ROI (%) : 5.8 % in 1 Months
Net Profit [A]: 49,329.00
Risk-Reward [A] vs [C]: 1:0
Least DrawDown [B]:
(Max. Expected Loss)
-1,31,609
Underwater [C]:
(Max. Loss Booked)
-1,31,609 (-15.48% )
Total Symbols : 17
Portfolio Accuracy : 64.71 (11/17)
Avg. P/L per Trading Day : 2,242
Strategy Name : ExO-2016 v2
Period Tested : 01/03/16 -- 31/03/16


* 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 -6,050.00 -12%
2 ALUMINIUM-I -21,500.00 -43%
3 COPPER-I -11,640.00 -23%
4 COPPERM-I -338.00 -1%
5 CPO-I -9,470.00 -19%
6 CRUDEOIL-I 24,738.00 49%
7 GOLDM-I 6,415.00 13%
8 LEAD-I 21,000.00 42%
9 LEADMINI-I 3,650.00 7%
10 MENTHAOIL-I 6,772.00 14%
11 NATURALGAS-I -11,050.00 -22%
12 NICKEL-I 9,115.00 18%
13 NICKELM-I 6,186.00 12%
14 SILVERM-I 8,002.00 16%
15 SILVERMIC-I 1,499.00 3%
16 ZINC-I 19,750.00 40%
17 ZINCMINI-I 2,250.00 4%
Total 49,329.00 5.8%