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:
Inverted Hammer 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ALG Short 91.02 -0.04 25 10 70 0.55 -0.56 1.56 1.26 -1.10 1.15 -2.76 1.13
AVP Short 2.75 -0.72 2,398 4 100 1.23 -0.68 727,878.28 1.23 0.00 0.00 0.00 1.72
BDN Long 16.80 -0.12 1,073 4 25 0.22 -0.23 0.02 1.93 -0.35 5.51 -0.59 0.38
BGS Short 31.65 0.32 821 3 100 0.93 -0.98 727,878.28 0.93 0.00 0.00 0.00 3.21
CAKE Long 44.15 0.09 550 6 50 0.02 -0.15 0.46 0.73 -0.68 1.07 -1.13 0.05
CAPR Long 1.09 2.83 457 20 70 2.83 2.10 2.84 5.24 -2.78 1.88 -9.77 2.13
CARA Short 13.95 -0.78 645 6 66 1.81 -1.25 4.62 2.99 -0.55 5.44 -0.63 1.59
CSL Long 96.10 0.48 379 9 55 0.21 0.30 0.64 1.11 -0.92 1.21 -1.22 0.46
CVCO Long 127.20 -0.35 12 9 44 0.25 -0.01 0.72 2.11 -1.24 1.70 -3.44 0.32
CYBR Long 40.52 0.37 813 6 83 1.01 1.70 1.78 1.95 -3.68 0.53 -3.68 0.97
CYH Long 6.94 0.87 4,079 5 60 1.68 2.00 4.03 3.46 -0.98 3.53 -1.75 1.37
DEX Short 11.29 0.27 63 5 80 0.30 -0.51 2.79 0.47 -0.35 1.34 -0.35 1.44
DSE Short 6.31 -0.94 128 12 66 0.53 -0.42 1.74 2.84 -4.09 0.69 -8.54 0.41
EC Short 9.08 -0.66 1,078 6 50 0.95 -0.29 2.06 2.36 -0.46 5.13 -0.76 1.14
EML Long 26.65 -0.19 10 26 61 0.59 0.29 4.13 1.25 -0.47 2.66 -1.40 2.76
GABC Short 32.70 0.21 29 7 71 0.26 -0.81 1.26 0.96 -1.50 0.64 -1.98 0.54
GDL Short 10.17 -0.11 20 17 64 0.10 -0.20 1.69 0.32 -0.30 1.07 -0.83 1.14
GEK Long 25.33 -0.47 35 3 66 0.21 0.47 1.00 0.54 -0.45 1.20 -0.45 0.63
GIII Short 24.16 0.25 725 6 83 0.52 -0.42 1.18 0.96 -1.66 0.58 -1.66 0.99
JNK Short 36.97 0.00 7,084 5 60 0.21 -0.19 0.51 0.60 -0.37 1.62 -0.64 0.62
KBWY Long 36.42 0.03 100 10 60 0.74 0.55 5.45 1.40 -0.25 5.60 -0.55 2.18
LCM Short 8.34 -0.24 44 11 36 0.07 0.12 0.84 1.04 -0.48 2.17 -1.49 0.26
LYTS Short 5.64 -1.57 57 17 41 0.03 0.49 0.35 2.51 -1.70 1.48 -4.74 0.04
MATW Short 63.30 0.32 60 9 55 0.54 -0.50 1.33 1.97 -1.25 1.58 -1.96 0.78
MDIV Short 19.10 0.05 83 13 53 0.01 -0.05 0.47 0.41 -0.46 0.89 -0.83 0.06
NSL Long 6.62 -0.30 64 16 50 0.02 0.07 0.89 0.38 -0.34 1.12 -0.72 0.18
PRA Long 55.05 0.18 90 4 100 0.56 0.59 727,878.28 0.56 0.00 0.00 0.00 3.12
PSCT Long 73.77 0.19 29 7 57 0.09 0.26 0.51 0.91 -1.00 0.91 -1.16 0.22
PTH Long 61.62 0.03 6 17 58 0.04 0.23 0.79 0.91 -1.20 0.76 -3.78 0.11
PTIE Short 3.32 -2.06 15 14 50 0.03 0.24 0.36 2.12 -2.06 1.03 -3.26 0.04
REFR Short 1.02 0.00 43 35 57 0.48 -0.20 1.63 1.96 -1.49 1.32 -5.50 1.29
RPT Long 13.39 0.07 1,778 3 66 0.66 0.16 0.61 1.10 -0.24 4.58 -0.24 0.93
RUSHB Long 37.21 -1.46 18 13 61 0.19 1.11 0.80 1.61 -2.09 0.77 -3.26 0.32
SPFF Long 12.69 0.00 81 13 61 0.16 0.08 2.08 0.41 -0.25 1.64 -0.70 1.37
SPOK Long 16.25 -0.61 147 14 50 0.25 -0.14 0.80 1.87 -1.38 1.36 -2.17 0.46
TAC Short 6.20 -0.80 49 10 80 1.99 -1.99 9.15 2.77 -1.14 2.43 -1.46 2.34
TIS Short 10.04 0.30 82 12 75 1.63 -1.32 1.34 3.38 -3.63 0.93 -4.26 1.18
TRI Short 46.35 0.11 702 7 42 0.02 0.07 0.28 0.71 -0.50 1.42 -1.06 0.06
TRIB Short 5.30 0.19 97 20 65 0.04 -0.15 0.53 1.25 -2.22 0.56 -7.93 0.06
UAL Short 66.92 -0.06 1,972 5 60 0.07 -0.28 0.24 1.18 -1.59 0.74 -1.71 0.09
UFI Long 30.65 -0.23 66 6 33 0.59 -0.47 0.51 3.33 -0.78 4.27 -1.27 0.59
VJET Short 3.67 -0.27 50 28 60 0.53 -0.45 1.63 2.34 -2.27 1.03 -5.16 0.87
VOC Short 3.63 0.44 16 13 53 1.29 -0.23 1.42 3.40 -1.16 2.93 -2.09 1.03
VSI Long 6.05 -0.82 527 12 58 0.22 0.07 0.56 1.72 -1.87 0.92 -5.90 0.30
ZX Short 1.70 -0.29 16 16 68 0.39 -0.23 0.69 1.93 -3.01 0.64 -5.91 0.49