paststat loader
as on :Nov-20
+
  • 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:
Outside Day 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AADR Long 56.69 -0.42 42 117 49 0.06 0.00 1.15 0.78 -0.65 1.20 -2.66 0.71
AAL Short 47.69 0.63 2,417 91 50 0.22 -0.08 1.11 2.40 -2.00 1.20 -6.78 0.71
AAN Long 36.74 0.77 590 84 58 0.32 0.34 1.56 1.25 -1.00 1.25 -3.55 2.04
AAOI Long 43.48 -3.46 1,669 87 45 0.13 -0.11 1.17 3.40 -2.66 1.28 -17.25 0.27
AAP Long 91.43 2.42 1,498 106 51 0.28 0.06 1.40 1.42 -0.96 1.48 -4.34 1.50
AB Long 25.65 0.98 171 94 58 0.36 0.22 1.57 1.48 -1.22 1.21 -5.59 1.88
ACGL Short 95.80 -0.17 424 115 44 0.01 0.09 0.92 0.78 -0.60 1.30 -4.14 0.11
AERI Short 59.70 1.70 400 107 55 0.08 -0.27 0.89 2.59 -3.01 0.86 -16.17 0.21
AET Long 174.94 1.00 2,837 83 48 0.04 0.00 0.98 1.40 -1.23 1.14 -6.44 0.20
AFSI Long 9.25 2.21 1,840 87 55 0.14 0.15 1.14 1.28 -1.25 1.02 -10.50 0.70
AFT Short 16.17 -0.12 92 113 51 0.05 0.00 1.08 0.44 -0.36 1.22 -1.18 0.82
AGII Long 59.15 1.59 170 122 54 0.15 0.04 1.24 1.01 -0.85 1.19 -2.95 1.24
AGIO Long 58.59 -1.76 228 89 60 0.79 0.59 1.28 3.36 -3.17 1.06 -15.72 1.44
AGRO Short 9.02 0.00 808 82 54 0.18 -0.05 1.20 1.37 -1.27 1.08 -3.19 0.87
AJRD Short 29.82 2.69 628 83 49 0.12 0.05 1.09 1.71 -1.43 1.20 -6.84 0.45
AKAM Short 55.38 -0.11 1,721 75 49 0.23 0.02 1.35 1.45 -0.96 1.51 -2.93 1.25
AKRX Short 33.40 0.00 1,090 98 59 0.54 -0.31 1.56 2.03 -1.61 1.26 -7.14 2.01
AL Long 41.47 -0.34 526 68 52 0.07 0.24 0.96 1.32 -1.34 0.99 -4.61 0.34
ALEX Long 44.12 0.48 298 100 52 0.04 0.07 0.99 0.92 -0.92 1.00 -4.35 0.31
AM Long 26.72 0.07 277 78 51 0.17 0.05 1.08 1.56 -1.29 1.21 -3.10 0.77
AMBA Long 56.27 4.77 657 67 46 0.08 -0.17 0.89 2.35 -1.88 1.25 -10.25 0.20
AMLP Short 10.25 -0.19 23,324 66 54 0.08 -0.08 1.07 0.83 -0.83 1.00 -4.03 0.53
AMSWA Long 12.24 1.92 33 127 45 0.22 0.00 1.24 1.58 -0.93 1.70 -4.52 1.40
AMU Short 16.73 0.42 1,622 123 55 0.06 -0.05 1.04 0.88 -0.96 0.92 -4.67 0.50
APC Long 48.31 0.33 3,594 94 48 0.04 0.00 0.91 1.57 -1.43 1.10 -5.85 0.18
APU Short 44.73 0.52 291 77 46 0.11 0.14 1.04 1.32 -0.96 1.38 -3.18 0.59
ARCX Short 16.35 0.06 123 123 64 0.41 -0.40 1.45 1.67 -1.85 0.90 -12.66 1.71
ARII Short 37.37 1.11 92 83 55 0.07 -0.42 1.05 1.88 -2.18 0.86 -8.08 0.24
ASH Long 70.16 -0.85 601 103 56 0.19 0.15 1.39 0.93 -0.77 1.21 -3.63 1.61
ASMB Long 38.02 6.98 133 128 46 0.05 0.00 1.04 3.00 -2.55 1.18 -7.80 0.15
ASR Long 173.82 0.79 56 107 50 0.07 0.05 1.01 1.27 -1.15 1.10 -3.68 0.48
ASTC Long 2.69 -0.37 68 100 44 0.10 -0.53 0.85 3.52 -2.58 1.36 -8.93 0.26
