ROI (%) : 6.05 % in 1 Months
Net Profit [A]: 51,438.00
Risk-Reward [A] vs [C]: 1:0
Least DrawDown [B]:
(Max. Expected Loss)
-1,05,651
Underwater [C]:
(Max. Loss Booked)
-89,159 (-10.49% )
Total Symbols : 17
Portfolio Accuracy : 47.06 (8/17)
Avg. P/L per Trading Day : 2,338
Strategy Name : ExO-2016 v2
Period Tested : 01/10/16 -- 31/10/16


* 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 -2,080.00 -4%
2 ALUMINIUM-I -1,750.00 -4%
3 COPPER-I -18,470.00 -37%
4 COPPERM-I -8,763.00 -18%
5 CPO-I 880.00 2%
6 CRUDEOIL-I 10,607.00 21%
7 GOLDM-I -10,818.00 -22%
8 LEAD-I 15,750.00 32%
9 LEADMINI-I 2,460.00 5%
10 MENTHAOIL-I 24,059.00 48%
11 NATURALGAS-I -36,950.00 -74%
12 NICKEL-I -15,340.00 -31%
13 NICKELM-I -7,113.00 -14%
14 SILVERM-I 3,763.00 8%
15 SILVERMIC-I -338.00 -1%
16 ZINC-I 79,300.00 159%
17 ZINCMINI-I 16,240.00 32%
Total 51,438.00 6.05%