ROI (%) : -14.96 % in 1 Months
Net Profit [A]: -1,27,148.00
Risk-Reward [A] vs [C]: 1:-1
Least DrawDown [B]:
(Max. Expected Loss)
-1,64,689
Underwater [C]:
(Max. Loss Booked)
-1,64,689 (-19.38% )
Total Symbols : 17
Portfolio Accuracy : 41.18 (7/17)
Avg. P/L per Trading Day : -6,357
Strategy Name : ExO-2016 v2
Period Tested : 01/01/16 -- 31/01/16


* 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 -1,340.00 -3%
2 ALUMINIUM-I -4,100.00 -8%
3 COPPER-I -33,540.00 -67%
4 COPPERM-I -9,370.00 -19%
5 CPO-I -82,080.00 -164%
6 CRUDEOIL-I 13,704.00 27%
7 GOLDM-I 6,535.00 13%
8 LEAD-I 3,100.00 6%
9 LEADMINI-I 2,290.00 5%
10 MENTHAOIL-I 6,736.00 13%
11 NATURALGAS-I -25,213.00 -50%
12 NICKEL-I -7,193.00 -14%
13 NICKELM-I -2,251.00 -5%
14 SILVERM-I -3,242.00 -6%
15 SILVERMIC-I -25.00 0%
16 ZINC-I 8,500.00 17%
17 ZINCMINI-I 340.00 1%
Total -1,27,148.00 -14.96%