ROI (%) : 22.54 % in 1 Months
Net Profit [A]: 1,91,624.00
Risk-Reward [A] vs [C]: 1:8
Least DrawDown [B]:
(Max. Expected Loss)
-23,819
Underwater [C]:
(Max. Loss Booked)
-23,819 (-2.8% )
Total Symbols : 17
Portfolio Accuracy : 82.35 (14/17)
Avg. P/L per Trading Day : 9,125
Strategy Name : SIGMA Sys v1
Period Tested : 01/04/16 -- 30/04/16


* 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 ALUMINI-I 3,140.00 6%
2 ALUMINIUM-I 17,150.00 34%
3 COPPER-I 200.00 0%
4 COPPERM-I 2,800.00 6%
5 CPO-I 34,030.00 68%
6 CRUDEOIL-I 30,339.00 61%
7 GOLDM-I 7,259.00 15%
8 LEAD-I -11,650.00 -23%
9 LEADMINI-I 2,660.00 5%
10 MENTHAOIL-I 6,430.00 13%
11 NATURALGAS-I 55,038.00 110%
12 NICKEL-I -2,273.00 -5%
13 NICKELM-I -1,603.00 -3%
14 SILVERM-I 8,700.00 17%
15 SILVERMIC-I 3,404.00 7%
16 ZINC-I 32,500.00 65%
17 ZINCMINI-I 3,500.00 7%
Total 1,91,624.00 23.95%