ROI (%) : -17.56 % in 1 Months
Net Profit [A]: -1,49,248.00
Risk-Reward [A] vs [C]: 1:0
Least DrawDown [B]:
(Max. Expected Loss)
-3,14,941
Underwater [C]:
(Max. Loss Booked)
-2,78,526 (-32.77% )
Total Symbols : 17
Portfolio Accuracy : 64.71 (11/17)
Avg. P/L per Trading Day : -6,784
Strategy Name : SIGMA Sys v1
Period Tested : 01/09/16 -- 30/09/16


* 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 2,390.00 5%
2 ALUMINIUM-I 10,200.00 20%
3 COPPER-I -5,100.00 -10%
4 COPPERM-I -478.00 -1%
5 CPO-I 36,280.00 73%
6 CRUDEOIL-I -1,54,448.00 -309%
7 GOLDM-I -26,568.00 -53%
8 LEAD-I 1,01,800.00 204%
9 LEADMINI-I 14,060.00 28%
10 MENTHAOIL-I 5,062.00 10%
11 NATURALGAS-I -1,96,775.00 -394%
12 NICKEL-I 2,888.00 6%
13 NICKELM-I -78.00 0%
14 SILVERM-I 13,519.00 27%
15 SILVERMIC-I 3,702.00 7%
16 ZINC-I 34,450.00 69%
17 ZINCMINI-I 9,850.00 20%
Total -1,49,248.00 -18.66%