paststat loader
as on: Feb-17 09:30
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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:
Williams %R moved below -90 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ALSN Long 39.32 -2.63 3,201 51 64 0.19 0.30 1.40 0.95 -1.21 0.79 -2.64 1.04
ANET Short 249.49 -18.99 8,855 35 51 0.54 -0.16 1.24 2.41 -1.44 1.67 -4.20 1.18
APRI Long 1.04 -67.40 18,770 63 41 1.39 0.00 0.81 8.53 -3.62 2.36 -12.31 0.94
ASPN Long 4.40 -4.35 41 54 57 0.22 0.51 0.88 2.71 -3.13 0.87 -31.41 0.30
ASYS Short 7.93 -4.11 233 67 52 0.43 -0.19 1.31 2.84 -2.21 1.29 -9.12 1.07
AXL Short 15.22 -3.55 5,425 53 58 0.57 -0.23 1.43 2.16 -1.68 1.29 -7.64 1.23
BAK Short 27.24 -4.02 504 52 55 0.30 -0.21 1.08 2.08 -1.95 1.07 -6.70 0.77
BIIB Long 291.87 -2.51 2,809 60 66 0.52 0.54 1.62 1.73 -1.91 0.91 -5.85 1.75
BPL Short 48.39 -5.36 983 47 63 0.51 -0.59 1.47 1.77 -1.73 1.02 -5.28 1.45
BRFS Short 9.15 -2.87 1,763 66 54 0.25 -0.07 1.30 1.73 -1.53 1.13 -4.25 0.94
CBA Short 8.20 -1.68 163 69 63 0.71 -0.34 2.27 1.89 -1.35 1.40 -5.89 2.58
CBK Short 1.13 -2.59 83 64 56 0.05 -0.17 1.14 2.90 -3.61 0.80 -21.49 0.08
CEVA Short 35.45 -1.80 99 42 52 0.07 -0.11 0.95 1.46 -1.46 1.00 -6.14 0.23
CIDM Long 1.25 -1.19 48 70 48 2.13 0.00 0.88 6.45 -1.96 3.29 -7.65 1.76
CLD Short 3.35 -21.73 4,450 71 56 0.18 -0.26 0.97 2.97 -3.42 0.87 -16.67 0.31
CLRB Long 1.15 -5.72 162 81 55 0.38 0.83 1.82 4.08 -4.25 0.96 -31.15 0.55
CQP Long 29.17 -2.90 232 41 48 0.00 0.00 0.85 1.40 -1.33 1.05 -9.25 0.00
CRK Short 6.78 -3.83 266 77 55 0.44 -0.87 1.61 4.31 -4.46 0.97 -51.43 0.50
CTB Long 35.60 -2.33 890 52 53 0.02 0.14 0.85 1.17 -1.32 0.89 -4.40 0.09
CYOU Short 27.22 -3.03 131 47 44 0.18 0.15 1.06 1.94 -1.23 1.58 -4.13 0.54
CYTR Short 1.54 -1.91 194 71 53 0.40 0.00 1.10 3.77 -3.47 1.09 -19.19 0.58
DSS Long 1.15 -1.71 92 56 46 0.96 0.00 1.09 6.89 -4.18 1.65 -12.31 1.02
DWCH Long 9.95 -3.40 65 41 46 0.75 -0.37 0.87 4.45 -2.45 1.82 -7.37 0.99
EAT Long 32.88 -3.44 1,355 66 57 0.25 0.23 1.46 1.27 -1.15 1.10 -4.93 1.26
ECR Short 1.69 -2.31 404 60 60 1.00 -0.84 1.83 4.00 -3.51 1.14 -15.28 1.50
EGO Short 1.12 -3.45 11,083 77 49 0.27 0.17 0.98 2.66 -2.04 1.30 -5.14 0.77
FOMX Short 5.86 -2.66 48 46 47 1.11 0.23 1.37 4.78 -2.26 2.12 -6.69 1.06
GLOG Short 17.95 -9.80 969 51 50 0.36 -0.38 0.97 3.09 -2.47 1.25 -16.74 0.61
HLIT Long 2.95 -8.53 1,196 50 54 0.06 0.64 0.79 1.99 -2.21 0.90 -6.96 0.16
INTL Long 39.06 -2.06 89 54 48 0.14 -0.03 1.21 1.18 -0.82 1.44 -2.37 0.76
IPHI Short 24.44 -4.42 1,578 47 51 0.41 0.00 1.08 2.51 -1.78 1.41 -5.51 0.91
