ROI (%) : 34.51 % in 1 Months
Net Profit [A]: 2,93,353.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-86,267
Underwater [C]:
(Max. Loss Booked)
-1,711 (-0.2% )
Total Symbols : 17
Portfolio Accuracy : 94.12 (16/17)
Avg. P/L per Trading Day : 13,969
Strategy Name : SIGMA Sys v1
Period Tested : 01/02/16 -- 29/02/16


* 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 3,670.00 7%
2 ALUMINIUM-I 38,550.00 77%
3 COPPER-I -3,100.00 -6%
4 COPPERM-I 740.00 1%
5 CPO-I 33,690.00 67%
6 CRUDEOIL-I 52,377.00 105%
7 GOLDM-I 7,592.00 15%
8 LEAD-I 49,000.00 98%
9 LEADMINI-I 4,800.00 10%
10 MENTHAOIL-I 26,557.00 53%
11 NATURALGAS-I 48,650.00 97%
12 NICKEL-I 5,400.00 11%
13 NICKELM-I 2,770.00 6%
14 SILVERM-I 3,788.00 8%
15 SILVERMIC-I 829.00 2%
16 ZINC-I 11,450.00 23%
17 ZINCMINI-I 6,590.00 13%
Total 2,93,353.00 34.51%