paststat loader
as on :Nov-20
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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:
Bullish MACD Crossover 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
A Long 69.96 1.70 4,015 40 55 0.12 0.32 1.10 1.02 -0.97 1.05 -2.74 0.61
AAON Long 34.95 1.45 114 46 45 0.29 -0.07 1.19 1.97 -1.11 1.77 -3.08 1.02
AAXJ Long 77.11 0.53 689 44 68 0.16 0.27 1.28 0.75 -1.10 0.68 -3.22 0.89
ABR Short 8.59 1.06 370 43 60 0.04 -0.14 1.04 0.79 -1.10 0.72 -3.66 0.22
ACSF Short 10.80 1.41 83 33 51 0.23 0.00 1.45 1.05 -0.64 1.64 -2.74 1.11
AEL Long 29.68 0.20 616 40 55 0.51 0.36 1.69 1.76 -1.01 1.74 -5.99 1.64
AG Long 6.66 -1.91 2,219 41 53 0.28 0.66 1.12 3.08 -2.96 1.04 -10.82 0.45
AGG Long 109.25 -0.05 2,639 41 43 0.01 -0.02 1.04 0.15 -0.10 1.50 -0.38 0.40
AIMC Short 47.60 0.53 89 44 52 0.18 -0.12 1.27 1.46 -1.22 1.20 -4.15 0.67
AKS Long 4.63 2.66 13,061 39 46 0.21 0.00 0.79 3.78 -2.85 1.33 -9.84 0.29
ALG Short 115.01 1.52 55 34 44 0.01 0.04 0.66 1.41 -1.10 1.28 -6.11 0.03
ALIM Short 1.26 0.80 190 38 71 0.58 -0.81 1.52 1.98 -2.86 0.69 -8.22 1.26
AMCN Long 2.11 1.93 197 32 37 0.35 -0.20 0.89 4.74 -2.28 2.08 -6.96 0.42
ANCX Short 28.68 0.84 24 38 52 0.02 -0.06 0.89 1.20 -1.29 0.93 -3.03 0.08
ANIK Long 53.97 1.09 32 39 51 0.09 0.08 0.92 1.46 -1.35 1.08 -4.20 0.30
APAM Long 37.70 2.86 364 39 46 0.00 -0.33 0.80 1.56 -1.33 1.17 -3.08 0.00
APOG Long 48.49 3.26 175 37 56 0.27 0.34 1.21 1.38 -1.19 1.16 -3.05 0.94
APRI Short 1.62 1.25 159 35 71 1.76 -0.86 1.70 3.56 -2.73 1.30 -5.88 2.07
APT Short 4.20 3.70 33 35 60 0.05 0.00 0.92 2.68 -3.89 0.69 -12.70 0.07
AREX Long 2.36 2.16 450 33 48 0.87 0.00 0.67 5.22 -3.22 1.62 -6.45 0.88
ARWR Long 3.69 -0.27 252 27 51 0.72 0.70 0.77 4.46 -3.30 1.35 -6.75 0.70
ASCMA Short 12.36 2.49 43 37 56 0.14 -0.27 1.18 1.43 -1.55 0.92 -5.30 0.45
ASR Short 173.82 0.79 56 48 62 0.22 -0.29 1.37 0.98 -1.05 0.93 -2.67 1.12
CTSO Long 6.50 4.00 197 20 45 0.89 0.00 1.78 3.04 -0.88 3.45 -2.63 1.51
CTV Long 24.68 0.90 254 20 45 0.01 0.00 0.82 0.34 -0.26 1.31 -0.76 0.11
CUDA Short 22.53 2.18 576 32 50 0.27 0.07 1.39 1.89 -1.35 1.40 -3.74 0.74
CUZ Short 9.07 1.11 4,361 44 61 0.19 -0.14 1.34 0.77 -0.74 1.04 -2.52 1.22
CVY Short 21.70 0.05 22 41 58 0.09 0.00 1.08 0.57 -0.58 0.98 -2.33 0.66
CWB Short 52.07 0.27 355 45 55 0.07 -0.02 1.17 0.41 -0.35 1.17 -0.71 0.93
CZZ Short 9.14 8.94 1,926 41 56 0.28 -0.40 1.72 2.24 -2.23 1.00 -8.97 0.63
