paststat loader
as on :Oct-20
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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
APDN Short 2.37 0.85 58 18 50 0.53 0.17 1.23 4.00 -2.93 1.37 -10.12 0.48
CCLP Short 5.40 7.78 131 18 61 1.27 -0.64 2.81 2.78 -1.11 2.50 -3.95 1.97
CTL Long 19.04 2.09 15,802 10 60 0.15 0.08 0.43 1.30 -1.57 0.83 -2.33 0.23
DPG Long 16.04 0.38 101 13 61 0.64 0.50 3.85 1.25 -0.33 3.79 -0.50 1.98
GEK Short 25.46 0.16 50 10 80 0.18 -0.15 3.05 0.29 -0.27 1.07 -0.50 1.70
HNW Short 16.38 0.24 18 15 60 0.17 -0.06 1.04 0.79 -0.77 1.03 -1.83 0.63
KOF Long 71.44 0.73 105 20 50 0.36 0.20 1.38 1.74 -1.02 1.71 -3.46 0.94
MAGS Short 4.56 1.79 27 13 69 0.44 -0.28 1.33 1.77 -2.55 0.69 -5.26 0.61
MDLZ Short 41.02 0.71 7,561 26 46 0.21 0.05 1.22 1.13 -0.58 1.95 -1.68 0.97
NQ Short 3.42 1.18 147 28 57 0.49 -0.55 1.05 3.46 -3.47 1.00 -8.61 0.50
ONCE Short 81.87 1.34 483 8 62 0.85 -1.83 1.29 3.78 -4.01 0.94 -9.81 0.47
TISA Short 1.63 26.36 1,526 14 57 0.00 -0.27 0.75 2.09 -2.78 0.75 -7.86 0.00
TRCH Short 1.14 4.59 120 10 80 2.25 -2.59 1.91 3.44 -2.54 1.35 -2.82 2.13
TRCO Short 40.73 0.39 522 23 56 0.18 -0.16 1.08 1.24 -1.19 1.04 -2.23 0.58
CBIO Short 5.03 1.00 66 16 75 1.32 -1.29 3.24 2.51 -2.24 1.12 -6.94 1.70
FTRPR Short 19.54 1.82 32 12 50 0.93 -0.25 1.05 3.30 -1.45 2.28 -4.30 0.92