paststat loader
as on: Aug-20 11:16
+
  • 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:
Unfilled Full Gap Down 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
SHLM Long 43.65 -0.23 22 15 53 1.20 0.23 0.89 4.37 -2.41 1.81 -6.36 0.81
AEIS Short 57.56 -2.78 333 18 38 0.07 0.21 1.07 2.12 -1.24 1.71 -3.74 0.15
AKAM Short 71.51 -0.19 905 30 43 0.18 0.18 1.06 2.06 -1.26 1.63 -3.70 0.46
ALJJ Long 2.07 -1.80 16 5 40 0.48 0.00 0.82 2.66 -0.98 2.71 -2.31 0.50
ATAX Short 5.63 -7.41 1,000 2 100 0.00 0.00 727,878.28 0.00 0.00 0.00 0.00 0.00
AMKR Short 8.76 -1.35 579 19 52 0.14 0.00 0.96 2.58 -2.57 1.00 -5.57 0.18
AMRS Short 6.62 -12.85 4,998 6 66 0.95 -0.65 1.77 3.09 -3.34 0.93 -4.72 0.53
ANGI Short 19.44 -1.32 443 11 54 1.08 0.00 1.60 3.61 -1.94 1.86 -3.85 0.90
AMAT Short 44.03 -7.21 44,329 32 46 0.21 0.08 0.77 1.95 -1.32 1.48 -5.58 0.50
ASML Long 196.92 -0.87 577 104 57 0.11 0.40 1.11 1.27 -1.47 0.86 -5.30 0.65
ATACR Long 1.11 -10.88 35 29 48 1.83 0.00 2.94 4.99 -1.12 4.46 -10.00 1.96
ATOM Long 5.60 -1.79 7 10 70 1.63 0.49 727,878.28 2.33 0.00 727,878.00 0.00 2.25
ACLS Short 19.45 -3.23 335 10 40 0.22 2.09 0.59 4.26 -2.48 1.72 -3.13 0.19
CCMP Short 107.98 0.00 625 18 50 0.15 0.10 1.05 1.10 -0.80 1.38 -1.71 0.47
CCXI Long 11.12 -0.54 122 6 50 0.45 0.26 0.60 4.16 -3.26 1.28 -5.81 0.23
IMOS Short 13.64 -1.94 40 53 50 0.02 0.00 0.95 1.58 -1.60 0.99 -6.12 0.07
CTXS Long 110.60 -0.62 846 21 71 0.77 0.83 2.37 1.64 -1.40 1.17 -4.38 1.94
COHU Short 25.83 -2.22 126 12 33 0.56 0.45 1.11 3.68 -1.00 3.68 -1.78 0.75
ELOX Short 12.03 -14.74 125 1 100 0.37 -0.37 727,878.28 0.37 0.00 0.00 0.00 0.00
ENTG Short 32.38 -3.43 745 17 58 0.70 -1.09 1.03 2.01 -1.16 1.73 -3.10 1.47
FOXF Long 63.78 -1.70 165 14 50 0.18 -0.01 0.76 1.53 -1.18 1.30 -3.37 0.37
GSHT Long 10.29 -0.39 4 31 32 0.08 0.00 1.77 0.40 -0.07 5.71 -0.90 1.29
IMPV Short 45.15 -2.01 155 19 57 0.79 -0.40 2.81 1.97 -0.84 2.35 -1.48 1.71
IART Long 59.18 -1.97 589 15 53 0.03 0.05 0.69 0.86 -0.91 0.95 -2.61 0.08
ISCA Long 44.00 -0.79 26 13 53 0.45 0.46 1.10 1.68 -0.99 1.70 -2.86 0.90
JCOM Short 79.96 -1.43 244 11 45 0.01 0.50 0.62 1.03 -0.84 1.23 -1.56 0.03
KLAC Short 111.90 -0.88 1,905 31 51 0.34 -0.04 1.66 1.65 -1.04 1.59 -4.75 0.97
LRCX Short 170.39 -3.03 3,233 28 42 0.26 0.15 1.25 2.18 -1.17 1.86 -2.62 0.61
LBTYA Short 26.49 -1.30 1,374 25 56 0.41 -0.24 1.51 2.14 -1.79 1.20 -9.19 0.70
