ROI (%) : 16 % in 1 Months
Net Profit [A]: 1,36,032.00
Risk-Reward [A] vs [C]: 1:2
Least DrawDown [B]:
(Max. Expected Loss)
-54,432
Underwater [C]:
(Max. Loss Booked)
-16,709 (-1.97% )
Total Symbols : 17
Portfolio Accuracy : 64.71 (11/17)
Avg. P/L per Trading Day : 6,183
Strategy Name : SIGMA Sys v1
Period Tested : 01/03/16 -- 31/03/16


* 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 -5,360.00 -11%
2 ALUMINIUM-I -5,650.00 -11%
3 COPPER-I -10,140.00 -20%
4 COPPERM-I 1,113.00 2%
5 CPO-I 30,740.00 61%
6 CRUDEOIL-I 42,407.00 85%
7 GOLDM-I -10,717.00 -21%
8 LEAD-I 19,750.00 40%
9 LEADMINI-I 700.00 1%
10 MENTHAOIL-I 5,166.00 10%
11 NATURALGAS-I 18,225.00 36%
12 NICKEL-I 11,163.00 22%
13 NICKELM-I 2,128.00 4%
14 SILVERM-I -4,591.00 -9%
15 SILVERMIC-I -601.00 -1%
16 ZINC-I 38,750.00 78%
17 ZINCMINI-I 2,950.00 6%
Total 1,36,032.00 16%