JO Long 14.70 -3.54 922 80 57 0.33 0.21 1.28 1.52 -1.27 1.20 -6.11 1.52
JUNO Short 85.10 -0.41 3,048 48 52 0.05 -0.22 1.04 3.08 -3.25 0.95 -11.35 0.08
KGJI Long 1.64 -2.38 19 48 58 1.32 1.66 1.82 4.09 -2.57 1.59 -13.46 2.00
KOSS Long 1.91 -3.05 24 81 62 1.12 0.87 2.61 2.67 -1.51 1.77 -6.98 3.38
KTEC Long 26.62 -0.41 10 41 68 0.86 0.93 2.46 2.12 -1.84 1.15 -10.67 1.97
LABL Short 66.10 -1.05 161 32 46 0.16 0.24 0.63 2.14 -1.60 1.34 -7.20 0.27
LXU Long 7.07 -3.55 142 61 54 0.63 0.43 1.08 3.37 -2.59 1.30 -8.73 1.19
MGF Long 4.61 -0.43 51 46 47 0.17 0.00 1.63 0.77 -0.38 2.03 -3.15 1.42
NMM Short 1.90 -3.06 1,055 53 50 0.46 0.00 1.15 4.06 -3.27 1.24 -10.97 0.63
NUW Long 16.07 -0.22 21 41 31 0.02 -0.06 0.88 0.95 -0.41 2.32 -1.51 0.16
PCOM Short 10.56 -3.39 58 58 55 0.04 -0.10 1.16 2.03 -2.41 0.84 -16.21 0.09
PCRX Long 30.15 -16.48 3,912 60 63 0.76 1.12 1.71 2.68 -2.55 1.05 -8.07 1.83
PDFS Short 11.66 -14.33 1,064 50 54 0.47 -0.27 1.44 2.27 -1.65 1.38 -4.46 1.26
PKE Short 17.01 -1.10 153 52 61 0.38 -0.48 1.64 1.53 -1.45 1.06 -4.87 1.42
QUMU Long 1.80 -5.21 75 52 53 0.35 0.40 0.86 2.47 -2.13 1.16 -8.06 0.77
R Short 76.43 -9.81 2,033 52 59 0.22 -0.18 1.22 1.33 -1.41 0.94 -3.77 0.83
RCG Long 1.33 -1.48 8 41 53 1.22 0.87 4.12 2.90 -0.72 4.03 -4.55 3.06
RLGT Short 3.66 -3.94 163 42 47 0.30 0.40 1.25 3.08 -2.23 1.38 -7.90 0.54
SAEX Short 1.63 -3.55 16 83 51 0.48 0.00 0.48 4.26 -3.59 1.19 -20.83 0.71
SANW Long 3.60 -1.37 48 50 52 0.59 0.17 1.59 2.55 -1.53 1.67 -5.95 1.60
SFE Short 11.65 -3.32 104 63 44 0.20 0.16 0.99 2.23 -1.43 1.56 -4.12 0.65
SIEB Long 8.10 -4.71 48 56 58 2.79 1.10 6.02 5.81 -1.55 3.75 -7.58 2.21
SJR Short 20.01 -2.63 829 58 51 0.03 0.00 0.84 0.81 -0.80 1.01 -2.84 0.19
SMB Long 17.23 -0.05 38 53 69 0.09 0.11 3.42 0.17 -0.11 1.55 -0.52 3.85
SZC Short 18.06 -0.96 37 61 52 0.30 -0.05 1.44 1.54 -1.08 1.43 -3.61 1.35
TEGP Short 21.63 -3.95 399 36 50 0.19 0.00 0.91 2.57 -2.20 1.17 -8.41 0.34
TGH Short 16.65 -11.20 2,030 54 66 0.35 -0.56 1.69 2.01 -2.97 0.68 -20.11 0.65
TK Short 7.47 -1.84 1,565 65 56 0.61 -0.93 1.50 3.01 -2.56 1.18 -13.07 1.32
TREC Long 12.20 -0.81 34 56 58 0.56 0.53 1.31 2.19 -1.77 1.24 -7.81 1.39
UPS Short 106.40 -1.76 6,091 39 61 0.34 -0.22 1.86 1.12 -0.89 1.26 -2.30 1.60
VBF Long 18.30 -0.16 53 49 48 0.08 0.00 1.29 0.49 -0.31 1.58 -1.40 1.09
VCV Long 11.88 -0.50 120 41 63 0.07 0.16 1.16 0.49 -0.65 0.75 -2.34 0.61
ANDA Long 10.15 -1.93 51 7 14 0.01 0.00 727,878.28 0.10 0.00 727,878.00 0.00 0.70
LIND Long 8.95 -1.65 136 50 46 0.29 0.00 1.09 2.23 -1.36 1.64 -18.97 0.56
SITO Long 4.65 -6.81 401 47 51 2.71 0.49 1.81 7.71 -2.51 3.07 -11.66 2.00