ROI (%) : 32.31 % in 1 Months
Net Profit [A]: 2,74,654.00
Risk-Reward [A] vs [C]: 1:6
Least DrawDown [B]:
(Max. Expected Loss)
-45,201
Underwater [C]:
(Max. Loss Booked)
-34,079 (-4.01% )
Total Symbols : 17
Portfolio Accuracy : 88.24 (15/17)
Avg. P/L per Trading Day : 12,484
Strategy Name : ExO-2016 v2
Period Tested : 01/12/15 -- 31/12/15


* 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 4,630.00 9%
2 ALUMINIUM-I 30,800.00 62%
3 COPPER-I 22,360.00 45%
4 COPPERM-I 6,555.00 13%
5 CPO-I 16,860.00 34%
6 CRUDEOIL-I 15,751.00 32%
7 GOLDM-I -3,573.00 -7%
8 LEAD-I 80,400.00 161%
9 LEADMINI-I 14,760.00 30%
10 MENTHAOIL-I -5,882.00 -12%
11 NATURALGAS-I 11,713.00 23%
12 NICKEL-I 7,460.00 15%
13 NICKELM-I 2,049.00 4%
14 SILVERM-I 10,860.00 22%
15 SILVERMIC-I 1,892.00 4%
16 ZINC-I 50,000.00 100%
17 ZINCMINI-I 8,020.00 16%
Total 2,74,654.00 32.31%