paststat loader
as on :Oct-20
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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
AAOI Short 41.47 -1.66 1,300 3 66 0.46 -0.54 0.16 2.14 -2.90 0.74 -2.90 0.24
ASR Long 179.96 -1.58 42 4 75 0.52 0.40 0.60 1.03 -1.04 0.99 -1.04 0.75
CCXI Long 7.03 -1.95 140 5 60 1.00 2.47 1.33 3.32 -2.48 1.34 -4.82 0.62
CLX Long 127.77 -1.81 1,547 1 100 1.74 1.74 727,878.28 1.74 0.00 0.00 0.00 0.00
GEB Short 25.17 0.20 70 1 100 1.26 -1.26 727,878.28 1.26 0.00 0.00 0.00 0.00
IPE Long 56.32 -0.27 40 10 60 0.16 0.09 0.98 0.49 -0.33 1.48 -0.57 0.82
ISF Short 25.71 0.47 91 1 100 0.08 -0.08 727,878.28 0.08 0.00 0.00 0.00 0.00
MAV Long 11.45 -0.09 70 4 50 0.35 0.09 1.25 0.82 -0.11 7.45 -0.14 0.99
MVF Long 9.67 -0.82 88 3 100 0.48 0.52 727,878.28 0.48 0.00 0.00 0.00 5.21
SE Long 16.26 -60.03 37,552 3 66 0.57 0.08 0.06 1.48 -1.24 1.19 -1.24 0.47
VIRT Long 14.40 0.35 1,108 1 100 1.63 1.63 727,878.28 1.63 0.00 0.00 0.00 0.00