ROI (%) : 49.47 % in 1 Months
Net Profit [A]: 40,56,946.00
Risk-Reward [A] vs [C]: 1:5
Least DrawDown [B]:
(Max. Expected Loss)
-8,11,425
Underwater [C]:
(Max. Loss Booked)
0 (0% )
Total Symbols : 164
Portfolio Accuracy : 67.07 (110/164)
Avg. P/L per Trading Day : 1,84,407
Strategy Name : SIGMA Sys v1
Period Tested : 01/08/16 -- 31/08/16


* 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 -44,773.00 -90%
2 ACC-I 59,693.00 119%
3 ADANIENT-I -26,640.00 -53%
4 ADANIPORTS-I 57,232.00 114%
5 ADANIPOWER-I 17,600.00 35%
6 AJANTPHARM-I 17,944.00 36%
7 ALBK-I 1,35,480.00 271%
8 AMARAJABAT-I 36,834.00 74%
9 AMBUJACEM-I 52,479.00 105%
10 ANDHRABANK-I -10,160.00 -20%
11 APOLLOHOSP-I 8,948.00 18%
12 APOLLOTYRE-I 42,000.00 84%
13 ARVIND-I 59,041.00 118%
14 ASHOKLEY-I 36,470.00 73%
15 ASIANPAINT-I 18,030.00 36%
16 AUROPHARMA-I 34,538.00 69%
17 AXISBANK-I 68,920.00 138%
18 BAJAJ-AUTO-I 40,098.00 80%
19 BAJFINANCE-I 2,22,054.00 444%
20 BANKBARODA-I -45,787.00 -92%
21 BANKINDIA-I 11,520.00 23%
22 BANKNIFTY-I -6,432.00 -13%
23 BATAINDIA-I 56,800.00 114%
24 BEL-I -17,465.00 -35%
25 BEML-I -40,370.00 -81%
26 BHARATFORG-I 39,035.00 78%
27 BHARTIARTL-I -14,256.00 -29%
28 BHEL-I 37,960.00 76%
29 BIOCON-I 1,50,469.00 301%
30 BOSCHLTD-I -408.00 -1%
31 BPCL-I -270.00 -1%
32 BRITANNIA-I 1,956.00 4%
33 CADILAHC-I -46,080.00 -92%
34 CAIRN-I 45,720.00 91%
35 CANBK-I 25,900.00 52%
36 CASTROLIND-I -12,265.00 -25%
37 CEATLTD-I 72,996.00 146%
38 CENTURYTEX-I 22,352.00 45%
39 CESC-I -37,420.00 -75%
40 CIPLA-I 11,984.00 24%
41 COALINDIA-I 7,332.00 15%
42 COLPAL-I 32,825.00 66%
43 CONCOR-I 73,420.00 147%
44 CROMPGREAV-I -7,140.00 -14%
45 DABUR-I -74,600.00 -149%
46 DHFL-I 80,454.00 161%
47 DISHTV-I 63,350.00 127%
48 DIVISLAB-I 56,046.00 112%
49 DLF-I 38,750.00 78%
50 DRREDDY-I -6,911.00 -14%
51 EICHERMOT-I 26,365.00 53%
52 ENGINERSIN-I 35,266.00 71%
53 EXIDEIND-I -73,746.00 -147%
54 FEDERALBNK-I 31,600.00 63%
55 GAIL-I -17,430.00 -35%
56 GLENMARK-I 33,775.00 68%
57 GMRINFRA-I -14,820.00 -30%
58 GODREJCP-I 34,568.00 69%
59 GODREJIND-I 43,576.00 87%
60 GRASIM-I 1,20,438.00 241%
61 HAVELLS-I 1,23,000.00 246%
62 HCLTECH-I 19,494.00 39%
63 HDFC-I 49,080.00 98%
64 HDFCBANK-I -20,465.00 -41%
65 HDIL-I 1,33,440.00 267%
66 HEROMOTOCO-I 22,662.00 45%
67 HEXAWARE-I -3,980.00 -8%
68 HINDALCO-I 1,13,400.00 227%
69 HINDPETRO-I 1,03,710.00 207%
70 HINDUNILVR-I -6,090.00 -12%
71 HINDZINC-I -1,06,944.00 -214%
72 IBREALEST-I 96,120.00 192%
73 IBULHSGFIN-I -48,712.00 -97%
74 ICICIBANK-I 16,405.00 33%
75 IDBI-I -44,160.00 -88%
