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:
EMA(13) Crossed Above EMA(200) 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
CLF Long 7.49 3.60 12,790 3 33 0.37 0.00 0.03 4.10 -1.50 2.73 -2.99 0.18
CMCM Short 11.26 0.54 903 3 100 3.63 -2.76 727,878.28 3.63 0.00 0.00 0.00 4.03
CSCO Long 32.34 0.78 28,690 8 37 0.05 -0.24 0.30 1.03 -0.53 1.94 -1.24 0.14
EPZM Short 13.85 4.14 397 6 66 2.75 -2.92 2.44 5.91 -3.56 1.66 -5.45 1.18
ESRT Long 20.87 1.71 1,103 5 80 0.36 0.14 1.36 0.65 -0.79 0.82 -0.79 0.92
FUN Long 67.77 2.82 264 3 66 0.55 0.02 0.03 1.03 -0.42 2.45 -0.42 0.72
IDSA Short 1.73 6.13 8 4 75 2.33 -0.54 0.23 3.89 -2.35 1.66 -2.35 0.82
IO Long 5.30 0.95 44 5 20 0.30 -0.78 0.00 6.78 -1.32 5.14 -3.10 0.18
KAR Short 44.59 1.00 1,241 3 100 0.67 -0.79 727,878.28 0.67 0.00 0.00 0.00 2.95
PANW Long 132.93 1.14 819 4 50 1.03 0.45 1.48 2.46 -0.39 6.31 -0.58 1.03
PCOM Short 8.97 2.63 39 6 66 0.31 -0.74 1.23 1.29 -1.64 0.79 -1.74 0.46
RMGN Short 1.99 215.92 281 5 80 2.33 -1.83 12.00 3.05 -0.57 5.35 -0.57 1.96
VGR Short 21.49 0.09 313 9 66 0.61 -0.41 2.56 1.20 -0.55 2.18 -0.81 1.42
SAUC Long 2.32 11.54 173 2 50 0.67 0.67 0.00 3.27 -1.93 1.69 -1.93 0.26
NTRA Short 11.27 4.55 390 3 66 1.18 -1.05 1.57 2.06 -0.59 3.49 -0.59 1.11
CAA Short 35.84 0.34 679 12 58 0.46 -0.57 1.79 1.42 -0.89 1.60 -2.10 1.12