ROI (%) : 32.69 % in 1 Months
Net Profit [A]: 27,13,496.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-8,31,923
Underwater [C]:
(Max. Loss Booked)
-8,31,923 (-10.02% )
Total Symbols : 166
Portfolio Accuracy : 59.64 (99/166)
Avg. P/L per Trading Day : 1,35,675
Strategy Name : ExO-2016 v2
Period Tested : 01/07/16 -- 31/07/16


* 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 14,615.00 29%
2 ACC-I 54,919.00 110%
3 ADANIENT-I 9,420.00 19%
4 ADANIPORTS-I -18,960.00 -38%
5 ADANIPOWER-I -4,400.00 -9%
6 AJANTPHARM-I 18,372.00 37%
7 ALBK-I 98,220.00 196%
8 AMARAJABAT-I 45,006.00 90%
9 AMBUJACEM-I -14,616.00 -29%
10 ANDHRABANK-I 1,00,000.00 200%
11 APOLLOHOSP-I 14,008.00 28%
12 APOLLOTYRE-I 6,120.00 12%
13 ARVIND-I -27,064.00 -54%
14 ASHOKLEY-I -5,740.00 -11%
15 ASIANPAINT-I 22,446.00 45%
16 AUROPHARMA-I -11,907.00 -24%
17 AXISBANK-I -17,610.00 -35%
18 BAJAJ-AUTO-I 1,510.00 3%
19 BAJFINANCE-I 41,548.00 83%
20 BANKBARODA-I 31,403.00 63%
21 BANKINDIA-I 86,370.00 173%
22 BANKNIFTY-I -15,564.00 -31%
23 BATAINDIA-I 70,570.00 141%
24 BEL-I -7,943.00 -16%
25 BEML-I 51,185.00 102%
26 BHARATFORG-I 9,390.00 19%
27 BHARTIARTL-I 3,480.00 7%
28 BHEL-I -14,900.00 -30%
29 BIOCON-I 49,962.00 100%
30 BOSCHLTD-I 55,636.00 111%
31 BPCL-I 3,42,834.00 686%
32 BRITANNIA-I 40,618.00 81%
33 CADILAHC-I 93,930.00 188%
34 CAIRN-I 48,960.00 98%
35 CANBK-I 1,24,220.00 248%
36 CASTROLIND-I -50,941.00 -102%
37 CEATLTD-I -26,873.00 -54%
38 CENTURYTEX-I -33,896.00 -68%
39 CESC-I 35,410.00 71%
40 CIPLA-I -11,064.00 -22%
41 COALINDIA-I 23,760.00 48%
42 COLPAL-I 34,590.00 69%
43 CONCOR-I 25,720.00 51%
44 CROMPGREAV-I -18,030.00 -36%
45 DABUR-I -37,980.00 -76%
46 DHFL-I -29,656.00 -59%
47 DISHTV-I 1,08,400.00 217%
48 DIVISLAB-I 32,436.00 65%
49 DLF-I -28,150.00 -56%
50 DRREDDY-I 2,501.00 5%
51 EICHERMOT-I 23,637.00 47%
52 ENGINERSIN-I -12,936.00 -26%
53 EXIDEIND-I 4,352.00 9%
54 FEDERALBNK-I 12,160.00 24%
55 GAIL-I 40,362.00 81%
56 GLENMARK-I 7,790.00 16%
57 GMRINFRA-I -1,13,880.00 -228%
58 GODREJCP-I 14,312.00 29%
59 GODREJIND-I 5,083.00 10%
60 GRASIM-I 3,905.00 8%
61 HAVELLS-I 4,220.00 8%
62 HCLTECH-I 3,060.00 6%
63 HDFC-I -5,904.00 -12%
64 HDFCBANK-I -1,285.00 -3%
65 HDIL-I -4,740.00 -9%
66 HEROMOTOCO-I 2,444.00 5%
67 HEXAWARE-I -21,100.00 -42%
68 HINDALCO-I -22,100.00 -44%
69 HINDPETRO-I -37,452.00 -75%
70 HINDUNILVR-I 17,112.00 34%
71 HINDZINC-I -20,576.00 -41%
72 IBREALEST-I 1,22,400.00 245%
73 IBULHSGFIN-I 35,072.00 70%
74 ICICIBANK-I 12,274.00 25%
75 IDBI-I 99,120.00 198%
76 IDEA-I 10,110.00 20%
77 IDFC-I 12,672.00 25%
