paststat loader
as on: Jun-22 12:30
+
  • 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:
Open -5% 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ACAD Long 15.95 -57.36 3,309 60 55 0.52 0.78 1.03 3.43 -3.04 1.13 -13.31 0.95
ACHN Short 2.83 -66.78 1,249 44 40 0.34 0.83 0.56 6.03 -3.61 1.67 -17.49 0.20
ADTN Short 14.30 -21.60 878 8 50 0.13 0.08 0.52 2.60 -2.33 1.12 -4.03 0.11
AETI Long 1.27 -11.81 932 118 44 0.22 0.00 0.91 4.86 -3.56 1.37 -12.92 0.43
AFMD Long 1.73 -43.07 771 117 49 0.09 0.00 0.75 4.72 -4.46 1.06 -43.07 0.14
AGEN Short 2.50 -37.97 2,564 72 51 0.14 -0.06 1.05 3.11 -3.00 1.04 -7.91 0.31
AKAO Short 12.45 164.89 1,234 88 52 0.02 -0.23 0.87 3.36 -3.62 0.93 -17.76 0.04
ALKS Long 43.65 5.51 2,029 25 56 0.41 0.58 1.07 2.58 -2.35 1.10 -7.61 0.63
AMD Long 15.65 197.53 95,226 39 64 0.73 0.76 1.89 3.42 -4.06 0.84 -9.16 1.02
AMRN Short 3.00 46.34 4,461 47 59 0.65 -0.32 1.22 3.66 -3.77 0.97 -12.66 0.83
AQXP Long 14.72 -5.88 135 78 44 0.62 -0.34 0.48 7.14 -4.69 1.52 -67.48 0.30
ARAY Long 3.93 -19.40 1,601 25 52 0.51 0.15 0.70 4.24 -3.53 1.20 -16.11 0.44
AREX Short 2.39 -4.78 459 148 53 0.33 0.00 1.06 5.06 -5.09 0.99 -19.88 0.59
ARNA Long 44.54 2,320.65 1,028 69 56 1.85 1.23 1.10 5.95 -3.48 1.71 -9.91 1.38
ASCMA Long 2.49 -86.10 1,941 67 52 0.28 0.20 1.01 4.11 -3.90 1.05 -20.92 0.36
ASTC Long 4.42 -11.24 932 88 60 2.13 1.26 3.37 4.69 -1.75 2.68 -6.12 3.69
BCLI Long 4.12 -6.58 267 60 58 0.03 0.64 0.87 3.29 -4.53 0.73 -13.51 0.05
BLCM Short 7.64 -37.27 1,214 87 42 0.10 0.96 0.87 4.87 -3.43 1.42 -10.44 0.15
BOX Short 27.61 144.77 7,651 27 51 0.83 -0.11 1.58 3.65 -2.21 1.65 -7.53 1.11
BRZU Long 17.69 -10.87 2,197 126 54 0.47 0.96 1.01 5.81 -6.01 0.97 -48.38 0.64
CASI Long 5.71 371.90 5,152 116 51 0.92 0.59 0.96 5.17 -3.63 1.42 -17.76 1.50
CCXI Long 11.50 142.11 353 72 44 0.96 -0.30 1.08 6.31 -3.32 1.90 -11.41 0.95
CFRX Long 2.48 -6.06 136 123 48 0.93 0.00 1.46 4.88 -2.82 1.73 -12.55 2.02
CHRS Short 16.30 4.69 569 68 55 0.70 -0.52 1.10 4.54 -4.16 1.09 -13.97 0.94
CIR Short 39.29 -32.37 465 15 60 0.43 -0.45 0.80 2.31 -2.39 0.97 -5.40 0.51
CLIR Long 1.85 -2.63 71 99 43 0.32 0.00 1.02 3.74 -2.30 1.63 -11.61 0.76
CMCM Short 10.32 2.58 1,213 76 43 0.04 0.44 0.87 4.03 -3.02 1.33 -7.49 0.07
CPRX Long 3.18 324.00 653 83 48 3.61 0.00 0.79 11.66 -3.89 3.00 -10.65 0.92
CRIS Long 2.14 35.44 624 120 53 0.65 0.58 1.16 4.15 -3.35 1.24 -17.12 1.24
CSTM Long 11.05 156.98 1,601 50 54 0.04 0.45 0.62 3.51 -4.03 0.87 -29.38 0.05
