ROI (%) : 22.54 % in 1 Months
Net Profit [A]: 1,91,549.00
Risk-Reward [A] vs [C]: 1:4
Least DrawDown [B]:
(Max. Expected Loss)
-46,744
Underwater [C]:
(Max. Loss Booked)
-46,483 (-5.47% )
Total Symbols : 17
Portfolio Accuracy : 82.35 (14/17)
Avg. P/L per Trading Day : 9,121
Strategy Name : ExO-2016 v2
Period Tested : 01/11/15 -- 30/11/15


* 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 2,760.00 6%
2 ALUMINIUM-I 29,500.00 59%
3 COPPER-I 17,390.00 35%
4 COPPERM-I 5,703.00 11%
5 CPO-I 3,890.00 8%
6 CRUDEOIL-I -15,722.00 -31%
7 GOLDM-I 2,367.00 5%
8 LEAD-I 19,600.00 39%
9 LEADMINI-I 4,000.00 8%
10 MENTHAOIL-I 10,739.00 21%
11 NATURALGAS-I 51,375.00 103%
12 NICKEL-I 4,890.00 10%
13 NICKELM-I 4,050.00 8%
14 SILVERM-I -15,224.00 -30%
15 SILVERMIC-I -2,819.00 -6%
16 ZINC-I 59,300.00 119%
17 ZINCMINI-I 9,750.00 20%
Total 1,91,549.00 22.54%