ROI (%) : 47.71 % in 1 Months
Net Profit [A]: 39,59,809.00
Risk-Reward [A] vs [C]: 1:9
Least DrawDown [B]:
(Max. Expected Loss)
-4,58,947
Underwater [C]:
(Max. Loss Booked)
-4,58,947 (-5.53% )
Total Symbols : 166
Portfolio Accuracy : 68.07 (113/166)
Avg. P/L per Trading Day : 1,97,990
Strategy Name : SIGMA Sys v1
Period Tested : 01/07/16 -- 31/07/16


* 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 31,683.00 63%
2 ACC-I -3,491.00 -7%
3 ADANIENT-I -17,940.00 -36%
4 ADANIPORTS-I -13,680.00 -27%
5 ADANIPOWER-I 37,400.00 75%
6 AJANTPHARM-I 47,116.00 94%
7 ALBK-I 1,10,040.00 220%
8 AMARAJABAT-I 7,284.00 15%
9 AMBUJACEM-I -6,489.00 -13%
10 ANDHRABANK-I 1,07,040.00 214%
11 APOLLOHOSP-I -65,260.00 -131%
12 APOLLOTYRE-I 22,740.00 45%
13 ARVIND-I -32,844.00 -66%
14 ASHOKLEY-I -20,790.00 -42%
15 ASIANPAINT-I 10,716.00 21%
16 AUROPHARMA-I -2,667.00 -5%
17 AXISBANK-I 3,880.00 8%
18 BAJAJ-AUTO-I -43,654.00 -87%
19 BAJFINANCE-I 2,07,181.00 414%
20 BANKBARODA-I 15,717.00 31%
21 BANKINDIA-I 25,080.00 50%
22 BANKNIFTY-I 3,417.00 7%
23 BATAINDIA-I 51,840.00 104%
24 BEL-I -21,474.00 -43%
25 BEML-I 53,690.00 107%
26 BHARATFORG-I 24,475.00 49%
27 BHARTIARTL-I 1,872.00 4%
28 BHEL-I 15,520.00 31%
29 BIOCON-I 53,911.00 108%
30 BOSCHLTD-I 15,430.00 31%
31 BPCL-I 3,65,952.00 732%
32 BRITANNIA-I 17,360.00 35%
33 CADILAHC-I 56,955.00 114%
34 CAIRN-I 1,09,950.00 220%
35 CANBK-I 1,32,960.00 266%
36 CASTROLIND-I 3,344.00 7%
37 CEATLTD-I 33,264.00 67%
38 CENTURYTEX-I 23,592.00 47%
39 CESC-I -31,620.00 -63%
40 CIPLA-I -10,096.00 -20%
41 COALINDIA-I 27,372.00 55%
42 COLPAL-I 820.00 2%
43 CONCOR-I 53,028.00 106%
44 CROMPGREAV-I 37,080.00 74%
45 DABUR-I -9,440.00 -19%
46 DHFL-I 11,088.00 22%
47 DISHTV-I 1,19,550.00 239%
48 DIVISLAB-I 31,842.00 64%
49 DLF-I 29,800.00 60%
50 DRREDDY-I 27,236.00 54%
51 EICHERMOT-I 30,103.00 60%
52 ENGINERSIN-I 72,688.00 145%
53 EXIDEIND-I -6,562.00 -13%
54 FEDERALBNK-I -28,080.00 -56%
55 GAIL-I 21,882.00 44%
56 GLENMARK-I 18,210.00 36%
57 GMRINFRA-I 2,340.00 5%
58 GODREJCP-I 21,736.00 43%
59 GODREJIND-I 61,048.00 122%
60 GRASIM-I -46,397.00 -93%
61 HAVELLS-I 13,420.00 27%
62 HCLTECH-I -26,148.00 -52%
63 HDFC-I 22,360.00 45%
64 HDFCBANK-I -43,220.00 -86%
65 HDIL-I 31,680.00 63%
66 HEROMOTOCO-I -10,646.00 -21%
67 HEXAWARE-I -8,120.00 -16%
68 HINDALCO-I -13,000.00 -26%
69 HINDPETRO-I -53,160.00 -106%
70 HINDUNILVR-I -19,680.00 -39%
71 HINDZINC-I -87,360.00 -175%
72 IBREALEST-I 1,45,890.00 292%
73 IBULHSGFIN-I -74,664.00 -149%
74 ICICIBANK-I 66,283.00 133%
75 IDBI-I 77,600.00 155%
76 IDEA-I 46,920.00 94%
