ROI (%) : 15.57 % in 1 Months
Net Profit [A]: 1,32,357.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-49,486
Underwater [C]:
(Max. Loss Booked)
0 (0% )
Total Symbols : 17
Portfolio Accuracy : 76.47 (13/17)
Avg. P/L per Trading Day : 10,181
Strategy Name : SIGMA Sys v1
Period Tested : 01/06/16 -- 30/06/16


* 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 -410.00 -1%
2 ALUMINIUM-I 3,600.00 7%
3 COPPER-I 11,030.00 22%
4 COPPERM-I 2,783.00 6%
5 CPO-I 1,250.00 2%
6 CRUDEOIL-I -13,547.00 -27%
7 GOLDM-I 6,632.00 13%
8 LEAD-I 35,000.00 70%
9 LEADMINI-I 6,000.00 12%
10 MENTHAOIL-I 9,263.00 19%
11 NATURALGAS-I 2,425.00 5%
12 NICKEL-I -2,788.00 -6%
13 NICKELM-I -1,339.00 -3%
14 SILVERM-I 4,550.00 9%
15 SILVERMIC-I 498.00 1%
16 ZINC-I 53,050.00 106%
17 ZINCMINI-I 14,360.00 29%
Total 1,32,357.00 15.57%