ROI (%) : 36.96 % in 1 Months
Net Profit [A]: 3,14,127.00
Risk-Reward [A] vs [C]: 1:5
Least DrawDown [B]:
(Max. Expected Loss)
-65,105
Underwater [C]:
(Max. Loss Booked)
-65,105 (-7.66% )
Total Symbols : 17
Portfolio Accuracy : 76.47 (13/17)
Avg. P/L per Trading Day : 14,958
Strategy Name : SIGMA Sys v1
Period Tested : 01/11/15 -- 30/11/15


* 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 10,710.00 21%
2 ALUMINIUM-I 51,350.00 103%
3 COPPER-I -9,510.00 -19%
4 COPPERM-I 1,625.00 3%
5 CPO-I 22,900.00 46%
6 CRUDEOIL-I 21,309.00 43%
7 GOLDM-I -256.00 -1%
8 LEAD-I 47,800.00 96%
9 LEADMINI-I 9,540.00 19%
10 MENTHAOIL-I 1,526.00 3%
11 NATURALGAS-I 13,650.00 27%
12 NICKEL-I 9,050.00 18%
13 NICKELM-I -3,249.00 -6%
14 SILVERM-I -823.00 -2%
15 SILVERMIC-I 184.00 0%
16 ZINC-I 1,19,550.00 239%
17 ZINCMINI-I 18,770.00 38%
Total 3,14,127.00 36.96%