DAKT Short 10.09 1.51 147 30 70 0.91 -0.74 3.84 1.69 -0.93 1.82 -3.93 2.96
DBD Short 18.85 3.01 1,404 38 47 0.29 0.28 1.26 1.92 -1.18 1.63 -3.00 0.94
DDD Short 8.51 2.04 5,873 36 55 1.21 -0.17 1.66 4.45 -2.83 1.57 -9.17 1.26
DEO Long 137.16 0.78 323 39 51 0.16 0.03 1.09 0.90 -0.61 1.48 -2.80 0.82
DGICA Short 17.65 1.44 170 43 51 0.05 -0.06 0.97 1.17 -1.13 1.04 -5.34 0.20
DLTR Long 97.11 2.64 5,243 41 63 0.00 0.31 0.86 0.93 -1.60 0.58 -3.26 0.00
DMRC Long 38.00 3.54 79 39 46 0.12 -0.35 0.72 2.88 -2.24 1.29 -8.72 0.21
DORM Short 69.37 2.36 123 40 50 0.19 0.11 1.05 1.83 -1.45 1.26 -4.49 0.52
DQ Short 47.03 9.22 616 33 51 0.61 -0.05 1.32 3.79 -2.76 1.37 -6.41 0.80
DVYE Short 41.45 -0.01 18 42 52 0.20 -0.01 1.43 0.95 -0.63 1.51 -2.68 1.15
DXB Long 25.90 0.39 75 40 60 0.00 0.08 0.91 0.21 -0.30 0.70 -1.04 0.00
DY Long 98.22 9.08 2,969 40 60 0.77 0.60 1.61 2.19 -1.36 1.61 -3.18 1.75
DYSL Short 1.30 -0.76 15 46 80 1.58 -1.24 3.54 2.63 -2.73 0.96 -4.93 3.23
EARN Long 12.90 0.39 68 35 45 0.13 -0.12 0.99 1.05 -0.65 1.62 -1.71 0.65
GPC Long 86.26 0.15 520 46 47 0.00 -0.14 0.85 1.17 -1.07 1.09 -4.80 0.00
GPRE Long 16.60 1.53 706 35 34 0.22 -0.23 0.66 4.22 -1.86 2.27 -5.68 0.33
GRBK Long 11.30 0.00 56 35 62 1.31 1.52 1.81 4.51 -4.11 1.10 -19.45 1.07
GSK Long 35.12 0.17 4,282 40 50 0.16 0.00 1.22 1.10 -0.79 1.39 -4.14 0.79
GT Long 30.65 2.37 4,730 30 43 0.27 -0.12 0.72 1.61 -0.75 2.15 -1.92 0.63
HABT Short 9.25 0.54 213 24 58 0.39 0.00 1.31 1.93 -1.76 1.10 -7.31 0.76
HBCP Short 41.24 0.71 27 41 41 0.02 0.11 0.66 1.27 -0.86 1.48 -4.63 0.08
HBHC Long 49.20 1.34 285 39 48 0.15 0.00 1.26 1.51 -1.15 1.31 -7.43 0.45
HBI Short 19.75 1.28 4,295 44 63 0.16 -0.12 1.13 0.80 -0.96 0.83 -2.55 0.92
HBIO Short 3.25 0.00 33 41 56 0.12 0.00 0.92 2.17 -2.51 0.86 -8.11 0.25
HBNC Long 27.19 1.95 56 45 48 0.34 0.00 1.38 1.47 -0.73 2.01 -2.11 1.53
HCOM Short 30.60 1.02 17 44 65 0.56 -0.32 2.62 1.39 -1.03 1.35 -4.45 2.27
HDV Short 86.06 0.19 139 36 52 0.10 -0.04 1.20 0.51 -0.36 1.42 -0.96 0.95
HLT Short 74.31 0.27 1,147 30 60 0.24 -0.34 1.25 1.26 -1.30 0.97 -3.32 0.79
HMST Long 29.90 1.36 137 34 55 0.11 0.18 1.07 1.25 -1.34 0.93 -4.41 0.36
HOV Long 2.60 4.42 1,560 34 61 0.94 0.60 1.73 2.51 -1.58 1.59 -3.86 1.54
HTBI Short 26.50 1.92 25 38 65 0.16 -0.14 1.44 0.70 -0.89 0.79 -3.50 0.94
HTH Short 23.12 0.83 314 42 47 0.37 0.06 1.47 1.70 -0.85 2.00 -2.59 1.26
IBB Long 308.33 -0.93 881 31 61 0.59 0.19 1.70 1.57 -0.96 1.64 -3.30 1.57
