ROI (%) : 19.03 % in 1 Months
Net Profit [A]: 1,61,718.00
Risk-Reward [A] vs [C]: 1:2
Least DrawDown [B]:
(Max. Expected Loss)
-70,817
Underwater [C]:
(Max. Loss Booked)
-32,873 (-3.87% )
Total Symbols : 17
Portfolio Accuracy : 82.35 (14/17)
Avg. P/L per Trading Day : 7,701
Strategy Name : ExO-2016 v2
Period Tested : 01/07/16 -- 31/07/16


* 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 2,820.00 6%
2 ALUMINIUM-I 14,850.00 30%
3 COPPER-I 690.00 1%
4 COPPERM-I -1,385.00 -3%
5 CPO-I 15,500.00 31%
6 CRUDEOIL-I 8,815.00 18%
7 GOLDM-I 3,642.00 7%
8 LEAD-I 32,750.00 66%
9 LEADMINI-I 4,250.00 8%
10 MENTHAOIL-I 11,509.00 23%
11 NATURALGAS-I 54,138.00 108%
12 NICKEL-I 3,163.00 6%
13 NICKELM-I 1,705.00 3%
14 SILVERM-I -21,103.00 -42%
15 SILVERMIC-I -4,255.00 -9%
16 ZINC-I 29,800.00 60%
17 ZINCMINI-I 4,830.00 10%
Total 1,61,718.00 19.03%