78 IFCI-I -61,000.00 -122%
79 IGL-I 10,747.00 21%
80 INDIACEM-I 56,100.00 112%
81 INDUSINDBK-I 37,224.00 74%
82 INFRATEL-I 29,081.00 58%
83 INFY-I 65,210.00 130%
84 IOC-I 55,032.00 110%
85 IRB-I -20,412.00 -41%
86 ITC-I 1,120.00 2%
87 JETAIRWAYS-I -5,238.00 -10%
88 JINDALSTEL-I 85,750.00 172%
89 JISLJALEQS-I -26,240.00 -52%
90 JPASSOCIAT-I 2,45,760.00 492%
91 JSWENERGY-I 6,480.00 13%
92 JSWSTEEL-I 69,480.00 139%
93 JUBLFOOD-I 7,665.00 15%
94 JUSTDIAL-I 28,195.00 56%
95 KOTAKBANK-I -23,604.00 -47%
96 KSCL-I 3,870.00 8%
97 KTKBANK-I 54,280.00 109%
98 L&TFH-I 57,520.00 115%
99 LICHSGFIN-I 57,926.00 116%
100 LT-I 25,950.00 52%
101 LUPIN-I -1,08,453.00 -217%
102 M&M-I -11,428.00 -23%
103 M&MFIN-I -23,400.00 -47%
104 MARICO-I 26,910.00 54%
105 MARUTI-I -8,221.00 -16%
106 MCLEODRUSS-I -70,180.00 -140%
107 MINDTREE-I 33,368.00 67%
108 MOTHERSUMI-I -20,955.00 -42%
109 MRF-I 48,795.00 98%
110 NCC-I 48,480.00 97%
111 NHPC-I -35,640.00 -71%
112 NIFTY-I -25,210.00 -50%
113 NMDC-I 22,650.00 45%
114 NTPC-I -15,640.00 -31%
115 OFSS-I 18,359.00 37%
116 OIL-I -6,540.00 -13%
117 ONGC-I 36,320.00 73%
118 ORIENTBANK-I 7,800.00 16%
119 PAGEIND-I 54,067.00 108%
120 PETRONET-I -47,550.00 -95%
121 PFC-I -29,600.00 -59%
122 PIDILITIND-I 64,710.00 129%
123 PNB-I 1,53,840.00 308%
124 POWERGRID-I 11,680.00 23%
125 PTC-I -80,800.00 -162%
126 RCOM-I -9,600.00 -19%
127 RECLTD-I 14,580.00 29%
128 RELCAPITAL-I -10,620.00 -21%
129 RELIANCE-I -41,555.00 -83%
130 RELINFRA-I 35,269.00 71%
131 RPOWER-I -15,000.00 -30%
132 SAIL-I 52,200.00 104%
133 SBIN-I 12,780.00 26%
134 SIEMENS-I -24,404.00 -49%
135 SKSMICRO-I -7,900.00 -16%
136 SOUTHBANK-I -6,820.00 -14%
137 SRF-I -34,436.00 -69%
138 SRTRANSFIN-I 1,33,410.00 267%
139 STAR-I -9,684.00 -19%
140 SUNPHARMA-I -390.00 -1%
141 SUNTV-I 42,980.00 86%
142 SYNDIBANK-I 10,800.00 22%
143 TATACHEM-I 88.00 0%
144 TATACOMM-I -31,526.00 -63%
145 TATAGLOBAL-I 25,760.00 52%
146 TATAMOTORS-I -37,335.00 -75%
147 TATAMTRDVR-I -33,264.00 -67%
148 TATAPOWER-I -15,680.00 -31%
149 TATASTEEL-I 39,580.00 79%
150 TCS-I 17,642.00 35%
151 TECHM-I -45,390.00 -91%
152 TITAN-I 51,675.00 103%
153 TORNTPHARM-I 66,304.00 133%
154 TV18BRDCST-I -5,950.00 -12%
155 TVSMOTOR-I 38,700.00 77%
156 UBL-I 7,180.00 14%
157 ULTRACEMCO-I -3,442.00 -7%
158 UNIONBANK-I 63,660.00 127%
159 UNITECH-I 23,100.00 46%
160 UPL-I -450.00 -1%
161 VEDL-I 1,02,320.00 205%
162 VOLTAS-I -10,528.00 -21%
163 WIPRO-I -24,870.00 -50%
164 WOCKPHARMA-I 67,646.00 135%
165 YESBANK-I -22,638.00 -45%
166 ZEEL-I -17,329.00 -35%
Total 27,13,496.00 32.89%