paststat loader
as on :Feb-22
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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) crossed below 20 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ARGS Short 1.48 -66.48 7,263 3 100 6.33 -6.04 727,878.28 6.33 0.00 0.00 0.00 2.92
CRMT Short 31.35 -4.42 265 1 100 0.13 -0.13 727,878.28 0.13 0.00 0.00 0.00 0.00
DIN Long 59.73 -3.19 548 2 50 1.02 1.02 0.00 2.59 -0.54 4.80 -0.54 0.65
ENTL Short 12.50 -26.81 1,240 0 0 0.00 0.00 727,878.28 0.00 0.00 0.00 0.00 0.00
SPH Short 25.62 -1.91 773 2 50 2.44 -2.44 0.04 5.05 -0.16 31.56 -0.16 0.94
TRVN Short 3.95 -7.49 5,405 1 100 4.55 -4.55 727,878.28 4.55 0.00 0.00 0.00 0.00
KTOV Short 1.73 -4.95 50 1 100 4.24 -4.24 727,878.28 4.24 0.00 0.00 0.00 0.00