ATMP Long 20.02 0.35 217 125 50 0.18 0.05 1.13 1.27 -0.92 1.38 -3.66 1.16
CSGP Short 306.63 0.62 175 121 54 0.30 -0.09 1.40 1.52 -1.17 1.30 -7.91 1.62
CSTE Long 25.00 -0.60 170 102 48 0.22 -0.14 1.06 2.22 -1.62 1.37 -5.45 0.82
CTIC Long 2.82 2.17 68 43 41 0.26 0.00 0.68 2.90 -1.64 1.77 -7.55 0.57
CUB Long 53.50 0.94 192 116 57 0.14 0.23 1.18 1.10 -1.19 0.92 -5.19 0.98
CUZ Short 9.07 1.11 4,361 78 57 0.01 -0.10 0.94 0.81 -1.07 0.76 -2.71 0.08
CVI Long 31.36 -1.20 383 100 56 0.32 0.21 1.35 1.76 -1.50 1.17 -8.80 1.39
CVM Short 1.85 -2.55 853 58 62 0.19 -1.21 1.28 3.69 -5.53 0.67 -29.35 0.21
CW Long 119.88 1.34 118 99 50 0.04 0.03 1.02 1.13 -1.07 1.06 -3.67 0.28
CWT Long 44.05 -0.11 129 106 57 0.17 0.29 1.18 1.35 -1.43 0.94 -5.68 0.98
CYRN Short 2.40 -0.21 422 70 58 0.19 0.00 1.00 2.06 -2.46 0.84 -13.43 0.46
DAKT Short 10.09 1.51 147 97 52 0.19 -0.21 1.10 1.66 -1.45 1.14 -4.99 0.80
DCI Long 47.33 0.90 183 122 42 0.05 -0.08 1.01 1.07 -0.71 1.51 -3.05 0.43
DEI Long 40.66 0.37 447 94 53 0.15 0.07 1.42 0.95 -0.77 1.23 -5.24 1.21
DEX Long 11.64 0.43 140 69 57 0.11 0.21 1.44 0.54 -0.47 1.15 -2.63 1.34
DGII Long 10.15 4.10 46 107 50 0.29 0.08 1.14 2.00 -1.46 1.37 -15.98 1.07
DGP Long 24.30 -1.86 17 81 51 0.13 0.20 1.09 1.69 -1.54 1.10 -5.81 0.56
DIOD Long 31.32 1.23 364 121 53 0.20 0.23 1.20 1.65 -1.49 1.11 -7.07 1.07
DLN Long 88.78 0.16 22 92 56 0.07 0.08 1.16 0.55 -0.56 0.98 -2.50 0.89
DPZ Long 177.77 -0.49 881 93 56 0.25 0.16 1.46 1.27 -1.11 1.14 -4.29 1.21
DSE Short 5.24 0.19 206 64 60 0.35 -0.34 1.40 1.46 -1.38 1.06 -4.14 1.52
DSI Long 95.36 0.10 34 105 58 0.12 0.15 1.45 0.58 -0.52 1.12 -1.90 1.68
DST Short 60.10 0.55 861 115 44 0.05 0.13 0.83 1.19 -0.85 1.40 -5.24 0.28
DVY Long 95.36 0.13 307 84 59 0.13 0.19 1.51 0.59 -0.54 1.09 -2.22 1.64
GOV Long 18.61 -1.27 655 97 53 0.16 0.08 1.32 1.14 -0.97 1.18 -4.58 1.10
GPI Long 78.69 2.18 312 104 53 0.08 0.11 0.89 1.46 -1.52 0.96 -6.86 0.35
GPRE Short 16.60 1.53 706 97 55 0.26 -0.03 1.20 1.95 -1.87 1.04 -9.13 0.89
GWPH Short 114.77 -0.96 412 96 52 0.00 -0.06 0.99 2.26 -2.46 0.92 -7.58 0.00
GWR Long 72.76 0.14 245 67 64 0.56 0.48 2.03 1.46 -1.06 1.38 -4.78 2.38
HDV Long 86.06 0.19 139 100 59 0.25 0.24 2.39 0.68 -0.37 1.84 -1.71 3.52
HFC Short 44.30 -0.25 2,488 88 50 0.11 0.02 0.97 1.75 -1.53 1.14 -5.11 0.46
HIE Short 12.53 0.24 41 77 54 0.15 -0.08 1.18 1.13 -1.03 1.10 -3.78 0.85
HQCL Short 7.95 0.51 13 76 59 0.52 -0.37 1.51 2.64 -2.55 1.04 -16.06 1.14
HR Long 32.43 0.28 452 99 57 0.11 0.25 1.27 0.80 -0.83 0.96 -4.08 1.01
HSY Long 110.10 0.92 884 92 45 0.19 -0.06 1.25 1.20 -0.66 1.82 -2.65 1.40
