 1.06
NUV Long 10.18 0.49 217 21 57 0.13 0.10 1.33 0.50 -0.36 1.39 -0.64 1.14
NXRT Long 23.98 0.76 56 14 50 0.27 0.08 1.08 1.47 -0.94 1.56 -2.81 0.63
PEZ Short 45.65 0.28 1 12 66 0.31 -0.04 0.88 0.88 -0.83 1.06 -1.26 0.76
PF Long 60.60 0.97 730 14 50 0.00 0.17 0.81 0.56 -0.55 1.02 -1.34 0.00
PRGX Short 6.15 2.50 32 21 57 0.43 -0.90 1.18 2.02 -1.69 1.20 -4.42 0.88
RS Long 71.55 2.01 444 17 52 0.13 0.19 0.97 1.13 -1.00 1.13 -2.05 0.41
SBCP Short 21.70 0.46 115 13 69 0.40 -0.08 2.07 0.78 -0.45 1.73 -1.34 1.66
SCCO Short 39.91 3.37 1,834 27 59 0.33 -0.41 1.32 1.50 -1.39 1.08 -3.30 0.92
SGMA Short 7.60 5.26 65 9 88 2.81 -1.97 10.22 3.38 -1.78 1.90 -1.78 2.12
SILJ Short 11.88 2.45 61 18 55 0.43 -0.38 0.88 2.84 -2.58 1.10 -5.95 0.51
SLVP Long 10.72 1.44 32 17 52 0.18 0.10 0.72 2.69 -2.64 1.02 -5.95 0.20
SOL Long 2.59 2.37 22 8 50 0.16 -0.36 0.34 3.01 -2.69 1.12 -3.77 0.12
STIP Short 100.39 0.12 52 11 63 0.05 -0.06 1.78 0.12 -0.08 1.50 -0.11 1.37
TUR Short 44.18 0.37 96 4 50 0.83 -0.32 0.42 2.57 -0.92 2.79 -1.69 0.65
UHS Long 108.68 0.40 421 20 55 0.46 0.55 1.89 1.57 -0.89 1.76 -1.78 1.44
UTX Short 118.00 0.73 3,452 15 73 0.35 -0.31 1.77 0.89 -1.15 0.77 -2.77 1.09
VKI Long 11.72 1.82 96 12 66 0.20 0.14 3.31 0.40 -0.21 1.90 -0.58 1.65
WEX Long 103.76 1.23 556 21 47 0.06 -0.02 0.80 1.23 -0.99 1.24 -4.42 0.17
DLTH Long 19.08 1.71 72 16 50 1.83 0.10 2.40 4.48 -0.83 5.40 -2.04 1.28
NTEC Long 5.50 13.40 1,125 4 50 0.73 0.71 0.35 4.17 -2.72 1.53 -5.44 0.29
DWTR Long 25.70 0.35 59 13 38 0.10 -0.08 0.81 0.96 -0.43 2.23 -1.19 0.44
SRCLP Short 61.20 0.84 5 10 60 0.77 -0.48 1.24 1.98 -1.03 1.92 -1.57 1.00
ZYNE Long 6.36 1.92 1,672 13 61 2.01 0.46 1.71 4.26 -1.59 2.68 -3.46 1.48