paststat loader
as on :Feb-24
+
  • 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:
MACD Histogram turns +'ve in uptrend 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ACSF Short 12.95 0.78 49 16 50 0.09 0.04 0.87 0.73 -0.55 1.33 -1.61 0.39
ADTN Short 21.65 0.93 199 25 60 1.01 -0.69 2.62 2.38 -1.04 2.29 -1.94 2.16
ARII Long 48.60 7.99 228 15 53 0.00 0.50 0.59 1.98 -2.25 0.88 -5.00 0.00
BLUE Long 82.00 4.73 770 13 69 1.86 1.51 2.27 3.72 -2.34 1.59 -7.09 1.65
BSCJ Short 21.25 0.05 243 38 71 0.06 -0.05 2.39 0.13 -0.11 1.18 -0.29 2.38
BSJJ Short 24.49 0.20 161 11 63 0.07 -0.08 1.08 0.21 -0.17 1.24 -0.25 0.83
BSJK Long 24.71 0.04 148 14 57 0.01 0.05 0.73 0.13 -0.15 0.87 -0.39 0.21
BSJM Short 25.40 0.08 34 8 75 0.19 -0.08 1.29 0.35 -0.29 1.21 -0.37 1.00
BTZ Short 13.18 0.46 230 25 56 0.07 0.00 1.13 0.31 -0.24 1.29 -0.45 0.91
BWG Long 12.69 0.95 284 14 71 0.32 0.39 2.66 0.63 -0.46 1.37 -1.16 1.84
CACC Long 200.79 1.21 134 22 54 0.90 0.90 2.49 2.53 -1.05 2.41 -3.09 1.82
CASH Long 87.05 -2.95 92 29 62 0.38 0.52 1.40 1.53 -1.50 1.02 -3.78 0.96
CIO Short 13.15 0.31 91 17 52 0.08 0.00 0.90 0.67 -0.59 1.14 -1.55 0.40
CLCT Short 23.60 1.24 22 29 37 0.13 0.25 0.91 1.82 -0.91 2.00 -2.21 0.42
CMU Long 4.66 0.14 17 27 48 0.04 0.00 0.88 0.72 -0.58 1.24 -1.61 0.24
CONE Long 49.91 4.74 5,233 29 68 0.55 0.38 2.83 1.22 -0.94 1.30 -1.95 2.16
COR Long 90.02 1.31 342 38 47 0.33 -0.06 1.71 1.53 -0.76 2.01 -3.49 1.36
CRTO Long 48.00 2.13 1,041 18 50 0.22 0.03 0.82 2.19 -1.75 1.25 -5.62 0.34
CRUS Long 55.66 0.29 1,430 26 50 0.26 -0.03 0.70 2.25 -1.73 1.30 -4.25 0.52
CRVL Short 41.00 1.23 30 22 54 0.00 -0.03 0.83 1.07 -1.28 0.84 -2.60 0.00
DRAD Long 5.25 9.95 173 33 45 0.10 -0.18 0.73 2.27 -1.70 1.34 -8.90 0.20
DST Short 119.25 0.24 107 29 65 0.15 -0.26 1.33 0.65 -0.82 0.79 -4.51 0.74
EBND Long 27.82 -0.07 11 14 64 0.24 0.15 2.67 0.52 -0.26 2.00 -0.73 1.66
EQY Long 32.00 0.28 1,041 38 50 0.03 0.01 0.87 0.83 -0.76 1.09 -1.77 0.18
ESE Long 55.50 0.63 55 27 48 0.11 -0.21 0.92 1.29 -0.98 1.32 -1.93 0.40
EWS Long 22.30 -0.40 413 12 41 0.00 -0.28 0.39 0.68 -0.48 1.42 -0.81 0.00
EXCU Short 49.62 1.02 44 10 50 0.25 -0.12 1.22 0.92 -0.42 2.19 -0.85 0.90
FIX Short 38.65 17.66 687 27 66 0.38 -0.28 1.55 1.33 -1.52 0.88 -5.08 1.06
FLTR Short 25.17 0.08 30 63 76 0.07 -0.04 4.99 0.11 -0.06 1.83 -0.16 4.54
FPI Short 11.41 -0.17 329 14 50 0.02 -0.14 0.74 1.15 -1.10 1.05 -1.97 0.05
FSP Short 12.49 0.00 288 32 65 0.14 -0.24 1.07 0.85 -1.20 0.71 -2.05 0.64
FT Short 7.03 0.29 41 23 69 0.20 -0.27 1.53 0.61 -0.74 0.82 -1.37 1.16
GLTR Short 64.17 0.80 18 9 44 0.13 0.04 1.10 0.80 -0.40 2.00 -0.85 0.56
GNMK Long 11.25 2.83 223 18 38 0.02 -0.54 0.42 4.96 -3.12 1.59 -15.68 0.01
GTY Long 26.57 1.07 75 23 60 0.33 0.05 2.01 0.86 -0.50 1.72 -1.05 1.46
INCY Long 131.21 7.59 9,229 29 58 0.28 0.07 0.80 2.43 -2.76 0.88 -6.93 0.45
INTC Short 36.53 0.97 18,563 27 62 0.39 -0.26 2.00 0.98 -0.61 1.61 -1.50 1.95
