ROI (%) : 30.83 % in 1 Months
Net Profit [A]: 25,89,645.00
Risk-Reward [A] vs [C]: 1:3
Least DrawDown [B]:
(Max. Expected Loss)
-9,19,186
Underwater [C]:
(Max. Loss Booked)
-9,19,186 (-10.94% )
Total Symbols : 168
Portfolio Accuracy : 62.5 (105/168)
Avg. P/L per Trading Day : 1,43,869
Strategy Name : SIGMA Sys v1
Period Tested : 01/04/16 -- 30/04/16


* 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 ABIRLANUVO-I -5,958.00 -12%
2 ACC-I -33,656.00 -67%
3 ADANIENT-I -10,800.00 -22%
4 ADANIPORTS-I 34,864.00 70%
5 ADANIPOWER-I 78,200.00 156%
6 AJANTPHARM-I -16,712.00 -33%
7 ALBK-I -10,080.00 -20%
8 AMARAJABAT-I 17,850.00 36%
9 AMBUJACEM-I 13,986.00 28%
10 ANDHRABANK-I 6,000.00 12%
11 APOLLOHOSP-I 12,912.00 26%
12 APOLLOTYRE-I 6,270.00 13%
13 ARVIND-I 30,430.00 61%
14 ASHOKLEY-I 6,790.00 14%
15 ASIANPAINT-I 27,636.00 55%
16 AUROPHARMA-I -38,647.00 -77%
17 AXISBANK-I -7,570.00 -15%
18 BAJAJ-AUTO-I 8,672.00 17%
19 BAJFINANCE-I 27,971.00 56%
20 BANKBARODA-I 29,915.00 60%
21 BANKINDIA-I -1,710.00 -3%
22 BANKNIFTY-I -10,806.00 -22%
23 BATAINDIA-I 57,440.00 115%
24 BEL-I 10,193.00 20%
25 BEML-I 84,560.00 169%
26 BHARATFORG-I 34,480.00 69%
27 BHARTIARTL-I 43,752.00 88%
28 BHEL-I 8,300.00 17%
29 BIOCON-I 40,744.00 81%
30 BOSCHLTD-I 42,240.00 84%
31 BPCL-I 1,080.00 2%
32 BRITANNIA-I -17,980.00 -36%
33 CADILAHC-I -39,225.00 -78%
34 CAIRN-I -6,750.00 -14%
35 CANBK-I 41,980.00 84%
36 CASTROLIND-I 20,141.00 40%
37 CEATLTD-I 28,931.00 58%
38 CENTURYTEX-I 37,152.00 74%
39 CESC-I 81,550.00 163%
40 CIPLA-I 38,072.00 76%
41 COALINDIA-I -12,072.00 -24%
42 COLPAL-I -2,825.00 -6%
43 CONCOR-I 14,380.00 29%
44 CROMPGREAV-I 15,540.00 31%
45 DABUR-I 41,540.00 83%
46 DHFL-I 39,600.00 79%
47 DISHTV-I -55,850.00 -112%
48 DIVISLAB-I -15,888.00 -32%
49 DLF-I -35,500.00 -71%
50 DRREDDY-I -9,495.00 -19%
51 EICHERMOT-I -1,441.00 -3%
52 ENGINERSIN-I 10,164.00 20%
53 EXIDEIND-I 15,062.00 30%
54 FEDERALBNK-I 51,360.00 103%
55 GAIL-I -10,570.00 -21%
56 GLENMARK-I 2,800.00 6%
57 GMRINFRA-I 62,010.00 124%
58 GODREJCP-I 21,712.00 43%
59 GODREJIND-I -13,377.00 -27%
60 GRASIM-I -3,894.00 -8%
61 HAVELLS-I 61,120.00 122%
62 HCLTECH-I 19,362.00 39%
63 HDFC-I -15,236.00 -30%
64 HDFCBANK-I -18,360.00 -37%
65 HDIL-I -50,100.00 -100%
66 HEROMOTOCO-I 60,824.00 122%
67 HEXAWARE-I 19,000.00 38%
68 HINDALCO-I 81,000.00 162%
69 HINDPETRO-I -8,904.00 -18%
70 HINDUNILVR-I -27,618.00 -55%
71 HINDZINC-I 1,18,752.00 238%
72 IBREALEST-I 87,930.00 176%
73 IBULHSGFIN-I -22,904.00 -46%
74 ICICIBANK-I -1,258.00 -3%
75 IDBI-I 91,680.00 183%
76 IDEA-I 52,950.00 106%
77 IDFC-I -17,424.00 -35%