IDXX Long 155.40 0.34 395 41 68 0.51 0.45 2.13 1.08 -0.72 1.50 -1.34 2.96
IEC Short 4.34 6.04 36 40 70 0.73 -0.89 2.09 2.02 -2.28 0.89 -5.54 1.85
IEMG Short 56.78 0.53 6,495 46 52 0.07 0.00 1.01 0.70 -0.61 1.15 -2.29 0.49
IFV Long 21.92 0.18 123 26 50 0.13 0.01 1.06 0.78 -0.52 1.50 -2.01 0.72
MOAT Long 40.55 -0.27 59 42 54 0.20 0.14 1.67 0.71 -0.42 1.69 -1.66 1.69
MOFG Long 35.82 3.44 28 43 48 0.19 -0.03 1.02 1.29 -0.85 1.52 -2.56 0.69
MPLX Long 35.01 1.57 1,251 42 57 0.22 0.30 0.99 1.87 -1.99 0.94 -11.90 0.49
MRCC Short 14.53 -0.34 82 47 70 0.53 -0.34 3.79 0.95 -0.47 2.02 -1.44 3.45
MRLN Long 23.00 -0.22 21 37 45 0.34 -0.05 1.18 1.98 -1.06 1.87 -3.51 0.91
MSCI Long 127.19 0.48 240 47 57 0.12 0.09 1.45 0.75 -0.72 1.04 -1.94 0.85
MTW Long 40.34 312.05 818 37 64 1.17 0.90 1.44 3.08 -2.36 1.31 -5.30 2.01
MYRG Long 34.53 2.22 89 43 48 0.30 0.00 1.17 2.38 -1.69 1.41 -6.15 0.77
NBHC Short 32.32 0.44 110 37 62 0.33 -0.26 1.68 1.16 -1.03 1.13 -3.79 1.44
NEU Short 394.73 0.57 31 45 46 0.17 0.17 0.95 1.20 -0.73 1.64 -2.77 0.67
NFBK Short 17.03 1.37 88 40 50 0.13 -0.04 1.20 0.91 -0.64 1.42 -1.76 0.81
NHC Long 64.34 1.32 20 43 53 0.11 0.30 1.11 1.20 -1.13 1.06 -3.11 0.50
NTRI Short 48.70 -0.51 303 36 55 0.22 -0.38 1.03 1.64 -1.54 1.06 -3.16 0.70
NYT Long 17.70 0.28 1,067 38 47 0.28 -0.08 1.16 1.76 -1.06 1.66 -2.82 0.86
SBNY Short 131.24 1.02 222 42 45 0.21 0.13 1.03 1.56 -0.90 1.73 -2.68 0.77
SCHE Short 27.90 0.43 665 50 50 0.05 0.02 0.95 0.81 -0.72 1.13 -2.52 0.32
SCHM Long 51.83 0.37 188 41 53 0.09 0.07 1.10 0.60 -0.49 1.22 -1.52 0.75
SCI Long 35.61 -0.31 480 46 47 0.12 0.00 1.02 1.06 -0.75 1.41 -2.43 0.70
SCL Short 80.94 0.90 69 38 73 0.54 -0.48 2.20 1.31 -1.62 0.81 -4.13 1.80
SDOG Short 44.46 0.32 72 36 61 0.26 -0.15 1.84 0.75 -0.51 1.47 -1.71 1.50
SDY Short 93.15 0.11 410 42 45 0.10 0.08 1.11 0.63 -0.34 1.85 -1.09 0.96
SEAC Short 2.71 1.12 50 41 56 0.24 0.00 1.25 1.77 -1.71 1.04 -6.16 0.62
SINA Long 109.14 2.58 1,082 35 54 0.01 0.14 0.90 1.25 -1.45 0.86 -6.03 0.03
SLYV Short 127.69 0.70 51 44 50 0.06 -0.01 0.95 0.72 -0.59 1.22 -2.12 0.45
SMIT Short 2.10 4.47 84 46 76 0.43 0.00 1.53 1.58 -3.24 0.49 -9.75 0.98
SONC Long 25.12 1.45 866 38 65 0.44 0.51 1.59 1.39 -1.38 1.01 -3.76 1.48
SONS Short 7.58 3.69 459 40 67 0.22 -0.56 1.20 1.39 -2.21 0.63 -5.58 0.64
SP Long 37.90 1.20 179 36 44 0.03 -0.02 0.92 1.47 -1.13 1.30 -3.19 0.11
SPFF Short 12.27 0.00 75 39 64 0.09 -0.08 1.48 0.31 -0.30 1.03 -0.67 1.21
