ROI (%) : -3.58 % in 1 Months
Net Profit [A]: -2,98,534.00
Risk-Reward [A] vs [C]: 1:0
Least DrawDown [B]:
(Max. Expected Loss)
-50,64,064
Underwater [C]:
(Max. Loss Booked)
-32,24,436 (-38.62% )
Total Symbols : 167
Portfolio Accuracy : 44.31 (74/167)
Avg. P/L per Trading Day : -14,927
Strategy Name : ExO-2016 v2
Period Tested : 01/01/16 -- 31/01/16


* 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 ACC-I -2,614.00 -5%
2 ADANIENT-I -22,980.00 -46%
3 ADANIPORTS-I -52,144.00 -104%
4 ADANIPOWER-I 46,000.00 92%
5 AJANTPHARM-I -49,248.00 -98%
6 ALBK-I 23,340.00 47%
7 AMARAJABAT-I 9,018.00 18%
8 AMBUJACEM-I -1,995.00 -4%
9 ANDHRABANK-I 13,600.00 27%
10 APOLLOHOSP-I -13,740.00 -27%
11 APOLLOTYRE-I 38,610.00 77%
12 ARVIND-I 26,146.00 52%
13 ASHOKLEY-I 64,820.00 130%
14 ASIANPAINT-I -22,098.00 -44%
15 AUROPHARMA-I -50,274.00 -101%
16 AXISBANK-I -12,460.00 -25%
17 BAJAJ-AUTO-I -18,770.00 -38%
18 BAJFINANCE-I 51,749.00 103%
19 BANKBARODA-I 21,142.00 42%
20 BANKINDIA-I 10,500.00 21%
21 BANKNIFTY-I -53,349.00 -107%
22 BATAINDIA-I -12,220.00 -24%
23 BEL-I -9,725.00 -19%
24 BEML-I -1,19,185.00 -238%
25 BHARATFORG-I -65,860.00 -132%
26 BHARTIARTL-I -23,268.00 -47%
27 BHEL-I 24,360.00 49%
28 BIOCON-I -16,148.00 -32%
29 BOSCHLTD-I -41,140.00 -82%
30 BPCL-I -22,716.00 -45%
31 BRITANNIA-I 23,594.00 47%
32 CADILAHC-I -52,350.00 -105%
33 CAIRN-I -22,950.00 -46%
34 CANBK-I -23,160.00 -46%
35 CASTROLIND-I 8,360.00 17%
36 CEATLTD-I 53,669.00 107%
37 CENTURYTEX-I -28,760.00 -58%
38 CESC-I -17,760.00 -36%
39 CIPLA-I -19,920.00 -40%
40 COALINDIA-I -46,764.00 -94%
41 COLPAL-I 35,805.00 72%
42 CONCOR-I 22,312.00 45%
43 CROMPGREAV-I -25,290.00 -51%
44 DABUR-I 76,660.00 153%
45 DHFL-I -39,446.00 -79%
46 DISHTV-I 18,850.00 38%
47 DIVISLAB-I -1,25,922.00 -252%
48 DLF-I -92,350.00 -185%
49 DRREDDY-I 3,893.00 8%
50 EICHERMOT-I 17,345.00 35%
51 ENGINERSIN-I -1,496.00 -3%
52 EXIDEIND-I -34,918.00 -70%
53 FEDERALBNK-I -54,720.00 -109%
54 GAIL-I 18,340.00 37%
55 GLENMARK-I 35,290.00 71%
56 GMRINFRA-I -84,630.00 -169%
57 GODREJCP-I 76,896.00 154%
58 GODREJIND-I 8,619.00 17%
59 GRASIM-I -64,643.00 -129%
60 HAVELLS-I -39,560.00 -79%
61 HCLTECH-I -1,07,880.00 -216%
62 HDFC-I -17,168.00 -34%
63 HDFCBANK-I -32,985.00 -66%
64 HDIL-I -42,360.00 -85%
65 HEROMOTOCO-I 14,220.00 28%
66 HEXAWARE-I 22,860.00 46%
67 HINDALCO-I -18,650.00 -37%
68 HINDPETRO-I 4,596.00 9%
69 HINDUNILVR-I 19,440.00 39%
70 HINDZINC-I 92,320.00 185%
71 IBREALEST-I -1,75,140.00 -350%
72 IBULHSGFIN-I -30,976.00 -62%
73 ICICIBANK-I 11,016.00 22%
74 IDBI-I 78,240.00 156%
75 IDEA-I 53,160.00 106%
76 IDFC-I -9,603.00 -19%
77 IFCI-I 41,600.00 83%