CTRV Short 1.54 -3.14 289 173 59 0.51 -0.72 1.32 5.03 -6.13 0.82 -75.38 0.73
DDD Long 14.19 7.50 3,033 42 45 0.15 -0.46 0.88 4.25 -3.23 1.32 -7.42 0.22
DEST Long 5.84 -10.29 374 65 50 0.73 0.14 1.02 4.76 -3.43 1.39 -12.86 0.79
DHX Long 2.55 -5.56 622 58 36 0.87 0.00 1.25 5.26 -1.63 3.23 -8.33 1.50
DWSN Long 7.44 -5.34 128 61 40 0.23 -0.63 0.93 4.64 -2.82 1.65 -10.82 0.37
EBR Short 3.38 -6.11 643 29 58 0.58 -0.53 1.14 2.91 -2.73 1.07 -7.80 0.84
EDN Short 42.44 168.44 114 30 60 0.14 -0.43 1.04 2.54 -3.47 0.73 -11.49 0.19
EGY Long 2.40 142.42 968 102 48 2.16 0.00 1.93 7.22 -2.52 2.87 -8.09 1.48
ELGX Short 5.75 -53.82 669 42 52 0.24 -0.12 1.15 3.12 -2.93 1.06 -11.08 0.36
EMES Short 7.34 -6.02 395 124 53 0.63 -0.72 1.19 5.18 -4.54 1.14 -22.67 1.05
EPE Short 2.79 -53.50 1,283 129 56 0.28 -0.19 1.04 3.32 -3.68 0.90 -15.89 0.68
EPZM Long 15.00 31.12 326 96 48 0.19 0.00 0.77 3.95 -3.42 1.15 -27.22 0.33
ESPR Long 38.28 -8.86 1,098 93 51 0.25 0.42 0.70 5.32 -5.16 1.03 -47.76 0.28
FCEL Long 1.37 -75.23 6,208 90 46 0.65 0.00 0.99 5.25 -3.38 1.55 -16.62 0.98
FOMX Long 5.05 -15.41 105 46 47 0.29 -0.10 0.87 3.99 -3.10 1.29 -12.91 0.42
FORD Long 1.72 40.98 1,518 80 57 2.76 0.98 1.35 7.47 -3.61 2.07 -19.16 1.48
FSNN Long 3.58 -5.04 303 97 49 0.13 0.00 0.86 3.74 -3.41 1.10 -10.99 0.28
FTR Long 6.70 43.97 8,232 50 56 0.04 0.40 0.83 3.35 -4.18 0.80 -11.18 0.05
GEN Short 2.59 -4.43 684 68 55 0.29 0.00 0.90 3.41 -3.66 0.93 -9.71 0.52
GERN Short 3.53 29.30 4,295 64 48 0.11 0.43 0.86 4.12 -3.65 1.13 -23.74 0.15
GEVO Short 8.03 -33.08 8,580 231 61 0.35 0.00 1.49 6.14 -9.06 0.68 -261.82 0.27
GLF Short 31.86 702.52 49 126 64 1.30 -0.43 1.85 4.53 -4.52 1.00 -25.93 2.24
GLYC Long 14.89 -5.88 469 70 48 0.26 0.00 0.90 4.35 -3.61 1.20 -17.84 0.37
GOGO Short 5.02 -39.08 1,840 29 68 1.69 -1.18 1.56 3.75 -2.89 1.30 -5.91 1.29
GPRK Long 19.53 -6.96 650 61 50 1.09 0.21 1.47 4.53 -2.46 1.84 -8.64 1.69
HNRG Long 7.27 79.43 80 39 69 1.05 1.05 1.96 2.68 -2.62 1.02 -9.09 1.99
HWKN Long 35.00 -16.27 77 6 66 1.24 1.75 2.68 2.51 -1.29 1.95 -1.79 1.44
IMDZ Short 4.45 -54.31 211 139 63 0.89 -1.08 1.40 4.46 -5.27 0.85 -28.94 1.61
IMMY Short 2.31 -3.75 30 77 64 0.34 -0.83 0.90 2.80 -4.22 0.66 -21.08 0.62
ITCI Short 18.46 -50.68 412 79 51 0.08 -0.19 0.88 3.52 -3.63 0.97 -9.71 0.15
LIFE Short 1.17 -8.59 2,614 93 59 1.12 -0.23 1.48 4.47 -3.73 1.20 -14.71 1.66
LOV Long 10.87 -5.97 37 50 46 21.01 0.00 0.42 49.30 -3.09 15.95 -8.45 1.01
