ROI (%) : -0.43 % in 1 Months
Net Profit [A]: -35,624.00
Risk-Reward [A] vs [C]: 1:0
Least DrawDown [B]:
(Max. Expected Loss)
-31,03,342
Underwater [C]:
(Max. Loss Booked)
-16,29,112 (-19.51% )
Total Symbols : 167
Portfolio Accuracy : 46.11 (77/167)
Avg. P/L per Trading Day : -1,781
Strategy Name : SIGMA Sys v1
Period Tested : 01/01/16 -- 31/01/16


* 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 ACC-I 8,985.00 18%
2 ADANIENT-I -48,600.00 -97%
3 ADANIPORTS-I -14,160.00 -28%
4 ADANIPOWER-I 1,30,600.00 261%
5 AJANTPHARM-I -23,808.00 -48%
6 ALBK-I 3,960.00 8%
7 AMARAJABAT-I -56,814.00 -114%
8 AMBUJACEM-I -6,594.00 -13%
9 ANDHRABANK-I 35,360.00 71%
10 APOLLOHOSP-I 18,304.00 37%
11 APOLLOTYRE-I -24,930.00 -50%
12 ARVIND-I -1,00,895.00 -202%
13 ASHOKLEY-I 82,040.00 164%
14 ASIANPAINT-I 7,926.00 16%
15 AUROPHARMA-I 15,512.00 31%
16 AXISBANK-I -26,440.00 -53%
17 BAJAJ-AUTO-I -36,924.00 -74%
18 BAJFINANCE-I 62,539.00 125%
19 BANKBARODA-I -23,343.00 -47%
20 BANKINDIA-I -37,260.00 -75%
21 BANKNIFTY-I -63,524.00 -127%
22 BATAINDIA-I -11,690.00 -23%
23 BEL-I -22,883.00 -46%
24 BEML-I -57,645.00 -115%
25 BHARATFORG-I -5,805.00 -12%
26 BHARTIARTL-I -52,668.00 -105%
27 BHEL-I -14,420.00 -29%
28 BIOCON-I -47,322.00 -95%
29 BOSCHLTD-I -29,136.00 -58%
30 BPCL-I -5,880.00 -12%
31 BRITANNIA-I 10,166.00 20%
32 CADILAHC-I -84,255.00 -169%
33 CAIRN-I -6,990.00 -14%
34 CANBK-I 55,540.00 111%
35 CASTROLIND-I -8,701.00 -17%
36 CEATLTD-I -9,884.00 -20%
37 CENTURYTEX-I -4,712.00 -9%
38 CESC-I -30,510.00 -61%
39 CIPLA-I -11,152.00 -22%
40 COALINDIA-I -27,672.00 -55%
41 COLPAL-I 21,175.00 42%
42 CONCOR-I -4,596.00 -9%
43 CROMPGREAV-I 31,020.00 62%
44 DABUR-I 53,340.00 107%
45 DHFL-I -19,074.00 -38%
46 DISHTV-I -18,100.00 -36%
47 DIVISLAB-I -20,892.00 -42%
48 DLF-I -85,050.00 -170%
49 DRREDDY-I 47,657.00 95%
50 EICHERMOT-I 710.00 1%
51 ENGINERSIN-I -4,532.00 -9%
52 EXIDEIND-I -8,126.00 -16%
53 FEDERALBNK-I -11,840.00 -24%
54 GAIL-I 8,274.00 17%
55 GLENMARK-I 14,275.00 29%
56 GMRINFRA-I 79,560.00 159%
57 GODREJCP-I -30,752.00 -62%
58 GODREJIND-I 5,850.00 12%
59 GRASIM-I -28,134.00 -56%
60 HAVELLS-I -62,520.00 -125%
61 HCLTECH-I -42,858.00 -86%
62 HDFC-I -32,376.00 -65%
63 HDFCBANK-I -68,110.00 -136%
64 HDIL-I -56,400.00 -113%
65 HEROMOTOCO-I 22,344.00 45%
66 HEXAWARE-I 44,220.00 88%
67 HINDALCO-I -24,250.00 -48%
68 HINDPETRO-I -4,152.00 -8%
69 HINDUNILVR-I 27,474.00 55%
70 HINDZINC-I 76,704.00 153%
71 IBREALEST-I -1,73,340.00 -347%
72 IBULHSGFIN-I -51,520.00 -103%
73 ICICIBANK-I -14,620.00 -29%
74 IDBI-I 50,480.00 101%
75 IDEA-I 62,940.00 126%
76 IDFC-I -3,135.00 -6%
