paststat loader
as on :Feb-22
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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:
Aroon Oscillator moved below 70 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ADAP Short 4.06 -3.33 64 13 53 0.11 -0.24 0.79 4.67 -5.21 0.90 -10.88 0.06
AG Short 9.33 -4.70 7,623 34 55 0.52 -0.39 1.20 3.07 -2.72 1.13 -6.61 0.77
AHC Long 6.25 -0.79 60 31 54 0.07 0.41 0.78 1.88 -2.13 0.88 -7.48 0.15
AHT Short 7.50 -1.06 931 21 66 0.96 -0.91 2.18 2.36 -1.85 1.28 -5.58 1.57
AMSC Short 6.53 -2.10 64 36 66 1.21 -0.80 2.55 3.16 -2.70 1.17 -9.98 1.71
ANW Long 10.10 -1.94 431 34 58 0.76 0.39 2.23 2.04 -1.06 1.92 -3.79 2.01
ARC Long 4.44 -4.93 128 33 51 0.70 0.91 1.37 3.22 -1.99 1.62 -6.35 1.20
AREX Short 3.02 -5.03 1,072 39 66 1.81 -1.15 1.37 4.11 -2.77 1.48 -5.35 2.39
ARNA Long 1.42 -2.07 3 36 47 1.70 -0.17 0.60 6.93 -2.98 2.33 -9.91 0.76
ASRV Long 3.75 -2.60 55 25 52 0.46 0.31 1.13 1.87 -1.06 1.76 -2.42 0.98
ATI Short 19.72 -4.23 2,159 33 48 0.69 0.11 1.58 3.79 -2.23 1.70 -8.15 0.88
AVAL Long 7.90 0.64 403 15 60 0.23 0.14 0.81 1.51 -1.68 0.90 -3.33 0.42
AVGR Short 2.30 -4.17 321 16 62 0.57 -0.33 0.85 3.14 -3.72 0.84 -8.95 0.50
AXGN Long 10.50 -0.94 110 30 56 1.07 0.65 3.24 2.79 -1.19 2.34 -3.24 2.08
AXU Short 1.78 -5.32 698 38 65 0.86 0.00 1.83 3.70 -4.61 0.80 -12.73 0.93
BC Short 60.90 0.81 581 30 53 0.24 -0.15 1.13 1.73 -1.45 1.19 -3.20 0.60
BELFB Long 28.25 -2.25 38 31 54 0.74 0.48 1.21 3.02 -2.03 1.49 -7.93 1.03
BGR Long 14.06 -0.64 89 29 55 0.00 0.19 0.85 0.83 -1.01 0.82 -3.61 0.00
BHI Long 60.55 0.00 2,150 33 60 0.48 0.39 1.24 1.98 -1.82 1.09 -5.05 1.06
BZH Short 12.51 -4.21 737 38 60 0.13 -0.46 1.09 1.93 -2.63 0.73 -6.97 0.26
CDNA Short 2.25 0.00 13 28 64 1.00 -0.05 1.98 2.34 -1.42 1.65 -3.54 1.48
CENX Long 14.48 -5.05 2,277 34 47 0.11 0.00 1.03 3.09 -2.53 1.22 -7.81 0.18
CFBK Long 1.93 -11.06 170 26 53 0.33 0.69 1.29 2.14 -1.77 1.21 -8.06 0.61
CFX Long 39.01 -1.49 435 29 58 0.20 0.50 0.93 1.36 -1.44 0.94 -3.32 0.64
CHK Short 5.92 -2.63 45,110 33 54 1.11 -0.39 1.94 3.97 -2.33 1.70 -8.35 1.54
CIB Short 37.71 0.48 352 32 53 0.45 -0.14 1.70 1.83 -1.11 1.65 -3.98 1.35
CLMT Short 3.80 -2.56 365 30 46 0.63 0.34 1.58 3.81 -2.16 1.76 -10.21 0.84
CMO Long 10.46 0.58 739 26 50 0.09 0.04 0.96 1.04 -0.86 1.21 -2.71 0.37
CWEI Short 136.02 -1.95 128 24 45 0.46 0.32 0.95 3.99 -2.53 1.58 -10.59 0.50
CYTK Long 10.55 1.44 263 26 50 0.36 0.16 0.88 2.73 -2.00 1.36 -8.64 0.55
DBO Short 9.17 -0.65 251 32 65 0.58 -0.82 1.58 1.58 -1.31 1.21 -2.57 1.93
DGZ Short 14.17 -0.56 14 26 61 0.19 -0.21 1.39 0.83 -0.83 1.00 -2.46 0.92
DMRC Long 24.65 -3.90 58 35 57 0.22 0.41 0.97 2.21 -2.42 0.91 -4.46 0.46