LBTYK Short 25.79 -1.47 1,007 25 60 0.44 -0.25 1.49 1.96 -1.83 1.07 -8.12 0.81
LLNW Long 3.94 -1.63 338 2 100 3.42 3.42 727,878.28 3.42 0.00 0.00 0.00 1.37
MPAC Long 10.04 -0.10 1 24 25 0.05 0.00 5.50 0.24 -0.01 24.00 -0.21 1.94
MLNT Long 4.15 -1.19 1,765 15 60 2.53 1.46 0.48 6.97 -4.15 1.68 -10.47 1.22
MELI Long 325.35 -2.88 654 21 42 0.03 -0.50 0.64 1.88 -1.35 1.39 -3.90 0.06
NTNX Short 53.41 -4.35 3,923 6 50 1.10 -0.14 0.78 4.32 -2.12 2.04 -3.95 0.63
NTRI Long 38.95 -2.20 298 13 61 0.49 0.29 1.86 1.65 -1.38 1.20 -2.02 0.93
NVDA Long 244.73 -5.65 24,691 29 51 0.17 0.18 0.83 1.99 -1.78 1.12 -8.49 0.31
PEIX Short 2.08 -4.60 263 12 58 1.77 -0.23 1.32 4.54 -2.11 2.15 -4.00 1.37
WRLS Long 9.91 -0.22 0 23 30 0.04 0.00 2.94 0.17 -0.02 8.50 -0.21 1.72
QRTEA Long 21.84 -0.61 1,001 16 56 0.25 0.55 0.91 1.96 -1.94 1.01 -3.67 0.43
RMBS Long 11.66 -0.98 425 12 41 0.28 -0.29 0.82 2.39 -1.24 1.93 -3.00 0.45
RP Short 58.35 -0.55 354 7 57 1.00 -1.35 1.38 3.16 -1.89 1.67 -2.49 0.92
SQBG Short 2.01 -3.14 70 6 50 2.53 -0.36 0.63 6.09 -1.02 5.97 -1.48 1.07
TSLA Short 304.99 -9.40 16,293 43 46 0.21 0.18 0.98 2.38 -1.69 1.41 -4.36 0.53
TRIB Short 4.07 -1.14 16 7 71 0.85 -1.00 1.34 1.72 -1.32 1.30 -1.37 1.36
TTMI Short 17.89 -1.87 541 20 70 1.17 -0.74 2.49 2.43 -1.76 1.38 -3.78 1.87
UFCS Long 50.52 -1.28 18 19 63 0.55 1.00 1.25 1.80 -1.58 1.14 -5.19 1.08
VRSN Long 150.99 -1.69 637 17 64 0.01 0.60 0.77 1.01 -1.82 0.55 -3.97 0.02
WERN Long 36.43 -1.89 1,166 18 61 0.60 0.57 1.78 1.77 -1.24 1.43 -2.05 1.42
XBIT Long 4.14 -3.61 13 5 60 2.87 3.69 5.82 5.43 -0.97 5.60 -1.83 1.68
XCRA Long 14.30 -1.38 309 9 44 0.20 -0.58 0.62 3.32 -2.30 1.44 -3.90 0.17
ZN Short 1.72 -31.88 4,243 7 71 0.90 0.00 1.00 1.69 -1.08 1.56 -1.52 0.91
AGD Short 10.38 -0.14 12 48 33 0.10 0.28 0.88 1.48 -0.59 2.51 -2.15 0.52
ATGE Long 47.20 -15.68 1,817 24 66 0.82 0.55 1.48 2.36 -2.27 1.04 -6.43 1.25
AEG Short 6.01 -2.91 1,908 142 46 0.15 0.17 1.10 1.67 -1.17 1.43 -4.76 0.89
AJRD Long 35.93 -0.75 412 21 57 0.50 0.33 1.19 2.42 -2.06 1.17 -3.28 0.74
APO Short 33.65 -0.49 248 22 63 0.25 -0.71 1.03 1.74 -2.35 0.74 -6.35 0.47
BBD Short 7.27 -3.13 7,597 78 55 0.04 -0.22 1.02 2.19 -2.59 0.85 -15.47 0.10
BXG Short 19.71 -3.26 108 2 100 6.71 -6.71 727,878.28 6.71 0.00 0.00 0.00 1.03
BOX Short 24.67 -2.86 1,273 15 46 0.13 1.33 0.73 3.33 -2.67 1.25 -5.33 0.14
