ROI (%) : 37.98 % in 1 Months
Net Profit [A]: 33,42,129.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-9,92,714
Underwater [C]:
(Max. Loss Booked)
-9,92,714 (-11.28% )
Total Symbols : 176
Portfolio Accuracy : 67.61 (119/176)
Avg. P/L per Trading Day : 1,75,902
Strategy Name : ExO-2016 v2
Period Tested : 01/10/16 -- 31/10/16


* 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 -3,725.00 -7%
2 ACC-I 14,895.00 30%
3 ADANIENT-I 14,520.00 29%
4 ADANIPORTS-I 29,040.00 58%
5 ADANIPOWER-I -4,200.00 -8%
6 AJANTPHARM-I 69,784.00 140%
7 ALBK-I 47,100.00 94%
8 AMARAJABAT-I -2,526.00 -5%
9 AMBUJACEM-I -3,675.00 -7%
10 ANDHRABANK-I 29,680.00 59%
11 APOLLOHOSP-I 756.00 2%
12 APOLLOTYRE-I -73,470.00 -147%
13 ARVIND-I 47,481.00 95%
14 ASHOKLEY-I 64,820.00 130%
15 ASIANPAINT-I -44,820.00 -90%
16 AUROPHARMA-I -12,341.00 -25%
17 AXISBANK-I -10,050.00 -20%
18 BAJAJ-AUTO-I 24,410.00 49%
19 BAJFINANCE-I 7,748.00 15%
20 BANKBARODA-I 34,441.00 69%
21 BANKINDIA-I 5,520.00 11%
22 BANKNIFTY-I 17,794.00 36%
23 BATAINDIA-I 31,700.00 63%
24 BEL-I 5,166.00 10%
25 BEML-I 275.00 1%
26 BHARATFIN-I 18.00 0%
27 BHARATFORG-I 25,875.00 52%
28 BHARTIARTL-I -1,884.00 -4%
29 BHEL-I 22,400.00 45%
30 BIOCON-I 53,911.00 108%
31 BOSCHLTD-I -647.00 -1%
32 BPCL-I 222.00 0%
33 BRITANNIA-I 9,230.00 18%
34 CADILAHC-I 35,670.00 71%
35 CAIRN-I 1,080.00 2%
36 CANBK-I 47,680.00 95%
37 CASTROLIND-I -42,735.00 -85%
38 CEATLTD-I 32,634.00 65%
39 CENTURYTEX-I 41,640.00 83%
40 CESC-I 23,540.00 47%
41 CIPLA-I 17,904.00 36%
42 COALINDIA-I -8,976.00 -18%
43 COLPAL-I 59,515.00 119%
44 CONCOR-I 1,724.00 3%
45 CROMPGREAV-I 9,810.00 20%
46 CUMMINSIND-I 57,132.00 114%
47 DABUR-I 36,680.00 73%
48 DHFL-I 1,23,838.00 248%
49 DISHTV-I 49,150.00 98%
50 DIVISLAB-I -2,724.00 -5%
51 DLF-I 88,350.00 177%
52 DRREDDY-I 46,106.00 92%
53 EICHERMOT-I 38,913.00 78%
54 ENGINERSIN-I 19,470.00 39%
55 EXIDEIND-I 10,030.00 20%
56 FEDERALBNK-I 47,920.00 96%
57 GAIL-I -42,252.00 -85%
58 GLENMARK-I 5,800.00 12%
59 GMRINFRA-I -34,320.00 -69%
60 GODREJCP-I -46,032.00 -92%
61 GODREJIND-I -18,239.00 -36%
62 GRANULES-I 24,500.00 49%
63 GRASIM-I 5,83,419.00 1167%
64 HAVELLS-I -19,000.00 -38%
65 HCLTECH-I 36,714.00 73%
66 HDFC-I 33,460.00 67%
67 HDFCBANK-I 17,685.00 35%
68 HDIL-I 24,180.00 48%
69 HEROMOTOCO-I -17,162.00 -34%
70 HEXAWARE-I 20,500.00 41%
71 HINDALCO-I -94,700.00 -189%
72 HINDPETRO-I -7,362.00 -15%
73 HINDUNILVR-I 19,578.00 39%
74 HINDZINC-I 59,840.00 120%
75 IBREALEST-I -19,890.00 -40%
76 IBULHSGFIN-I 31,896.00 64%
77 ICICIBANK-I 19,125.00 38%
78 ICIL-I 51,360.00 103%
79 IDBI-I 30,880.00 62%
80 IDEA-I 47,460.00 95%
81 IDFC-I 22,638.00 45%
82 IDFCBANK-I 1.00 0%
