ROI (%) : 72.37 % in 1 Months
Net Profit [A]: 60,78,826.00
Risk-Reward [A] vs [C]: 1:8
Least DrawDown [B]:
(Max. Expected Loss)
-7,64,005
Underwater [C]:
(Max. Loss Booked)
-7,52,259 (-8.96% )
Total Symbols : 168
Portfolio Accuracy : 77.38 (130/168)
Avg. P/L per Trading Day : 2,89,468
Strategy Name : ExO-2016 v2
Period Tested : 01/02/16 -- 29/02/16


* 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 -18,143.00 -36%
2 ACC-I 34,395.00 69%
3 ADANIENT-I -49,980.00 -100%
4 ADANIPORTS-I 37,984.00 76%
5 ADANIPOWER-I 70,600.00 141%
6 AJANTPHARM-I 24,024.00 48%
7 ALBK-I 24,720.00 49%
8 AMARAJABAT-I 27,666.00 55%
9 AMBUJACEM-I -12,726.00 -25%
10 ANDHRABANK-I 67,760.00 136%
11 APOLLOHOSP-I -24,976.00 -50%
12 APOLLOTYRE-I -42,450.00 -85%
13 ARVIND-I 62,764.00 126%
14 ASHOKLEY-I 1,33,420.00 267%
15 ASIANPAINT-I -5,580.00 -11%
16 AUROPHARMA-I 61,586.00 123%
17 AXISBANK-I 56,310.00 113%
18 BAJAJ-AUTO-I 55,106.00 110%
19 BAJFINANCE-I 1,66,535.00 333%
20 BANKBARODA-I 68,820.00 138%
21 BANKINDIA-I 97,980.00 196%
22 BANKNIFTY-I 54,841.00 110%
23 BATAINDIA-I -22,070.00 -44%
24 BEL-I 75,056.00 150%
25 BEML-I 1,05,545.00 211%
26 BHARATFORG-I 15,920.00 32%
27 BHARTIARTL-I 12,600.00 25%
28 BHEL-I 37,200.00 74%
29 BIOCON-I 18,161.00 36%
30 BOSCHLTD-I 15,304.00 31%
31 BPCL-I -4,446.00 -9%
32 BRITANNIA-I 39,352.00 79%
33 CADILAHC-I -55,410.00 -111%
34 CAIRN-I 1,01,250.00 202%
35 CANBK-I 58,680.00 117%
36 CASTROLIND-I 6,479.00 13%
37 CEATLTD-I 84,595.00 169%
38 CENTURYTEX-I 14,464.00 29%
39 CESC-I -15,270.00 -31%
40 CIPLA-I 35,152.00 70%
41 COALINDIA-I -4,884.00 -10%
42 COLPAL-I 28,500.00 57%
43 CONCOR-I 32,756.00 66%
44 CROMPGREAV-I 86,550.00 173%
45 DABUR-I 22,600.00 45%
46 DHFL-I 41,382.00 83%
47 DISHTV-I 33,000.00 66%
48 DIVISLAB-I 52,554.00 105%
49 DLF-I 70,800.00 142%
50 DRREDDY-I 55,694.00 111%
51 EICHERMOT-I 15,932.00 32%
52 ENGINERSIN-I 56,584.00 113%
53 EXIDEIND-I 70,720.00 141%
54 FEDERALBNK-I 73,440.00 147%
55 GAIL-I 6,706.00 13%
56 GLENMARK-I -15,770.00 -32%
57 GMRINFRA-I -19,500.00 -39%
58 GODREJCP-I 21,444.00 43%
59 GODREJIND-I 34,632.00 69%
60 GRASIM-I -15,408.00 -31%
61 HAVELLS-I 91,220.00 182%
62 HCLTECH-I 23,586.00 47%
63 HDFC-I -5,304.00 -11%
64 HDFCBANK-I -25,500.00 -51%
65 HDIL-I 65,760.00 132%
66 HEROMOTOCO-I 43,822.00 88%
67 HEXAWARE-I 39,240.00 78%
68 HINDALCO-I -18,900.00 -38%
69 HINDPETRO-I 5,088.00 10%
70 HINDUNILVR-I 8,550.00 17%
71 HINDZINC-I 58,464.00 117%
72 IBREALEST-I 43,740.00 87%
73 IBULHSGFIN-I 80,208.00 160%
74 ICICIBANK-I 50,558.00 101%
75 IDBI-I 1,55,680.00 311%
76 IDEA-I -28,680.00 -57%
77 IDFC-I 26,763.00 54%
