ROI (%) : 13.61 % in 1 Months
Net Profit [A]: 1,15,688.00
Risk-Reward [A] vs [C]: 1:2
Least DrawDown [B]:
(Max. Expected Loss)
-51,020
Underwater [C]:
(Max. Loss Booked)
-48,479 (-5.7% )
Total Symbols : 17
Portfolio Accuracy : 58.82 (10/17)
Avg. P/L per Trading Day : 5,259
Strategy Name : ExO-2016 v2
Period Tested : 01/05/16 -- 31/05/16


* 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 5,710.00 11%
2 ALUMINIUM-I 29,000.00 58%
3 COPPER-I -19,620.00 -39%
4 COPPERM-I -2,123.00 -4%
5 CPO-I 23,250.00 46%
6 CRUDEOIL-I -11,931.00 -24%
7 GOLDM-I -2,277.00 -5%
8 LEAD-I 49,750.00 100%
9 LEADMINI-I 9,700.00 19%
10 MENTHAOIL-I 15,077.00 30%
11 NATURALGAS-I 35,450.00 71%
12 NICKEL-I -12,970.00 -26%
13 NICKELM-I -4,635.00 -9%
14 SILVERM-I 3,423.00 7%
15 SILVERMIC-I 1,233.00 2%
16 ZINC-I -6,500.00 -13%
17 ZINCMINI-I 3,150.00 6%
Total 1,15,688.00 13.61%