ROI (%) : 49.24 % in 1 Months
Net Profit [A]: 42,34,261.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-12,37,808
Underwater [C]:
(Max. Loss Booked)
-6,43,686 (-7.48% )
Total Symbols : 172
Portfolio Accuracy : 68.6 (118/172)
Avg. P/L per Trading Day : 2,11,713
Strategy Name : ExO-2016 v2
Period Tested : 01/09/16 -- 30/09/16


* 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 878.00 2%
2 ACC-I 6,709.00 13%
3 ADANIENT-I 57,780.00 116%
4 ADANIPORTS-I 49,872.00 100%
5 ADANIPOWER-I 49,200.00 98%
6 AJANTPHARM-I 29,968.00 60%
7 ALBK-I 31,680.00 63%
8 AMARAJABAT-I 72,264.00 145%
9 AMBUJACEM-I -3,213.00 -6%
10 ANDHRABANK-I 69,440.00 139%
11 APOLLOHOSP-I 59,048.00 118%
12 APOLLOTYRE-I 8,310.00 17%
13 ARVIND-I 68,340.00 137%
14 ASHOKLEY-I -2,310.00 -5%
15 ASIANPAINT-I -15,300.00 -31%
16 AUROPHARMA-I 24,864.00 50%
17 AXISBANK-I 89,280.00 179%
18 BAJAJ-AUTO-I -20,970.00 -42%
19 BANKBARODA-I 61,876.00 124%
20 BANKINDIA-I 34,350.00 69%
21 BANKNIFTY-I 19,324.00 39%
22 BATAINDIA-I 13,640.00 27%
23 BEL-I -6,480.00 -13%
24 BEML-I 90,875.00 182%
25 BHARATFIN-I 164.00 0%
26 BHARATFORG-I 29,075.00 58%
27 BHARTIARTL-I 53,616.00 107%
28 BHEL-I 84,120.00 168%
29 BIOCON-I 1,03,785.00 208%
30 BOSCHLTD-I 22,226.00 44%
31 BPCL-I -7,320.00 -15%
32 BRITANNIA-I 39,898.00 80%
33 CADILAHC-I -46,770.00 -94%
34 CAIRN-I 25,980.00 52%
35 CANBK-I 36,540.00 73%
36 CASTROLIND-I -28,149.00 -56%
37 CEATLTD-I -32,501.00 -65%
38 CENTURYTEX-I -1,65,248.00 -330%
39 CESC-I -12,570.00 -25%
40 CIPLA-I 1,280.00 3%
41 COALINDIA-I 25,092.00 50%
42 COLPAL-I -3,025.00 -6%
43 CONCOR-I 1,844.00 4%
44 CROMPGREAV-I 3,540.00 7%
45 CUMMINSIND-I -21,360.00 -43%
46 DABUR-I 21,540.00 43%
47 DHFL-I 88,352.00 177%
48 DISHTV-I 14,250.00 28%
49 DIVISLAB-I 21,888.00 44%
50 DLF-I 9,550.00 19%
51 DRREDDY-I -21,632.00 -43%
52 EICHERMOT-I 52,614.00 105%
53 ENGINERSIN-I 31,856.00 64%
54 EXIDEIND-I 18,428.00 37%
55 FEDERALBNK-I 41,360.00 83%
56 GAIL-I -9,394.00 -19%
57 GLENMARK-I 47,305.00 95%
58 GMRINFRA-I 50,310.00 101%
59 GODREJCP-I 98,904.00 198%
60 GODREJIND-I 32,929.00 66%
61 GRANULES-I 1,25,250.00 250%
62 GRASIM-I 4,643.00 9%
63 HAVELLS-I 12,320.00 25%
64 HCLTECH-I -23,832.00 -48%
65 HDFC-I -34,700.00 -69%
66 HDFCBANK-I -24,885.00 -50%
67 HDIL-I -12,600.00 -25%
68 HEROMOTOCO-I -9,628.00 -19%
69 HEXAWARE-I 20,880.00 42%
70 HINDALCO-I 1,79,150.00 358%
71 HINDUNILVR-I 8,292.00 17%
72 HINDZINC-I -14,784.00 -30%
73 IBREALEST-I 1,16,370.00 233%
74 IBULHSGFIN-I -25,656.00 -51%
75 ICICIBANK-I 36,703.00 73%
76 ICIL-I 23,665.00 47%
77 IDBI-I -2,960.00 -6%
78 IDEA-I 29,310.00 59%
79 IDFC-I 7,260.00 15%
80 IFCI-I 69,600.00 139%