CMO Short 8.35 -0.65 221 14 64 0.07 -0.24 0.73 0.78 -1.22 0.64 -2.07 0.21
CEA Long 27.90 -0.99 19 272 48 0.05 0.00 0.97 2.35 -2.15 1.09 -9.32 0.26
CHU Short 11.61 -1.38 282 206 54 0.15 -0.07 1.21 1.33 -1.26 1.06 -6.52 1.18
SBS Short 6.40 -2.44 1,284 64 46 0.24 0.17 1.14 2.63 -1.87 1.41 -8.69 0.59
CPA Short 85.47 -1.52 295 25 60 0.37 -0.49 1.01 2.05 -2.13 0.96 -7.22 0.66
DF Long 8.16 -6.80 3,107 26 46 0.30 -0.20 0.99 1.97 -1.12 1.76 -3.88 0.76
DESP Short 16.95 -7.33 2,168 0 0 0.00 0.00 727,878.28 0.00 0.00 0.00 0.00 0.00
DSW Long 26.45 -5.72 3,200 29 68 0.80 0.87 1.45 2.25 -2.43 0.93 -11.40 1.35
DLNG Long 8.79 -1.12 59 11 45 0.37 -0.18 0.83 2.34 -1.27 1.84 -3.12 0.50
EOS Long 17.50 -0.64 170 34 58 0.18 0.26 1.19 1.25 -1.35 0.93 -7.02 0.55
ENV Long 59.75 -0.62 149 23 69 0.84 1.16 1.01 2.88 -3.83 0.75 -8.07 0.73
GGT Short 8.79 -2.33 139 35 62 0.37 -0.31 1.57 1.27 -1.17 1.09 -3.12 1.28
GOL Short 6.20 -2.59 369 70 65 0.38 -0.78 0.94 3.04 -4.72 0.64 -16.51 0.62
GFI Short 2.47 -1.79 6,212 55 50 0.19 0.00 0.94 3.01 -2.73 1.10 -9.27 0.37
PAC Long 91.86 -2.41 45 29 41 0.00 -0.21 0.79 2.05 -1.45 1.41 -5.45 0.00
ASR Long 172.10 -3.95 24 26 57 0.09 0.20 0.86 1.58 -1.95 0.81 -6.86 0.18
GBAB Short 21.63 -1.46 30 15 60 0.02 0.00 0.78 0.46 -0.63 0.73 -1.52 0.11
ING Long 13.36 -0.26 1,874 158 55 0.10 0.13 1.06 1.18 -1.27 0.93 -6.29 0.70
IRS Short 15.84 -2.61 17 11 63 0.91 -0.91 1.23 2.82 -2.42 1.17 -4.28 0.95
ITUB Long 11.01 -2.39 12,667 84 47 0.04 -0.26 0.88 2.48 -2.19 1.13 -6.76 0.11
KEG Short 12.97 -0.77 42 15 73 1.78 -0.97 2.29 3.92 -4.12 0.95 -8.42 1.35
LW Short 65.23 -2.20 1,450 4 25 0.02 0.32 0.00 1.28 -0.40 3.20 -0.56 0.05
MFM Short 6.77 -0.86 85 5 60 0.51 -0.15 0.59 1.41 -0.85 1.66 -1.16 0.68
MG Long 21.85 -0.46 73 18 55 0.13 0.57 0.89 1.69 -1.82 0.93 -4.75 0.26
NAP Short 3.21 -3.31 82 12 75 4.68 -2.90 4.37 7.32 -3.26 2.25 -3.45 1.85
NBLX Long 46.95 -0.23 74 2 50 0.92 0.92 0.01 2.00 -0.16 12.50 -0.16 0.85
PHT Long 9.19 -0.49 77 15 60 0.46 0.31 1.48 1.31 -0.81 1.62 -3.16 1.09
PUK Long 43.81 -0.68 73 185 53 0.03 0.09 0.92 1.24 -1.36 0.91 -12.37 0.20
QTWO Long 59.15 -1.66 219 12 41 0.17 -0.20 0.90 2.11 -1.21 1.74 -4.46 0.28
KTF Short 10.81 -1.13 94 24 62 0.29 -0.04 1.76 0.76 -0.49 1.55 -1.17 1.32
KSM Short 10.78 -0.46 19 14 71 0.16 -0.32 1.43 0.47 -0.62 0.76 -1.32 0.94
SNAP Long 11.92 -2.69 19,479 16 62 0.89 0.68 1.43 3.26 -3.06 1.07 -4.32 0.93
