ROI (%) : 37.66 % in 1 Months
Net Profit [A]: 3,20,113.00
Risk-Reward [A] vs [C]: 1:9
Least DrawDown [B]:
(Max. Expected Loss)
-37,147
Underwater [C]:
(Max. Loss Booked)
-37,147 (-4.37% )
Total Symbols : 17
Portfolio Accuracy : 76.47 (13/17)
Avg. P/L per Trading Day : 14,551
Strategy Name : SIGMA Sys v1
Period Tested : 01/12/15 -- 31/12/15


* 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 ALUMINI-I 4,150.00 8%
2 ALUMINIUM-I 3,000.00 6%
3 COPPER-I 18,030.00 36%
4 COPPERM-I 978.00 2%
5 CPO-I 36,040.00 72%
6 CRUDEOIL-I 33,148.00 66%
7 GOLDM-I -4,496.00 -9%
8 LEAD-I 79,000.00 158%
9 LEADMINI-I 12,610.00 25%
10 MENTHAOIL-I 19,235.00 38%
11 NATURALGAS-I 48,750.00 98%
12 NICKEL-I 920.00 2%
13 NICKELM-I -640.00 -1%
14 SILVERM-I -8,066.00 -16%
15 SILVERMIC-I -125.00 0%
16 ZINC-I 64,450.00 129%
17 ZINCMINI-I 13,130.00 26%
Total 3,20,113.00 37.66%