78 IFCI-I -17,000.00 -34%
79 IGL-I 35,134.00 70%
80 INDIACEM-I -86,280.00 -173%
81 INDUSINDBK-I -27,162.00 -54%
82 INFRATEL-I -32,357.00 -65%
83 INFY-I -35,125.00 -70%
84 IOB-I -33,460.00 -67%
85 IOC-I -4,416.00 -9%
86 IRB-I 17,325.00 35%
87 ITC-I 23,728.00 47%
88 JETAIRWAYS-I -28,305.00 -57%
89 JINDALSTEL-I 60,340.00 121%
90 JISLJALEQS-I -22,080.00 -44%
91 JPASSOCIAT-I 79,200.00 158%
92 JSWENERGY-I 38,880.00 78%
93 JSWSTEEL-I 26,016.00 52%
94 JUBLFOOD-I 97,344.00 195%
95 JUSTDIAL-I 78,865.00 158%
96 KOTAKBANK-I 10,899.00 22%
97 KSCL-I -23,865.00 -48%
98 KTKBANK-I -26,960.00 -54%
99 L&TFH-I 31,280.00 63%
100 LICHSGFIN-I -17,237.00 -34%
101 LT-I -7,458.00 -15%
102 LUPIN-I -3,285.00 -7%
103 M&M-I 50,520.00 101%
104 M&MFIN-I 1,18,360.00 237%
105 MARICO-I 27,300.00 55%
106 MARUTI-I 98,245.00 196%
107 MCLEODRUSS-I -45,364.00 -91%
108 MINDTREE-I 66,984.00 134%
109 MOTHERSUMI-I 39,420.00 79%
110 MRF-I 7,597.00 15%
111 NCC-I -800.00 -2%
112 NHPC-I 58,050.00 116%
113 NIFTY-I 17,348.00 35%
114 NMDC-I -2,900.00 -6%
115 NTPC-I 22,200.00 44%
116 OFSS-I -48,632.00 -97%
117 OIL-I 8,652.00 17%
118 ONGC-I 24,380.00 49%
119 ORIENTBANK-I 19,920.00 40%
120 PAGEIND-I 12,811.00 26%
121 PETRONET-I 53,670.00 107%
122 PFC-I -43,420.00 -87%
123 PIDILITIND-I 22,260.00 45%
124 PNB-I 1,200.00 2%
125 POWERGRID-I -11,840.00 -24%
126 PTC-I -6,080.00 -12%
127 RCOM-I 36,080.00 72%
128 RECLTD-I .00 0%
129 RELCAPITAL-I 67,815.00 136%
130 RELIANCE-I -66,920.00 -134%
131 RELINFRA-I -2,808.00 -6%
132 RPOWER-I 43,440.00 87%
133 SAIL-I 1,710.00 3%
134 SBIN-I 46,720.00 93%
135 SIEMENS-I -29,160.00 -58%
136 SKSMICRO-I 49,410.00 99%
137 SOUTHBANK-I 13,860.00 28%
138 SRF-I 6,048.00 12%
139 SRTRANSFIN-I -22,278.00 -45%
140 STAR-I 10,840.00 22%
141 SUNPHARMA-I -19,272.00 -39%
142 SUNTV-I 10,240.00 20%
143 SYNDIBANK-I -57,250.00 -114%
144 TATACHEM-I 25,278.00 51%
145 TATACOMM-I -10,901.00 -22%
146 TATAGLOBAL-I -12,600.00 -25%
147 TATAMOTORS-I 16,845.00 34%
148 TATAMTRDVR-I -14,196.00 -28%
149 TATAPOWER-I 16,160.00 32%
150 TATASTEEL-I 43,000.00 86%
151 TCS-I -14,218.00 -28%
152 TECHM-I 43,990.00 88%
153 TITAN-I 34,455.00 69%
154 TORNTPHARM-I 11,280.00 23%
155 TV18BRDCST-I 90,100.00 180%
156 TVSMOTOR-I 66,600.00 133%
157 UBL-I 9,115.00 18%
158 UCOBANK-I 23,900.00 48%
159 ULTRACEMCO-I 68,132.00 136%
160 UNIONBANK-I -25,350.00 -51%
161 UNITECH-I 34,650.00 69%
162 UPL-I 60,520.00 121%
163 VEDL-I 20,440.00 41%
164 VOLTAS-I 57,072.00 114%
165 WIPRO-I 21,010.00 42%
166 WOCKPHARMA-I 53,573.00 107%
167 YESBANK-I 31,584.00 63%
168 ZEEL-I 10,543.00 21%
Total 25,89,645.00 863.21%