SPN Long 8.81 -1.56 2,330 38 50 0.50 0.00 0.97 3.62 -2.61 1.39 -10.94 0.72
SPSC Long 48.99 5.06 331 34 52 0.27 0.08 1.19 1.42 -1.01 1.41 -3.18 0.95
SSP Long 14.96 1.01 375 30 56 0.34 0.20 1.33 1.48 -1.15 1.29 -2.98 1.06
SSYS Long 21.31 1.57 627 39 66 0.39 0.62 1.80 1.84 -2.50 0.74 -8.61 0.90
STBZ Long 29.51 2.08 92 40 52 0.06 0.08 0.91 1.35 -1.36 0.99 -4.31 0.20
WYN Long 109.53 0.71 467 40 60 0.03 0.18 1.08 0.76 -1.07 0.71 -3.72 0.15
XBKS Short 33.24 3.13 218 41 48 0.19 0.12 0.96 2.28 -1.80 1.27 -4.68 0.45
XOXO Short 19.55 1.88 61 38 47 0.12 0.06 1.02 1.31 -0.95 1.38 -2.26 0.47
XSLV Long 46.82 0.53 103 33 66 0.22 0.14 1.79 0.63 -0.59 1.07 -1.54 1.39
YNDX Long 33.71 1.57 4,856 35 54 0.89 0.43 1.96 3.04 -1.68 1.81 -4.72 1.44
YUME Short 3.78 1.07 48 37 64 0.48 -0.57 1.21 1.84 -2.02 0.91 -6.46 1.22
ZAYO Short 36.41 3.03 3,009 22 50 0.33 0.00 1.20 1.56 -0.89 1.75 -2.14 0.95
APPF Long 44.85 2.75 145 17 52 0.67 0.78 1.57 2.43 -1.31 1.85 -3.04 1.22
CERC Long 1.18 4.42 182 7 57 5.56 0.25 3.65 10.77 -1.38 7.80 -1.81 1.14
CIGI Long 61.30 0.91 13 36 58 0.60 0.38 1.78 1.84 -1.12 1.64 -2.18 1.72
CTMX Long 20.47 0.79 279 8 62 0.89 0.99 1.06 2.44 -1.70 1.44 -2.57 0.98
DLTH Short 18.17 0.17 115 12 58 3.40 -0.26 2.72 7.42 -2.24 3.31 -3.40 1.38
EQBK Short 33.99 1.01 24 11 63 0.13 -0.36 0.97 0.90 -1.23 0.73 -1.54 0.37
CIBR Long 22.19 0.86 70 18 66 0.24 0.40 1.73 0.69 -0.66 1.05 -0.98 1.33
LOB Long 24.05 0.63 59 10 30 0.21 -0.40 0.57 2.77 -0.89 3.11 -1.57 0.35
MESO Short 5.05 0.40 30 8 62 0.38 -0.76 0.72 4.00 -5.65 0.71 -9.13 0.18
MB Short 33.70 1.51 275 14 57 0.02 -0.18 0.74 1.41 -1.82 0.77 -3.11 0.04
RGNX Long 27.80 0.91 225 9 44 0.43 -0.53 0.41 3.93 -2.37 1.66 -4.12 0.28
SBOT Long 1.13 -0.42 23 41 56 1.07 0.76 1.28 4.18 -2.92 1.43 -6.35 1.38
SBBP Short 5.95 5.31 188 11 72 2.39 -2.42 3.28 4.23 -2.51 1.69 -3.62 1.88
WEB Long 22.80 0.00 182 36 52 0.06 0.23 0.89 1.45 -1.49 0.97 -3.84 0.19
BETR Short 5.56 -0.54 539 9 77 1.51 -1.32 2.46 2.64 -2.44 1.08 -4.00 1.19
CNXC Short 14.35 5.51 67 18 61 0.23 -0.76 1.06 1.63 -1.96 0.83 -4.98 0.44
HLI Long 43.42 2.38 221 12 50 0.08 -0.08 0.59 0.58 -0.42 1.38 -1.00 0.37
INST Long 35.20 1.88 168 8 75 0.90 0.73 8.00 1.29 -0.28 4.61 -0.34 2.21
JAX Long 9.85 1.03 15 11 63 0.64 0.90 1.30 2.07 -1.86 1.11 -3.50 0.85
RENX Long 22.88 1.10 33 38 57 0.06 0.27 0.95 0.80 -0.94 0.85 -5.19 0.30
SOJA Short 26.94 0.22 26 12 50 0.09 0.01 1.09 0.49 -0.31 1.58 -1.11 0.56