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:
EMA(26) Crossed Below EMA(200) 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AXTI Short 7.48 6.79 819 3 100 0.97 -1.29 727,878.28 0.97 0.00 0.00 0.00 1.95
CLD Long 3.24 -0.92 1,080 2 50 2.76 2.76 0.00 6.60 -1.07 6.17 -1.07 0.72
DMO Long 24.48 -0.24 98 1 100 0.41 0.41 727,878.28 0.41 0.00 0.00 0.00 0.00
EMO Long 11.27 0.36 68 4 50 0.31 -0.04 0.40 1.64 -1.02 1.61 -1.22 0.36
ENLK Long 15.47 0.32 451 2 100 1.02 1.02 727,878.28 1.02 0.00 0.00 0.00 2.10
FCO Long 8.69 -0.69 24 2 50 0.15 0.15 0.04 1.52 -1.23 1.24 -1.23 0.11
HCSG Long 47.90 1.94 618 4 100 1.24 1.08 727,878.28 1.24 0.00 0.00 0.00 4.36
IBM Short 155.52 1.53 3,209 5 60 0.41 -0.60 1.26 1.05 -0.55 1.91 -0.74 0.95
INFI Long 1.85 2.21 399 2 100 2.98 2.98 727,878.28 2.98 0.00 0.00 0.00 3.33
NGL Long 12.65 0.00 475 3 66 0.07 2.94 0.70 3.25 -6.29 0.52 -6.29 0.02
NL Long 8.25 -0.60 127 5 80 0.89 1.26 6.83 1.25 -0.55 2.27 -0.55 2.47
PXLW Long 4.19 -0.71 269 3 33 0.20 0.00 0.00 1.41 -0.41 3.44 -0.81 0.31
RPXC Long 10.20 -3.59 965 7 42 0.06 -0.13 0.49 1.21 -0.80 1.51 -1.50 0.13
TRGP Long 46.97 2.20 1,321 4 50 0.58 0.59 1.04 3.17 -2.01 1.58 -3.00 0.36
TSC Short 23.00 1.32 80 5 60 0.73 -0.59 1.50 1.96 -1.12 1.75 -2.17 0.76
UEC Long 1.42 2.16 499 9 55 1.64 1.53 1.17 4.68 -2.15 2.18 -4.00 1.04
UTHR Short 118.04 0.42 410 5 80 0.41 -0.50 1.32 0.92 -1.61 0.57 -1.61 0.67
XLP Short 54.35 0.97 10,083 6 50 0.02 -0.06 0.65 0.26 -0.22 1.18 -0.42 0.17