ROI (%) : 18.74 % in 1 Months
Net Profit [A]: 1,59,296.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-52,376
Underwater [C]:
(Max. Loss Booked)
-12,452 (-1.46% )
Total Symbols : 17
Portfolio Accuracy : 82.35 (14/17)
Avg. P/L per Trading Day : 7,586
Strategy Name : SIGMA Sys v1
Period Tested : 01/07/16 -- 31/07/16


* 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 1,920.00 4%
2 ALUMINIUM-I 12,500.00 25%
3 COPPER-I 260.00 1%
4 COPPERM-I 1,845.00 4%
5 CPO-I 24,230.00 48%
6 CRUDEOIL-I 18,914.00 38%
7 GOLDM-I -41,476.00 -83%
8 LEAD-I 20,500.00 41%
9 LEADMINI-I 6,000.00 12%
10 MENTHAOIL-I 45,360.00 91%
11 NATURALGAS-I 48,638.00 97%
12 NICKEL-I 9,068.00 18%
13 NICKELM-I 1,835.00 4%
14 SILVERM-I 26,877.00 54%
15 SILVERMIC-I 4,965.00 10%
16 ZINC-I -16,850.00 -34%
17 ZINCMINI-I -5,290.00 -11%
Total 1,59,296.00 18.74%