ROI (%) : 48.18 % in 1 Months
Net Profit [A]: 39,50,988.00
Risk-Reward [A] vs [C]: 1:5
Least DrawDown [B]:
(Max. Expected Loss)
-7,89,906
Underwater [C]:
(Max. Loss Booked)
-7,89,906 (-9.63% )
Total Symbols : 164
Portfolio Accuracy : 71.95 (118/164)
Avg. P/L per Trading Day : 1,79,590
Strategy Name : ExO-2016 v2
Period Tested : 01/08/16 -- 31/08/16


* 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 -30,980.00 -62%
2 ACC-I 62,400.00 125%
3 ADANIENT-I -73,080.00 -146%
4 ADANIPORTS-I 33,072.00 66%
5 ADANIPOWER-I 55,200.00 110%
6 AJANTPHARM-I -25,328.00 -51%
7 ALBK-I 58,140.00 116%
8 AMARAJABAT-I 42,144.00 84%
9 AMBUJACEM-I 96,390.00 193%
10 ANDHRABANK-I -15,360.00 -31%
11 APOLLOHOSP-I 67,656.00 135%
12 APOLLOTYRE-I 58,260.00 117%
13 ARVIND-I 25,177.00 50%
14 ASHOKLEY-I 45,500.00 91%
15 ASIANPAINT-I -2,916.00 -6%
16 AUROPHARMA-I 15,085.00 30%
17 AXISBANK-I -27,150.00 -54%
18 BAJAJ-AUTO-I 59,214.00 118%
19 BAJFINANCE-I 81,579.00 163%
20 BANKBARODA-I -11,191.00 -22%
21 BANKINDIA-I 33,660.00 67%
22 BANKNIFTY-I 26,253.00 53%
23 BATAINDIA-I 84,280.00 169%
24 BEL-I 5,288.00 11%
25 BEML-I 16,475.00 33%
26 BHARATFORG-I 31,825.00 64%
27 BHARTIARTL-I 23,592.00 47%
28 BHEL-I 17,760.00 36%
29 BIOCON-I -1,39,172.00 -278%
30 BOSCHLTD-I -4,812.00 -10%
31 BPCL-I 40,128.00 80%
32 BRITANNIA-I 4,854.00 10%
33 CADILAHC-I -5,970.00 -12%
34 CAIRN-I 1,32,540.00 265%
35 CANBK-I 27,640.00 55%
36 CASTROLIND-I -24,640.00 -49%
37 CEATLTD-I 72,359.00 145%
38 CENTURYTEX-I -17,232.00 -34%
39 CESC-I -2,480.00 -5%
40 CIPLA-I 1,144.00 2%
41 COALINDIA-I -10,032.00 -20%
42 COLPAL-I 14,810.00 30%
43 CONCOR-I 38,088.00 76%
44 CROMPGREAV-I 21,630.00 43%
45 DABUR-I 53,100.00 106%
46 DHFL-I -62,480.00 -125%
47 DISHTV-I 85,750.00 172%
48 DIVISLAB-I 61,938.00 124%
49 DLF-I 45,300.00 91%
50 DRREDDY-I 7,826.00 16%
51 EICHERMOT-I 35,786.00 72%
52 ENGINERSIN-I 65,516.00 131%
53 EXIDEIND-I -16,354.00 -33%
54 FEDERALBNK-I -38,000.00 -76%
55 GAIL-I -11,550.00 -23%
56 GLENMARK-I 25,185.00 50%
57 GMRINFRA-I 29,250.00 58%
58 GODREJCP-I 81,476.00 163%
59 GODREJIND-I 36,257.00 73%
60 GRASIM-I 1,14,606.00 229%
61 HAVELLS-I -64,300.00 -129%
62 HCLTECH-I 70,596.00 141%
63 HDFC-I 33,688.00 67%
64 HDFCBANK-I -45,295.00 -91%
65 HDIL-I 90,120.00 180%
66 HEROMOTOCO-I 43,094.00 86%
67 HEXAWARE-I 37,700.00 75%
68 HINDALCO-I 1,39,200.00 278%
69 HINDPETRO-I 1,76,688.00 353%
70 HINDUNILVR-I 13,674.00 27%
71 HINDZINC-I -2,272.00 -5%
72 IBREALEST-I 36,090.00 72%
73 IBULHSGFIN-I -34,368.00 -69%
74 ICICIBANK-I 14,960.00 30%