76 IDEA-I 1,860.00 4%
77 IDFC-I 22,176.00 44%
78 IFCI-I 29,600.00 59%
79 IGL-I 23,474.00 47%
80 INDIACEM-I -11,400.00 -23%
81 INDUSINDBK-I 71,784.00 144%
82 INFRATEL-I 18,772.00 38%
83 INFY-I 14,800.00 30%
84 IOC-I 75,936.00 152%
85 IRB-I 20,454.00 41%
86 ITC-I -5,680.00 -11%
87 JETAIRWAYS-I -7,479.00 -15%
88 JINDALSTEL-I 1,04,370.00 209%
89 JISLJALEQS-I 38,240.00 76%
90 JPASSOCIAT-I 2,16,000.00 432%
91 JSWENERGY-I -9,300.00 -19%
92 JSWSTEEL-I -66,534.00 -133%
93 JUBLFOOD-I 5,976.00 12%
94 JUSTDIAL-I 59,595.00 119%
95 KOTAKBANK-I 6,125.00 12%
96 KSCL-I 5,558.00 11%
97 KTKBANK-I -17,960.00 -36%
98 L&TFH-I -29,200.00 -58%
99 LICHSGFIN-I 14,421.00 29%
100 LT-I 16,335.00 33%
101 LUPIN-I 51,522.00 103%
102 M&M-I -19,064.00 -38%
103 M&MFIN-I 24,480.00 49%
104 MARICO-I 5,824.00 12%
105 MARUTI-I -6,434.00 -13%
106 MCLEODRUSS-I 60,500.00 121%
107 MINDTREE-I 36,992.00 74%
108 MOTHERSUMI-I 6,060.00 12%
109 MRF-I 25,317.00 51%
110 NCC-I 1,65,040.00 330%
111 NHPC-I 31,050.00 62%
112 NIFTY-I -7,138.00 -14%
113 NMDC-I 9,450.00 19%
114 NTPC-I 44,080.00 88%
115 OFSS-I -92,562.00 -185%
116 OIL-I -22,620.00 -45%
117 ONGC-I -29,180.00 -58%
118 ORIENTBANK-I 24,450.00 49%
119 PAGEIND-I 34,908.00 70%
120 PETRONET-I 1,26,000.00 252%
121 PFC-I 2,18,380.00 437%
122 PIDILITIND-I -51,800.00 -104%
123 PNB-I 53,200.00 106%
124 POWERGRID-I 6,560.00 13%
125 PTC-I -37,760.00 -76%
126 RCOM-I 56,400.00 113%
127 RECLTD-I -3,960.00 -8%
128 RELCAPITAL-I 21,705.00 43%
129 RELIANCE-I 47,760.00 96%
130 RELINFRA-I 42,887.00 86%
131 RPOWER-I 36,360.00 73%
132 SAIL-I 10,080.00 20%
133 SBIN-I 19,900.00 40%
134 SIEMENS-I 31,552.00 63%
135 SOUTHBANK-I -25,300.00 -51%
136 SRF-I 36,096.00 72%
137 SRTRANSFIN-I 13,374.00 27%
138 STAR-I 46,348.00 93%
139 SUNPHARMA-I -18,768.00 -38%
140 SUNTV-I -28,720.00 -57%
141 SYNDIBANK-I -4,850.00 -10%
142 TATACHEM-I -27,390.00 -55%
143 TATACOMM-I 86,383.00 173%
144 TATAGLOBAL-I 22,320.00 45%
145 TATAMOTORS-I 1,14,780.00 230%
146 TATAMTRDVR-I 39,606.00 79%
147 TATAPOWER-I 33,440.00 67%
148 TATASTEEL-I -21,160.00 -42%
149 TCS-I 14,484.00 29%
150 TECHM-I -48,050.00 -96%
151 TITAN-I -17,340.00 -35%
152 TORNTPHARM-I 1,09,928.00 220%
153 TV18BRDCST-I 28,390.00 57%
154 TVSMOTOR-I 18,120.00 36%
155 UBL-I -15,460.00 -31%
156 ULTRACEMCO-I 29,724.00 59%
157 UNIONBANK-I 20,370.00 41%
158 UPL-I -7,950.00 -16%
159 VEDL-I 1,12,120.00 224%
160 VOLTAS-I -30,480.00 -61%
161 WIPRO-I 12,800.00 26%
162 WOCKPHARMA-I -7,691.00 -15%
163 YESBANK-I 89,670.00 179%
164 ZEEL-I -47,515.00 -95%
Total 40,56,946.00 49.78%