paststat loader
as on :Feb-23
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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:
Consecutive closes above UBB 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AAWW Short 63.95 0.31 412 42 57 0.16 -0.38 0.98 1.55 -1.70 0.91 -5.54 0.49
ACHC Short 38.55 -1.61 1,091 31 45 0.28 0.08 1.34 1.72 -0.91 1.89 -3.84 0.96
AGEN Long 5.06 4.33 2,034 49 44 0.53 -0.32 1.07 4.25 -2.50 1.70 -8.35 0.78
AHPI Short 2.82 9.31 151 23 60 0.99 -1.16 1.41 6.92 -8.22 0.84 -20.97 0.47
AMRS Short 5.90 0.34 364 37 70 1.56 -1.09 1.50 4.19 -4.65 0.90 -16.61 1.48
ANTH Long 2.40 1.69 5,039 42 52 0.75 0.33 1.29 5.13 -4.08 1.26 -12.50 0.76
ASND Long 61.37 3.26 213 33 66 1.16 0.82 4.01 2.48 -1.49 1.66 -4.17 2.62
BLMN Short 24.11 1.41 1,879 23 65 0.63 -0.82 2.12 1.49 -0.99 1.51 -2.94 1.86
CCLP Long 7.72 7.82 534 35 42 0.49 -0.21 1.36 3.09 -1.46 2.12 -3.74 0.97
CECO Long 13.28 -3.14 263 31 32 0.03 -0.44 0.62 2.97 -1.37 2.17 -3.06 0.06
CLFD Short 14.75 7.66 92 29 65 1.01 -1.40 2.58 2.37 -1.57 1.51 -4.89 2.24
CPL Short 14.76 2.07 97 38 57 0.21 -0.55 1.33 1.44 -1.49 0.97 -5.77 0.69
CPN Short 15.23 0.07 7,519 15 53 0.24 -0.06 0.98 1.17 -0.83 1.41 -2.02 0.68
CRAI Long 51.73 1.73 48 38 47 0.02 -0.10 0.84 1.77 -1.55 1.14 -4.19 0.06
CRMT Short 51.35 3.32 46 38 57 0.05 -0.30 0.93 1.96 -2.56 0.77 -4.83 0.12
CTG Long 7.46 3.18 167 26 46 0.13 -0.29 0.90 2.35 -1.77 1.33 -4.36 0.23
DAVE Long 6.85 0.74 41 28 42 0.46 0.00 0.77 3.03 -1.48 2.05 -5.42 0.78
DIN Short 68.99 0.28 474 22 59 0.30 -0.45 0.92 1.37 -1.24 1.10 -3.32 0.73
DRNA Long 12.49 4.52 722 44 54 0.42 0.71 0.96 4.04 -3.93 1.03 -10.88 0.53
EBR Long 7.61 4.39 497 31 45 0.37 0.00 1.60 3.31 -2.06 1.61 -8.24 0.57
EVTC Long 16.60 -0.30 1,423 18 66 0.77 0.54 2.96 1.51 -0.71 2.13 -1.75 2.33
FARO Long 60.00 -0.58 113 38 52 0.40 0.07 1.47 1.82 -1.17 1.56 -2.45 1.26
FATE Long 11.76 11.26 1,055 38 50 1.49 -0.29 1.43 7.91 -4.94 1.60 -8.88 1.11
FCFS Long 75.95 1.47 172 31 54 0.12 0.16 1.16 0.75 -0.65 1.15 -1.72 0.76
FCN Short 48.26 2.70 437 29 58 0.17 -0.24 1.14 1.12 -1.17 0.96 -2.03 0.65
FIVN Long 29.70 -2.33 576 36 52 0.14 0.29 0.89 2.46 -2.45 1.00 -5.48 0.26
FSTR Short 28.75 1.95 31 31 67 0.52 -0.97 1.08 1.93 -2.45 0.79 -3.82 1.15
GAIA Short 12.95 0.78 145 24 62 0.65 -1.25 1.73 2.15 -1.84 1.17 -5.16 1.29
GDOT Short 66.20 -0.15 664 34 58 0.66 -0.41 2.18 1.80 -0.97 1.86 -2.51 2.04
GTLS Long 58.71 5.12 946 28 50 0.16 0.14 1.01 1.67 -1.34 1.25 -4.16 0.46