MBII Long 1.64 95.24 384 172 41 0.14 -0.01 0.83 4.70 -3.14 1.50 -13.10 0.35
MC Short 61.10 156.36 920 5 80 2.47 -2.00 1.98 3.77 -2.76 1.37 -2.76 1.37
MED Long 154.30 -12.59 780 7 85 2.99 2.79 6.36 3.94 -2.65 1.49 -2.65 2.10
MEIP Long 4.25 -8.01 433 51 50 5.48 0.16 0.82 13.11 -2.45 5.35 -21.89 1.05
NEPT Long 3.75 257.14 4,700 54 55 1.66 0.93 1.59 4.76 -2.22 2.14 -7.00 2.06
OESX Long 1.12 -6.67 187 65 46 0.19 0.00 0.73 3.54 -2.67 1.33 -9.98 0.35
ONVO Long 1.44 -53.85 875 98 53 0.57 0.39 1.40 3.85 -3.13 1.23 -11.81 1.22
OPHT Short 2.71 -94.87 1,322 50 50 0.46 0.08 1.02 3.56 -2.63 1.35 -6.63 0.80
OPK Long 4.46 -50.72 4,707 29 62 0.12 0.64 0.99 2.14 -3.18 0.67 -6.77 0.20
ORPN Long 1.72 -7.03 59 149 37 1.63 0.00 0.86 9.54 -3.14 3.04 -19.67 0.93
OSTK Long 36.15 -7.19 1,767 40 47 0.81 -0.35 1.10 6.34 -4.19 1.51 -12.50 0.74
OTIC Short 4.05 -72.96 308 76 43 0.53 0.41 0.90 5.50 -3.29 1.67 -13.97 0.48
PBYI Short 52.35 67.68 1,037 79 46 0.01 0.18 1.08 4.07 -3.57 1.14 -15.06 0.02
PDLI Long 2.42 -21.68 2,195 19 57 0.08 0.42 0.59 1.94 -2.46 0.79 -6.96 0.12
PETX Short 4.53 -24.63 567 74 54 1.12 -0.51 1.41 5.14 -3.62 1.42 -9.41 1.62
PFSW Long 9.92 -6.94 80 16 43 1.12 -0.10 1.12 4.78 -1.73 2.76 -4.00 1.08
QTM Long 2.35 -11.99 705 66 53 0.88 1.02 1.90 4.69 -3.42 1.37 -25.00 1.14
REN Short 31.29 788.92 282 144 58 0.04 -0.09 1.31 4.38 -6.04 0.73 -26.74 0.07
RP Long 56.35 153.26 1,046 2 50 2.89 2.89 0.00 5.82 -0.05 116.40 -0.05 0.98
RYI Short 11.30 -7.38 234 87 55 0.42 -0.24 1.18 3.92 -3.88 1.01 -14.82 0.74
SAFM Long 101.14 26.66 673 7 71 1.01 0.77 2.16 1.81 -0.99 1.83 -1.74 1.38
SDR Short 1.60 -5.88 192 48 58 1.33 -0.89 1.60 5.19 -4.07 1.28 -7.95 1.54
SGMO Long 16.13 186.92 4,653 108 48 0.72 0.00 1.16 4.21 -2.52 1.67 -9.02 1.59
SNDX Short 7.78 -5.35 350 60 58 0.36 -0.53 1.03 4.02 -4.77 0.84 -23.18 0.45
SOXL Long 164.82 514.11 656 69 56 0.79 0.92 1.10 4.54 -4.08 1.11 -20.72 1.10
SRNE Long 6.15 8.08 2,942 115 46 0.29 0.00 0.75 4.86 -3.63 1.34 -18.25 0.56
SSYS Long 19.01 -13.98 967 36 63 1.09 1.86 1.78 2.81 -1.94 1.45 -4.16 2.36
STMP Long 251.85 182.85 1,340 17 70 2.62 1.13 5.56 4.21 -1.19 3.54 -1.64 1.60
TEO Long 21.38 15.77 982 8 37 1.16 -0.75 1.25 5.40 -1.39 3.88 -2.91 0.83
TGTX Long 13.85 101.31 2,806 98 52 1.46 0.65 1.12 6.46 -3.97 1.63 -16.97 1.25
TOUR Long 7.84 -1.51 367 40 60 1.38 1.66 2.01 4.09 -2.69 1.52 -8.13 2.02
TRCH Long 1.28 120.69 133 179 39 0.08 -0.02 0.74 6.82 -4.36 1.56 -16.13 0.13
