ROI (%) : 14.46 % in 1 Months
Net Profit [A]: 12,00,572.00
Risk-Reward [A] vs [C]: 1:1
Least DrawDown [B]:
(Max. Expected Loss)
-15,86,103
Underwater [C]:
(Max. Loss Booked)
-14,34,968 (-17.29% )
Total Symbols : 166
Portfolio Accuracy : 58.43 (97/166)
Avg. P/L per Trading Day : 60,029
Strategy Name : ExO-2016 v2
Period Tested : 01/03/16 -- 31/03/16


* 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 -373.00 -1%
2 ACC-I -1,076.00 -2%
3 ADANIENT-I -25,380.00 -51%
4 ADANIPORTS-I -1,072.00 -2%
5 ADANIPOWER-I 12,000.00 24%
6 AJANTPHARM-I 45,376.00 91%
7 ALBK-I 21,480.00 43%
8 AMARAJABAT-I 15,348.00 31%
9 AMBUJACEM-I 11,697.00 23%
10 ANDHRABANK-I 69,520.00 139%
11 APOLLOHOSP-I 63,792.00 128%
12 APOLLOTYRE-I 6,780.00 14%
13 ARVIND-I 9,571.00 19%
14 ASHOKLEY-I 24,150.00 48%
15 ASIANPAINT-I -35,280.00 -71%
16 AUROPHARMA-I 27,503.00 55%
17 AXISBANK-I -20,260.00 -41%
18 BAJAJ-AUTO-I -36,630.00 -73%
19 BAJFINANCE-I -11,705.00 -23%
20 BANKBARODA-I 41,757.00 84%
21 BANKINDIA-I -2,370.00 -5%
22 BANKNIFTY-I -64,980.00 -130%
23 BATAINDIA-I 34,570.00 69%
24 BEL-I -28,256.00 -57%
25 BEML-I 27,265.00 55%
26 BHARATFORG-I 47,605.00 95%
27 BHARTIARTL-I -3,552.00 -7%
28 BHEL-I 18,700.00 37%
29 BIOCON-I 47,685.00 95%
30 BOSCHLTD-I -48,977.00 -98%
31 BPCL-I -26,034.00 -52%
32 BRITANNIA-I 25,094.00 50%
33 CADILAHC-I 16,290.00 33%
34 CAIRN-I -18,330.00 -37%
35 CANBK-I -1,780.00 -4%
36 CASTROLIND-I 49,775.00 100%
37 CEATLTD-I -3,094.00 -6%
38 CENTURYTEX-I -50,480.00 -101%
39 CESC-I 2,800.00 6%
40 CIPLA-I 29,512.00 59%
41 COALINDIA-I 1,440.00 3%
42 COLPAL-I 41,365.00 83%
43 CONCOR-I -2,956.00 -6%
44 DABUR-I 35,600.00 71%
45 DHFL-I 13,112.00 26%
46 DISHTV-I 26,000.00 52%
47 DIVISLAB-I 5,580.00 11%
48 DLF-I -4,550.00 -9%
49 DRREDDY-I 248.00 0%
50 EICHERMOT-I 20,502.00 41%
51 ENGINERSIN-I 21,758.00 44%
52 EXIDEIND-I -6,698.00 -13%
53 FEDERALBNK-I -1,200.00 -2%
54 GAIL-I 20,202.00 40%
55 GLENMARK-I 26,305.00 53%
56 GMRINFRA-I 15,600.00 31%
57 GODREJCP-I -25,372.00 -51%
58 GODREJIND-I -59,813.00 -120%
59 GRASIM-I -4,445.00 -9%
60 HAVELLS-I 3,320.00 7%
61 HCLTECH-I 14,838.00 30%
62 HDFC-I 29,932.00 60%
63 HDFCBANK-I -34,775.00 -70%
64 HDIL-I 2,160.00 4%
65 HEROMOTOCO-I 23,756.00 48%
66 HEXAWARE-I 34,400.00 69%
67 HINDALCO-I 19,850.00 40%
68 HINDPETRO-I -16,014.00 -32%
69 HINDUNILVR-I -37,422.00 -75%
70 HINDZINC-I 80,512.00 161%
71 IBREALEST-I 5,310.00 11%
72 IBULHSGFIN-I 44,176.00 88%
73 ICICIBANK-I -21,573.00 -43%
74 IDBI-I 25,280.00 51%
75 IDEA-I 8,280.00 17%
76 IDFC-I 3,267.00 7%
77 IFCI-I -1,000.00 -2%
