ROI (%) : 75.67 % in 1 Months
Net Profit [A]: 63,56,341.00
Risk-Reward [A] vs [C]: 1:5
Least DrawDown [B]:
(Max. Expected Loss)
-11,99,606
Underwater [C]:
(Max. Loss Booked)
-9,21,527 (-10.97% )
Total Symbols : 168
Portfolio Accuracy : 76.79 (129/168)
Avg. P/L per Trading Day : 3,02,683
Strategy Name : SIGMA Sys v1
Period Tested : 01/02/16 -- 29/02/16


* 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 -14,968.00 -30%
2 ACC-I 26,873.00 54%
3 ADANIENT-I 44,760.00 90%
4 ADANIPORTS-I 18,704.00 37%
5 ADANIPOWER-I 48,800.00 98%
6 AJANTPHARM-I 29,536.00 59%
7 ALBK-I 13,680.00 27%
8 AMARAJABAT-I 15,408.00 31%
9 AMBUJACEM-I -10,017.00 -20%
10 ANDHRABANK-I 27,920.00 56%
11 APOLLOHOSP-I 26,120.00 52%
12 APOLLOTYRE-I -45,330.00 -91%
13 ARVIND-I 59,840.00 120%
14 ASHOKLEY-I 52,920.00 106%
15 ASIANPAINT-I -77,502.00 -155%
16 AUROPHARMA-I 55,881.00 112%
17 AXISBANK-I 32,090.00 64%
18 BAJAJ-AUTO-I -13,290.00 -27%
19 BAJFINANCE-I 2,25,615.00 451%
20 BANKBARODA-I 60,946.00 122%
21 BANKINDIA-I 35,730.00 71%
22 BANKNIFTY-I 12,321.00 25%
23 BATAINDIA-I 36,220.00 72%
24 BEL-I 32,621.00 65%
25 BEML-I 38,605.00 77%
26 BHARATFORG-I -14,165.00 -28%
27 BHARTIARTL-I 3,228.00 6%
28 BHEL-I 57,460.00 115%
29 BIOCON-I 34,078.00 68%
30 BOSCHLTD-I -13,028.00 -26%
31 BPCL-I 15,876.00 32%
32 BRITANNIA-I 36,392.00 73%
33 CADILAHC-I -39,720.00 -79%
34 CAIRN-I 83,400.00 167%
35 CANBK-I 81,160.00 162%
36 CASTROLIND-I 82,577.00 165%
37 CEATLTD-I 99,295.00 199%
38 CENTURYTEX-I 19,552.00 39%
39 CESC-I 48,380.00 97%
40 CIPLA-I -7,408.00 -15%
41 COALINDIA-I 9,516.00 19%
42 COLPAL-I -18,555.00 -37%
43 CONCOR-I 20,048.00 40%
44 CROMPGREAV-I 1,89,960.00 380%
45 DABUR-I 11,840.00 24%
46 DHFL-I 81,664.00 163%
47 DISHTV-I -48,150.00 -96%
48 DIVISLAB-I 92,526.00 185%
49 DLF-I 1,22,650.00 245%
50 DRREDDY-I 11,168.00 22%
51 EICHERMOT-I 15,059.00 30%
52 ENGINERSIN-I 82,764.00 166%
53 EXIDEIND-I 72,590.00 145%
54 FEDERALBNK-I 72,960.00 146%
55 GAIL-I 10,318.00 21%
56 GLENMARK-I -3,070.00 -6%
57 GMRINFRA-I 96,330.00 193%
58 GODREJCP-I 6,720.00 13%
59 GODREJIND-I 67,288.00 135%
60 GRASIM-I -58,823.00 -118%
61 HAVELLS-I 15,720.00 31%
62 HCLTECH-I -34,854.00 -70%
63 HDFC-I -22,924.00 -46%
64 HDFCBANK-I -3,240.00 -6%
65 HDIL-I 56,820.00 114%
66 HEROMOTOCO-I 7,132.00 14%
67 HEXAWARE-I -33,760.00 -68%
68 HINDALCO-I 14,250.00 28%
69 HINDPETRO-I 29,862.00 60%
70 HINDUNILVR-I -34,332.00 -69%
71 HINDZINC-I 10,784.00 22%
72 IBREALEST-I 39,420.00 79%
73 IBULHSGFIN-I 56,816.00 114%
74 ICICIBANK-I 47,396.00 95%
75 IDBI-I 1,82,240.00 364%
76 IDEA-I -37,200.00 -74%
77 IDFC-I 6,666.00 13%