KTWO Long 20.75 1.47 139 9 77 2.08 2.06 9.52 2.86 -0.68 4.21 -0.99 2.94
LAND Long 12.81 1.18 40 12 50 0.37 0.05 1.28 1.58 -0.85 1.86 -2.05 0.87
MELI Long 207.79 3.99 995 22 63 0.10 0.29 0.74 1.06 -1.57 0.68 -3.42 0.30
MMLP Long 20.00 1.78 278 18 55 0.05 0.33 0.73 1.20 -1.39 0.86 -2.95 0.13
MOD Short 11.70 2.18 419 23 65 0.88 -0.47 1.86 2.13 -1.46 1.46 -3.57 1.50
MSA Long 70.68 1.87 353 25 64 0.06 0.26 0.95 1.23 -2.02 0.61 -5.70 0.14
MSD Short 9.53 0.11 60 19 68 0.13 -0.11 1.37 0.41 -0.47 0.87 -1.02 1.02
MTZ Long 40.10 8.23 2,790 26 46 0.11 -0.07 0.70 2.26 -1.74 1.30 -7.28 0.19
NGVC Short 12.46 0.56 58 10 50 0.13 0.26 0.56 2.34 -2.09 1.12 -3.45 0.15
NVRO Short 98.97 5.01 1,255 11 27 0.00 0.49 0.36 1.65 -0.61 2.70 -0.90 0.00
OMC Short 86.16 0.96 1,216 32 53 0.09 -0.27 1.01 1.04 -0.99 1.05 -2.08 0.41
PFF Long 38.74 0.21 1,472 31 67 0.06 0.08 1.89 0.16 -0.15 1.07 -0.50 1.78
PFXF Short 20.10 0.25 91 21 61 0.01 -0.10 0.95 0.18 -0.26 0.69 -0.77 0.17
PGF Short 18.63 0.22 345 27 51 0.01 0.00 0.95 0.16 -0.15 1.07 -0.22 0.27
QPAC Short 10.10 0.50 319 10 90 0.15 0.00 9.00 0.18 -0.10 1.80 -0.10 1.87
QTS Short 52.42 2.64 588 25 64 0.25 -0.19 1.23 1.04 -1.15 0.90 -3.51 0.76
RAIL Short 14.64 3.24 176 14 57 0.24 -0.41 1.25 1.28 -1.14 1.12 -2.39 0.59
RIF Long 21.66 1.21 30 24 58 0.24 0.20 1.74 0.72 -0.42 1.71 -0.91 1.55
RQI Short 13.08 1.16 196 27 55 0.05 -0.08 0.74 0.70 -0.77 0.91 -2.22 0.26
SHV Short 110.39 0.02 1,243 51 94 0.01 0.00 6.18 0.01 -0.02 0.50 -0.03 6.73
SLVO Long 9.28 0.96 28 6 66 0.20 0.43 0.94 0.82 -1.04 0.79 -1.12 0.48
SNHY Long 38.88 3.10 57 24 45 0.04 -0.34 0.54 1.86 -1.49 1.25 -3.41 0.08
TDTT Short 24.91 0.14 104 15 66 0.02 0.00 1.17 0.08 -0.10 0.80 -0.21 0.72
TLP Short 46.13 0.70 64 27 59 0.14 -0.12 1.04 1.41 -1.72 0.82 -3.30 0.37
TREE Long 123.40 0.94 421 32 65 1.24 0.37 1.34 2.72 -1.57 1.73 -3.88 1.57
TSI Short 5.51 0.00 123 30 80 0.34 -0.35 6.26 0.50 -0.28 1.79 -0.55 3.53
TSL Long 10.49 2.84 4,776 15 40 1.07 -0.19 1.00 4.28 -1.07 4.00 -3.78 0.91
TWX Long 97.28 0.23 2,481 35 62 0.07 0.23 1.08 0.58 -0.80 0.72 -2.59 0.47
UNH Long 163.06 0.28 2,707 39 56 0.21 0.10 1.23 0.99 -0.79 1.25 -1.52 1.16
VTIP Long 49.51 0.18 429 15 60 0.03 0.04 2.66 0.07 -0.03 2.33 -0.10 1.87
VVC Long 56.19 0.90 406 34 61 0.12 0.30 1.06 0.91 -1.15 0.79 -2.36 0.56
VWOB Short 79.62 0.31 83 19 47 0.02 0.01 0.93 0.26 -0.20 1.30 -0.49 0.31
WAGE Long 78.75 8.02 592 25 52 0.58 0.07 1.22 2.16 -1.12 1.93 -5.08 1.12
WDAY Short 89.66 1.67 2,321 22 63 0.25 -0.39 1.38 1.08 -1.19 0.91 -3.75 0.82
WIA Long 11.51 0.52 42 20 60 0.07 0.08 1.34 0.27 -0.24 1.13 -0.44 0.98
WPC Short 64.32 0.69 330 30 63 0.39 -0.17 1.76 1.08 -0.80 1.35 -1.58 1.62
RGNX Long 17.35 1.76 89 4 50 1.23 -0.66 0.04 5.28 -2.83 1.87 -4.12 0.39
SPXC Long 26.92 10.78 804 25 72 0.39 0.66 1.22 1.48 -2.40 0.62 -8.57 0.76
THW Long 14.42 0.77 84 3 66 1.25 1.27 1.27 2.38 -1.00 2.38 -1.00 0.97