78 IGL-I 25,850.00 52%
79 INDIACEM-I -26,880.00 -54%
80 INDUSINDBK-I 12,984.00 26%
81 INFRATEL-I 23,725.00 47%
82 INFY-I -17,530.00 -35%
83 IOB-I 22,400.00 45%
84 IOC-I -27,528.00 -55%
85 IRB-I -7,728.00 -15%
86 ITC-I 20,496.00 41%
87 JETAIRWAYS-I 10,845.00 22%
88 JINDALSTEL-I 33,670.00 67%
89 JISLJALEQS-I -35,280.00 -71%
90 JPASSOCIAT-I 24,000.00 48%
91 JSWENERGY-I 75,600.00 151%
92 JSWSTEEL-I -19,140.00 -38%
93 JUBLFOOD-I -6,279.00 -13%
94 JUSTDIAL-I 85,395.00 171%
95 KOTAKBANK-I -26,873.00 -54%
96 KSCL-I 2,805.00 6%
97 KTKBANK-I -58,920.00 -118%
98 L&TFH-I -16,800.00 -34%
99 LICHSGFIN-I -4,345.00 -9%
100 LT-I 20,070.00 40%
101 LUPIN-I 99,762.00 200%
102 M&M-I 14,220.00 28%
103 M&MFIN-I 8,200.00 16%
104 MARICO-I 14,690.00 29%
105 MARUTI-I 26,184.00 52%
106 MCLEODRUSS-I -49,500.00 -99%
107 MOTHERSUMI-I -5,475.00 -11%
108 MRF-I -31,905.00 -64%
109 NCC-I 80,400.00 161%
110 NHPC-I -34,290.00 -69%
111 NIFTY-I -34,730.00 -69%
112 NMDC-I -70,400.00 -141%
113 NTPC-I -67,600.00 -135%
114 OFSS-I 40,539.00 81%
115 OIL-I 5,112.00 10%
116 ONGC-I -49,880.00 -100%
117 ORIENTBANK-I 50,670.00 101%
118 PAGEIND-I 1,21,908.00 244%
119 PETRONET-I 24,900.00 50%
120 PFC-I -11,500.00 -23%
121 PIDILITIND-I -1,180.00 -2%
122 PNB-I 11,360.00 23%
123 POWERGRID-I -12,680.00 -25%
124 PTC-I 53,520.00 107%
125 RCOM-I 15,120.00 30%
126 RECLTD-I 7,500.00 15%
127 RELCAPITAL-I -35,235.00 -70%
128 RELIANCE-I -57,170.00 -114%
129 RELINFRA-I 46,644.00 93%
130 RPOWER-I -8,160.00 -16%
131 SAIL-I -33,840.00 -68%
132 SBIN-I 24,800.00 50%
133 SIEMENS-I 38,932.00 78%
134 SKSMICRO-I 11,550.00 23%
135 SOUTHBANK-I 22,220.00 44%
136 SRF-I 47,752.00 96%
137 SRTRANSFIN-I -6,984.00 -14%
138 STAR-I 3,708.00 7%
139 SUNPHARMA-I 41,070.00 82%
140 SUNTV-I -65,880.00 -132%
141 SYNDIBANK-I 43,900.00 88%
142 TATACHEM-I -27,522.00 -55%
143 TATACOMM-I -2,310.00 -5%
144 TATAGLOBAL-I -15,880.00 -32%
145 TATAMOTORS-I 30,525.00 61%
146 TATAMTRDVR-I -67,956.00 -136%
147 TATAPOWER-I 19,360.00 39%
148 TATASTEEL-I 37,620.00 75%
149 TCS-I 33,202.00 66%
150 TECHM-I 44,400.00 89%
151 TITAN-I 22,215.00 44%
152 TORNTPHARM-I -26,024.00 -52%
153 TV18BRDCST-I 46,070.00 92%
154 TVSMOTOR-I -8,780.00 -18%
155 UBL-I 11,390.00 23%
156 UCOBANK-I 22,300.00 45%
157 ULTRACEMCO-I -16,202.00 -32%
158 UNIONBANK-I 750.00 2%
159 UNITECH-I 26,950.00 54%
160 UPL-I -3,600.00 -7%
161 VEDL-I 71,400.00 143%
162 VOLTAS-I 52,496.00 105%
163 WIPRO-I -56,220.00 -112%
164 WOCKPHARMA-I 86,190.00 172%
165 YESBANK-I -20,223.00 -40%
166 ZEEL-I -23,985.00 -48%
Total 12,00,572.00 14.5523878787879%