ROI (%) : 20.59 % in 1 Months
Net Profit [A]: 16,78,316.00
Risk-Reward [A] vs [C]: 1:2
Least DrawDown [B]:
(Max. Expected Loss)
-7,80,055
Underwater [C]:
(Max. Loss Booked)
-5,62,906 (-6.91% )
Total Symbols : 163
Portfolio Accuracy : 61.35 (100/163)
Avg. P/L per Trading Day : 76,287
Strategy Name : ExO-2016 v2
Period Tested : 01/12/15 -- 31/12/15


* 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 ABIRLANUVO-I 5,033.00 10%
2 ACC-I -18,806.00 -38%
3 ADANIENT-I -48,720.00 -97%
4 ADANIPORTS-I -10,208.00 -20%
5 ADANIPOWER-I 1,10,400.00 221%
6 AJANTPHARM-I 23,272.00 47%
7 ALBK-I 35,100.00 70%
8 AMARAJABAT-I -26,448.00 -53%
9 AMBUJACEM-I 11,529.00 23%
10 ANDHRABANK-I 62,320.00 125%
11 APOLLOHOSP-I 2,048.00 4%
12 APOLLOTYRE-I 21,060.00 42%
13 ARVIND-I 12,138.00 24%
14 ASHOKLEY-I 29,190.00 58%
15 ASIANPAINT-I -18,948.00 -38%
16 AUROPHARMA-I -31,962.00 -64%
17 AXISBANK-I -3,690.00 -7%
18 BAJAJ-AUTO-I -59,092.00 -118%
19 BAJFINANCE-I -33,238.00 -66%
20 BANKBARODA-I -42,687.00 -85%
21 BANKINDIA-I -45,300.00 -91%
22 BANKNIFTY-I -19,244.00 -38%
23 BATAINDIA-I 23,440.00 47%
24 BEL-I 1,170.00 2%
25 BEML-I 55,315.00 111%
26 BHARATFORG-I 6,175.00 12%
27 BHARTIARTL-I -21,108.00 -42%
28 BHEL-I 15,280.00 31%
29 BIOCON-I -19,767.00 -40%
30 BOSCHLTD-I 31,940.00 64%
31 BPCL-I -5,544.00 -11%
32 BRITANNIA-I 3,814.00 8%
33 CADILAHC-I 73,425.00 147%
34 CAIRN-I 28,560.00 57%
35 CANBK-I -3,080.00 -6%
36 CASTROLIND-I 43,505.00 87%
37 CEATLTD-I -50,806.00 -102%
38 CENTURYTEX-I 21,280.00 43%
39 CESC-I -11,160.00 -22%
40 CIPLA-I -14,472.00 -29%
41 COALINDIA-I 31,368.00 63%
42 COLPAL-I -15,415.00 -31%
43 CROMPGREAV-I -36,330.00 -73%
44 DABUR-I 13,100.00 26%
45 DHFL-I 61,358.00 123%
46 DISHTV-I 29,350.00 59%
47 DIVISLAB-I 12,318.00 25%
48 DLF-I -3,250.00 -6%
49 DRREDDY-I 1,625.00 3%
50 EICHERMOT-I 13,975.00 28%
51 ENGINERSIN-I 54,076.00 108%
52 EXIDEIND-I -22,950.00 -46%
53 FEDERALBNK-I 16,720.00 33%
54 GAIL-I -26,306.00 -53%
55 GLENMARK-I 45,850.00 92%
56 GMRINFRA-I 51,480.00 103%
57 GODREJIND-I -1,248.00 -2%
58 GRASIM-I -13,296.00 -27%
59 HAVELLS-I 4,820.00 10%
60 HCLTECH-I 13,278.00 27%
61 HDFC-I -1,452.00 -3%
62 HDFCBANK-I -31,495.00 -63%
63 HDIL-I 33,360.00 67%
64 HEROMOTOCO-I -2,290.00 -5%
65 HEXAWARE-I 2,020.00 4%
66 HINDALCO-I 26,850.00 54%
67 HINDPETRO-I -9,462.00 -19%
68 HINDUNILVR-I 38,604.00 77%
69 HINDZINC-I -38,272.00 -77%
70 IBREALEST-I 35,640.00 71%
71 IBULHSGFIN-I 5,768.00 12%
72 ICICIBANK-I 12,376.00 25%
73 IDBI-I 83,280.00 167%
74 IDEA-I -23,760.00 -48%
