paststat loader
as on :Jul-19
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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:
Shooting Star 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
TEAM Short 68.22 0.50 589 5 60 1.81 -0.11 0.91 3.56 -0.82 4.34 -1.56 0.98
LITE Short 59.30 0.00 949 9 33 0.58 0.08 0.30 3.82 -1.04 3.67 -3.36 0.52
ADM Long 47.31 -0.86 2,823 8 62 0.95 0.33 1.12 2.19 -1.13 1.94 -1.99 0.95
AROC Short 12.60 -1.18 418 2 50 1.03 -1.03 0.02 2.45 -0.40 6.13 -0.40 0.72
P Long 8.23 -0.84 3,637 4 75 0.67 0.88 2.42 1.12 -0.67 1.67 -0.67 1.37
DIS Short 110.69 0.35 6,410 9 55 0.16 -0.24 1.14 0.58 -0.37 1.57 -0.47 0.85