78 IFCI-I 1,31,800.00 264%
79 IGL-I 27,632.00 55%
80 INDIACEM-I 21,780.00 44%
81 INDUSINDBK-I -5,766.00 -12%
82 INFRATEL-I 36,842.00 74%
83 INFY-I 9,845.00 20%
84 IOB-I 12,180.00 24%
85 IOC-I -1,800.00 -4%
86 IRB-I 57,099.00 114%
87 ITC-I -94,752.00 -190%
88 JETAIRWAYS-I 14,040.00 28%
89 JINDALSTEL-I 1,55,190.00 310%
90 JISLJALEQS-I 92,080.00 184%
91 JPASSOCIAT-I 74,400.00 149%
92 JSWENERGY-I 34,020.00 68%
93 JSWSTEEL-I 59,754.00 120%
94 JUBLFOOD-I -37,341.00 -75%
95 JUSTDIAL-I -14,195.00 -28%
96 KOTAKBANK-I -11,256.00 -23%
97 KSCL-I 37,290.00 75%
98 KTKBANK-I 34,960.00 70%
99 L&TFH-I -240.00 0%
100 LICHSGFIN-I 1,18,184.00 236%
101 LT-I 17,289.00 35%
102 LUPIN-I 1,16,592.00 233%
103 M&M-I 2,072.00 4%
104 M&MFIN-I 26,440.00 53%
105 MARICO-I 35,724.00 71%
106 MARUTI-I 43,899.00 88%
107 MCLEODRUSS-I 30,514.00 61%
108 MINDTREE-I -53,448.00 -107%
109 MOTHERSUMI-I 71,145.00 142%
110 MRF-I -39,314.00 -79%
111 NCC-I 74,160.00 148%
112 NHPC-I 64,800.00 130%
113 NIFTY-I 37,052.00 74%
114 NMDC-I 1,02,350.00 205%
115 NTPC-I -21,800.00 -44%
116 OFSS-I 46,523.00 93%
117 OIL-I -37,224.00 -74%
118 ONGC-I 1,08,300.00 217%
119 ORIENTBANK-I 58,710.00 117%
120 PAGEIND-I 27,853.00 56%
121 PETRONET-I -7,800.00 -16%
122 PFC-I 96,800.00 194%
123 PIDILITIND-I 77,960.00 156%
124 PNB-I 1,40,240.00 280%
125 POWERGRID-I -27,160.00 -54%
126 PTC-I 82,240.00 164%
127 RCOM-I 71,040.00 142%
128 RECLTD-I 89,100.00 178%
129 RELCAPITAL-I -27,930.00 -56%
130 RELIANCE-I -14,340.00 -29%
131 RELINFRA-I -47,593.00 -95%
132 RPOWER-I 92,520.00 185%
133 SAIL-I 72,000.00 144%
134 SBIN-I 100.00 0%
135 SIEMENS-I 35,216.00 70%
136 SKSMICRO-I 12,490.00 25%
137 SOUTHBANK-I 12,760.00 26%
138 SRF-I -68.00 0%
139 SRTRANSFIN-I -1,716.00 -3%
140 STAR-I 87,812.00 176%
141 SUNPHARMA-I 65,982.00 132%
142 SUNTV-I 18,820.00 38%
143 SYNDIBANK-I 53,900.00 108%
144 TATACHEM-I 34,815.00 70%
145 TATACOMM-I 38,049.00 76%
146 TATAGLOBAL-I 65,200.00 130%
147 TATAMOTORS-I 43,635.00 87%
148 TATAMTRDVR-I 55,293.00 111%
149 TATAPOWER-I 22,160.00 44%
150 TATASTEEL-I 73,280.00 147%
151 TCS-I 10,246.00 20%
152 TECHM-I 7,330.00 15%
153 TITAN-I 61,560.00 123%
154 TORNTPHARM-I 31,740.00 63%
155 TV18BRDCST-I 3,400.00 7%
156 TVSMOTOR-I 92,460.00 185%
157 UBL-I 8,760.00 18%
158 UCOBANK-I 49,300.00 99%
159 ULTRACEMCO-I 18,652.00 37%
160 UNIONBANK-I 30,630.00 61%
161 UNITECH-I 50,050.00 100%
162 UPL-I 30,520.00 61%
163 VEDL-I 1,58,560.00 317%
164 VOLTAS-I 91,280.00 183%
165 WIPRO-I -290.00 -1%
166 WOCKPHARMA-I 79,313.00 159%
167 YESBANK-I -17,591.00 -35%
168 ZEEL-I 19,474.00 39%
Total 60,78,826.00 72.3669761904762%