paststat loader
as on :Feb-17
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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:
ADX in uptrend and crossed above 30 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
^IXIC Long 5,838.58 0.41 1,521,730 5 40 0.06 -0.07 0.44 0.40 -0.16 2.50 -0.26 0.40
ABG Long 67.55 2.43 161 9 66 0.16 0.30 1.23 0.72 -0.95 0.76 -2.28 0.42
ALLE Short 73.27 0.47 865 9 88 0.33 -0.51 3.47 0.51 -1.09 0.47 -1.09 1.62
AME Short 54.50 0.24 1,719 4 50 0.01 0.01 0.39 0.29 -0.28 1.04 -0.31 0.06
ATEN Short 9.50 -2.66 691 3 66 1.38 -2.15 1.00 2.71 -1.28 2.12 -1.28 1.01
ATVI Short 45.33 -0.13 5,442 8 62 0.04 -0.18 0.83 0.50 -0.74 0.68 -1.18 0.15
AUDC Long 7.12 0.14 144 3 66 1.66 0.86 0.40 3.90 -2.80 1.39 -2.80 0.59
BIDU Long 185.17 0.12 1,623 5 40 1.20 -1.38 0.30 6.70 -2.47 2.71 -3.45 0.45
CAPR Long 3.11 -1.58 102 4 25 4.94 -1.24 0.00 25.00 -1.75 14.29 -2.76 0.74
CAVM Short 67.05 0.78 733 9 55 0.29 -0.10 1.15 1.01 -0.61 1.66 -1.29 0.85
CHH Short 62.30 -0.40 479 6 66 0.27 -0.54 1.21 0.97 -1.13 0.86 -1.24 0.57
CLIR Short 4.40 3.53 236 5 60 1.14 -0.45 0.53 3.82 -2.89 1.32 -3.74 0.59
CMRX Short 5.95 -0.34 349 4 50 0.09 -0.56 1.35 4.06 -3.88 1.05 -6.51 0.03
CMS Short 43.22 0.30 1,820 7 42 0.19 0.25 0.14 1.48 -0.78 1.90 -1.44 0.29
COKE Long 177.06 1.13 20 10 40 0.02 -0.11 0.39 1.04 -0.65 1.60 -1.23 0.05
CTRL Short 15.10 0.73 322 3 66 0.09 -0.41 0.31 0.86 -1.47 0.59 -1.47 0.11
DBD Short 30.10 0.33 1,357 8 50 0.03 -0.01 0.51 0.49 -0.44 1.11 -0.78 0.13
DSI Long 86.50 0.20 21 5 80 0.18 0.20 1.33 0.36 -0.58 0.62 -0.58 0.80
EDN Long 34.15 0.65 60 10 70 2.40 1.37 1.08 4.57 -2.66 1.72 -4.33 1.55
EFR Long 15.15 0.46 134 6 100 0.69 0.65 727,878.28 0.69 0.00 0.00 0.00 3.59
EFX Short 130.14 0.16 581 9 66 0.08 -0.07 0.82 0.35 -0.45 0.78 -0.89 0.42
FENG Long 3.80 8.26 683 6 50 0.54 0.02 0.90 2.77 -1.69 1.64 -1.96 0.50
FTEC Long 40.32 0.32 174 3 100 0.45 0.61 727,878.28 0.45 0.00 0.00 0.00 2.45
GD Long 189.06 0.17 1,163 9 44 0.10 -0.01 1.10 0.55 -0.26 2.12 -0.66 0.51
GLOP Long 23.90 0.21 357 1 100 0.73 0.73 727,878.28 0.73 0.00 0.00 0.00 0.00
GRX Long 10.01 -0.50 39 4 50 0.15 0.10 0.33 0.56 -0.27 2.07 -0.54 0.49
