paststat loader
as on :Jun-28
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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
AJG Short 57.39 0.93 915 13 53 0.14 -0.14 1.03 0.67 -0.48 1.40 -0.87 0.72
ALV Long 109.23 1.51 696 7 42 0.24 -0.03 0.84 1.38 -0.61 2.26 -1.79 0.51
ARTX Short 3.55 2.90 111 14 64 0.64 -0.91 1.57 1.88 -1.58 1.19 -2.67 1.16
ATNI Short 68.24 2.42 75 32 56 0.24 -0.31 1.20 1.23 -1.03 1.19 -2.63 0.89
AWX Short 2.75 11.79 106 15 66 1.34 -1.81 2.44 3.05 -2.09 1.46 -4.42 1.72
BSCK Long 21.50 0.12 146 6 50 0.02 0.03 0.61 0.13 -0.10 1.30 -0.24 0.32
EFR Long 14.70 0.75 116 14 57 0.04 0.14 0.82 0.47 -0.53 0.89 -0.91 0.25
EMES Short 8.81 3.16 805 19 47 0.80 0.01 1.45 4.53 -2.55 1.78 -9.89 0.74
ERIC Short 7.29 1.53 5,332 4 75 0.54 -0.70 2.73 0.91 -0.58 1.57 -0.58 1.25
ETP Long 20.02 2.09 4,413 19 63 1.49 0.43 2.34 3.12 -1.30 2.40 -3.37 1.66
EVA Long 27.70 1.47 51 6 50 0.40 -0.07 0.52 1.91 -1.10 1.74 -1.36 0.45
FDUS Short 16.85 0.84 97 20 60 0.40 -0.45 1.62 1.61 -1.42 1.13 -3.37 0.96
GPRE Long 20.00 3.09 911 17 47 0.72 -0.03 1.09 4.07 -2.26 1.80 -6.13 0.76
HCLP Short 10.70 2.39 1,966 20 50 0.16 -0.09 1.13 3.60 -3.27 1.10 -9.22 0.16
HEP Long 32.12 1.58 83 15 40 0.02 -0.15 0.42 2.07 -1.34 1.54 -3.15 0.03
HLX Short 5.35 4.49 1,700 13 61 0.37 -0.95 1.73 2.55 -3.11 0.82 -7.10 0.36
HNRG Long 7.95 6.14 170 27 40 0.16 -0.41 0.71 3.38 -2.05 1.65 -8.25 0.22
NAK Long 1.46 7.35 3,709 8 75 2.52 1.92 1.75 4.52 -3.48 1.30 -6.06 1.13
NUE Long 58.17 1.32 2,051 17 47 0.18 -0.02 0.81 1.61 -1.09 1.48 -4.85 0.37
OIH Long 24.49 0.91 7,816 19 68 0.72 1.04 1.60 2.27 -2.64 0.86 -4.15 1.17
PERI Long 1.95 1.56 64 18 33 0.20 -0.38 0.76 2.64 -1.01 2.61 -2.12 0.38
PWZ Long 26.05 0.08 32 10 30 0.06 -0.14 0.46 0.84 -0.28 3.00 -0.50 0.30
PXI Long 32.89 0.86 9 16 43 0.07 -0.56 0.85 2.28 -1.65 1.38 -4.44 0.12
RIG Short 8.20 1.61 13,060 22 45 0.54 0.39 0.82 3.96 -2.31 1.71 -8.33 0.63
SCZ Short 58.01 0.54 999 7 57 0.30 -0.11 0.55 0.99 -0.61 1.62 -1.59 0.59
SDLP Long 3.36 2.75 439 25 48 0.45 0.00 0.51 2.94 -1.85 1.59 -6.71 0.61
SMLP Long 22.20 1.37 72 19 63 1.25 1.37 3.92 2.47 -0.85 2.91 -1.77 2.38
IOTS Short 4.85 6.59 75 3 100 5.66 -1.36 727,878.28 5.66 0.00 0.00 0.00 1.13
APLP Long 14.45 2.99 97 31 51 0.06 0.03 0.79 1.99 -1.99 1.00 -7.35 0.13
FTRPR Short 29.79 1.02 120 11 45 0.93 0.41 1.01 3.78 -1.45 2.61 -4.30 0.84