ROI (%) : 24.84 % in 1 Months
Net Profit [A]: 20,86,730.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-6,70,323
Underwater [C]:
(Max. Loss Booked)
-5,47,096 (-6.51% )
Total Symbols : 168
Portfolio Accuracy : 66.67 (112/168)
Avg. P/L per Trading Day : 1,15,929
Strategy Name : ExO-2016 v2
Period Tested : 01/04/16 -- 30/04/16


* 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 ABIRLANUVO-I -11,293.00 -23%
2 ACC-I -9,911.00 -20%
3 ADANIENT-I -39,660.00 -79%
4 ADANIPORTS-I 13,680.00 27%
5 ADANIPOWER-I -71,200.00 -142%
6 AJANTPHARM-I -1,24,724.00 -249%
7 ALBK-I 26,640.00 53%
8 AMARAJABAT-I 27,930.00 56%
9 AMBUJACEM-I 6,048.00 12%
10 ANDHRABANK-I -16,560.00 -33%
11 APOLLOHOSP-I 4,900.00 10%
12 APOLLOTYRE-I 25,830.00 52%
13 ARVIND-I 24,565.00 49%
14 ASHOKLEY-I 73,010.00 146%
15 ASIANPAINT-I 29,268.00 59%
16 AUROPHARMA-I -36,736.00 -73%
17 AXISBANK-I 8,170.00 16%
18 BAJAJ-AUTO-I 50,390.00 101%
19 BAJFINANCE-I 72,694.00 145%
20 BANKBARODA-I -6,107.00 -12%
21 BANKINDIA-I 22,440.00 45%
22 BANKNIFTY-I 14,864.00 30%
23 BATAINDIA-I 38,290.00 77%
24 BEL-I 30,794.00 62%
25 BEML-I 70,665.00 141%
26 BHARATFORG-I 19,410.00 39%
27 BHARTIARTL-I 25,056.00 50%
28 BHEL-I 32,100.00 64%
29 BIOCON-I 11,583.00 23%
30 BOSCHLTD-I 37,379.00 75%
31 BPCL-I -39,630.00 -79%
32 BRITANNIA-I 23,068.00 46%
33 CADILAHC-I -32,625.00 -65%
34 CAIRN-I 19,170.00 38%
35 CANBK-I 68,400.00 137%
36 CASTROLIND-I -4,906.00 -10%
37 CEATLTD-I 69,419.00 139%
38 CENTURYTEX-I -16,416.00 -33%
39 CESC-I 10,200.00 20%
40 CIPLA-I -6,024.00 -12%
41 COALINDIA-I 1,116.00 2%
42 COLPAL-I 605.00 1%
43 CONCOR-I 1,796.00 4%
44 CROMPGREAV-I 7,710.00 15%
45 DABUR-I 33,300.00 67%
46 DHFL-I 31,130.00 62%
47 DISHTV-I -26,900.00 -54%
48 DIVISLAB-I 636.00 1%
49 DLF-I 27,750.00 56%
50 DRREDDY-I -22,503.00 -45%
51 EICHERMOT-I 12,723.00 25%
52 ENGINERSIN-I -7,370.00 -15%
53 EXIDEIND-I 40,834.00 82%
54 FEDERALBNK-I 29,520.00 59%
55 GAIL-I 27,510.00 55%
56 GLENMARK-I 5,140.00 10%
57 GMRINFRA-I 21,060.00 42%
58 GODREJCP-I -15,408.00 -31%
59 GODREJIND-I -3,926.00 -8%
60 GRASIM-I -13,593.00 -27%
61 HAVELLS-I 80,500.00 161%
62 HCLTECH-I 30,894.00 62%
63 HDFC-I -10,864.00 -22%
64 HDFCBANK-I -26,430.00 -53%
65 HDIL-I -16,440.00 -33%
66 HEROMOTOCO-I 44,808.00 90%
67 HEXAWARE-I -8,400.00 -17%
68 HINDALCO-I 13,850.00 28%
69 HINDPETRO-I -43,200.00 -86%
70 HINDUNILVR-I 4,290.00 9%
71 HINDZINC-I 1,31,040.00 262%
72 IBREALEST-I 84,600.00 169%
73 IBULHSGFIN-I 12,240.00 24%
74 ICICIBANK-I 63,614.00 127%
75 IDBI-I 13,360.00 27%
76 IDEA-I 34,080.00 68%
77 IDFC-I -9,075.00 -18%
