ROI (%) : 10.82 % in 1 Months
Net Profit [A]: 9,08,741.00
Risk-Reward [A] vs [C]: 1:1
Least DrawDown [B]:
(Max. Expected Loss)
-15,69,173
Underwater [C]:
(Max. Loss Booked)
-15,69,173 (-18.68% )
Total Symbols : 168
Portfolio Accuracy : 51.79 (87/168)
Avg. P/L per Trading Day : 41,306
Strategy Name : ExO-2016 v2
Period Tested : 01/06/16 -- 30/06/16


* 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 14,265.00 29%
2 ACC-I -65,250.00 -130%
3 ADANIENT-I 1,28,400.00 257%
4 ADANIPORTS-I -10,512.00 -21%
5 ADANIPOWER-I 22,600.00 45%
6 AJANTPHARM-I 48,692.00 97%
7 ALBK-I 1,560.00 3%
8 AMARAJABAT-I -2,226.00 -4%
9 AMBUJACEM-I -10,689.00 -21%
10 ANDHRABANK-I -44,160.00 -88%
11 APOLLOHOSP-I 43,032.00 86%
12 APOLLOTYRE-I -2,250.00 -4%
13 ARVIND-I 48,705.00 97%
14 ASHOKLEY-I 770.00 2%
15 ASIANPAINT-I -21,726.00 -43%
16 AUROPHARMA-I 13,839.00 28%
17 AXISBANK-I -11,060.00 -22%
18 BAJAJ-AUTO-I -36,414.00 -73%
19 BAJFINANCE-I 40,130.00 80%
20 BANKBARODA-I 21,266.00 43%
21 BANKINDIA-I 16,500.00 33%
22 BANKNIFTY-I -8,321.00 -17%
23 BATAINDIA-I 37,640.00 75%
24 BEL-I 69,948.00 140%
25 BEML-I 27,665.00 55%
26 BHARATFORG-I 10,000.00 20%
27 BHARTIARTL-I 46,260.00 93%
28 BHEL-I 300.00 1%
29 BIOCON-I 76,483.00 153%
30 BOSCHLTD-I 45,978.00 92%
31 BPCL-I 5,904.00 12%
32 BRITANNIA-I 20,718.00 41%
33 CADILAHC-I 23,160.00 46%
34 CAIRN-I -17,490.00 -35%
35 CANBK-I -50,420.00 -101%
36 CASTROLIND-I -5,247.00 -10%
37 CEATLTD-I 74,417.00 149%
38 CENTURYTEX-I 1,05,656.00 211%
39 CESC-I 9,980.00 20%
40 CIPLA-I 24,904.00 50%
41 COALINDIA-I -3,576.00 -7%
42 COLPAL-I 29,185.00 58%
43 CONCOR-I -8,480.00 -17%
44 CROMPGREAV-I 43,530.00 87%
45 DABUR-I 35,980.00 72%
46 DHFL-I 1,606.00 3%
47 DISHTV-I 51,500.00 103%
48 DIVISLAB-I -21,150.00 -42%
49 DLF-I -22,650.00 -45%
50 DRREDDY-I -6,482.00 -13%
51 EICHERMOT-I 3,784.00 8%
52 ENGINERSIN-I 41,074.00 82%
53 EXIDEIND-I -15,436.00 -31%
54 FEDERALBNK-I 23,440.00 47%
55 GAIL-I -48,188.00 -96%
56 GLENMARK-I -20,240.00 -40%
57 GMRINFRA-I -3,900.00 -8%
58 GODREJCP-I 60,548.00 121%
59 GODREJIND-I 60,645.00 121%
60 GRASIM-I -20,774.00 -42%
61 HAVELLS-I -1,25,540.00 -251%
62 HCLTECH-I -1,422.00 -3%
63 HDFC-I -32,664.00 -65%
64 HDFCBANK-I -34,530.00 -69%
65 HDIL-I 38,580.00 77%
66 HEROMOTOCO-I -28,988.00 -58%
67 HEXAWARE-I 22,820.00 46%
68 HINDALCO-I -95,200.00 -190%
69 HINDPETRO-I -30.00 0%
70 HINDUNILVR-I -1,512.00 -3%
71 HINDZINC-I 28,000.00 56%
72 IBREALEST-I 46,620.00 93%
73 IBULHSGFIN-I 1,456.00 3%
74 ICICIBANK-I -3,315.00 -7%
75 IDBI-I 20,320.00 41%
76 IDEA-I 72,390.00 145%
77 IDFC-I -10,758.00 -22%
78 IFCI-I 60,000.00 120%
