paststat loader
as on: Sep-18 10:00
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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:
CCI moved above 200 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
IOTS Long 6.38 0.79 563 22 45 0.80 0.00 0.75 5.42 -3.04 1.78 -7.50 0.60
GNMX Short 1.34 6.35 83 21 47 0.65 0.35 1.42 4.05 -2.44 1.66 -7.45 0.56
BBBY Long 19.29 6.57 7,148 18 61 0.32 0.56 0.90 1.53 -1.60 0.96 -3.40 0.69
CSTE Short 19.90 5.29 179 19 57 0.37 -0.27 1.87 1.55 -1.25 1.24 -2.61 0.86
CATS Short 12.87 19.37 452 15 73 1.66 -0.74 1.57 3.77 -4.14 0.91 -15.45 1.07
CDK Long 63.01 0.06 413 26 46 0.14 -0.11 1.25 1.14 -0.72 1.58 -2.00 0.62
CHMA Short 2.85 4.32 210 13 69 1.00 -3.93 2.48 5.36 -8.80 0.61 -14.29 0.47
CNSL Short 13.15 1.66 481 19 47 0.04 0.04 0.72 1.20 -1.00 1.20 -1.89 0.12
CRAY Long 22.95 7.75 414 17 41 0.61 -0.73 1.16 3.80 -1.63 2.33 -2.83 0.75
EBAYL Short 26.48 0.95 79 18 72 0.16 -0.15 1.65 0.38 -0.41 0.93 -0.83 1.24
ESRX Long 95.48 4.20 5,907 21 52 0.04 0.01 0.69 1.03 -1.05 0.98 -2.93 0.13
FTR Short 6.31 8.98 4,799 12 50 1.03 0.59 0.36 5.09 -3.03 1.68 -6.45 0.63
FTEK Long 1.40 4.48 103 16 37 0.57 -0.89 1.00 5.88 -2.62 2.24 -6.12 0.49
HJLI Short 2.41 7.44 102 0 0 0.00 0.00 727,878.28 0.00 0.00 0.00 0.00 0.00
HQCL Long 8.67 2.24 96 23 47 2.01 0.00 1.83 5.91 -1.56 3.79 -5.92 1.22
HSIC Short 84.62 1.73 481 27 51 0.04 0.00 0.83 0.63 -0.60 1.05 -1.27 0.26
ITUS Long 4.44 8.29 274 11 72 9.84 9.64 12.72 15.45 -5.13 3.01 -12.82 2.03
JBLU Short 19.71 2.66 2,669 30 60 0.48 -0.72 1.78 1.52 -1.08 1.41 -2.76 1.64
MITL Long 11.04 0.23 990 16 37 0.28 0.00 0.75 1.73 -0.59 2.93 -2.79 0.59
MTSC Short 54.70 0.37 52 20 55 0.03 -0.21 0.92 1.21 -1.42 0.85 -2.65 0.09
OBSV Short 16.31 10.73 399 11 63 0.60 -0.24 0.69 3.30 -4.13 0.80 -5.99 0.37
PCAR Short 70.61 0.44 755 24 54 0.15 -0.08 1.23 0.86 -0.68 1.26 -1.35 0.78
PFG Long 56.89 0.18 1,295 23 43 0.17 -0.05 1.15 1.21 -0.64 1.89 -1.81 0.67
RDNT Long 14.98 6.02 399 24 45 0.54 0.00 1.27 2.49 -1.10 2.26 -4.81 0.97
RBB Short 29.63 3.47 132 8 62 0.07 -0.02 0.46 0.41 -0.50 0.82 -1.01 0.28
RECN Long 17.43 1.31 130 27 74 0.55 0.62 3.66 1.00 -0.73 1.37 -1.95 2.68
SAEX Short 8.12 1,754.34 63 12 91 11.29 -5.00 220.57 12.86 -5.92 2.17 -5.92 2.52
SIR Short 21.75 8.05 4,755 19 63 0.43 -0.37 2.26 0.99 -0.53 1.87 -1.88 1.74
SNMX Long 1.48 39.15 9,475 17 52 0.28 0.23 1.83 2.13 -1.80 1.18 -4.26 0.46
TGLS Short 9.73 1.35 37 23 69 0.27 -0.62 1.13 1.84 -3.31 0.56 -13.58 0.35
ATU Short 29.93 1.79 175 25 60 0.24 -0.37 0.99 1.34 -1.43 0.94 -3.08 0.63
ADS Long 246.26 1.77 394 18 50 0.04 0.00 0.83 1.15 -1.08 1.06 -3.38 0.11