78 IFCI-I -32,400.00 -65%
79 IGL-I 30,085.00 60%
80 INDIACEM-I -18,060.00 -36%
81 INDUSINDBK-I 35,010.00 70%
82 INFRATEL-I -15,145.00 -30%
83 INFY-I 7,700.00 15%
84 IOB-I 11,060.00 22%
85 IOC-I -27,756.00 -56%
86 IRB-I 15,687.00 31%
87 ITC-I 16,752.00 34%
88 JETAIRWAYS-I -40,635.00 -81%
89 JINDALSTEL-I 41,720.00 83%
90 JISLJALEQS-I 26,080.00 52%
91 JPASSOCIAT-I 50,400.00 101%
92 JSWENERGY-I 26,700.00 53%
93 JSWSTEEL-I 20,070.00 40%
94 JUBLFOOD-I 1,02,486.00 205%
95 JUSTDIAL-I 24,765.00 50%
96 KOTAKBANK-I 14,056.00 28%
97 KSCL-I -11,205.00 -22%
98 KTKBANK-I -43,800.00 -88%
99 L&TFH-I -15,760.00 -32%
100 LICHSGFIN-I -682.00 -1%
101 LT-I 4,476.00 9%
102 LUPIN-I -8,868.00 -18%
103 M&M-I 39,508.00 79%
104 M&MFIN-I 90,520.00 181%
105 MARICO-I 27,170.00 54%
106 MARUTI-I 40,030.00 80%
107 MCLEODRUSS-I -28,424.00 -57%
108 MINDTREE-I 7,320.00 15%
109 MOTHERSUMI-I 25,755.00 52%
110 MRF-I 7,498.00 15%
111 NCC-I 44,880.00 90%
112 NHPC-I 2,700.00 5%
113 NIFTY-I 5,955.00 12%
114 NMDC-I 16,300.00 33%
115 NTPC-I 36,160.00 72%
116 OFSS-I -1,05,551.00 -211%
117 OIL-I -26,604.00 -53%
118 ONGC-I 42,660.00 85%
119 ORIENTBANK-I 40,920.00 82%
120 PAGEIND-I 91,557.00 183%
121 PETRONET-I 67,020.00 134%
122 PFC-I -21,440.00 -43%
123 PIDILITIND-I -20,810.00 -42%
124 PNB-I 17,520.00 35%
125 POWERGRID-I -9,200.00 -18%
126 PTC-I 8,400.00 17%
127 RCOM-I 16,080.00 32%
128 RECLTD-I 23,900.00 48%
129 RELCAPITAL-I 55,470.00 111%
130 RELIANCE-I -22,435.00 -45%
131 RELINFRA-I 33,644.00 67%
132 RPOWER-I -54,480.00 -109%
133 SAIL-I -3,690.00 -7%
134 SBIN-I 67,240.00 134%
135 SIEMENS-I 13,844.00 28%
136 SKSMICRO-I -47,590.00 -95%
137 SOUTHBANK-I 24,640.00 49%
138 SRF-I -20,268.00 -41%
139 SRTRANSFIN-I 42,792.00 86%
140 STAR-I 85,844.00 172%
141 SUNPHARMA-I 2,292.00 5%
142 SUNTV-I -3,020.00 -6%
143 SYNDIBANK-I -27,550.00 -55%
144 TATACHEM-I 6,622.00 13%
145 TATACOMM-I -58,608.00 -117%
146 TATAGLOBAL-I -22,000.00 -44%
147 TATAMOTORS-I 10,890.00 22%
148 TATAMTRDVR-I 3,045.00 6%
149 TATAPOWER-I -69,840.00 -140%
150 TATASTEEL-I 77,160.00 154%
151 TCS-I 22,106.00 44%
152 TECHM-I 27,410.00 55%
153 TITAN-I 28,170.00 56%
154 TORNTPHARM-I 18,308.00 37%
155 TV18BRDCST-I 20,060.00 40%
156 TVSMOTOR-I 39,260.00 79%
157 UBL-I -14,790.00 -30%
158 UCOBANK-I 40,000.00 80%
159 ULTRACEMCO-I -614.00 -1%
160 UNIONBANK-I 10,350.00 21%
161 UNITECH-I -3,850.00 -8%
162 UPL-I -15,070.00 -30%
163 VEDL-I 29,400.00 59%
164 VOLTAS-I 53,056.00 106%
165 WIPRO-I -140.00 0%
166 WOCKPHARMA-I 42,881.00 86%
167 YESBANK-I 19,859.00 40%
168 ZEEL-I 33,605.00 67%
Total 20,86,730.00 24.8420238095238%