ROI (%) : 43.9 % in 1 Months
Net Profit [A]: 36,87,376.00
Risk-Reward [A] vs [C]: 1:4
Least DrawDown [B]:
(Max. Expected Loss)
-8,48,257
Underwater [C]:
(Max. Loss Booked)
-8,48,257 (-10.1% )
Total Symbols : 168
Portfolio Accuracy : 69.64 (117/168)
Avg. P/L per Trading Day : 1,67,608
Strategy Name : ExO-2016 v2
Period Tested : 01/05/16 -- 31/05/16


* 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 1,605.00 3%
2 ACC-I 67,695.00 135%
3 ADANIENT-I 3,660.00 7%
4 ADANIPORTS-I 52,512.00 105%
5 ADANIPOWER-I 6,800.00 14%
6 AJANTPHARM-I 1,15,328.00 231%
7 ALBK-I 56,160.00 112%
8 AMARAJABAT-I -28,896.00 -58%
9 AMBUJACEM-I -12,915.00 -26%
10 ANDHRABANK-I 80,000.00 160%
11 APOLLOHOSP-I 12,500.00 25%
12 APOLLOTYRE-I -18,510.00 -37%
13 ARVIND-I -32,147.00 -64%
14 ASHOKLEY-I 35,700.00 71%
15 ASIANPAINT-I 17,730.00 35%
16 AUROPHARMA-I 62,454.00 125%
17 AXISBANK-I 63,050.00 126%
18 BAJAJ-AUTO-I 29,788.00 60%
19 BAJFINANCE-I 42,403.00 85%
20 BANKBARODA-I 21,886.00 44%
21 BANKINDIA-I 25,590.00 51%
22 BANKNIFTY-I -6,130.00 -12%
23 BATAINDIA-I 96,800.00 194%
24 BEL-I 16,344.00 33%
25 BEML-I 22,065.00 44%
26 BHARATFORG-I 27,030.00 54%
27 BHARTIARTL-I -44,112.00 -88%
28 BHEL-I 67,800.00 136%
29 BIOCON-I 4,785.00 10%
30 BOSCHLTD-I 41,582.00 83%
31 BPCL-I 1,02,228.00 204%
32 BRITANNIA-I 37,810.00 76%
33 CADILAHC-I 47,205.00 94%
34 CAIRN-I 57,540.00 115%
35 CANBK-I 79,300.00 159%
36 CASTROLIND-I 35,057.00 70%
37 CEATLTD-I -60,151.00 -120%
38 CENTURYTEX-I 38,504.00 77%
39 CESC-I -22,760.00 -46%
40 CIPLA-I -49,152.00 -98%
41 COALINDIA-I -30,252.00 -61%
42 COLPAL-I 15,980.00 32%
43 CONCOR-I -24,616.00 -49%
44 CROMPGREAV-I -11,130.00 -22%
45 DABUR-I -2,640.00 -5%
46 DHFL-I 25,762.00 52%
47 DISHTV-I 44,600.00 89%
48 DIVISLAB-I 26,616.00 53%
49 DLF-I 84,250.00 168%
50 DRREDDY-I -19,532.00 -39%
51 EICHERMOT-I -7,085.00 -14%
52 ENGINERSIN-I 17,512.00 35%
53 EXIDEIND-I -56,542.00 -113%
54 FEDERALBNK-I 67,760.00 136%
55 GAIL-I -6,188.00 -12%
56 GLENMARK-I 13,005.00 26%
57 GMRINFRA-I 81,900.00 164%
58 GODREJCP-I 38,024.00 76%
59 GODREJIND-I 13,936.00 28%
60 GRASIM-I 17,627.00 35%
61 HAVELLS-I 15,780.00 32%
62 HCLTECH-I -37,692.00 -75%
63 HDFC-I 64,804.00 130%
64 HDFCBANK-I -51,255.00 -103%
65 HDIL-I 43,020.00 86%
66 HEROMOTOCO-I 55,854.00 112%
67 HEXAWARE-I -9,960.00 -20%
68 HINDALCO-I 96,050.00 192%
69 HINDPETRO-I 61,128.00 122%
70 HINDUNILVR-I -53,718.00 -107%
71 HINDZINC-I -22,240.00 -44%
72 IBREALEST-I 88,110.00 176%
73 IBULHSGFIN-I 73,632.00 147%
74 ICICIBANK-I 36,363.00 73%
75 IDBI-I 11,920.00 24%
76 IDEA-I -10,500.00 -21%
77 IDFC-I 1,452.00 3%
