paststat loader
as on: Feb-17 09:30
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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:
Intraday Low crossed below LBB 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ADXS Short 2.51 -4.92 755 39 56 0.23 -0.84 0.67 3.60 -4.13 0.87 -15.34 0.28
AMDA Short 2.22 -14.62 78 49 59 0.50 -0.03 0.58 4.13 -4.77 0.87 -13.85 0.57
ANET Long 249.49 -18.99 8,855 32 50 0.30 -0.13 0.99 3.46 -2.85 1.21 -8.58 0.37
APRI Short 1.04 -67.40 18,770 61 60 1.13 -0.65 0.81 4.16 -3.53 1.18 -18.91 1.53
BKD Long 9.20 0.00 2,098 58 48 0.15 -0.05 1.00 1.94 -1.53 1.27 -4.48 0.49
BPL Long 48.39 -5.36 983 55 47 0.15 -0.25 1.04 1.90 -1.42 1.34 -7.40 0.49
CGI Short 4.35 1.16 512 54 61 0.91 -0.40 1.30 2.86 -2.15 1.33 -5.10 1.88
CLD Long 3.35 -21.73 4,450 50 48 0.43 0.00 1.17 3.49 -2.39 1.46 -10.23 0.70
COHU Long 19.31 -15.75 1,480 57 56 0.01 0.31 0.86 1.50 -1.89 0.79 -5.55 0.03
CYTK Short 8.03 -7.23 782 36 63 0.32 -1.12 1.16 2.36 -3.30 0.72 -10.31 0.56
DHY Short 2.71 -0.73 340 47 61 0.29 -0.32 1.61 1.01 -0.88 1.15 -2.20 1.56
DM Short 25.95 -4.95 2,007 46 50 0.12 -0.15 1.00 1.94 -1.70 1.14 -6.84 0.34
DOOR Short 68.40 3.25 475 54 50 0.11 0.04 1.08 1.35 -1.14 1.18 -3.64 0.49
DWSN Long 5.36 -5.63 223 53 45 0.04 -0.38 0.79 3.22 -2.59 1.24 -7.61 0.08
ECHO Short 27.85 -3.30 487 42 64 1.10 -0.90 2.15 2.62 -1.64 1.60 -6.08 1.87
ENBL Short 14.37 -2.71 261 53 60 0.67 -0.56 1.46 2.10 -1.52 1.38 -3.71 1.79
ENT Short 1.72 -6.01 1,620 53 58 0.29 -0.35 0.99 2.05 -2.19 0.94 -6.44 0.78
FAC Long 1.03 -9.65 22 80 45 0.18 0.00 1.10 3.52 -2.56 1.38 -9.55 0.36
FLRN Long 30.73 -0.03 1,488 60 53 0.01 0.02 1.11 0.07 -0.06 1.17 -0.26 0.86
FOMX Short 5.86 -2.66 48 34 58 0.30 -0.62 1.11 2.80 -3.27 0.86 -8.27 0.47
GLOG Long 17.95 -9.80 969 51 54 0.17 0.17 1.02 2.45 -2.62 0.94 -10.12 0.35
HLIT Long 2.95 -8.53 1,196 50 44 0.22 -0.07 1.03 2.41 -1.50 1.61 -4.08 0.62
HYMB Short 55.25 -0.49 455 34 52 0.07 -0.03 0.95 0.32 -0.22 1.45 -0.65 0.78
IBMI Short 25.40 0.08 50 46 67 0.02 0.00 1.16 0.09 -0.14 0.64 -0.51 0.87
IPGP Long 239.36 -7.61 1,506 37 51 0.30 0.17 0.78 2.25 -1.76 1.28 -4.64 0.59
JO Long 14.70 -3.54 922 44 56 0.56 0.29 1.71 2.02 -1.35 1.50 -3.60 1.67
JUNO Short 85.10 -0.41 3,048 26 65 1.32 -1.16 2.52 3.51 -2.80 1.25 -6.77 1.68
JYNT Short 5.13 -0.19 10 46 67 0.98 -0.82 1.81 2.56 -2.28 1.12 -5.99 2.01
KND Short 8.95 -0.56 2,416 47 63 0.69 -0.55 1.67 2.46 -2.45 1.00 -10.41 1.30
MCHX Long 3.27 -6.30 280 48 50 0.58 0.17 0.79 3.40 -2.24 1.52 -10.60 0.95
MDRX Short 13.83 -6.81 9,138 55 47 0.10 0.08 1.17 1.50 -1.15 1.30 -5.70 0.43
MDXG Long 14.47 -6.22 3,392 45 64 0.86 1.10 1.91 2.79 -2.65 1.05 -11.16 1.57
NAV Long 38.52 -1.76 1,549 41 48 0.15 -0.14 0.66 3.83 -3.37 1.14 -16.98 0.19
OAK Long 42.20 -0.35 541 50 50 0.14 0.00 1.07 1.18 -0.89 1.33 -5.49 0.63
PDFS Long 11.66 -14.33 1,064 47 46 0.04 -0.14 0.71 2.46 -2.10 1.17 -7.57 0.08
PVI Long 24.92 -0.04 32 26 34 0.00 0.00 0.74 0.09 -0.05 1.80 -0.36 0.00
PXLW Long 4.51 -15.70 2,307 45 51 0.64 0.37 1.17 3.02 -1.85 1.63 -5.32 1.19
R Long 76.43 -9.81 2,033 46 60 0.01 0.42 0.98 1.46 -2.24 0.65 -6.39 0.03
SEP Long 39.86 -2.83 872 48 50 0.22 0.04 1.15 1.37 -0.93 1.47 -3.20 0.90
SIGI Long 58.70 0.26 171 48 58 0.49 0.41 2.83 1.27 -0.59 2.15 -1.68 2.93
SKX Long 39.19 -0.71 2,557 35 57 1.32 0.56 1.17 3.75 -1.94 1.93 -6.13 1.07
TLI Short 10.48 -0.29 16 34 58 0.15 -0.18 1.43 0.57 -0.44 1.30 -0.98 1.32
VFC Long 74.64 -11.08 10,015 46 58 0.38 0.28 1.69 1.38 -1.03 1.34 -2.93 1.56
WEA Long 12.93 -0.08 40 44 47 0.01 0.00 0.83 0.66 -0.58 1.14 -2.15 0.07
WIA Short 11.58 -0.43 79 32 56 0.06 -0.13 1.31 0.37 -0.33 1.12 -0.67 0.83
ANDA Short 10.15 -1.93 51 8 75 0.04 0.00 0.35 0.10 -0.15 0.67 -0.20 0.55
ANDAW Long 1.86 12.48 56 14 21 2.53 0.00 0.12 17.66 -1.60 11.04 -6.43 0.72
EAGLU Short 10.00 0.00 135 25 76 0.11 0.00 0.58 0.40 -0.82 0.49 -1.69 0.49
SPNE Short 9.92 -0.70 18 43 48 0.44 0.40 1.18 2.66 -1.69 1.57 -4.00 0.90
KHC Long 70.80 -2.63 14,643 32 40 0.23 -0.10 0.78 2.16 -1.09 1.98 -4.14 0.52
SPXC Short 30.94 -1.15 514 45 55 0.20 -0.37 1.03 1.96 -2.00 0.98 -8.23 0.51