75 IDBI-I -9,600.00 -19%
76 IDEA-I 28,590.00 57%
77 IDFC-I 24,717.00 49%
78 IFCI-I -400.00 -1%
79 IGL-I -16,467.00 -33%
80 INDIACEM-I 36,540.00 73%
81 INDUSINDBK-I 76,938.00 154%
82 INFRATEL-I 3,978.00 8%
83 INFY-I 20,270.00 41%
84 IOC-I 46,440.00 93%
85 IRB-I -7,455.00 -15%
86 ITC-I 8,960.00 18%
87 JETAIRWAYS-I 4,509.00 9%
88 JINDALSTEL-I 49,490.00 99%
89 JISLJALEQS-I 29,840.00 60%
90 JPASSOCIAT-I -26,400.00 -53%
91 JSWENERGY-I 18,000.00 36%
92 JSWSTEEL-I -504.00 -1%
93 JUBLFOOD-I 12,981.00 26%
94 JUSTDIAL-I 70,110.00 140%
95 KOTAKBANK-I 6,580.00 13%
96 KSCL-I 2,025.00 4%
97 KTKBANK-I 8,440.00 17%
98 L&TFH-I -58,880.00 -118%
99 LICHSGFIN-I -31,196.00 -62%
100 LT-I 13,236.00 26%
101 LUPIN-I 67,755.00 136%
102 M&M-I 38,132.00 76%
103 M&MFIN-I 25,940.00 52%
104 MARICO-I 14,560.00 29%
105 MARUTI-I 5,423.00 11%
106 MCLEODRUSS-I 56,936.00 114%
107 MINDTREE-I 16,488.00 33%
108 MOTHERSUMI-I 11,625.00 23%
109 MRF-I 3,797.00 8%
110 NCC-I 65,680.00 131%
111 NHPC-I 51,300.00 103%
112 NIFTY-I 21,342.00 43%
113 NMDC-I 42,300.00 85%
114 NTPC-I 16,000.00 32%
115 OFSS-I -20,978.00 -42%
116 OIL-I 120.00 0%
117 ONGC-I -42,340.00 -85%
118 ORIENTBANK-I 25,500.00 51%
119 PAGEIND-I 2,278.00 5%
120 PETRONET-I -32,340.00 -65%
121 PFC-I 3,22,080.00 644%
122 PIDILITIND-I 20,130.00 40%
123 PNB-I 20,800.00 42%
124 POWERGRID-I -22,440.00 -45%
125 PTC-I 61,760.00 124%
126 RCOM-I 880.00 2%
127 RECLTD-I 85,580.00 171%
128 RELCAPITAL-I -8,385.00 -17%
129 RELIANCE-I 43,325.00 87%
130 RELINFRA-I 48,789.00 98%
131 RPOWER-I -58,800.00 -118%
132 SAIL-I 30,150.00 60%
133 SBIN-I 11,840.00 24%
134 SIEMENS-I 21,188.00 42%
135 SOUTHBANK-I -12,540.00 -25%
136 SRF-I -94,664.00 -189%
137 SRTRANSFIN-I -90,642.00 -181%
138 STAR-I 38,824.00 78%
139 SUNPHARMA-I 58,932.00 118%
140 SUNTV-I 73,560.00 147%
141 SYNDIBANK-I 31,050.00 62%
142 TATACHEM-I -12,617.00 -25%
143 TATACOMM-I -57,772.00 -116%
144 TATAGLOBAL-I -23,640.00 -47%
145 TATAMOTORS-I 67,680.00 135%
146 TATAMTRDVR-I 67,557.00 135%
147 TATAPOWER-I -9,360.00 -19%
148 TATASTEEL-I 86,200.00 172%
149 TCS-I 23,968.00 48%
150 TECHM-I -46,800.00 -94%
151 TITAN-I 50,805.00 102%
152 TORNTPHARM-I 1,30,864.00 262%
153 TV18BRDCST-I 51,510.00 103%
154 TVSMOTOR-I 62,320.00 125%
155 UBL-I 12,215.00 24%
156 ULTRACEMCO-I 48,556.00 97%
157 UNIONBANK-I 34,140.00 68%
158 UPL-I -51,110.00 -102%
159 VEDL-I 1,60,120.00 320%
160 VOLTAS-I 49,296.00 99%
161 WIPRO-I 46,950.00 94%
162 WOCKPHARMA-I -16,170.00 -32%
163 YESBANK-I 26,803.00 54%
164 ZEEL-I 62,816.00 126%
Total 39,50,988.00 48.18%