paststat loader
as on :Dec-12
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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
AAPL Short 172.67 1.95 33,092 12 75 0.25 -0.29 1.41 0.80 -1.38 0.58 -2.38 0.72
ACGL Long 92.57 0.61 473 13 69 0.10 0.16 1.06 0.32 -0.38 0.84 -0.80 0.85
AGU Long 108.01 1.77 186 19 52 0.08 0.20 0.89 0.92 -0.84 1.10 -2.76 0.27
AIF Long 15.74 0.45 61 10 50 0.32 0.21 1.49 1.02 -0.39 2.62 -1.04 1.10
AIG Short 59.79 0.47 4,147 15 60 0.07 -0.29 0.95 0.70 -0.88 0.80 -1.69 0.29
AXTA Long 32.57 0.49 2,377 9 55 1.15 0.14 1.09 3.17 -1.36 2.33 -2.91 0.93
BABY Short 39.10 3.99 391 23 52 0.15 -0.14 1.02 1.50 -1.33 1.13 -3.58 0.40
BELFB Long 25.60 4.07 30 17 58 0.30 0.32 0.98 1.46 -1.36 1.07 -2.65 0.70
BHK Short 13.92 0.14 140 12 25 0.00 0.11 0.19 0.67 -0.22 3.05 -0.62 0.00
CAAS Long 4.95 0.81 33 12 41 0.69 0.00 0.53 3.57 -1.37 2.61 -4.13 0.65
CCE Long 39.29 1.34 1,124 14 71 0.71 0.68 2.82 1.31 -0.81 1.62 -1.20 1.76
CH Short 7.83 0.92 41 25 76 0.50 -0.78 2.61 1.07 -1.30 0.82 -3.46 1.85
CLD Long 4.38 4.78 1,918 18 55 0.03 0.95 1.43 3.29 -4.04 0.81 -12.42 0.03
CLNE Short 2.09 1.46 842 22 59 0.71 -1.16 1.72 3.15 -2.80 1.13 -8.23 0.94
CODI Long 16.90 0.90 134 13 69 0.38 0.28 1.90 0.90 -0.80 1.13 -1.94 1.27
CPE Long 10.99 2.71 3,556 17 64 1.80 0.84 2.26 3.92 -2.08 1.88 -5.95 1.50
CYOU Long 37.56 4.28 216 22 40 0.06 -0.42 0.75 2.34 -1.52 1.54 -3.64 0.12
DLR Long 114.95 0.12 858 10 70 0.78 0.70 5.12 1.40 -0.65 2.15 -1.73 1.83
DNOW Short 10.57 5.38 1,396 18 72 1.02 -1.06 2.01 2.02 -1.59 1.27 -2.46 2.04
DRNA Short 7.70 1.85 101 22 63 1.18 -0.70 1.02 3.12 -2.22 1.41 -5.21 1.32
DRQ Long 45.25 0.56 327 19 52 0.26 0.14 1.05 1.90 -1.56 1.22 -3.76 0.51
DYN Long 11.55 2.12 9,588 20 85 1.55 1.50 22.74 1.97 -0.80 2.46 -2.41 3.64
EBR Short 5.72 0.53 602 17 70 1.65 -1.57 5.28 3.05 -1.70 1.79 -4.35 2.13
EGLE Long 4.39 2.09 438 13 46 1.15 -0.27 0.20 6.40 -3.34 1.92 -8.14 0.64
EIX Short 72.98 1.64 3,744 13 53 0.22 -0.10 1.21 1.02 -0.72 1.42 -1.35 0.73
EMES Short 7.34 3.09 452 20 45 0.71 0.02 1.33 4.64 -2.51 1.85 -9.89 0.68
ERF Long 8.99 1.81 452 29 62 0.59 0.85 1.81 2.42 -2.39 1.01 -5.66 1.04