HIE Short 13.09 0.15 77 3 66 0.46 -0.47 6.71 0.73 -0.08 9.13 -0.08 1.49
HMY Long 2.78 -6.71 6,905 6 66 4.01 3.65 8.43 6.66 -1.27 5.24 -2.11 1.96
I Long 4.18 1.46 336 3 100 3.45 3.19 727,878.28 3.45 0.00 0.00 0.00 1.77
IVW Short 129.67 0.18 387 3 66 0.13 -0.20 0.33 0.44 -0.49 0.90 -0.49 0.38
JKE Long 129.62 0.26 56 6 66 0.34 0.40 2.46 0.69 -0.35 1.97 -0.58 1.31
LUV Short 57.32 1.74 5,751 14 42 0.06 0.27 0.47 1.14 -0.75 1.52 -1.54 0.18
MBLY Short 45.65 1.51 3,089 3 66 0.74 -1.01 16.00 1.14 -0.05 22.80 -0.05 1.83
MGC Long 80.33 0.11 39 3 66 0.15 0.21 2.85 0.28 -0.11 2.55 -0.11 1.12
ONEQ Long 229.94 0.55 27 9 55 0.09 0.15 0.80 0.51 -0.43 1.19 -0.73 0.43
PACB Long 5.33 -4.14 1,606 9 44 2.74 0.00 0.90 11.33 -4.13 2.74 -18.25 0.68
PRKR Short 2.20 -1.79 168 7 85 1.49 -3.42 4.50 4.64 -17.39 0.27 -17.39 0.45
PWB Short 33.84 0.50 42 3 100 0.70 -0.72 727,878.28 0.70 0.00 0.00 0.00 10.38
SAGE Long 64.98 3.55 1,840 2 100 1.66 1.66 727,878.28 1.66 0.00 0.00 0.00 1.33
SCHG Short 59.95 0.18 298 3 33 0.03 0.02 0.00 0.72 -0.31 2.32 -0.60 0.08
SCI Long 31.32 -0.10 2,005 9 44 0.03 -0.21 0.65 0.97 -0.72 1.35 -1.32 0.09
SIX Long 61.65 -0.23 347 7 71 0.47 0.87 2.04 0.91 -0.65 1.40 -0.99 1.51
SPYG Short 112.10 0.16 22 6 66 0.16 -0.17 1.49 0.41 -0.34 1.21 -0.46 0.86
TAST Short 16.65 1.22 317 4 100 1.26 -0.61 727,878.28 1.26 0.00 0.00 0.00 1.45
TAX Long 15.00 0.67 33 5 80 1.50 1.17 727,878.28 1.88 0.00 727,878.00 0.00 2.48
TCBI Short 87.90 0.46 355 8 50 0.68 0.07 0.96 2.31 -0.94 2.46 -1.57 0.81
THQ Long 17.04 -0.41 138 1 100 1.30 1.30 727,878.28 1.30 0.00 0.00 0.00 0.00
VGT Long 132.87 0.29 287 6 83 0.13 0.18 1.13 0.31 -0.77 0.40 -0.77 0.63
VOOG Long 116.24 0.06 53 7 28 0.15 -0.08 0.88 0.77 -0.09 8.56 -0.12 0.89
VR Long 58.33 -0.41 282 4 100 0.25 0.08 727,878.28 0.25 0.00 0.00 0.00 1.41
WWE Short 22.14 0.14 352 9 55 0.08 0.00 0.38 1.65 -1.89 0.87 -3.51 0.10
XLK Long 52.19 0.35 7,088 5 60 0.22 0.34 1.23 0.58 -0.33 1.76 -0.65 0.81
XLP Long 54.46 0.50 15,575 6 66 0.31 0.44 2.10 0.63 -0.32 1.97 -0.53 1.41
ZEN Short 27.89 2.24 980 2 100 0.51 -0.51 727,878.28 0.51 0.00 0.00 0.00 2.68
ELEC Short 9.98 0.30 471 2 100 0.41 -0.41 727,878.28 0.41 0.00 0.00 0.00 3.90