77 IFCI-I 54,400.00 109%
78 IGL-I 74,998.00 150%
79 INDIACEM-I 62,760.00 126%
80 INDUSINDBK-I -30,108.00 -60%
81 INFRATEL-I -41,301.00 -83%
82 INFY-I -26,630.00 -53%
83 IOB-I 15,960.00 32%
84 IOC-I 42,012.00 84%
85 IRB-I 8,904.00 18%
86 ITC-I 10,432.00 21%
87 JETAIRWAYS-I 1,071.00 2%
88 JINDALSTEL-I 1,52,040.00 304%
89 JISLJALEQS-I -12,800.00 -26%
90 JPASSOCIAT-I 1,22,400.00 245%
91 JSWENERGY-I -67,980.00 -136%
92 JSWSTEEL-I 7,518.00 15%
93 JUBLFOOD-I 66,312.00 133%
94 JUSTDIAL-I 34,380.00 69%
95 KOTAKBANK-I -1,05,581.00 -211%
96 KSCL-I -60,068.00 -120%
97 KTKBANK-I -18,760.00 -38%
98 L&TFH-I 20,160.00 40%
99 LICHSGFIN-I -25,619.00 -51%
100 LT-I 29,841.00 60%
101 LUPIN-I 2,016.00 4%
102 M&M-I 6,020.00 12%
103 M&MFIN-I 26,880.00 54%
104 MARICO-I 3,302.00 7%
105 MARUTI-I -14,454.00 -29%
106 MCLEODRUSS-I -8,228.00 -16%
107 MINDTREE-I 1,28,640.00 257%
108 MOTHERSUMI-I 16,785.00 34%
109 MRF-I 1,18,846.00 238%
110 NCC-I -43,040.00 -86%
111 NHPC-I 1,02,060.00 204%
112 NIFTY-I -38,723.00 -77%
113 NMDC-I 61,150.00 122%
114 NTPC-I -15,640.00 -31%
115 OFSS-I 9,572.00 19%
116 OIL-I 59,052.00 118%
117 ONGC-I -6,940.00 -14%
118 ORIENTBANK-I -9,150.00 -18%
119 PAGEIND-I -20,351.00 -41%
120 PETRONET-I 14,850.00 30%
121 PFC-I 52,440.00 105%
122 PIDILITIND-I 7,160.00 14%
123 PNB-I 45,600.00 91%
124 POWERGRID-I 9,720.00 19%
125 PTC-I -5,200.00 -10%
126 RCOM-I -71,120.00 -142%
127 RECLTD-I -39,900.00 -80%
128 RELCAPITAL-I -72,465.00 -145%
129 RELIANCE-I -34,515.00 -69%
130 RELINFRA-I 1,08,511.00 217%
131 RPOWER-I -6,480.00 -13%
132 SAIL-I 6,660.00 13%
133 SBIN-I 55,980.00 112%
134 SIEMENS-I -21,092.00 -42%
135 SKSMICRO-I 17,170.00 34%
136 SOUTHBANK-I -26,620.00 -53%
137 SRF-I 44,632.00 89%
138 SRTRANSFIN-I 24,600.00 49%
139 STAR-I -9,112.00 -18%
140 SUNPHARMA-I -16,722.00 -33%
141 SUNTV-I -11,660.00 -23%
142 SYNDIBANK-I 13,050.00 26%
143 TATACHEM-I -17,237.00 -34%
144 TATACOMM-I 16,148.00 32%
145 TATAGLOBAL-I 25,760.00 52%
146 TATAMOTORS-I 72,735.00 145%
147 TATAMTRDVR-I 32,907.00 66%
148 TATAPOWER-I 7,840.00 16%
149 TATASTEEL-I -81,200.00 -162%
150 TCS-I 7,262.00 15%
151 TECHM-I 20,160.00 40%
152 TITAN-I -38,265.00 -77%
153 TORNTPHARM-I 49,852.00 100%
154 TV18BRDCST-I -35,020.00 -70%
155 TVSMOTOR-I 23,280.00 47%
156 UBL-I -21,065.00 -42%
157 UCOBANK-I -80,800.00 -162%
158 ULTRACEMCO-I -14,758.00 -30%
159 UNIONBANK-I -1,920.00 -4%
160 UNITECH-I 19,250.00 38%
161 UPL-I 19,100.00 38%
162 VEDL-I 43,040.00 86%
163 VOLTAS-I -88,112.00 -176%
164 WIPRO-I -36,120.00 -72%
165 WOCKPHARMA-I 36,863.00 74%
166 YESBANK-I -89,362.00 -179%
167 ZEEL-I -1,547.00 -3%
Total -35,624.00 -0.43%