EWA Short 22.71 0.22 1,622 11 54 0.13 -0.26 0.90 1.12 -1.05 1.07 -2.85 0.30
EXD Short 11.08 1.74 31 18 72 0.22 -0.19 2.01 0.51 -0.55 0.93 -1.81 1.27
FONR Short 24.55 4.69 68 29 58 0.20 -0.10 0.70 1.74 -1.99 0.87 -4.64 0.41
GIFI Short 12.50 1.63 62 23 65 1.33 -1.22 2.21 2.85 -1.53 1.86 -4.49 2.33
GPN Long 100.22 0.86 861 9 55 0.35 0.25 2.49 1.09 -0.56 1.95 -1.28 1.04
GWRE Long 73.56 0.95 789 17 64 0.38 0.50 1.27 1.28 -1.28 1.00 -3.44 0.96
HAS Long 91.67 0.34 836 20 40 0.07 -0.13 0.63 1.62 -0.97 1.67 -4.33 0.16
HDB Long 96.98 1.44 709 7 57 0.30 0.65 1.07 1.20 -0.89 1.35 -2.40 0.54
HDGE Short 8.02 0.50 49 21 52 0.09 0.00 0.95 0.75 -0.64 1.17 -1.46 0.48
HEI Long 90.76 0.98 291 25 44 0.04 -0.18 0.82 1.25 -0.91 1.37 -2.82 0.14
IBND Short 34.86 0.29 40 11 54 0.04 -0.05 0.69 0.61 -0.64 0.95 -1.01 0.18
IMAX Short 24.90 4.84 755 12 91 0.74 -1.29 2.08 1.30 -5.42 0.24 -5.42 1.21
IMMY Short 1.73 2.37 87 20 55 0.30 -0.34 1.20 2.36 -2.22 1.06 -5.26 0.43
INFN Long 6.90 3.60 2,799 23 52 0.59 0.33 1.06 2.95 -1.97 1.50 -6.50 0.76
IYW Long 163.55 0.88 139 6 50 0.16 -0.05 0.22 0.73 -0.42 1.74 -0.70 0.43
JBL Long 28.40 1.87 2,589 15 46 0.72 0.00 0.76 2.53 -0.86 2.94 -2.06 0.83
LBRDA Short 85.56 2.11 171 13 76 0.42 -0.16 2.36 0.74 -0.65 1.14 -0.98 1.58
LBRDK Long 86.28 1.90 1,129 16 56 0.39 0.24 1.74 1.35 -0.84 1.61 -2.03 1.05
LMNR Short 22.25 0.45 51 22 77 1.03 -0.91 6.04 1.55 -0.74 2.09 -1.20 3.13
LTBR Short 1.02 2.54 340 9 77 1.35 0.00 5.00 2.46 -2.55 0.96 -4.11 1.27
LYTS Short 6.68 2.30 72 27 59 0.58 -0.70 1.82 1.90 -1.33 1.43 -4.17 1.52
MBI Long 8.13 0.62 3,180 14 78 1.84 1.55 7.48 2.62 -1.01 2.59 -1.38 2.98
MCN Long 7.62 0.53 56 9 55 0.17 0.14 0.99 0.84 -0.67 1.25 -1.20 0.56
MDSO Short 66.46 0.35 328 14 64 0.43 -0.54 0.96 1.77 -1.98 0.89 -2.71 0.66
MTD Short 624.67 0.24 129 13 69 0.47 -0.38 4.18 0.82 -0.31 2.65 -1.11 2.21
MUC Short 14.75 0.20 61 4 100 0.60 -0.46 727,878.28 0.60 0.00 0.00 0.00 3.16
ORMP Long 8.92 4.45 61 24 62 5.28 0.51 3.82 9.55 -1.83 5.22 -3.95 1.48
PFPT Long 87.86 2.22 393 17 52 0.32 0.29 1.02 1.71 -1.24 1.38 -3.83 0.66
PHK Long 7.46 0.54 880 19 57 0.46 0.21 2.76 1.09 -0.40 2.73 -1.03 1.97
PHX Short 20.75 2.22 35 31 58 0.21 -0.24 1.02 2.46 -2.90 0.85 -16.18 0.30