81 IGL-I -28,534.00 -57%
82 INDIACEM-I 11,880.00 24%
83 INDUSINDBK-I -24,216.00 -48%
84 INFRATEL-I 42,003.00 84%
85 INFY-I -475.00 -1%
86 IOC-I -61,440.00 -123%
87 IRB-I -27,111.00 -54%
88 ITC-I 8,224.00 16%
89 JETAIRWAYS-I 74,187.00 148%
90 JINDALSTEL-I 51,310.00 103%
91 JISLJALEQS-I 39,840.00 80%
92 JPASSOCIAT-I 50,400.00 101%
93 JSWENERGY-I 33,360.00 67%
94 JSWSTEEL-I 47,964.00 96%
95 JUBLFOOD-I -9,015.00 -18%
96 JUSTDIAL-I 40,195.00 80%
97 KOTAKBANK-I -34,195.00 -68%
98 KPIT-I 37,000.00 74%
99 KSCL-I 11,693.00 23%
100 KTKBANK-I -12,320.00 -25%
101 L&TFH-I 78,080.00 156%
102 LICHSGFIN-I -1,188.00 -2%
103 LT-I 9,627.00 19%
104 LUPIN-I 49,491.00 99%
105 M&M-I -9,504.00 -19%
106 M&MFIN-I 73,940.00 148%
107 MARICO-I 70,330.00 141%
108 MARUTI-I 11,541.00 23%
109 MCDOWELL-N-I -1,06,785.00 -214%
110 MCLEODRUSS-I 44,858.00 90%
111 MINDTREE-I -12,504.00 -25%
112 MOTHERSUMI-I -24,990.00 -50%
113 MRF-I 33,806.00 68%
114 NCC-I -41,680.00 -83%
115 NHPC-I -17,820.00 -36%
116 NIFTY-I 17,648.00 35%
117 NIITTECH-I 29.00 0%
118 NMDC-I 81,450.00 163%
119 NTPC-I 13,120.00 26%
120 OFSS-I -8,942.00 -18%
121 OIL-I -18,588.00 -37%
122 ONGC-I -34,900.00 -70%
123 ORIENTBANK-I 47,850.00 96%
124 PAGEIND-I -9,080.00 -18%
125 PCJEWELLER-I -45,734.00 -91%
126 PETRONET-I -45,060.00 -90%
127 PFC-I 2,800.00 6%
128 PIDILITIND-I 19,310.00 39%
129 PNB-I -75,040.00 -150%
130 POWERGRID-I -30,120.00 -60%
131 PTC-I 44,720.00 89%
132 RCOM-I 45,680.00 91%
133 RECLTD-I 2,60,020.00 520%
134 RELCAPITAL-I 11,310.00 23%
135 RELIANCE-I -4,320.00 -9%
136 RELINFRA-I 1,26,698.00 253%
137 RPOWER-I 91,200.00 182%
138 SAIL-I 1,01,520.00 203%
139 SBIN-I 32,280.00 65%
140 SIEMENS-I 24,172.00 48%
141 SINTEX-I 18.00 0%
142 SOUTHBANK-I 93,720.00 187%
143 SRF-I 9,500.00 19%
144 SRTRANSFIN-I -16,650.00 -33%
145 STAR-I 23,172.00 46%
146 SUNPHARMA-I -606.00 -1%
147 SUNTV-I 2,30,660.00 461%
148 SYNDIBANK-I 2,050.00 4%
149 TATACHEM-I 64,944.00 130%
150 TATACOMM-I 18,524.00 37%
151 TATAELXSI-I 9,858.00 20%
152 TATAGLOBAL-I 41,800.00 84%
153 TATAMOTORS-I 86,775.00 174%
154 TATAMTRDVR-I 1,33,854.00 268%
155 TATAPOWER-I -25,840.00 -52%
156 TATASTEEL-I 97,560.00 195%
157 TCS-I 24,598.00 49%
158 TECHM-I -18,550.00 -37%
159 TITAN-I -35,550.00 -71%
160 TORNTPHARM-I 21,304.00 43%
161 TV18BRDCST-I 93,840.00 188%
162 TVSMOTOR-I 49,560.00 99%
163 UBL-I -43,665.00 -87%
164 ULTRACEMCO-I 33,286.00 67%
165 UNIONBANK-I 57,630.00 115%
166 UPL-I 47,170.00 94%
167 VEDL-I 45,480.00 91%
168 VOLTAS-I 15,584.00 31%
169 WIPRO-I 3,630.00 7%
170 WOCKPHARMA-I 64,849.00 130%
171 YESBANK-I 1,76,477.00 353%
172 ZEEL-I -8,996.00 -18%
Total 42,34,261.00 49.24%