HTA Short 30.43 -0.43 570 91 53 0.08 -0.08 1.07 0.91 -0.88 1.03 -3.43 0.64
HTM Short 3.80 0.00 18 57 61 0.24 0.00 1.10 2.03 -2.60 0.78 -8.60 0.60
HYI Short 15.14 -0.33 40 68 58 0.15 -0.06 1.86 0.48 -0.34 1.41 -0.86 2.27
HYS Long 100.59 0.01 120 97 61 0.05 0.06 1.54 0.20 -0.19 1.05 -0.96 1.81
IBB Long 308.33 -0.93 881 84 58 0.06 0.28 1.00 0.97 -1.22 0.80 -4.12 0.38
ICLN Long 8.97 -0.06 63 70 57 0.16 0.23 1.25 0.88 -0.81 1.09 -3.18 1.23
ICLR Long 115.68 -1.34 177 112 48 0.09 -0.10 0.99 1.56 -1.29 1.21 -6.76 0.45
MRVL Short 21.59 6.41 66,800 100 53 0.08 -0.05 0.94 1.50 -1.52 0.99 -10.78 0.35
MTBC Short 2.61 6.53 896 108 71 0.34 -1.48 1.23 4.07 -8.93 0.46 -109.27 0.26
MTRN Long 49.60 -0.10 97 84 64 0.43 0.49 1.15 1.77 -1.98 0.89 -7.00 1.26
MVIS Short 1.45 -0.68 848 67 58 0.06 0.00 0.92 2.27 -3.01 0.75 -12.57 0.14
MXIM Long 53.88 0.69 1,213 112 52 0.33 0.07 1.58 1.45 -0.93 1.56 -3.82 2.05
MYGN Short 32.66 -0.67 935 105 48 0.18 0.04 1.03 1.82 -1.37 1.33 -6.20 0.73
NCOM Long 41.35 1.10 30 78 53 0.34 0.17 1.46 1.42 -0.91 1.56 -4.11 1.86
NEA Long 13.63 -0.73 510 65 50 0.02 0.07 1.00 0.36 -0.33 1.09 -1.09 0.35
NFRA Long 47.41 0.02 65 74 56 0.09 0.11 1.24 0.58 -0.56 1.04 -2.53 1.03
NHC Long 64.34 1.32 20 155 51 0.15 0.06 1.20 1.20 -0.96 1.25 -6.87 1.27
NLNK Short 9.18 -4.47 1,411 88 54 0.70 -0.58 1.17 3.67 -2.85 1.29 -7.93 1.45
NOG Short 1.12 -1.75 581 90 55 0.34 -0.19 1.04 3.07 -3.06 1.00 -13.45 0.78
NTAP Long 54.73 3.36 4,364 92 51 0.12 0.04 1.08 1.25 -1.06 1.18 -3.50 0.74
NTCT Short 30.30 1.25 533 109 55 0.32 -0.34 1.25 1.86 -1.63 1.14 -6.08 1.28
NTG Short 16.13 -2.30 382 81 43 0.05 0.18 0.99 1.55 -1.10 1.41 -4.50 0.23
NWPX Long 17.60 2.44 36 129 48 0.03 0.00 1.06 1.92 -1.78 1.08 -8.75 0.13
NXPI Long 115.18 -0.28 1,414 92 51 0.05 0.02 0.95 1.53 -1.50 1.02 -5.86 0.22
SBLK Short 9.35 -2.60 1,382 91 61 0.10 -0.85 1.08 2.88 -4.35 0.66 -22.50 0.19
SCHV Long 52.81 0.17 240 89 61 0.18 0.17 1.93 0.58 -0.46 1.26 -2.00 2.41
SD Short 16.30 -1.63 1,837 69 53 0.10 -0.16 0.85 2.39 -2.54 0.94 -10.12 0.24
SFL Long 15.10 0.67 585 84 55 0.15 0.21 1.22 1.14 -1.11 1.03 -7.75 0.82
SGU Long 10.39 -0.29 43 121 51 0.01 0.12 1.00 1.25 -1.30 0.96 -8.57 0.06
SIX Short 64.19 -1.99 655 78 53 0.04 -0.11 1.04 1.01 -1.10 0.92 -5.38 0.23
SKYS Short 1.50 -9.64 180 86 69 0.88 -0.70 1.62 2.90 -3.78 0.77 -12.91 1.72
SLGN Short 28.57 -0.24 175 123 54 0.57 -0.21 1.51 1.71 -0.80 2.14 -3.00 1.36
SNDX Short 8.52 -3.29 304 40 60 0.02 -0.68 0.88 2.98 -4.42 0.67 -10.68 0.03
SNH Short 19.39 -0.26 894 92 56 0.19 -0.10 1.46 0.99 -0.85 1.16 -2.58 1.51
