ROI (%) : 19.82 % in 1 Months
Net Profit [A]: 16,25,256.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-6,08,332
Underwater [C]:
(Max. Loss Booked)
-6,08,332 (-7.42% )
Total Symbols : 164
Portfolio Accuracy : 56.71 (93/164)
Avg. P/L per Trading Day : 85,540
Strategy Name : ExO-2016 v2
Period Tested : 01/11/15 -- 30/11/15


* 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 19,423.00 39%
2 ACC-I -4,916.00 -10%
3 ADANIENT-I 21,720.00 43%
4 ADANIPORTS-I -848.00 -2%
5 ADANIPOWER-I 1,14,200.00 228%
6 AJANTPHARM-I -14,816.00 -30%
7 ALBK-I -2,400.00 -5%
8 AMARAJABAT-I -40,356.00 -81%
9 AMBUJACEM-I 42,462.00 85%
10 ANDHRABANK-I 30,720.00 61%
11 APOLLOHOSP-I 43,288.00 87%
12 APOLLOTYRE-I -15,120.00 -30%
13 ARVIND-I 47,005.00 94%
14 ASHOKLEY-I 69,020.00 138%
15 ASIANPAINT-I -13,188.00 -26%
16 AUROPHARMA-I -21.00 0%
17 AXISBANK-I -8,580.00 -17%
18 BAJAJ-AUTO-I 35,116.00 70%
19 BAJFINANCE-I -8,981.00 -18%
20 BANKBARODA-I 51,863.00 104%
21 BANKINDIA-I -39,450.00 -79%
22 BANKNIFTY-I -20,250.00 -40%
23 BATAINDIA-I -36,690.00 -73%
24 BEL-I -3,074.00 -6%
25 BEML-I 6,520.00 13%
26 BHARATFORG-I -1,070.00 -2%
27 BHARTIARTL-I -40,056.00 -80%
28 BHEL-I 7,760.00 16%
29 BIOCON-I 17,501.00 35%
30 BOSCHLTD-I -6,864.00 -14%
31 BPCL-I 14,622.00 29%
32 BRITANNIA-I 28,840.00 58%
33 CADILAHC-I 58,860.00 118%
34 CAIRN-I 30,150.00 60%
35 CANBK-I 4,760.00 10%
36 CASTROLIND-I 16,478.00 33%
37 CEATLTD-I 1,07,639.00 215%
38 CENTURYTEX-I 32,080.00 64%
39 CESC-I 1,830.00 4%
40 CIPLA-I -35,984.00 -72%
41 COALINDIA-I -8,484.00 -17%
42 COLPAL-I -7,035.00 -14%
43 CROMPGREAV-I -20,790.00 -42%
44 DABUR-I -5,800.00 -12%
45 DHFL-I -17,666.00 -35%
46 DISHTV-I 62,800.00 126%
47 DIVISLAB-I 30,018.00 60%
48 DLF-I 58,650.00 117%
49 DRREDDY-I 1,35,500.00 271%
50 EICHERMOT-I 20,096.00 40%
51 ENGINERSIN-I 71,940.00 144%
52 EXIDEIND-I -33,184.00 -66%
53 FEDERALBNK-I -41,120.00 -82%
54 GAIL-I 44,968.00 90%
55 GLENMARK-I -2,625.00 -5%
56 GMRINFRA-I 1,13,880.00 228%
57 GODREJIND-I 32,110.00 64%
58 GRASIM-I -56,009.00 -112%
59 HAVELLS-I 76,740.00 153%
60 HCLTECH-I -42,060.00 -84%
61 HDFC-I -20,012.00 -40%
62 HDFCBANK-I -22,960.00 -46%
63 HDIL-I 14,760.00 30%
64 HEROMOTOCO-I -65,396.00 -131%
65 HEXAWARE-I 26,660.00 53%
66 HINDALCO-I -4,600.00 -9%
67 HINDPETRO-I 24,786.00 50%
68 HINDUNILVR-I 16,302.00 33%
69 HINDZINC-I -11,712.00 -23%
70 IBREALEST-I -65,070.00 -130%
71 IBULHSGFIN-I -64,920.00 -130%
72 ICICIBANK-I -5,491.00 -11%
73 IDBI-I 48,560.00 97%
74 IDEA-I -15,600.00 -31%
75 IDFC-I 19,437.00 39%