83 IFCI-I 1,400.00 3%
84 IGL-I 29,700.00 59%
85 INDIACEM-I 55,800.00 112%
86 INDUSINDBK-I -63,270.00 -127%
87 INFRATEL-I 66,079.00 132%
88 INFY-I 4,910.00 10%
89 IOC-I 3,66,468.00 733%
90 IRB-I 8,442.00 17%
91 ITC-I -12,720.00 -25%
92 JETAIRWAYS-I -15,012.00 -30%
93 JINDALSTEL-I -43,750.00 -88%
94 JISLJALEQS-I 1,35,920.00 272%
95 JPASSOCIAT-I -14,400.00 -29%
96 JSWENERGY-I 38,640.00 77%
97 JSWSTEEL-I -71,274.00 -143%
98 JUBLFOOD-I 12,309.00 25%
99 JUSTDIAL-I -10,535.00 -21%
100 KOTAKBANK-I -26,341.00 -53%
101 KPIT-I 36,040.00 72%
102 KSCL-I -17,888.00 -36%
103 KTKBANK-I 1,12,680.00 225%
104 L&TFH-I 29,840.00 60%
105 LICHSGFIN-I 59,609.00 119%
106 LT-I -15,879.00 -32%
107 LUPIN-I 34,146.00 68%
108 M&M-I -14,428.00 -29%
109 M&MFIN-I 7,600.00 15%
110 MARICO-I 35,360.00 71%
111 MARUTI-I -45,260.00 -91%
112 MCDOWELL-N-I -28,678.00 -57%
113 MCLEODRUSS-I -1,694.00 -3%
114 MINDTREE-I 31,720.00 63%
115 MOTHERSUMI-I -3,495.00 -7%
116 MRF-I 1,20,955.00 242%
117 NCC-I 74,560.00 149%
118 NHPC-I .00 0%
119 NIFTY-I 9,353.00 19%
120 NIITTECH-I 30.00 0%
121 NMDC-I 45,150.00 90%
122 NTPC-I 19,160.00 38%
123 OFSS-I 2,994.00 6%
124 OIL-I -31,536.00 -63%
125 ONGC-I -5,460.00 -11%
126 ORIENTBANK-I 55,200.00 110%
127 PAGEIND-I 71,468.00 143%
128 PCJEWELLER-I -28,860.00 -58%
129 PETRONET-I 45,810.00 92%
130 PFC-I 3,300.00 7%
131 PIDILITIND-I -36,110.00 -72%
132 PNB-I 20,640.00 41%
133 POWERGRID-I -10,600.00 -21%
134 PTC-I -30,080.00 -60%
135 RCOM-I -53,520.00 -107%
136 RECLTD-I 12,760.00 26%
137 RELCAPITAL-I 25,350.00 51%
138 RELIANCE-I -8,720.00 -17%
139 RELINFRA-I -23,101.00 -46%
140 RPOWER-I 7,440.00 15%
141 SAIL-I 24,840.00 50%
142 SBIN-I 24,560.00 49%
143 SIEMENS-I 12,264.00 25%
144 SINTEX-I 5.00 0%
145 SOUTHBANK-I 5,500.00 11%
146 SRF-I 42,856.00 86%
147 SRTRANSFIN-I 276.00 1%
148 STAR-I 21,080.00 42%
149 SUNPHARMA-I -4,374.00 -9%
150 SUNTV-I 4,600.00 9%
151 SYNDIBANK-I 22,900.00 46%
152 TATACHEM-I 26,873.00 54%
153 TATACOMM-I -49,148.00 -98%
154 TATAELXSI-I 49,017.00 98%
155 TATAGLOBAL-I 77,040.00 154%
156 TATAMOTORS-I 21,120.00 42%
157 TATAMTRDVR-I 43,071.00 86%
158 TATAPOWER-I 34,560.00 69%
159 TATASTEEL-I 82,440.00 165%
160 TCS-I -19,032.00 -38%
161 TECHM-I 3,760.00 8%
162 TITAN-I 21,510.00 43%
163 TORNTPHARM-I 88,920.00 178%
164 TORNTPOWER-I -3.00 0%
165 TV18BRDCST-I -2,040.00 -4%
166 TVSMOTOR-I -1,22,500.00 -245%
167 UBL-I 3,215.00 6%
168 ULTRACEMCO-I 3,372.00 7%
169 UNIONBANK-I 57,510.00 115%
170 UPL-I -32,170.00 -64%
171 VEDL-I -11,080.00 -22%
172 VOLTAS-I -22,064.00 -44%
173 WIPRO-I 36,980.00 74%
174 WOCKPHARMA-I 23,385.00 47%
175 YESBANK-I -9,954.00 -20%
176 ZEEL-I 50,739.00 101%
Total 33,42,129.00 37.98%