78 IGL-I 43,010.00 86%
79 INDIACEM-I 75,180.00 150%
80 INDUSINDBK-I -924.00 -2%
81 INFRATEL-I 37,960.00 76%
82 INFY-I -10,085.00 -20%
83 IOB-I 33,180.00 66%
84 IOC-I 16,968.00 34%
85 IRB-I 29,547.00 59%
86 ITC-I -5,840.00 -12%
87 JETAIRWAYS-I 67,554.00 135%
88 JINDALSTEL-I 18,970.00 38%
89 JISLJALEQS-I -45,680.00 -91%
90 JPASSOCIAT-I -24,000.00 -48%
91 JSWENERGY-I -30,900.00 -62%
92 JSWSTEEL-I -30,282.00 -61%
93 JUBLFOOD-I 26,970.00 54%
94 JUSTDIAL-I 38,630.00 77%
95 KOTAKBANK-I -54,138.00 -108%
96 KSCL-I -20,745.00 -41%
97 KTKBANK-I -18,000.00 -36%
98 L&TFH-I -11,040.00 -22%
99 LICHSGFIN-I -36,817.00 -74%
100 LT-I -1,230.00 -2%
101 LUPIN-I -5,355.00 -11%
102 M&M-I -6,296.00 -13%
103 M&MFIN-I 23,440.00 47%
104 MARICO-I 6,994.00 14%
105 MARUTI-I 45,755.00 92%
106 MCLEODRUSS-I -12,012.00 -24%
107 MINDTREE-I 81,952.00 164%
108 MOTHERSUMI-I -11,055.00 -22%
109 MRF-I 35,396.00 71%
110 NCC-I 50,080.00 100%
111 NHPC-I 29,970.00 60%
112 NIFTY-I -39,419.00 -79%
113 NMDC-I 52,500.00 105%
114 NTPC-I 1,13,960.00 228%
115 OFSS-I -14,762.00 -30%
116 OIL-I -22,080.00 -44%
117 ONGC-I -61,920.00 -124%
118 ORIENTBANK-I -48,930.00 -98%
119 PAGEIND-I -77,750.00 -156%
120 PETRONET-I 2,040.00 4%
121 PFC-I 44,020.00 88%
122 PIDILITIND-I -6,840.00 -14%
123 PNB-I -45,640.00 -91%
124 POWERGRID-I 29,320.00 59%
125 PTC-I 1,03,360.00 207%
126 RCOM-I -59,200.00 -118%
127 RECLTD-I 25,900.00 52%
128 RELCAPITAL-I -11,940.00 -24%
129 RELIANCE-I -41,390.00 -83%
130 RELINFRA-I 1,11,215.00 222%
131 RPOWER-I 51,840.00 104%
132 SAIL-I -3,780.00 -8%
133 SBIN-I -26,460.00 -53%
134 SIEMENS-I -47,248.00 -94%
135 SKSMICRO-I 36,300.00 73%
136 SOUTHBANK-I -15,840.00 -32%
137 SRF-I 78,400.00 157%
138 SRTRANSFIN-I 48,240.00 96%
139 STAR-I -33,060.00 -66%
140 SUNPHARMA-I 3,558.00 7%
141 SUNTV-I -22,480.00 -45%
142 SYNDIBANK-I -55,600.00 -111%
143 TATACHEM-I -21,428.00 -43%
144 TATACOMM-I -7,832.00 -16%
145 TATAGLOBAL-I -19,520.00 -39%
146 TATAMOTORS-I 53,100.00 106%
147 TATAMTRDVR-I 28,770.00 58%
148 TATAPOWER-I -94,400.00 -189%
149 TATASTEEL-I -59,580.00 -119%
150 TCS-I -35,348.00 -71%
151 TECHM-I 53,220.00 106%
152 TITAN-I 135.00 0%
153 TORNTPHARM-I 33,108.00 66%
154 TV18BRDCST-I 41,310.00 83%
155 TVSMOTOR-I -14,100.00 -28%
156 UBL-I -19,400.00 -39%
157 UCOBANK-I -24,400.00 -49%
158 ULTRACEMCO-I -15,188.00 -30%
159 UNIONBANK-I 34,380.00 69%
160 UNITECH-I -3,850.00 -8%
161 UPL-I 41,060.00 82%
162 VEDL-I 38,040.00 76%
163 VOLTAS-I -15,200.00 -30%
164 WIPRO-I -47,590.00 -95%
165 WOCKPHARMA-I 1,16,588.00 233%
166 YESBANK-I -24,878.00 -50%
167 ZEEL-I 13,962.00 28%
Total -2,98,534.00 -3.59679518072289%