ROI (%) : 13.09 % in 1 Months
Net Profit [A]: 10,67,035.00
Risk-Reward [A] vs [C]: 1:1
Least DrawDown [B]:
(Max. Expected Loss)
-7,34,010
Underwater [C]:
(Max. Loss Booked)
-7,33,843 (-9% )
Total Symbols : 163
Portfolio Accuracy : 56.44 (92/163)
Avg. P/L per Trading Day : 48,502
Strategy Name : SIGMA Sys v1
Period Tested : 01/12/15 -- 31/12/15


* 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 ABIRLANUVO-I 41,775.00 84%
2 ACC-I -19,358.00 -39%
3 ADANIENT-I -71,160.00 -142%
4 ADANIPORTS-I -2,896.00 -6%
5 ADANIPOWER-I 1,73,400.00 347%
6 AJANTPHARM-I 24,252.00 49%
7 ALBK-I 19,140.00 38%
8 AMARAJABAT-I -28,068.00 -56%
9 AMBUJACEM-I -798.00 -2%
10 ANDHRABANK-I 37,280.00 75%
11 APOLLOHOSP-I -8,784.00 -18%
12 APOLLOTYRE-I 31,890.00 64%
13 ARVIND-I 59,738.00 119%
14 ASHOKLEY-I 43,400.00 87%
15 ASIANPAINT-I 6,516.00 13%
16 AUROPHARMA-I -13,244.00 -26%
17 AXISBANK-I -3,930.00 -8%
18 BAJAJ-AUTO-I -3,158.00 -6%
19 BAJFINANCE-I -7,655.00 -15%
20 BANKBARODA-I -26,195.00 -52%
21 BANKINDIA-I -11,700.00 -23%
22 BANKNIFTY-I -140.00 0%
23 BATAINDIA-I 48,820.00 98%
24 BEL-I -3,132.00 -6%
25 BEML-I 46,670.00 93%
26 BHARATFORG-I 7,020.00 14%
27 BHARTIARTL-I 16,500.00 33%
28 BHEL-I 16,780.00 34%
29 BIOCON-I 12,936.00 26%
30 BOSCHLTD-I -13,377.00 -27%
31 BPCL-I 4,560.00 9%
32 BRITANNIA-I 8,954.00 18%
33 CADILAHC-I 94,155.00 188%
34 CAIRN-I 33,330.00 67%
35 CANBK-I -19,680.00 -39%
36 CASTROLIND-I 23,903.00 48%
37 CEATLTD-I 3,255.00 7%
38 CENTURYTEX-I 27,080.00 54%
39 CESC-I 570.00 1%
40 CIPLA-I -47,208.00 -94%
41 COALINDIA-I 8,964.00 18%
42 COLPAL-I -23,920.00 -48%
43 CROMPGREAV-I -21,150.00 -42%
44 DABUR-I 2,080.00 4%
45 DHFL-I 29,084.00 58%
46 DISHTV-I 28,350.00 57%
47 DIVISLAB-I -45,294.00 -91%
48 DLF-I -90,650.00 -181%
49 DRREDDY-I 22,146.00 44%
50 EICHERMOT-I 8,068.00 16%
51 ENGINERSIN-I 45,782.00 92%
52 EXIDEIND-I -10,132.00 -20%
53 FEDERALBNK-I -5,200.00 -10%
54 GAIL-I -39,634.00 -79%
55 GLENMARK-I 54,265.00 109%
56 GMRINFRA-I -14,430.00 -29%
57 GODREJIND-I -15,938.00 -32%
58 GRASIM-I -38,229.00 -76%
59 HAVELLS-I -48,080.00 -96%
60 HCLTECH-I 7,752.00 16%
61 HDFC-I -9,032.00 -18%
62 HDFCBANK-I -41,235.00 -82%
63 HDIL-I 66,180.00 132%
64 HEROMOTOCO-I 28,546.00 57%
65 HEXAWARE-I -54,760.00 -110%
66 HINDALCO-I 7,300.00 15%
67 HINDPETRO-I -35,364.00 -71%
68 HINDUNILVR-I 20,736.00 41%
69 HINDZINC-I -9,088.00 -18%
70 IBREALEST-I -4,500.00 -9%
71 IBULHSGFIN-I -5,576.00 -11%
72 ICICIBANK-I -8,364.00 -17%
73 IDBI-I 42,560.00 85%
74 IDEA-I -19,740.00 -39%