75 IDFC-I 19,437.00 39%
76 IFCI-I 64,000.00 128%
77 IGL-I -19,371.00 -39%
78 INDIACEM-I 1,08,420.00 217%
79 INDUSINDBK-I -17,322.00 -35%
80 INFRATEL-I -87,022.00 -174%
81 INFY-I -1,890.00 -4%
82 IOB-I 3,500.00 7%
83 IOC-I 23,484.00 47%
84 IRB-I -13,083.00 -26%
85 ITC-I -4,704.00 -9%
86 JINDALSTEL-I 36,330.00 73%
87 JISLJALEQS-I 33,680.00 67%
88 JPASSOCIAT-I 59,040.00 118%
89 JSWENERGY-I 66,120.00 132%
90 JSWSTEEL-I -26,154.00 -52%
91 JUBLFOOD-I 22,608.00 45%
92 JUSTDIAL-I 54,320.00 109%
93 KOTAKBANK-I -35,910.00 -72%
94 KSCL-I -19,253.00 -39%
95 KTKBANK-I 37,600.00 75%
96 L&TFH-I 21,040.00 42%
97 LICHSGFIN-I 14,388.00 29%
98 LT-I -16,005.00 -32%
99 LUPIN-I 56,124.00 112%
100 M&M-I 30,704.00 61%
101 M&MFIN-I -15,000.00 -30%
102 MARUTI-I 30,623.00 61%
103 MCLEODRUSS-I -14,784.00 -30%
104 MINDTREE-I 1,02,048.00 204%
105 MOTHERSUMI-I 990.00 2%
106 MRF-I -40,245.00 -80%
107 NCC-I 35,200.00 70%
108 NHPC-I 12,420.00 25%
109 NIFTY-I -9,476.00 -19%
110 NMDC-I 32,300.00 65%
111 NTPC-I 15,960.00 32%
112 OFSS-I 33,677.00 67%
113 OIL-I 8,916.00 18%
114 ONGC-I 33,820.00 68%
115 ORIENTBANK-I 26,370.00 53%
116 PAGEIND-I -23,661.00 -47%
117 PETRONET-I -34,050.00 -68%
118 PFC-I 37,360.00 75%
119 PIDILITIND-I 2,800.00 6%
120 PNB-I -39,600.00 -79%
121 POWERGRID-I 15,000.00 30%
122 PTC-I 53,280.00 107%
123 RCOM-I -71,680.00 -143%
124 RECLTD-I 1,200.00 2%
125 RELCAPITAL-I 1,03,080.00 206%
126 RELIANCE-I 6,940.00 14%
127 RELINFRA-I 28,431.00 57%
128 RPOWER-I 9,360.00 19%
129 SAIL-I 22,770.00 46%
130 SBIN-I -15,760.00 -32%
131 SIEMENS-I 39,388.00 79%
132 SKSMICRO-I -34,000.00 -68%
133 SOUTHBANK-I 40,260.00 81%
134 SRF-I -43,308.00 -87%
135 SRTRANSFIN-I 19,038.00 38%
136 STAR-I -13,944.00 -28%
137 SUNPHARMA-I 51,126.00 102%
138 SUNTV-I 82,200.00 164%
139 SYNDIBANK-I 26,750.00 54%
140 TATACHEM-I 7,502.00 15%
141 TATACOMM-I -4,059.00 -8%
142 TATAGLOBAL-I 12,920.00 26%
143 TATAMOTORS-I 7,800.00 16%
144 TATAMTRDVR-I 16,653.00 33%
145 TATAPOWER-I 5,760.00 12%
146 TATASTEEL-I 21,440.00 43%
147 TCS-I -27,290.00 -55%
148 TECHM-I -23,970.00 -48%
149 TITAN-I -29,070.00 -58%
150 TV18BRDCST-I 81,260.00 163%
151 TVSMOTOR-I -43,000.00 -86%
152 UBL-I 31,970.00 64%
153 UCOBANK-I 32,500.00 65%
154 ULTRACEMCO-I -5,552.00 -11%
155 UNIONBANK-I 52,020.00 104%
156 UNITECH-I 46,200.00 92%
157 UPL-I -440.00 -1%
158 VEDL-I 48,960.00 98%
159 VOLTAS-I 592.00 1%
160 WIPRO-I -31,510.00 -63%
161 WOCKPHARMA-I -13,425.00 -27%
162 YESBANK-I 13,090.00 26%
163 ZEEL-I 58,682.00 117%
Total 16,78,316.00 20.5928343558282%