78 IFCI-I 1,25,800.00 252%
79 IGL-I 42,702.00 85%
80 INDIACEM-I 83,700.00 167%
81 INDUSINDBK-I 11,016.00 22%
82 INFRATEL-I -1,820.00 -4%
83 INFY-I 12,640.00 25%
84 IOB-I 69,720.00 139%
85 IOC-I 9,516.00 19%
86 IRB-I 28,770.00 58%
87 ITC-I -51,520.00 -103%
88 JETAIRWAYS-I 86,175.00 172%
89 JINDALSTEL-I 1,35,660.00 271%
90 JISLJALEQS-I 17,040.00 34%
91 JPASSOCIAT-I 1,08,000.00 216%
92 JSWENERGY-I 52,500.00 105%
93 JSWSTEEL-I 91,962.00 184%
94 JUBLFOOD-I -5,670.00 -11%
95 JUSTDIAL-I -20,395.00 -41%
96 KOTAKBANK-I 8,694.00 17%
97 KSCL-I -28,005.00 -56%
98 KTKBANK-I -12,600.00 -25%
99 L&TFH-I 1,280.00 3%
100 LICHSGFIN-I 1,34,068.00 268%
101 LT-I 31,332.00 63%
102 LUPIN-I 85,989.00 172%
103 M&M-I 4,248.00 8%
104 M&MFIN-I -7,760.00 -16%
105 MARICO-I 23,088.00 46%
106 MARUTI-I 47,984.00 96%
107 MCLEODRUSS-I 62,898.00 126%
108 MINDTREE-I -11,720.00 -23%
109 MOTHERSUMI-I 1,03,305.00 207%
110 MRF-I 6,898.00 14%
111 NCC-I 17,760.00 36%
112 NHPC-I 1,45,530.00 291%
113 NIFTY-I 28,783.00 58%
114 NMDC-I 49,150.00 98%
115 NTPC-I 52,600.00 105%
116 OFSS-I 65,148.00 130%
117 OIL-I -15,600.00 -31%
118 ONGC-I 73,840.00 148%
119 ORIENTBANK-I 66,030.00 132%
120 PAGEIND-I 1,31,539.00 263%
121 PETRONET-I -60.00 0%
122 PFC-I 45,120.00 90%
123 PIDILITIND-I 1,20,730.00 241%
124 PNB-I 1,47,720.00 295%
125 POWERGRID-I -31,520.00 -63%
126 PTC-I 82,400.00 165%
127 RCOM-I 53,840.00 108%
128 RECLTD-I 1,02,800.00 206%
129 RELCAPITAL-I -50,580.00 -101%
130 RELIANCE-I -13,675.00 -27%
131 RELINFRA-I 12,701.00 25%
132 RPOWER-I 3,720.00 7%
133 SAIL-I 85,860.00 172%
134 SBIN-I 49,400.00 99%
135 SIEMENS-I 29,628.00 59%
136 SKSMICRO-I 98,170.00 196%
137 SOUTHBANK-I 81,180.00 162%
138 SRF-I -6,128.00 -12%
139 SRTRANSFIN-I -1,116.00 -2%
140 STAR-I 69,564.00 139%
141 SUNPHARMA-I 28,800.00 58%
142 SUNTV-I 31,160.00 62%
143 SYNDIBANK-I 74,700.00 149%
144 TATACHEM-I 16,566.00 33%
145 TATACOMM-I -671.00 -1%
146 TATAGLOBAL-I -23,560.00 -47%
147 TATAMOTORS-I 69,255.00 139%
148 TATAMTRDVR-I 92,589.00 185%
149 TATAPOWER-I 9,120.00 18%
150 TATASTEEL-I 42,880.00 86%
151 TCS-I 65,644.00 131%
152 TECHM-I 28,330.00 57%
153 TITAN-I 74,325.00 149%
154 TORNTPHARM-I 13,612.00 27%
155 TV18BRDCST-I 57,460.00 115%
156 TVSMOTOR-I -11,480.00 -23%
157 UBL-I -18,670.00 -37%
158 UCOBANK-I 46,500.00 93%
159 ULTRACEMCO-I 35,930.00 72%
160 UNIONBANK-I 36,720.00 73%
161 UNITECH-I 1,92,500.00 385%
162 UPL-I -14,410.00 -29%
163 VEDL-I 94,920.00 190%
164 VOLTAS-I 34,784.00 70%
165 WIPRO-I 43,690.00 87%
166 WOCKPHARMA-I 1,60,189.00 320%
167 YESBANK-I 8,253.00 17%
168 ZEEL-I 71,019.00 142%
Total 63,56,341.00 75.67%