paststat loader
as on :Feb-17
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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:
RSI (14) Overbought and is declining in downtrend 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
CAPR Short 3.11 -1.58 102 2 100 0.63 -0.63 727,878.28 0.63 0.00 0.00 0.00 1.00
CSTE Short 34.10 -0.87 117 0 0 0.00 0.00 727,878.28 0.00 0.00 0.00 0.00 0.00
NHLD Short 3.02 -1.60 32 0 0 0.00 0.00 727,878.28 0.00 0.00 0.00 0.00 0.00
NUS Long 48.23 -12.53 4,026 3 100 1.69 1.55 727,878.28 1.69 0.00 0.00 0.00 6.41
TYPE Long 21.40 -9.32 963 1 100 3.05 3.05 727,878.28 3.05 0.00 0.00 0.00 0.00