paststat loader
as on :Jun-28
+
  • 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
AM Long 32.22 1.48 785 2 50 1.92 1.92 0.06 4.18 -0.33 12.67 -0.33 0.85
AREX Short 2.94 3.89 905 9 55 0.67 -0.70 0.57 3.71 -3.15 1.18 -7.11 0.46
ATEN Long 8.74 4.05 809 7 57 0.23 0.62 0.91 1.68 -1.71 0.98 -2.35 0.31
BCS Short 10.53 1.45 2,991 7 57 0.44 -1.07 0.72 2.02 -1.66 1.22 -3.49 0.49
DB Long 17.91 2.28 5,758 6 50 0.52 0.35 1.26 1.86 -0.81 2.30 -1.05 0.83
HMTV Short 11.85 -1.25 215 7 42 0.45 0.30 0.22 2.33 -0.97 2.40 -1.63 0.45
KRNY Long 14.90 2.05 391 3 33 0.08 -0.39 0.00 1.97 -0.87 2.26 -1.35 0.08
NCR Short 40.97 3.93 1,471 8 62 0.06 -0.41 0.79 0.78 -1.12 0.70 -1.69 0.16
NUE Long 58.17 1.32 2,051 5 40 0.16 -0.55 0.30 1.49 -0.72 2.07 -0.98 0.26
OEC Short 19.60 2.89 217 2 100 2.61 -2.61 727,878.28 2.61 0.00 0.00 0.00 1.82
PBCT Long 17.52 1.27 3,035 9 55 0.16 0.39 1.02 1.03 -0.92 1.12 -1.17 0.44
PSO Short 9.08 1.34 155 9 77 0.27 -0.21 0.92 0.67 -1.15 0.58 -1.31 0.72
SCHN Short 24.30 6.81 714 9 66 0.93 -0.28 1.47 2.12 -1.45 1.46 -3.02 0.91
SCSC Long 40.05 2.56 80 11 63 0.46 0.13 1.59 1.25 -0.93 1.34 -1.85 1.03
SVA Long 6.83 7.73 1,023 11 63 1.37 0.76 0.97 3.07 -1.60 1.92 -4.46 0.92
TDC Long 30.04 1.49 1,907 10 50 0.01 -0.07 0.52 1.10 -1.08 1.02 -2.23 0.02
UBNT Short 52.96 2.26 478 10 60 0.36 -0.60 1.10 1.65 -1.58 1.04 -4.54 0.51
UFS Long 39.77 7.17 1,285 11 72 1.23 1.31 4.27 2.01 -0.85 2.36 -1.56 2.37
ZSAN Long 1.41 3.68 512 2 100 21.17 21.17 727,878.28 21.17 0.00 0.00 0.00 1.03