DRYS Short 2.70 -17.68 26,963 44 63 0.89 0.00 0.38 3.55 -3.75 0.95 -11.23 1.10
EFT Short 15.28 0.33 139 24 54 0.13 -0.08 1.15 0.68 -0.52 1.31 -2.43 0.72
ELGX Long 6.53 0.62 3,164 28 57 0.24 0.29 1.13 1.37 -1.27 1.08 -3.19 0.78
EQT Long 60.55 -2.98 2,231 29 48 0.03 -0.02 0.70 1.49 -1.33 1.12 -7.59 0.07
EVEP Short 1.68 -5.35 409 42 61 0.42 -1.15 1.09 2.91 -3.63 0.80 -11.41 0.63
EVLV Short 1.31 -3.68 34 29 48 0.27 0.47 0.52 3.28 -2.55 1.29 -8.77 0.32
EZPW Short 9.00 -0.55 212 35 42 0.30 0.38 0.69 2.63 -1.45 1.81 -4.35 0.56
FSM Short 6.28 -1.72 1,929 33 48 0.63 0.54 1.21 4.31 -2.83 1.52 -6.73 0.76
FXC Long 75.16 -0.04 84 36 58 0.09 0.11 1.40 0.43 -0.38 1.13 -1.16 1.05
FXCM Long 2.85 1.79 96 43 39 0.77 -0.47 0.54 6.28 -2.83 2.22 -15.94 0.53
FXP Long 26.79 -1.03 33 36 52 0.08 0.03 0.82 1.56 -1.57 0.99 -4.58 0.21
GFA Short 1.56 -3.11 575 34 64 0.24 -1.01 1.01 2.57 -4.03 0.64 -11.71 0.34
GFN Long 5.00 -2.91 35 36 58 0.52 0.52 1.10 2.37 -2.07 1.14 -5.04 1.08
GLDD Short 4.65 -4.12 497 33 60 0.41 -0.12 1.12 2.09 -2.17 0.96 -5.13 0.81
GLT Short 22.90 -1.89 147 27 48 0.10 0.07 0.90 1.83 -1.51 1.21 -4.41 0.25
GLUU Short 2.07 0.49 4,707 31 67 0.23 -1.08 1.36 1.87 -3.23 0.58 -10.05 0.41
GPX Long 24.95 -1.38 30 28 53 0.61 0.24 1.26 2.30 -1.36 1.69 -4.86 1.05
ICD Short 5.70 -1.89 122 16 68 1.63 -1.23 2.29 3.76 -3.06 1.23 -6.44 1.38
ICON Short 9.18 -0.33 750 40 42 0.37 0.32 1.22 3.34 -1.82 1.84 -8.33 0.55
ING Long 14.15 -0.49 4,560 25 56 0.30 0.18 1.37 1.54 -1.27 1.21 -2.55 0.83
INSM Long 14.55 -2.68 1,140,850 25 56 0.02 0.25 0.65 2.45 -3.08 0.80 -7.00 0.03
INUV Short 1.55 -2.52 72 30 46 0.18 0.99 0.84 3.45 -2.67 1.29 -7.14 0.26
IRDM Long 9.10 -2.67 1,279 33 51 0.07 0.22 0.82 1.63 -1.59 1.03 -5.37 0.18
ITCI Long 12.75 -2.30 354 22 63 0.98 1.04 2.11 2.96 -2.48 1.19 -5.66 1.34
ITEK Short 1.58 -1.56 214 17 52 1.54 -0.83 1.95 5.18 -2.57 2.02 -6.09 1.30
KIN Short 5.80 -2.52 42 21 71 1.02 -1.22 2.12 2.45 -2.55 0.96 -6.09 1.61
LGCY Long 2.12 -6.19 494 44 45 0.30 -0.45 0.63 4.11 -2.88 1.43 -7.87 0.42
MHI Short 11.66 -0.17 69 29 72 0.36 -0.31 2.02 0.89 -1.03 0.86 -3.41 1.58
MIY Short 13.52 -0.07 88 27 55 0.09 -0.03 1.07 0.56 -0.50 1.12 -2.66 0.55
MMLP Short 19.55 0.77 205 28 57 0.09 -0.17 1.12 1.98 -2.44 0.81 -10.89 0.15
MMYT Long 32.80 0.77 317 33 48 1.28 -0.05 0.95 5.33 -2.54 2.10 -6.35 0.87
NADL Short 1.98 -5.26 168 31 74 1.02 -1.66 2.44 3.66 -6.59 0.56 -16.00 0.93
NBL Long 36.67 -2.32 2,952 34 50 0.18 0.01 1.15 1.72 -1.36 1.26 -5.02 0.51
NEP Short 30.87 -0.29 245 17 64 1.08 -1.00 1.83 2.78 -2.02 1.38 -7.54 1.24
NVGS Short 10.90 -2.68 177 38 63 0.79 -0.68 1.73 2.51 -2.16 1.16 -4.91 1.65
NXTD Short 2.32 -1.69 89 31 51 0.20 0.00 0.66 5.97 -5.96 1.00 -18.48 0.14
