paststat loader
as on :Dec-12
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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
ATEN Short 7.71 0.13 176 5 80 2.88 -1.94 2.43 4.22 -2.48 1.70 -2.48 1.23
CRY Short 19.15 1.06 87 12 66 0.27 -0.80 1.32 1.17 -1.54 0.76 -4.11 0.55
FLY Long 13.26 -1.56 132 8 37 0.01 -0.35 0.50 0.95 -0.55 1.73 -0.76 0.03
NBHC Short 31.89 -0.28 136 7 71 0.46 -0.35 1.70 1.00 -0.88 1.14 -1.60 1.03
OSIS Long 66.43 -2.91 699 4 75 0.79 1.04 1.19 1.64 -1.76 0.93 -1.76 0.83
SONA Long 16.24 -1.69 35 4 75 1.29 1.59 2.71 2.17 -1.34 1.62 -1.34 1.24
WSBF Long 17.95 -1.91 72 1 100 0.28 0.28 727,878.28 0.28 0.00 0.00 0.00 0.00