HBIO Long 5.00 0.00 71 48 60 0.87 0.71 1.84 2.65 -1.85 1.43 -8.20 2.01
HCKT Short 18.34 0.11 122 45 48 0.04 0.11 0.73 1.92 -1.75 1.10 -4.53 0.10
HIFR Long 19.64 0.72 135 28 42 0.22 -0.27 1.16 1.57 -0.80 1.96 -2.34 0.70
HQCL Long 8.56 0.94 44 34 50 0.15 0.15 0.84 2.76 -2.47 1.12 -8.85 0.24
HSC Long 20.10 2.55 585 33 54 1.51 0.61 2.01 3.79 -1.22 3.11 -2.65 2.40
LGCY Long 3.30 8.91 842 31 45 0.83 -0.05 1.02 6.14 -3.53 1.74 -17.58 0.60
LOPE Long 101.79 2.08 293 33 54 0.08 0.05 0.75 1.17 -1.24 0.94 -2.66 0.32
LUNA Short 2.52 3.71 92 37 51 1.05 0.00 1.25 4.51 -2.60 1.73 -6.19 1.38
MANT Short 58.22 -0.94 383 39 48 0.12 0.04 1.18 1.28 -0.97 1.32 -3.58 0.48
MLNK Long 2.45 0.00 26 30 43 0.50 0.00 0.88 3.49 -1.79 1.95 -5.34 0.76
NCMI Long 7.39 0.54 437 26 50 0.06 0.03 0.27 1.86 -1.75 1.06 -6.07 0.08
NDRO Short 3.38 0.75 18 20 60 0.10 0.00 0.72 2.07 -2.85 0.73 -7.19 0.13
PAHC Long 38.35 1.46 213 39 51 0.01 0.09 0.85 1.87 -1.95 0.96 -7.25 0.02
PAR Long 11.56 3.86 80 42 52 0.55 0.15 1.67 2.32 -1.40 1.66 -4.74 1.44
PCM Long 11.34 0.35 99 23 47 0.28 -0.10 1.48 1.05 -0.43 2.44 -0.92 1.27
PGTI Long 18.10 2.26 837 29 48 0.37 0.00 1.08 2.12 -1.26 1.68 -4.48 0.81
QUAD Long 30.89 4.64 891 27 62 0.64 0.59 1.09 2.17 -1.96 1.11 -5.21 1.19
SEM Short 18.65 1.08 1,344 43 58 0.06 -0.32 1.03 1.60 -2.08 0.77 -6.97 0.17
SGMO Short 24.95 -1.77 3,816 42 50 0.50 -0.15 0.85 3.73 -2.73 1.37 -7.34 0.79
SQBG Short 2.01 1.01 184 27 48 0.11 0.09 0.84 2.99 -2.57 1.16 -6.37 0.15
SSWN Short 25.50 0.05 13 29 48 0.02 0.04 0.95 0.47 -0.39 1.21 -1.55 0.19
STML Long 17.75 0.85 309 41 56 0.67 1.61 1.04 3.97 -3.56 1.12 -10.09 0.92
SWJ Long 25.54 0.99 18 28 50 0.08 0.04 1.47 0.38 -0.21 1.81 -0.50 1.10
TESS Short 24.40 2.20 86 21 61 0.37 -0.90 1.36 2.15 -2.53 0.85 -6.99 0.56
TGTX Short 14.05 0.36 956 29 68 0.80 -1.14 1.59 3.15 -4.41 0.71 -16.26 0.87
VHC Long 3.95 2.60 335 29 51 2.09 0.40 1.75 6.45 -2.57 2.51 -5.08 1.54
VPG Long 30.90 4.75 195 39 51 0.34 0.21 1.36 2.11 -1.53 1.38 -5.00 0.87
XNCR Long 27.64 4.70 227 42 42 0.15 -0.13 0.86 2.66 -1.73 1.54 -6.11 0.35
ZBRA Long 141.90 4.92 798 40 65 0.60 0.52 1.69 1.72 -1.47 1.17 -8.69 1.49
EDGE Short 15.72 1.42 255 20 65 1.39 -0.96 1.90 3.30 -2.15 1.53 -6.23 1.52
EQBK Long 37.64 0.61 52 32 59 0.22 0.33 1.10 1.28 -1.32 0.97 -4.47 0.71
MESO Short 6.19 1.81 78 19 68 0.58 -1.41 1.26 4.02 -6.89 0.58 -18.01 0.36
VYGR Long 28.75 11.18 523 29 62 0.98 0.89 0.82 4.52 -4.82 0.94 -21.91 0.71
MCRN Long 21.93 0.00 626 18 50 0.38 0.03 1.17 1.75 -0.98 1.79 -3.15 0.87