TTPH Short 3.99 -7.21 871 79 53 0.33 -0.16 0.95 4.04 -3.88 1.04 -14.20 0.52
TUP Short 40.20 -26.18 1,520 4 75 1.11 -0.78 0.94 1.89 -1.23 1.54 -1.23 0.99
VBIV Long 3.03 -28.20 318 107 62 1.12 1.47 1.76 3.57 -2.99 1.19 -8.60 2.79
VCEL Long 10.95 382.38 1,209 53 50 1.69 0.48 1.15 6.51 -3.33 1.95 -12.86 1.28
VHC Short 3.40 -4.23 248 105 54 0.22 0.00 1.22 4.46 -4.80 0.93 -28.00 0.33
VKTX Long 10.64 700.00 5,308 113 54 1.79 1.08 1.87 6.18 -3.54 1.75 -10.16 1.77
VSI Long 7.20 -4.64 796 35 57 0.05 1.09 0.82 2.43 -3.12 0.78 -7.04 0.09
VSTM Long 7.66 455.07 4,217 91 52 0.70 0.31 0.81 4.12 -3.12 1.32 -11.50 1.39
VTNR Long 1.03 -3.74 18 102 50 0.72 0.26 0.83 5.11 -3.66 1.40 -15.25 1.32
WPRT Short 2.51 36.41 468 101 53 0.34 -0.57 1.07 3.86 -3.71 1.04 -14.38 0.65
WTI Short 6.70 211.63 4,626 103 56 0.28 -0.42 1.16 4.23 -4.82 0.88 -15.31 0.48
XON Long 15.73 -34.32 1,202 83 56 0.02 0.43 0.71 3.70 -4.78 0.77 -34.32 0.03
YPF Short 17.04 -13.48 3,381 16 50 0.62 0.02 1.46 3.04 -1.80 1.69 -3.84 0.85
ZFGN Long 6.71 -8.46 253 73 49 0.39 0.00 0.51 6.16 -5.22 1.18 -60.58 0.25
ZIOP Long 3.30 -43.10 2,331 96 55 0.27 0.55 0.83 3.80 -4.09 0.93 -43.10 0.41
IOTS Long 8.50 131.61 461 70 60 1.79 1.98 1.87 4.98 -2.99 1.67 -9.02 2.43
AIMT Long 27.57 104.37 1,178 48 50 0.20 0.01 0.82 3.80 -3.40 1.12 -7.87 0.29
ALRM Long 37.29 53.46 1,308 17 41 0.39 -0.52 1.08 4.26 -2.31 1.84 -4.69 0.41
ABUS Short 6.38 93.18 397 75 62 0.75 -0.41 1.71 2.93 -2.91 1.01 -7.95 1.72
DTEA Long 3.60 -10.00 37 36 50 0.27 0.41 0.59 2.95 -2.42 1.22 -9.09 0.45
FTRPR Long 11.59 -6.83 1,645 33 51 0.15 0.01 0.57 3.15 -3.03 1.04 -7.42 0.19
MESO Long 6.06 55.38 284 45 57 0.87 0.71 1.55 3.19 -2.32 1.38 -8.33 1.64
NBRV Long 3.83 -11.75 1,025 38 50 0.54 0.11 0.78 4.65 -3.57 1.30 -14.34 0.48
MCRB Long 9.04 -69.24 220 59 47 0.06 -0.11 0.75 4.26 -3.74 1.14 -22.08 0.08
SITO Long 2.65 -5.36 366 131 50 1.33 0.47 1.57 5.86 -3.27 1.79 -15.00 2.36
STAF Long 1.34 -2.65 60 153 47 1.61 0.00 1.53 7.97 -4.04 1.97 -51.22 1.80
SBOT Short 2.09 -23.44 40,798 103 57 0.66 0.00 1.08 4.87 -4.97 0.98 -19.31 0.81
SBBP Long 6.30 56.33 576 88 48 0.68 0.00 0.87 5.61 -4.04 1.39 -14.11 0.74
VTVT Short 1.67 0.60 195 70 54 0.81 0.00 0.92 5.25 -4.46 1.18 -28.21 0.61
WVE Long 35.43 83.26 673 43 51 0.10 0.36 0.74 3.56 -3.52 1.01 -23.09 0.12
SHOP Short 164.54 468.56 1,755 36 63 0.67 -1.06 1.86 2.64 -2.81 0.94 -10.24 1.12
TGNA Short 11.18 -48.83 3,790 9 66 0.50 -0.80 1.08 1.52 -1.54 0.99 -3.61 0.74