ROI (%) : 9.22 % in 1 Months
Net Profit [A]: 78,406.00
Risk-Reward [A] vs [C]: 1:2
Least DrawDown [B]:
(Max. Expected Loss)
-38,474
Underwater [C]:
(Max. Loss Booked)
-15,735 (-1.85% )
Total Symbols : 17
Portfolio Accuracy : 58.82 (10/17)
Avg. P/L per Trading Day : 3,564
Strategy Name : ExO-2016 v2
Period Tested : 01/08/16 -- 31/08/16


* This is a brief backtest report showing ACTUAL PROFIT/LOSS in INR (including trading cost of .02% single Leg). If you want to see the real AmiBroker report, Click on any Symbol Name of your Choice.


Sl # Symbol Name Profit/Loss ROI for 50K
1 ALUMINI-I 2,730.00 5%
2 ALUMINIUM-I 19,100.00 38%
3 COPPER-I -3,630.00 -7%
4 COPPERM-I 193.00 0%
5 CPO-I 43,690.00 87%
6 CRUDEOIL-I 14,982.00 30%
7 GOLDM-I -10,738.00 -21%
8 LEAD-I -20,000.00 -40%
9 LEADMINI-I -4,300.00 -9%
10 MENTHAOIL-I 15,840.00 32%
11 NATURALGAS-I 10,225.00 20%
12 NICKEL-I -5,208.00 -10%
13 NICKELM-I -978.00 -2%
14 SILVERM-I 15,093.00 30%
15 SILVERMIC-I 3,457.00 7%
16 ZINC-I -3,250.00 -6%
17 ZINCMINI-I 1,200.00 2%
Total 78,406.00 9.22%