78 IFCI-I 20,000.00 40%
79 IGL-I 6,006.00 12%
80 INDIACEM-I 63,360.00 127%
81 INDUSINDBK-I -4,968.00 -10%
82 INFRATEL-I 8,073.00 16%
83 INFY-I 21,255.00 43%
84 IOB-I 92,680.00 185%
85 IOC-I 34,740.00 69%
86 IRB-I 36,225.00 72%
87 ITC-I 12,240.00 24%
88 JETAIRWAYS-I 41,103.00 82%
89 JINDALSTEL-I -8,400.00 -17%
90 JISLJALEQS-I 1,06,560.00 213%
91 JPASSOCIAT-I -21,600.00 -43%
92 JSWENERGY-I 59,220.00 118%
93 JSWSTEEL-I -1,440.00 -3%
94 JUBLFOOD-I 65,436.00 131%
95 JUSTDIAL-I 65,075.00 130%
96 KOTAKBANK-I 37,562.00 75%
97 KSCL-I 34,388.00 69%
98 KTKBANK-I 42,520.00 85%
99 L&TFH-I -18,800.00 -38%
100 LICHSGFIN-I 61,039.00 122%
101 LT-I 88,311.00 177%
102 LUPIN-I 69,033.00 138%
103 M&M-I 13,888.00 28%
104 M&MFIN-I 46,120.00 92%
105 MARICO-I 58,500.00 117%
106 MARUTI-I -34,633.00 -69%
107 MCLEODRUSS-I 15,334.00 31%
108 MINDTREE-I -5,264.00 -11%
109 MOTHERSUMI-I 40,125.00 80%
110 MRF-I 7,722.00 15%
111 NCC-I 2,480.00 5%
112 NHPC-I 7,830.00 16%
113 NIFTY-I 31,804.00 64%
114 NMDC-I 43,150.00 86%
115 NTPC-I -24,800.00 -50%
116 OFSS-I -5,930.00 -12%
117 OIL-I 15,180.00 30%
118 ONGC-I 40,700.00 81%
119 ORIENTBANK-I 58,170.00 116%
120 PAGEIND-I -17,748.00 -35%
121 PETRONET-I 79,650.00 159%
122 PFC-I -22,700.00 -45%
123 PIDILITIND-I -49,610.00 -99%
124 PNB-I -29,000.00 -58%
125 POWERGRID-I -12,480.00 -25%
126 PTC-I 19,360.00 39%
127 RCOM-I 55,200.00 110%
128 RECLTD-I -66,860.00 -134%
129 RELCAPITAL-I 96,600.00 193%
130 RELIANCE-I 5,470.00 11%
131 RELINFRA-I 92,053.00 184%
132 RPOWER-I 58,800.00 118%
133 SAIL-I 45,810.00 92%
134 SBIN-I 36,080.00 72%
135 SIEMENS-I 18,092.00 36%
136 SKSMICRO-I 38,920.00 78%
137 SOUTHBANK-I -44,000.00 -88%
138 SRF-I 1,14,720.00 229%
139 SRTRANSFIN-I 84,258.00 169%
140 STAR-I 75,648.00 151%
141 SUNPHARMA-I 44,850.00 90%
142 SUNTV-I 55,260.00 111%
143 SYNDIBANK-I 94,350.00 189%
144 TATACHEM-I 14,597.00 29%
145 TATACOMM-I -21,538.00 -43%
146 TATAGLOBAL-I -30,200.00 -60%
147 TATAMOTORS-I 57,000.00 114%
148 TATAMTRDVR-I 80,157.00 160%
149 TATAPOWER-I -25,120.00 -50%
150 TATASTEEL-I 17,140.00 34%
151 TCS-I 32,502.00 65%
152 TECHM-I 34,530.00 69%
153 TITAN-I -92,220.00 -184%
154 TORNTPHARM-I -63,784.00 -128%
155 TV18BRDCST-I -34,850.00 -70%
156 TVSMOTOR-I 38,500.00 77%
157 UBL-I -54,660.00 -109%
158 UCOBANK-I 95,300.00 191%
159 ULTRACEMCO-I 17,840.00 36%
160 UNIONBANK-I 8,850.00 18%
161 UNITECH-I 38,500.00 77%
162 UPL-I -38,250.00 -76%
163 VEDL-I 1,040.00 2%
164 VOLTAS-I -60,896.00 -122%
165 WIPRO-I -40,220.00 -80%
166 WOCKPHARMA-I -5,850.00 -12%
167 YESBANK-I -40,187.00 -80%
168 ZEEL-I 20,605.00 41%
Total 36,87,376.00 44.16%