PICO Short 12.65 1.61 106 15 73 0.66 -0.67 2.29 1.41 -1.40 1.01 -2.57 1.59
POST Short 78.71 1.88 1,680 20 60 0.19 -0.37 0.89 1.27 -1.42 0.89 -5.12 0.47
PRFT Short 19.14 1.00 235 23 52 0.19 -0.30 0.98 1.93 -1.72 1.12 -5.48 0.38
RIF Short 19.44 0.18 27 18 72 0.13 -0.30 1.19 0.61 -1.11 0.55 -1.71 0.61
ROM Long 88.81 1.81 50 10 80 1.95 1.23 4.51 2.65 -0.86 3.08 -1.39 2.61
RYN Long 31.30 0.29 330 12 41 0.10 0.00 0.69 0.78 -0.39 2.00 -0.93 0.43
SATS Long 59.22 0.82 89 23 60 0.11 0.45 1.15 0.95 -1.19 0.80 -2.81 0.42
SCD Short 13.80 0.44 51 16 62 0.25 -0.07 2.16 0.62 -0.37 1.68 -1.07 1.47
SCM Long 12.91 3.28 158 23 56 0.34 0.10 1.44 1.23 -0.81 1.52 -1.92 1.17
SHM Long 48.06 0.06 492 2 100 0.09 0.09 727,878.28 0.09 0.00 0.00 0.00 3.00
SHYG Long 47.05 0.04 261 3 66 0.00 0.02 0.10 0.06 -0.12 0.50 -0.12 0.00
SILC Long 69.84 1.10 24 23 69 0.97 1.02 3.39 1.92 -1.20 1.60 -3.15 2.11
SO Long 51.68 1.21 5,080 21 85 0.39 0.36 4.01 0.58 -0.72 0.81 -1.50 2.67
TARO Short 104.91 0.28 87 39 74 0.65 -0.91 2.79 1.34 -1.35 0.99 -3.54 2.74
TBT Long 34.20 0.44 1,584 10 60 0.26 0.33 0.86 1.15 -1.08 1.06 -1.68 0.57
TECL Long 112.62 2.44 175 11 54 0.67 0.03 0.84 2.77 -1.85 1.50 -6.20 0.64
TG Short 19.30 2.39 77 27 74 0.52 -0.54 1.83 1.45 -2.12 0.68 -4.43 1.34
TMV Long 17.98 0.73 1,213 10 60 0.45 0.48 0.90 1.79 -1.57 1.14 -2.50 0.66
TRIB Short 5.49 12.73 522 31 54 0.45 0.00 1.33 1.85 -1.26 1.47 -4.77 1.19
TTT Long 24.85 0.57 142 14 57 0.31 0.57 0.86 1.71 -1.56 1.10 -2.48 0.56
VECO Short 12.50 5.04 1,610 16 37 0.15 0.17 0.66 2.44 -1.23 1.98 -1.93 0.23
VGT Long 165.41 0.80 429 8 75 0.63 0.36 3.93 0.94 -0.33 2.85 -0.54 1.83
XOXO Short 18.76 2.23 102 27 55 0.46 -0.35 1.70 1.93 -1.37 1.41 -3.47 1.15
ZAYO Short 35.30 2.56 1,604 17 52 0.08 0.00 0.89 1.03 -0.98 1.05 -1.96 0.27
APPF Short 41.65 0.24 97 8 87 1.28 -1.34 3.95 1.92 -3.17 0.61 -3.17 1.42
GPACW Short 1.05 4.69 46 1 100 7.69 -7.69 727,878.28 7.69 0.00 0.00 0.00 0.00
LILA Long 21.54 1.80 231 19 63 0.13 0.46 0.90 1.07 -1.47 0.73 -3.35 0.37
LILAK Long 21.26 1.77 582 17 58 0.64 0.78 1.47 2.09 -1.43 1.46 -3.47 1.14
LIND Long 10.24 2.81 76 12 41 0.23 -0.10 0.85 2.12 -1.12 1.89 -2.67 0.38