76 IFCI-I 79,200.00 158%
77 IGL-I -20,119.00 -40%
78 INDIACEM-I 55,380.00 111%
79 INDUSINDBK-I 8,250.00 16%
80 INFRATEL-I -19,006.00 -38%
81 INFY-I -43,355.00 -87%
82 IOB-I -23,660.00 -47%
83 IOC-I 852.00 2%
84 IRB-I 9,870.00 20%
85 ITC-I 21,728.00 43%
86 JINDALSTEL-I 62,720.00 125%
87 JISLJALEQS-I 26,800.00 54%
88 JPASSOCIAT-I 43,200.00 86%
89 JSWENERGY-I 78,600.00 157%
90 JSWSTEEL-I 14,466.00 29%
91 JUBLFOOD-I -24,408.00 -49%
92 JUSTDIAL-I 79,415.00 159%
93 KOTAKBANK-I 20,818.00 42%
94 KSCL-I 4,185.00 8%
95 KTKBANK-I 32,400.00 65%
96 L&TFH-I -35,440.00 -71%
97 LICHSGFIN-I 34,078.00 68%
98 LT-I -12,843.00 -26%
99 LUPIN-I 9,315.00 19%
100 M&M-I 684.00 1%
101 M&MFIN-I 10,480.00 21%
102 MARICO-I 92,430.00 185%
103 MARUTI-I 37,134.00 74%
104 MCLEODRUSS-I 68,354.00 137%
105 MINDTREE-I -1,04,832.00 -210%
106 MOTHERSUMI-I -13,335.00 -27%
107 MRF-I -6,254.00 -13%
108 NCC-I -28,160.00 -56%
109 NHPC-I 16,740.00 33%
110 NIFTY-I 4,979.00 10%
111 NMDC-I -37,500.00 -75%
112 NTPC-I 12,200.00 24%
113 OFSS-I -41,352.00 -83%
114 OIL-I -5,904.00 -12%
115 ONGC-I 37,980.00 76%
116 ORIENTBANK-I -19,170.00 -38%
117 PAGEIND-I 49,263.00 99%
118 PETRONET-I 87,240.00 174%
119 PFC-I 30,440.00 61%
120 PIDILITIND-I 36,290.00 73%
121 PNB-I -2,280.00 -5%
122 POWERGRID-I -24,200.00 -48%
123 PTC-I 17,200.00 34%
124 RCOM-I 16,240.00 32%
125 RECLTD-I 33,980.00 68%
126 RELCAPITAL-I 43,215.00 86%
127 RELIANCE-I 41,025.00 82%
128 RELINFRA-I -5,317.00 -11%
129 RPOWER-I 7,440.00 15%
130 SAIL-I 10,980.00 22%
131 SBIN-I 19,060.00 38%
132 SIEMENS-I 49,456.00 99%
133 SKSMICRO-I 45,460.00 91%
134 SOUTHBANK-I 2,200.00 4%
135 SRF-I 16,900.00 34%
136 SRTRANSFIN-I -6,756.00 -14%
137 STAR-I 3,144.00 6%
138 SUNPHARMA-I 51,150.00 102%
139 SUNTV-I 54,620.00 109%
140 SYNDIBANK-I -23,750.00 -48%
141 TATACHEM-I 23,837.00 48%
142 TATACOMM-I -15,202.00 -30%
143 TATAGLOBAL-I 1,320.00 3%
144 TATAMOTORS-I -33,315.00 -67%
145 TATAMTRDVR-I -66,549.00 -133%
146 TATAPOWER-I -23,520.00 -47%
147 TATASTEEL-I 41,520.00 83%
148 TCS-I 27,582.00 55%
149 TECHM-I 8,830.00 18%
150 TITAN-I -23,940.00 -48%
151 TV18BRDCST-I -19,720.00 -39%
152 TVSMOTOR-I 8,260.00 17%
153 UBL-I -25,215.00 -50%
154 UCOBANK-I -14,800.00 -30%
155 ULTRACEMCO-I -5,444.00 -11%
156 UNIONBANK-I 16,110.00 32%
157 UNITECH-I -15,400.00 -31%
158 UPL-I -40,860.00 -82%
159 VEDL-I 5,720.00 11%
160 VOLTAS-I -5,904.00 -12%
161 WIPRO-I -32,500.00 -65%
162 WOCKPHARMA-I -2,490.00 -5%
163 YESBANK-I 15,736.00 31%
164 ZEEL-I 25,415.00 51%
Total 16,25,256.00 20.1895155279503%