79 IGL-I 49,038.00 98%
80 INDIACEM-I 62,280.00 125%
81 INDUSINDBK-I -10,608.00 -21%
82 INFRATEL-I 53,027.00 106%
83 INFY-I -30,485.00 -61%
84 IOB-I -11,200.00 -22%
85 IOC-I -42,216.00 -84%
86 IRB-I -48,720.00 -97%
87 ITC-I -1,056.00 -2%
88 JETAIRWAYS-I 56,817.00 114%
89 JINDALSTEL-I -11,270.00 -23%
90 JISLJALEQS-I 18,800.00 38%
91 JPASSOCIAT-I 26,400.00 53%
92 JSWENERGY-I 48,900.00 98%
93 JSWSTEEL-I -8,790.00 -18%
94 JUBLFOOD-I 7,866.00 16%
95 JUSTDIAL-I -10,740.00 -21%
96 KOTAKBANK-I 22,029.00 44%
97 KSCL-I -26,850.00 -54%
98 KTKBANK-I -44,840.00 -90%
99 L&TFH-I -21,040.00 -42%
100 LICHSGFIN-I 19,250.00 38%
101 LT-I -34,692.00 -69%
102 LUPIN-I 14,103.00 28%
103 M&M-I -40,124.00 -80%
104 M&MFIN-I 23,320.00 47%
105 MARICO-I -50,570.00 -101%
106 MARUTI-I -33,885.00 -68%
107 MCLEODRUSS-I 52,734.00 105%
108 MINDTREE-I 12,600.00 25%
109 MOTHERSUMI-I -4,875.00 -10%
110 MRF-I -1,293.00 -3%
111 NCC-I -15,280.00 -31%
112 NHPC-I -15,390.00 -31%
113 NIFTY-I -11,241.00 -22%
114 NMDC-I 33,200.00 66%
115 NTPC-I -18,360.00 -37%
116 OFSS-I 14,109.00 28%
117 OIL-I -50,400.00 -101%
118 ONGC-I 7,140.00 14%
119 ORIENTBANK-I 3,420.00 7%
120 PAGEIND-I 5,963.00 12%
121 PETRONET-I -15,780.00 -32%
122 PFC-I -21,460.00 -43%
123 PIDILITIND-I 3,390.00 7%
124 PNB-I -49,600.00 -99%
125 POWERGRID-I 4,200.00 8%
126 PTC-I 29,680.00 59%
127 RCOM-I -26,320.00 -53%
128 RECLTD-I 20,100.00 40%
129 RELCAPITAL-I -10,425.00 -21%
130 RELIANCE-I -33,200.00 -66%
131 RELINFRA-I -36,491.00 -73%
132 RPOWER-I 71,040.00 142%
133 SAIL-I 56,070.00 112%
134 SBIN-I 1,940.00 4%
135 SIEMENS-I 656.00 1%
136 SKSMICRO-I -5,610.00 -11%
137 SOUTHBANK-I -4,620.00 -9%
138 SRF-I -17,328.00 -35%
139 SRTRANSFIN-I 12,576.00 25%
140 STAR-I 3,412.00 7%
141 SUNPHARMA-I -19,770.00 -40%
142 SUNTV-I 14,320.00 29%
143 SYNDIBANK-I -12,250.00 -24%
144 TATACHEM-I -53,988.00 -108%
145 TATACOMM-I 3,102.00 6%
146 TATAGLOBAL-I -26,000.00 -52%
147 TATAMOTORS-I -1,00,665.00 -201%
148 TATAMTRDVR-I -76,713.00 -153%
149 TATAPOWER-I -10,800.00 -22%
150 TATASTEEL-I -38,940.00 -78%
151 TCS-I 54,952.00 110%
152 TECHM-I -38,570.00 -77%
153 TITAN-I -21,060.00 -42%
154 TORNTPHARM-I -38,100.00 -76%
155 TV18BRDCST-I 1,08,630.00 217%
156 TVSMOTOR-I 9,860.00 20%
157 UBL-I 20,960.00 42%
158 UCOBANK-I -43,100.00 -86%
159 ULTRACEMCO-I -10,300.00 -21%
160 UNIONBANK-I 19,650.00 39%
161 UNITECH-I 1,61,700.00 323%
162 UPL-I 74,240.00 148%
163 VEDL-I 69,840.00 140%
164 VOLTAS-I 42,832.00 86%
165 WIPRO-I -3,830.00 -8%
166 WOCKPHARMA-I 19,361.00 39%
167 YESBANK-I 6,286.00 13%
168 ZEEL-I -1,859.00 -4%
Total 9,08,741.00 10.82%