ROI (%) : 21.46 % in 1 Months
Net Profit [A]: 1,82,450.00
Risk-Reward [A] vs [C]: 1:4
Least DrawDown [B]:
(Max. Expected Loss)
-48,340
Underwater [C]:
(Max. Loss Booked)
0 (0% )
Total Symbols : 17
Portfolio Accuracy : 70.59 (12/17)
Avg. P/L per Trading Day : 9,123
Strategy Name : SIGMA Sys v1
Period Tested : 01/01/16 -- 31/01/16


* 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 2,010.00 4%
2 ALUMINIUM-I 13,750.00 28%
3 COPPER-I 15,820.00 32%
4 COPPERM-I 8,740.00 17%
5 CPO-I -25,150.00 -50%
6 CRUDEOIL-I 72,174.00 144%
7 GOLDM-I 5,940.00 12%
8 LEAD-I -8,700.00 -17%
9 LEADMINI-I 2,170.00 4%
10 MENTHAOIL-I 2,081.00 4%
11 NATURALGAS-I 26,150.00 52%
12 NICKEL-I -11,538.00 -23%
13 NICKELM-I -2,133.00 -4%
14 SILVERM-I -48.00 0%
15 SILVERMIC-I 415.00 1%
16 ZINC-I 73,250.00 146%
17 ZINCMINI-I 7,520.00 15%
Total 1,82,450.00 21.46%