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(26) Crossed Below EMA(200) 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ACSF Long 11.80 -0.42 34 1 100 1.01 1.01 727,878.28 1.01 0.00 0.00 0.00 0.00
AUO Long 3.81 -1.80 1,323 1 100 0.22 0.22 727,878.28 0.22 0.00 0.00 0.00 0.00
AXTA Short 29.40 1.48 2,248 2 100 0.28 -0.28 727,878.28 0.28 0.00 0.00 0.00 0.98
BEBE Long 5.46 7.91 7 7 71 1.33 1.06 0.90 2.27 -1.00 2.27 -2.01 1.68
BIZD Short 17.70 -0.73 33 4 100 1.08 -0.58 727,878.28 1.08 0.00 0.00 0.00 1.52
CASS Long 59.85 -1.16 29 8 62 1.17 0.85 1.36 2.50 -1.06 2.36 -1.77 1.08
CCC Long 13.70 -1.08 418 5 60 0.04 0.25 0.47 1.14 -1.60 0.71 -2.08 0.05
CLH Long 51.51 -3.49 241 5 80 0.26 0.39 1.59 0.51 -0.70 0.73 -0.70 0.93
CXW Long 25.29 -2.58 702 8 62 0.68 0.41 1.68 1.47 -0.64 2.30 -0.94 1.19
DORM Long 65.60 -4.87 1,017 5 80 1.32 2.02 2.68 2.15 -2.00 1.07 -2.00 1.45
EFSC Long 38.10 -0.39 83 1 100 0.11 0.11 727,878.28 0.11 0.00 0.00 0.00 0.00
FGB Short 7.21 0.14 28 4 75 0.33 -0.38 5.60 0.48 -0.13 3.69 -0.13 1.67
FIF Short 17.78 1.02 95 3 100 0.93 -1.00 727,878.28 0.93 0.00 0.00 0.00 9.16
FOXA Long 27.99 0.50 4,420 8 50 0.18 0.28 1.00 1.22 -0.87 1.40 -1.91 0.42
GV Short 4.15 0.00 95 6 83 1.67 -1.29 1.56 2.87 -4.35 0.66 -4.35 1.05
HCHC Long 4.68 0.43 619 3 66 0.86 0.77 0.75 1.86 -1.16 1.60 -1.16 0.72
JJSF Short 129.04 0.37 56 1 100 1.64 -1.64 727,878.28 1.64 0.00 0.00 0.00 0.00
MTSI Long 41.72 1.53 656 3 66 0.62 0.21 0.09 1.38 -0.89 1.55 -0.89 0.61
NBH Long 15.43 0.39 27 4 50 0.27 0.14 0.53 0.76 -0.23 3.30 -0.45 0.75
NSSC Long 7.65 -4.38 81 6 50 0.20 0.10 0.31 2.23 -1.82 1.23 -2.75 0.18
PJC Long 56.60 -1.99 95 4 100 2.04 1.79 727,878.28 2.04 0.00 0.00 0.00 2.58
PLXS Long 51.02 1.37 149 7 85 0.97 1.45 4.36 1.38 -1.48 0.93 -1.48 2.19
SYNC Long 2.55 4.08 394 5 60 0.62 0.52 0.63 2.52 -2.23 1.13 -4.47 0.41
TWI Long 8.71 -4.39 368 2 50 6.19 6.19 0.00 14.25 -1.88 7.58 -1.88 0.77
UAL Short 66.92 -0.06 1,972 4 75 1.18 -1.86 1.77 2.26 -2.06 1.10 -2.06 1.01
ULTI Long 193.99 0.55 381 4 50 0.88 0.20 0.29 2.63 -0.88 2.99 -1.44 0.68