ROI (%) : 15.14 % in 1 Months
Net Profit [A]: 1,28,713.00
Risk-Reward [A] vs [C]: 1:4
Least DrawDown [B]:
(Max. Expected Loss)
-34,316
Underwater [C]:
(Max. Loss Booked)
-26,627 (-3.13% )
Total Symbols : 17
Portfolio Accuracy : 70.59 (12/17)
Avg. P/L per Trading Day : 5,851
Strategy Name : SIGMA Sys v1
Period Tested : 01/08/16 -- 31/08/16


* 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 5,270.00 11%
2 ALUMINIUM-I 21,000.00 42%
3 COPPER-I -3,950.00 -8%
4 COPPERM-I -1,438.00 -3%
5 CPO-I 41,780.00 84%
6 CRUDEOIL-I 2,551.00 5%
7 GOLDM-I -15,068.00 -30%
8 LEAD-I 24,500.00 49%
9 LEADMINI-I 5,500.00 11%
10 MENTHAOIL-I 13,464.00 27%
11 NATURALGAS-I 19,188.00 38%
12 NICKEL-I -570.00 -1%
13 NICKELM-I -2,007.00 -4%
14 SILVERM-I 1,066.00 2%
15 SILVERMIC-I 2,536.00 5%
16 ZINC-I 13,450.00 27%
17 ZINCMINI-I 1,440.00 3%
Total 1,28,713.00 15.14%