SODA Short 66.05 -0.17 172 90 54 0.20 -0.15 0.93 1.94 -1.87 1.04 -4.87 0.80
SPH Short 24.48 -0.08 231 94 52 0.01 0.00 1.06 1.10 -1.18 0.93 -4.57 0.06
SPRT Long 2.35 -0.84 23 85 42 0.28 0.00 1.08 2.94 -1.67 1.76 -6.51 0.87
SRC Short 8.50 -0.93 3,457 89 50 0.05 0.00 1.01 1.02 -0.94 1.09 -3.47 0.35
SRCE Long 50.29 0.82 34 118 56 0.09 0.13 1.18 1.01 -1.12 0.90 -4.27 0.67
SRV Short 10.37 0.48 56 75 58 0.16 -0.17 1.12 1.44 -1.66 0.87 -6.44 0.59
SSNC Long 39.69 -0.63 343 132 55 0.21 0.27 1.29 1.37 -1.22 1.12 -5.49 1.38
STLD Short 37.33 1.30 1,015 108 53 0.16 -0.10 1.14 1.49 -1.38 1.08 -5.22 0.89
STM Long 24.13 0.50 2,026 42 54 0.56 0.76 1.73 2.21 -1.43 1.55 -3.62 1.47
SUN Short 30.54 0.23 243 93 53 0.37 -0.21 1.46 1.72 -1.19 1.45 -9.04 1.58
XBKS Long 33.24 3.13 218 86 46 0.21 0.00 1.23 1.97 -1.31 1.50 -5.50 0.88
XCRA Long 9.86 0.51 366 123 53 0.32 0.31 1.35 1.79 -1.38 1.30 -7.92 1.55
XONE Short 11.51 0.09 81 77 54 0.43 -0.20 1.04 3.14 -2.82 1.11 -13.11 0.80
XOXO Long 19.55 1.88 61 103 48 0.31 0.00 1.35 1.83 -1.12 1.63 -4.24 1.39
Z Long 40.94 0.12 943 53 62 0.36 0.44 1.38 1.75 -1.94 0.90 -4.74 1.08
ZGNX Short 36.20 -0.96 492 78 61 0.61 -0.91 1.46 2.63 -2.64 1.00 -12.21 1.56
ZIOP Long 4.32 -5.47 3,967 80 51 0.22 0.13 0.90 3.28 -3.01 1.09 -7.20 0.47
CFMS Short 3.20 -2.14 220 54 57 0.30 -0.06 0.98 2.59 -2.78 0.93 -5.85 0.63
SAUC Long 1.67 3.73 81 116 52 0.74 0.41 1.24 3.51 -2.32 1.51 -8.72 1.93
EAGL Short 9.90 1.54 229 22 86 0.05 0.00 0.72 0.14 -0.54 0.26 -1.02 0.55
EDGE Short 9.49 0.85 28 63 60 0.93 -0.29 1.37 3.14 -2.43 1.29 -18.71 1.52
NTRA Short 9.55 -0.73 137 70 48 0.11 0.15 1.02 3.00 -2.61 1.15 -16.48 0.21
UBIO Short 30.18 -2.76 45 60 41 0.03 0.72 0.94 3.71 -2.61 1.42 -8.19 0.06
PULM Short 1.63 0.62 89 107 59 0.20 -0.46 0.97 3.56 -4.80 0.74 -47.61 0.31
SGRY Short 7.65 -8.38 598 62 46 0.14 0.51 1.05 2.64 -2.05 1.29 -6.97 0.38
ZG Short 41.10 0.20 422 93 55 0.45 -0.11 1.39 2.27 -1.87 1.21 -8.21 1.53
AEUA Short 35.90 0.84 44 81 60 0.06 0.00 1.04 1.05 -1.46 0.72 -5.74 0.30
EPC Short 58.92 -1.41 1,013 115 59 0.04 -0.21 1.03 0.93 -1.26 0.74 -14.31 0.24
EVRI Long 8.74 1.04 510 75 56 0.46 0.47 1.01 2.94 -2.68 1.10 -15.64 0.90
EXTN Long 29.91 -0.30 402 59 50 0.56 0.06 1.39 3.03 -1.99 1.52 -6.23 1.35
FDC Short 16.62 -0.66 5,914 50 54 0.24 0.00 1.11 1.72 -1.50 1.15 -5.28 0.72
FCPT Long 26.12 -0.53 134 56 50 0.33 0.01 1.67 1.33 -0.67 1.99 -1.94 1.96
GNRT Short 4.67 0.43 86 62 59 0.17 -0.64 0.94 2.13 -2.72 0.78 -8.56 0.44
JHY Long 9.86 -0.40 74 56 53 0.21 0.10 1.27 0.89 -0.58 1.53 -2.60 1.24
TDOC Long 30.40 7.04 1,820 54 57 0.18 0.73 1.03 2.40 -2.82 0.85 -15.08 0.34