AU Long 8.34 3.15 2,875 23 56 0.71 0.23 1.17 2.47 -1.58 1.56 -4.33 1.07
AVH Long 5.78 4.58 33 17 58 0.70 0.59 1.50 2.33 -1.63 1.43 -4.84 1.09
BERY Long 50.29 0.93 519 23 52 0.21 0.09 1.11 1.37 -1.05 1.30 -2.79 0.60
BT Long 15.15 1.68 521 27 59 0.23 0.33 1.36 0.91 -0.78 1.17 -1.91 1.10
CAT Long 146.02 1.39 2,860 28 50 0.31 0.09 1.30 1.20 -0.58 2.07 -1.54 1.47
CLPR Long 12.29 1.24 24 7 71 2.25 1.40 4.24 3.52 -0.94 3.74 -1.59 1.82
UFS Long 54.10 1.01 664 22 59 0.52 0.43 1.56 1.51 -0.92 1.64 -2.73 1.49
EGP Long 98.63 0.38 81 26 65 0.23 0.27 1.85 0.66 -0.59 1.12 -1.13 1.60
EDR Short 41.48 0.05 2,071 20 50 0.07 -0.07 0.91 1.29 -1.14 1.13 -2.28 0.21
EQC Short 32.42 0.43 303 23 43 0.01 0.09 0.73 0.80 -0.60 1.33 -1.66 0.05
FII Short 24.31 2.90 816 25 64 0.55 -0.43 2.49 1.26 -0.70 1.80 -1.64 2.01
GMRE Long 9.90 2.48 210 10 50 0.15 0.51 0.84 1.75 -1.44 1.22 -3.47 0.24
HII Short 256.49 1.53 179 29 41 0.35 0.09 1.75 2.00 -0.82 2.44 -2.69 1.00
IDT Long 5.45 0.55 56 21 47 0.16 -0.17 0.84 4.08 -3.42 1.19 -12.14 0.15
IRT Long 10.47 1.65 888 20 45 0.01 -0.06 0.65 0.96 -0.76 1.26 -2.20 0.04
JCP Long 1.89 1.07 7,105 20 45 0.22 -0.14 0.99 4.05 -2.91 1.39 -8.55 0.19
KAI Short 106.85 1.86 73 27 55 0.15 -0.88 1.12 1.84 -1.95 0.94 -5.22 0.33
KT Short 14.23 1.39 613 33 54 0.40 -0.34 1.73 1.38 -0.77 1.79 -1.92 1.65
MOS Long 32.04 4.18 5,094 26 50 0.10 0.03 1.04 1.27 -1.07 1.19 -3.76 0.33
NLSN Short 27.55 0.77 3,120 16 62 0.24 -0.33 1.11 1.22 -1.39 0.88 -2.42 0.61
OOMA Long 16.35 -1.36 233 18 50 1.02 0.48 1.58 3.69 -1.65 2.24 -5.15 1.32
PH Long 187.56 0.44 394 21 57 0.40 0.56 1.76 1.27 -0.76 1.67 -1.80 1.36
PBFX Long 22.25 1.77 74 24 33 0.16 -0.25 0.84 1.89 -0.71 2.66 -2.27 0.48
PNR Short 44.34 0.58 1,048 22 72 0.54 -0.43 2.62 1.07 -0.88 1.22 -2.20 2.06
RBS Short 6.67 2.38 371 27 70 0.20 -0.30 1.47 0.84 -1.33 0.63 -2.70 0.79
SDRL Short 20.88 2.96 746 17 52 0.20 0.00 0.10 8.60 -9.26 0.93 -26.09 0.07
SEE Short 41.99 0.89 761 22 54 0.30 -0.07 1.61 1.20 -0.79 1.52 -1.53 1.12
SQM Short 47.13 2.57 605 26 50 0.04 0.04 0.54 1.89 -1.80 1.05 -4.32 0.08
TXT Long 71.04 0.77 808 18 44 0.13 -0.20 0.90 1.49 -0.95 1.57 -2.28 0.38
TMST Long 14.36 1.06 169 16 62 0.96 0.26 1.35 2.55 -1.68 1.52 -4.29 1.29
NXE Short 2.07 5.08 296 4 100 2.18 -1.50 727,878.28 2.18 0.00 0.00 0.00 1.59
BKLN Long 23.16 0.14 2,797 21 52 0.00 0.04 0.81 0.09 -0.09 1.00 -0.26 0.00
BSCJ Long 21.11 0.14 118 34 35 0.00 0.00 0.72 0.10 -0.05 2.00 -0.14 0.00
EWI Long 28.32 1.63 238 20 50 0.03 0.07 0.83 0.94 -0.87 1.08 -1.61 0.13
VRIG Short 25.14 0.06 48 22 63 0.02 -0.01 1.85 0.06 -0.05 1.20 -0.08 1.34
XLI Long 79.12 0.15 5,793 23 56 0.01 0.05 0.67 0.51 -0.63 0.81 -1.07 0.07