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:
Inverted Hammer 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ARLP Short 17.95 0.28 250 6 66 1.26 -0.69 1.87 2.16 -0.55 3.93 -1.05 1.57
ASA Long 10.63 -0.75 84 9 66 1.12 1.48 3.70 2.05 -0.75 2.73 -1.23 1.95
ATRS Long 1.77 0.00 1,468 5 60 0.40 0.34 0.60 1.64 -1.46 1.12 -1.49 0.45
AXTA Long 32.57 0.49 2,377 4 75 1.06 1.24 22.67 1.45 -0.10 14.50 -0.10 2.41
BSCK Long 21.32 -0.14 186 9 44 0.04 0.00 1.97 0.12 -0.03 4.00 -0.09 1.33
CBAK Long 1.55 -1.59 18 27 48 0.20 0.00 0.92 2.56 -2.00 1.28 -8.56 0.33
CHKR Long 2.10 -2.33 159 25 52 0.82 0.55 1.45 2.76 -1.28 2.16 -8.16 1.46
CYRN Long 2.38 -1.04 48 17 41 0.31 0.00 0.70 3.30 -1.78 1.85 -6.71 0.36
EFOI Short 2.63 -1.50 26 18 55 0.53 0.00 1.02 2.49 -1.92 1.30 -4.95 0.72
EXPE Long 117.83 0.25 2,634 2 50 2.20 2.20 0.02 4.69 -0.30 15.63 -0.30 0.88
FBNK Short 25.50 -0.58 16 23 52 0.42 0.00 1.85 1.61 -0.89 1.81 -2.00 1.18
FLXS Long 47.23 -0.06 22 11 54 0.31 0.35 0.95 1.52 -1.14 1.33 -2.43 0.51
GCC Short 18.50 -0.38 52 11 72 0.12 -0.05 1.59 0.31 -0.37 0.84 -0.72 0.87
GNC Short 5.14 -2.47 3,110 7 71 1.17 -1.05 1.22 1.87 -0.60 3.12 -0.80 1.58
GSAT Long 1.31 -1.50 3,968 9 44 0.14 -0.56 0.43 3.15 -2.26 1.39 -3.17 0.13
HMY Short 1.69 -2.31 1,745 15 60 1.31 0.00 1.02 4.69 -3.76 1.25 -8.51 0.83
IHY Long 25.49 0.02 30 15 66 0.11 0.13 2.19 0.26 -0.18 1.44 -0.34 1.65
IUSB Long 50.81 -0.03 128 8 75 0.23 0.26 4.76 0.35 -0.15 2.33 -0.17 2.07
KBSF Long 4.02 -0.50 11 18 38 0.70 0.00 1.20 2.99 -0.76 3.93 -2.78 1.15
LBIX Long 1.49 -2.61 54 33 63 0.79 0.88 1.23 2.55 -2.30 1.11 -7.05 1.31
LLNW Short 4.69 0.00 759 13 69 0.52 -0.52 0.84 1.79 -2.33 0.77 -6.11 0.57
MCBC Long 9.93 -0.10 46 22 50 0.28 0.10 0.91 1.59 -1.03 1.54 -3.51 0.78
MEET Short 2.31 -1.70 831 13 61 0.15 -0.55 0.74 1.50 -2.01 0.75 -4.05 0.25
NAT Short 3.66 -0.27 987 16 62 0.20 -0.45 1.07 1.32 -1.65 0.80 -2.72 0.47
NAVG Long 48.20 -0.72 88 7 28 0.14 -0.29 0.70 1.94 -0.58 3.34 -1.29 0.28
NSTG Short 7.54 -0.13 113 5 80 1.10 -1.57 1.15 2.88 -6.01 0.48 -6.01 0.54
NVGS Short 9.85 0.00 82 8 62 0.24 -0.59 0.68 1.93 -2.57 0.75 -3.55 0.25
OSN Long 2.37 0.00 19 31 61 1.66 1.16 3.01 3.96 -1.98 2.00 -5.88 2.30
PEIX Long 4.25 -1.16 279 3 100 2.81 1.77 727,878.28 2.81 0.00 0.00 0.00 1.55
PLUS Long 75.30 0.00 77 6 66 0.99 1.50 1.57 2.58 -2.17 1.19 -3.76 0.84
PRGO Short 85.59 -0.01 932 8 62 0.05 -0.52 0.49 1.66 -2.63 0.63 -4.32 0.05
RFIL Long 2.25 -1.73 18 43 32 0.22 0.00 0.87 2.32 -0.80 2.90 -3.70 0.61
RGLD Long 83.61 0.55 395 7 57 1.27 0.02 3.97 2.39 -0.23 10.39 -0.56 1.42
RIF Short 19.44 0.18 27 15 53 0.05 -0.05 0.95 0.60 -0.58 1.03 -1.55 0.26
RLGT Long 4.55 0.00 103 19 63 0.68 0.66 0.91 2.39 -2.27 1.05 -9.43 0.81
RNWK Short 4.07 0.25 33 23 73 0.26 -0.25 1.13 1.14 -2.23 0.51 -6.78 0.59
RWLK Long 1.05 -2.33 450 15 66 1.29 1.12 0.89 3.16 -2.44 1.30 -4.02 1.47
SCON Long 1.04 -1.43 81 17 52 1.31 0.50 1.04 5.03 -2.88 1.75 -7.09 0.86
SDR Short 1.08 -0.92 198 29 48 0.09 0.16 0.36 1.65 -1.36 1.21 -2.88 0.15
SINO Long 2.66 -0.37 46 31 51 1.42 0.66 1.39 4.29 -1.64 2.62 -6.63 1.50
SOL Long 3.04 0.33 35 22 45 0.03 -0.41 0.30 2.70 -2.19 1.23 -7.27 0.04
STNG Long 3.00 -0.66 3,174 6 50 0.52 0.23 0.62 2.07 -1.03 2.01 -1.56 0.67
VCIT Long 87.47 -0.02 1,032 6 83 0.12 0.10 1.80 0.19 -0.25 0.76 -0.25 1.14
VIXM Short 22.70 -0.44 47 31 54 0.39 -0.11 1.95 1.39 -0.81 1.72 -2.71 1.46
VXZ Short 18.78 -0.32 169 20 65 0.25 -0.23 1.60 0.93 -1.02 0.91 -2.15 0.91
WSR Long 14.46 -0.28 231 4 100 1.44 1.54 727,878.28 1.44 0.00 0.00 0.00 2.78
ALRM Long 37.19 -0.85 506 3 66 0.18 0.22 0.40 0.61 -0.69 0.88 -0.69 0.37
APPF Short 41.65 0.24 97 7 57 0.68 -0.19 0.46 2.21 -1.36 1.62 -1.72 0.67
CAI Short 30.08 -1.25 290 9 66 0.58 -0.51 1.04 1.93 -2.11 0.91 -3.23 0.66
FDC Short 16.42 -0.61 3,353 3 66 5.44 -0.77 3.33 8.27 -0.23 35.96 -0.23 1.05
HZN Long 13.65 -0.66 190 7 57 1.07 0.64 0.87 3.06 -1.59 1.92 -3.55 0.80