paststat loader
as on :May-27
  • Symbol : a.k.a ticker
  • Signal : Technical strategie / trading singal
  • Exit : T+1 , assumes entry at current trading day's close and exit after one trading day at close , T=2 is after two trading days at close and so on and so forth .
  • 1st +'ve close in 5 days ->
  • let me explain this with profit example ->
  • Date Close
  • 0 100
  • 1 101
  • suppose on Date 0 , if one had gone long , s/he could've exited on Date 1 , with a profit ( exit at 1st positive close )
  • another profit example
  • Date Close
  • 0 100
  • 1 99
  • 2 101
  • long entered at Date 0 , not profitable on Date 1 , but profitable on Date 2nd , so exit on Date 2nd .. now the loss example
  • 0 100
  • 1 99
  • 2 98
  • 3 97
  • 4 98
  • 5 95
  • suppose s/he entered a long on Date o , there was no higher close than that in the next five trading days , ultimately exiting with a loss on Date 5th , for a loss . Over Night Gap -> entry at current close and exit at next trading day's open
  • Next Open 2 Close -> entry at Next trading open and exit at next trading day's close
  • Bias : 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
  • # : 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
CSV
Symbol Signal Exit Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test

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