ROI (%) : 23.54 % in 1 Months
Net Profit [A]: 2,00,096.00
Risk-Reward [A] vs [C]: 1:9
Least DrawDown [B]:
(Max. Expected Loss)
-21,111
Underwater [C]:
(Max. Loss Booked)
0 (0% )
Total Symbols : 17
Portfolio Accuracy : 58.82 (10/17)
Avg. P/L per Trading Day : 9,095
Strategy Name : SIGMA Sys v1
Period Tested : 01/10/16 -- 31/10/16


* 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 5,070.00 10%
2 ALUMINIUM-I 35,850.00 72%
3 COPPER-I -12,320.00 -25%
4 COPPERM-I -618.00 -1%
5 CPO-I 55,720.00 111%
6 CRUDEOIL-I 21,480.00 43%
7 GOLDM-I -11,295.00 -23%
8 LEAD-I 37,700.00 75%
9 LEADMINI-I 810.00 2%
10 MENTHAOIL-I -8,921.00 -18%
11 NATURALGAS-I 2,075.00 4%
12 NICKEL-I -9,878.00 -20%
13 NICKELM-I -3,509.00 -7%
14 SILVERM-I 5,399.00 11%
15 SILVERMIC-I -708.00 -1%
16 ZINC-I 65,050.00 130%
17 ZINCMINI-I 18,190.00 36%
Total 2,00,096.00 23.54%