75 IDFC-I 14,817.00 30%
76 IFCI-I 53,600.00 107%
77 IGL-I -10,076.00 -20%
78 INDIACEM-I 55,200.00 110%
79 INDUSINDBK-I 3,738.00 7%
80 INFRATEL-I -66,313.00 -133%
81 INFY-I -3,335.00 -7%
82 IOB-I -24,920.00 -50%
83 IOC-I 6,216.00 12%
84 IRB-I 7,077.00 14%
85 ITC-I -26,576.00 -53%
86 JINDALSTEL-I 42,770.00 86%
87 JISLJALEQS-I -29,040.00 -58%
88 JPASSOCIAT-I 59,520.00 119%
89 JSWENERGY-I 9,240.00 18%
90 JSWSTEEL-I -57,162.00 -114%
91 JUBLFOOD-I -11,775.00 -24%
92 JUSTDIAL-I 50,105.00 100%
93 KOTAKBANK-I -14,014.00 -28%
94 KSCL-I 21,713.00 43%
95 KTKBANK-I 4,400.00 9%
96 L&TFH-I 36,080.00 72%
97 LICHSGFIN-I 8,393.00 17%
98 LT-I -31,107.00 -62%
99 LUPIN-I 21,312.00 43%
100 M&M-I 18,084.00 36%
101 M&MFIN-I -11,580.00 -23%
102 MARUTI-I 22,163.00 44%
103 MCLEODRUSS-I -60,764.00 -122%
104 MINDTREE-I 7,112.00 14%
105 MOTHERSUMI-I -1,980.00 -4%
106 MRF-I -30,724.00 -61%
107 NCC-I -30,960.00 -62%
108 NHPC-I 43,740.00 87%
109 NIFTY-I 6,943.00 14%
110 NMDC-I -15,500.00 -31%
111 NTPC-I 19,800.00 40%
112 OFSS-I -1,805.00 -4%
113 OIL-I 7,260.00 15%
114 ONGC-I 59,160.00 118%
115 ORIENTBANK-I 17,790.00 36%
116 PAGEIND-I -42,506.00 -85%
117 PETRONET-I -29,100.00 -58%
118 PFC-I 2,500.00 5%
119 PIDILITIND-I 24,030.00 48%
120 PNB-I 5,560.00 11%
121 POWERGRID-I 3,840.00 8%
122 PTC-I 39,520.00 79%
123 RCOM-I -3,760.00 -8%
124 RECLTD-I -6,760.00 -14%
125 RELCAPITAL-I 57,405.00 115%
126 RELIANCE-I 9,935.00 20%
127 RELINFRA-I 99,931.00 200%
128 RPOWER-I 31,920.00 64%
129 SAIL-I -17,820.00 -36%
130 SBIN-I 12,300.00 25%
131 SIEMENS-I 8,452.00 17%
132 SKSMICRO-I 4,950.00 10%
133 SOUTHBANK-I 48,180.00 96%
134 SRF-I -12,880.00 -26%
135 SRTRANSFIN-I 16,686.00 33%
136 STAR-I -3,996.00 -8%
137 SUNPHARMA-I 66,024.00 132%
138 SUNTV-I 52,200.00 104%
139 SYNDIBANK-I 2,700.00 5%
140 TATACHEM-I -2,849.00 -6%
141 TATACOMM-I 10,450.00 21%
142 TATAGLOBAL-I 64,320.00 129%
143 TATAMOTORS-I 36,540.00 73%
144 TATAMTRDVR-I -50,232.00 -100%
145 TATAPOWER-I 39,120.00 78%
146 TATASTEEL-I 65,060.00 130%
147 TCS-I -31,598.00 -63%
148 TECHM-I -20,450.00 -41%
149 TITAN-I -50,370.00 -101%
150 TV18BRDCST-I 40,290.00 81%
151 TVSMOTOR-I -1,940.00 -4%
152 UBL-I -24,620.00 -49%
153 UCOBANK-I -14,800.00 -30%
154 ULTRACEMCO-I -18,124.00 -36%
155 UNIONBANK-I 34,200.00 68%
156 UNITECH-I 34,650.00 69%
157 UPL-I 20,330.00 41%
158 VEDL-I 16,200.00 32%
159 VOLTAS-I 31,104.00 62%
160 WIPRO-I -63,090.00 -126%
161 WOCKPHARMA-I 64,575.00 129%
162 YESBANK-I 2,233.00 4%
163 ZEEL-I 15,184.00 30%
Total 10,67,035.00 13.17%