77 IDFC-I 8,283.00 17%
78 IFCI-I 1,00,200.00 200%
79 IGL-I -81,664.00 -163%
80 INDIACEM-I 7,800.00 16%
81 INDUSINDBK-I 9,258.00 19%
82 INFRATEL-I 26,325.00 53%
83 INFY-I -2,435.00 -5%
84 IOC-I 91,164.00 182%
85 IRB-I -945.00 -2%
86 ITC-I 12,720.00 25%
87 JETAIRWAYS-I -21,123.00 -42%
88 JINDALSTEL-I 1,64,500.00 329%
89 JISLJALEQS-I 28,960.00 58%
90 JPASSOCIAT-I 2,79,840.00 560%
91 JSWENERGY-I -10,260.00 -21%
92 JSWSTEEL-I 39,852.00 80%
93 JUBLFOOD-I 45,534.00 91%
94 JUSTDIAL-I 7,925.00 16%
95 KOTAKBANK-I -16,856.00 -34%
96 KSCL-I 29,385.00 59%
97 KTKBANK-I 74,920.00 150%
98 L&TFH-I -23,840.00 -48%
99 LICHSGFIN-I -11,858.00 -24%
100 LT-I 16,371.00 33%
101 LUPIN-I 17,973.00 36%
102 M&M-I -7,068.00 -14%
103 M&MFIN-I 59,980.00 120%
104 MARICO-I 32,214.00 64%
105 MARUTI-I -16,749.00 -33%
106 MCLEODRUSS-I 22,660.00 45%
107 MINDTREE-I 37,040.00 74%
108 MOTHERSUMI-I -60.00 0%
109 MRF-I 34,950.00 70%
110 NCC-I 16,320.00 33%
111 NHPC-I 19,980.00 40%
112 NIFTY-I -15,503.00 -31%
113 NMDC-I 14,100.00 28%
114 NTPC-I -20,720.00 -41%
115 OFSS-I 34,512.00 69%
116 OIL-I 9,372.00 19%
117 ONGC-I 40,420.00 81%
118 ORIENTBANK-I 51,840.00 104%
119 PAGEIND-I 15,593.00 31%
120 PETRONET-I -67,260.00 -135%
121 PFC-I 14,880.00 30%
122 PIDILITIND-I 26,700.00 53%
123 PNB-I 30,760.00 62%
124 POWERGRID-I 56,520.00 113%
125 PTC-I -45,280.00 -91%
126 RCOM-I -22,960.00 -46%
127 RECLTD-I 440.00 1%
128 RELCAPITAL-I -24,255.00 -49%
129 RELIANCE-I -14,825.00 -30%
130 RELINFRA-I 75,166.00 150%
131 RPOWER-I 61,680.00 123%
132 SAIL-I 83,430.00 167%
133 SBIN-I 19,340.00 39%
134 SIEMENS-I -35,756.00 -72%
135 SKSMICRO-I -3,700.00 -7%
136 SOUTHBANK-I 51,260.00 103%
137 SRF-I 44,788.00 90%
138 SRTRANSFIN-I -1,536.00 -3%
139 STAR-I -17,872.00 -36%
140 SUNPHARMA-I 22,884.00 46%
141 SUNTV-I 34,220.00 68%
142 SYNDIBANK-I 4,150.00 8%
143 TATACHEM-I 17,457.00 35%
144 TATACOMM-I 24,453.00 49%
145 TATAGLOBAL-I 24,120.00 48%
146 TATAMOTORS-I -1,440.00 -3%
147 TATAMTRDVR-I 18,585.00 37%
148 TATAPOWER-I -45,680.00 -91%
149 TATASTEEL-I 65,740.00 131%
150 TCS-I 20,768.00 42%
151 TECHM-I -32,390.00 -65%
152 TITAN-I 25,305.00 51%
153 TORNTPHARM-I 95,988.00 192%
154 TV18BRDCST-I 38,590.00 77%
155 TVSMOTOR-I 51,580.00 103%
156 UBL-I -20,725.00 -41%
157 ULTRACEMCO-I -8,998.00 -18%
158 UNIONBANK-I 28,290.00 57%
159 UNITECH-I 2,00,200.00 400%
160 UPL-I 15,430.00 31%
161 VEDL-I 27,480.00 55%
162 VOLTAS-I 15,968.00 32%
163 WIPRO-I 41,360.00 83%
164 WOCKPHARMA-I 98,651.00 197%
165 YESBANK-I -38,829.00 -78%
166 ZEEL-I 21,320.00 43%
Total 39,59,809.00 47.71%