paststat loader
as on :Jun-28
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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
AHH Long 13.07 -1.58 629 6 66 0.38 0.28 5.14 0.62 -0.10 6.20 -0.21 1.57
AIV Long 42.66 -0.81 1,732 5 80 0.25 0.69 1.75 0.61 -1.17 0.52 -1.17 0.68
AQXP Short 14.48 2.40 52 3 66 5.14 -4.07 1.65 9.96 -4.49 2.22 -4.49 0.87
CMC Long 19.07 3.59 2,958 10 50 0.35 0.52 1.03 2.43 -1.74 1.40 -3.78 0.43
DFRG Short 16.20 -2.11 149 6 66 1.11 -1.08 2.77 2.18 -1.03 2.12 -1.43 1.36
E Long 30.87 1.05 191 4 100 1.13 1.02 727,878.28 1.13 0.00 0.00 0.00 2.07
IAU Short 12.03 0.08 6,960 6 50 0.14 -0.08 1.09 0.58 -0.31 1.87 -0.43 0.68
KAR Short 42.22 0.50 434 2 50 0.07 -0.07 0.02 0.62 -0.49 1.27 -0.49 0.13
OTEX Long 31.42 0.32 568 4 75 0.59 0.72 1.41 1.12 -0.98 1.14 -0.98 0.97
OUNZ Long 12.35 0.07 99 2 100 0.29 0.29 727,878.28 0.29 0.00 0.00 0.00 7.25
PNNT Long 7.42 0.95 311 8 37 0.35 -0.13 1.23 1.51 -0.35 4.31 -0.93 0.91
SBGI Long 33.75 2.43 1,257 7 71 0.76 0.14 1.89 1.53 -1.18 1.30 -1.89 1.05
SGOL Long 121.31 0.05 12 6 66 0.01 0.20 0.71 0.25 -0.45 0.56 -0.54 0.07
QUOT Long 11.60 0.87 271 2 100 0.70 0.70 727,878.28 0.70 0.00 0.00 0.00 3.11