STM Long 19.45 -1.39 2,393 131 51 0.23 0.25 1.09 1.89 -1.56 1.21 -5.29 1.17
EDF Long 13.48 -1.02 79 22 50 0.07 -0.05 0.69 1.52 -1.37 1.11 -3.72 0.17
DATA Short 99.07 -2.33 797 22 59 1.39 -0.77 2.09 3.47 -1.62 2.14 -4.12 1.89
TSM Long 40.09 -0.95 5,882 71 60 0.13 0.31 1.07 1.02 -1.24 0.82 -5.39 0.71
THW Long 13.52 -0.59 57 9 66 0.85 0.47 1.41 1.86 -1.17 1.59 -2.60 1.15
TEO Long 17.85 -3.51 181 12 41 0.79 -0.42 1.58 3.25 -0.97 3.35 -1.57 1.17
VIV Long 10.19 -2.11 747 72 54 0.16 0.22 1.11 1.73 -1.69 1.02 -8.03 0.59
TEF Long 8.44 -0.24 784 176 50 0.04 0.03 1.00 1.29 -1.21 1.07 -5.16 0.31
TER Long 39.28 -2.43 2,952 34 61 0.35 0.27 1.31 1.61 -1.68 0.96 -4.41 0.94
TX Short 28.27 -0.84 320 37 70 0.55 -0.93 1.56 1.78 -2.35 0.76 -6.71 1.32
IHD Short 7.67 -0.39 36 61 63 0.42 -0.45 2.24 1.05 -0.70 1.50 -2.22 2.46
GRA Short 70.38 -0.73 302 30 60 0.13 -0.13 1.07 1.29 -1.61 0.80 -5.17 0.37
WK Long 30.68 -2.00 140 7 71 0.40 1.19 0.67 1.57 -2.51 0.63 -2.55 0.48
XFLT Long 9.96 -0.37 11 11 54 0.64 0.34 3.77 1.44 -0.32 4.50 -0.91 1.88
YELP Short 45.34 -2.19 2,131 25 68 0.46 -0.78 1.30 1.93 -2.68 0.72 -4.66 0.84
FAX Short 4.19 -1.18 719 9 66 0.01 -0.18 0.69 0.47 -0.90 0.52 -1.71 0.04
FCO Short 8.00 -1.60 18 19 68 0.45 -0.46 2.16 1.05 -0.84 1.25 -1.96 1.57
NXE Short 1.92 -2.09 159 0 0 0.00 0.00 727,878.28 0.00 0.00 0.00 0.00 0.00
ARGT Short 26.34 -2.33 415 83 56 0.31 -0.11 1.42 1.20 -0.86 1.40 -2.80 1.95
ARKW Short 55.85 -0.88 301 133 48 0.01 0.09 0.94 1.29 -1.17 1.10 -5.46 0.07
EWZS Short 12.68 -1.09 27 131 49 0.12 0.03 1.05 1.84 -1.56 1.18 -7.03 0.64
FNGU Short 62.17 -3.85 90 6 66 0.50 0.00 0.19 2.18 -2.85 0.76 -3.51 0.32
FRN Short 13.40 -1.30 11 63 53 0.23 -0.09 1.62 0.92 -0.58 1.59 -1.71 1.90
ILF Short 30.45 -0.23 1,175 109 60 0.32 -0.22 1.34 1.52 -1.52 1.00 -5.11 1.57
LBJ Short 20.20 -2.66 9 172 52 0.04 -0.10 0.99 3.91 -4.21 0.93 -13.71 0.10
NIB Short 24.68 -0.62 5 168 52 0.20 -0.17 1.31 1.59 -1.36 1.17 -5.79 1.37
PEJ Short 45.70 -0.27 2 65 46 0.02 0.19 0.87 0.89 -0.73 1.22 -2.88 0.14
PSI Long 52.80 -1.05 80 63 57 0.10 0.25 0.95 1.20 -1.36 0.88 -4.67 0.47
SMH Long 102.88 -1.01 7,111 57 56 0.06 0.29 0.89 1.12 -1.31 0.85 -4.51 0.28
SOXL Long 142.88 -2.42 701 51 60 0.04 0.59 0.89 3.05 -4.62 0.66 -13.38 0.06
SOXX Short 180.09 -0.80 605 52 42 0.05 0.14 0.99 1.60 -1.08 1.48 -4.43 0.21
XSD Short 73.68 -0.27 121 41 43 0.09 0.28 1.04 1.91 -1.33 1.44 -3.42 0.28