ONCE Short 61.38 -5.15 570,427 17 52 0.34 -0.20 1.12 3.81 -3.56 1.07 -10.13 0.28
OPHT Short 4.25 -2.52 570,428 21 47 0.81 0.38 1.85 3.72 -1.84 2.02 -5.77 0.97
ORI Short 21.02 1.11 1,163 18 50 0.05 0.21 0.42 1.31 -1.20 1.09 -3.43 0.11
PAA Short 30.34 -2.88 2,087 28 57 0.32 -0.23 1.22 1.46 -1.19 1.23 -3.83 0.88
PAAS Short 19.07 -2.55 1,524 26 50 0.31 0.04 1.10 2.30 -1.67 1.38 -4.56 0.61
PAGP Short 31.31 -2.25 932 23 65 0.30 -0.16 1.39 3.18 -5.10 0.62 -12.97 0.23
PDS Long 5.13 -2.66 3,245 31 48 0.42 0.00 1.10 3.13 -2.13 1.47 -5.51 0.65
PE Long 30.18 -3.92 6,725 20 75 1.53 1.14 2.21 3.14 -3.30 0.95 -5.22 1.84
PEI Long 17.17 -1.38 448 34 52 0.08 0.08 0.95 1.15 -1.11 1.04 -3.28 0.31
PRTO Short 1.95 2.63 35 17 64 1.27 -0.40 1.04 3.63 -3.06 1.19 -6.20 1.05
PSO Short 7.88 -1.99 838 30 53 0.26 -0.26 1.07 1.53 -1.19 1.29 -2.63 0.78
QGEN Long 28.48 -0.90 455 30 60 0.37 0.26 1.67 1.28 -0.98 1.31 -3.92 1.37
REI Short 12.06 -4.74 176 29 62 0.28 -0.25 1.25 2.28 -2.98 0.77 -5.40 0.48
REPH Long 7.41 -4.02 82 25 40 0.44 0.00 1.01 3.44 -1.56 2.21 -4.58 0.64
RGLS Short 1.08 -2.27 787 29 48 1.93 0.28 1.52 7.54 -3.31 2.28 -7.24 1.02
RIC Short 8.45 -1.17 812 23 47 0.19 0.33 0.99 4.02 -3.32 1.21 -8.90 0.19
SCL Short 71.64 -9.21 170 26 53 0.22 -0.24 1.01 1.38 -1.13 1.22 -3.49 0.61
SSH Short 4.66 -5.09 83 39 51 0.38 0.00 0.67 3.73 -3.13 1.19 -10.77 0.47
STO Short 17.50 -1.57 1,954 33 54 0.62 -0.60 2.18 1.87 -0.87 2.15 -2.77 2.03
SYRG Long 8.44 -3.10 3,140 27 59 0.78 0.27 1.18 3.35 -2.95 1.14 -8.49 0.84
SYT Long 84.64 -0.42 598 28 46 0.11 -0.04 0.76 1.45 -1.06 1.37 -3.00 0.31
TESO Long 8.50 0.00 105 30 43 0.46 -0.08 1.32 2.99 -1.47 2.03 -5.59 0.84
TGI Short 26.40 -0.38 527 33 69 0.52 -0.62 2.15 1.28 -1.23 1.04 -3.76 1.84
TISA Short 1.43 -3.38 89 35 71 0.52 -1.22 1.46 2.35 -4.08 0.58 -14.08 0.77
TPC Short 28.85 -3.67 483 21 57 0.39 -0.59 1.11 2.38 -2.26 1.05 -7.68 0.58
TRGP Short 57.08 -2.39 1,549 21 71 2.48 -1.47 3.41 4.58 -2.76 1.66 -5.81 1.94
TRI Long 43.07 -2.95 7,428 28 57 0.17 0.06 1.14 0.91 -0.83 1.10 -3.58 0.76
UBS Long 15.55 -1.83 2,231 16 50 0.03 0.17 0.80 1.24 -1.18 1.05 -2.94 0.08
UDN Long 20.68 0.19 71 37 54 0.10 0.08 1.37 0.43 -0.29 1.48 -0.56 1.31
WMB Long 28.00 -3.01 14,667 34 58 0.21 0.94 0.94 2.32 -2.80 0.83 -9.11 0.36
XGTI Short 1.72 -2.27 444 44 75 1.99 -2.00 1.27 5.36 -8.10 0.66 -37.50 1.32
XNET Short 3.70 0.00 42 26 53 1.05 -0.64 1.88 3.19 -1.45 2.20 -5.66 1.78
YANG Short 11.80 -1.42 330 37 59 0.85 -0.80 3.39 2.92 -2.20 1.33 -8.85 1.41
CSBR Long 3.18 -3.64 103 34 47 0.45 0.00 1.47 5.56 -4.09 1.36 -28.85 0.33
CHMA Short 1.60 -5.88 242 11 81 1.22 -0.61 9.38 2.62 -5.08 0.52 -7.45 0.96
GNRT Long 4.86 -1.02 360 15 46 0.56 -0.64 0.53 3.56 -2.06 1.73 -6.41 0.60