ROI (%) : 43.67 % in 1 Months
Net Profit [A]: 36,68,239.00
Risk-Reward [A] vs [C]: 1:6
Least DrawDown [B]:
(Max. Expected Loss)
-5,90,205
Underwater [C]:
(Max. Loss Booked)
-4,16,730 (-4.96% )
Total Symbols : 168
Portfolio Accuracy : 63.1 (106/168)
Avg. P/L per Trading Day : 1,66,738
Strategy Name : SIGMA Sys v1
Period Tested : 01/06/16 -- 30/06/16


* 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 -22,875.00 -46%
2 ACC-I -31,890.00 -64%
3 ADANIENT-I 91,140.00 182%
4 ADANIPORTS-I 9,088.00 18%
5 ADANIPOWER-I 1,11,800.00 224%
6 AJANTPHARM-I 81,404.00 163%
7 ALBK-I 36,360.00 73%
8 AMARAJABAT-I 16,068.00 32%
9 AMBUJACEM-I -4,347.00 -9%
10 ANDHRABANK-I 73,840.00 148%
11 APOLLOHOSP-I -9,912.00 -20%
12 APOLLOTYRE-I -10,410.00 -21%
13 ARVIND-I 51,799.00 104%
14 ASHOKLEY-I 41,020.00 82%
15 ASIANPAINT-I 5,100.00 10%
16 AUROPHARMA-I 83,279.00 167%
17 AXISBANK-I -16,370.00 -33%
18 BAJAJ-AUTO-I -33,950.00 -68%
19 BAJFINANCE-I 72,209.00 144%
20 BANKBARODA-I -15,562.00 -31%
21 BANKINDIA-I -7,740.00 -15%
22 BANKNIFTY-I -6,988.00 -14%
23 BATAINDIA-I -20,430.00 -41%
24 BEL-I 67,068.00 134%
25 BEML-I 41,030.00 82%
26 BHARATFORG-I -9,370.00 -19%
27 BHARTIARTL-I -11,196.00 -22%
28 BHEL-I 43,400.00 87%
29 BIOCON-I -9,570.00 -19%
30 BOSCHLTD-I 22,147.00 44%
31 BPCL-I 5,844.00 12%
32 BRITANNIA-I 8,034.00 16%
33 CADILAHC-I 17,235.00 34%
34 CAIRN-I -34,080.00 -68%
35 CANBK-I 23,840.00 48%
36 CASTROLIND-I -1,661.00 -3%
37 CEATLTD-I 55,636.00 111%
38 CENTURYTEX-I 1,18,432.00 237%
39 CESC-I 60,560.00 121%
40 CIPLA-I -18,224.00 -36%
41 COALINDIA-I 30,276.00 61%
42 COLPAL-I 20,590.00 41%
43 CONCOR-I 20,356.00 41%
44 CROMPGREAV-I -18,060.00 -36%
45 DABUR-I 7,940.00 16%
46 DHFL-I 47,982.00 96%
47 DISHTV-I 19,000.00 38%
48 DIVISLAB-I -6,006.00 -12%
49 DLF-I 1,950.00 4%
50 DRREDDY-I 34,725.00 69%
51 EICHERMOT-I -22,472.00 -45%
52 ENGINERSIN-I 61,600.00 123%
53 EXIDEIND-I 3,808.00 8%
54 FEDERALBNK-I 22,480.00 45%
55 GAIL-I -882.00 -2%
56 GLENMARK-I 49,020.00 98%
57 GMRINFRA-I 83,070.00 166%
58 GODREJCP-I -8,596.00 -17%
59 GODREJIND-I 98,098.00 196%
60 GRASIM-I -39,177.00 -78%
61 HAVELLS-I -98,220.00 -196%
62 HCLTECH-I -4,722.00 -9%
63 HDFC-I 10,368.00 21%
64 HDFCBANK-I 25,400.00 51%
65 HDIL-I 1,28,880.00 258%
66 HEROMOTOCO-I 26,588.00 53%
67 HEXAWARE-I 1,340.00 3%
68 HINDALCO-I 27,350.00 55%
69 HINDPETRO-I -29,940.00 -60%
70 HINDUNILVR-I 33,198.00 66%
71 HINDZINC-I 10,816.00 22%
72 IBREALEST-I 61,650.00 123%
73 IBULHSGFIN-I 52,568.00 105%
74 ICICIBANK-I 9,316.00 19%
75 IDBI-I 68,080.00 136%
76 IDEA-I 13,260.00 27%
77 IDFC-I -12,936.00 -26%
78 IFCI-I 88,800.00 178%
79 IGL-I 47,674.00 95%
80 INDIACEM-I 47,220.00 94%
81 INDUSINDBK-I -5,592.00 -11%
82 INFRATEL-I 31,577.00 63%
83 INFY-I -24,040.00 -48%
84 IOB-I 18,060.00 36%
85 IOC-I 17,208.00 34%
86 IRB-I -13,965.00 -28%
87 ITC-I 31,520.00 63%
88 JETAIRWAYS-I 55,818.00 112%
89 JINDALSTEL-I -13,650.00 -27%
90 JISLJALEQS-I -21,680.00 -43%
91 JPASSOCIAT-I 1,75,200.00 350%
92 JSWENERGY-I 1,31,640.00 263%
93 JSWSTEEL-I -41,940.00 -84%
94 JUBLFOOD-I -8,502.00 -17%
95 JUSTDIAL-I -18,635.00 -37%
96 KOTAKBANK-I 1,449.00 3%
97 KSCL-I -20,993.00 -42%
98 KTKBANK-I 69,120.00 138%
99 L&TFH-I 33,920.00 68%
100 LICHSGFIN-I -31,075.00 -62%
101 LT-I -8,745.00 -17%
102 LUPIN-I 8,880.00 18%
103 M&M-I -19,148.00 -38%
104 M&MFIN-I 45,120.00 90%
105 MARICO-I -286.00 -1%
106 MARUTI-I -14,386.00 -29%
107 MCLEODRUSS-I 17,710.00 35%
108 MINDTREE-I -13,816.00 -28%
109 MOTHERSUMI-I 56,100.00 112%
110 MRF-I 24,176.00 48%
111 NCC-I 29,360.00 59%
112 NHPC-I 37,260.00 75%
113 NIFTY-I 14,831.00 30%
114 NMDC-I -17,600.00 -35%
115 NTPC-I 18,160.00 36%
116 OFSS-I 12,918.00 26%
117 OIL-I -14,088.00 -28%
118 ONGC-I -8,240.00 -16%
119 ORIENTBANK-I 79,500.00 159%
120 PAGEIND-I 12,779.00 26%
121 PETRONET-I 75,420.00 151%
122 PFC-I 7,940.00 16%
123 PIDILITIND-I 68,800.00 138%
124 PNB-I 22,320.00 45%
125 POWERGRID-I 24,160.00 48%
126 PTC-I 1,74,800.00 350%
127 RCOM-I -26,320.00 -53%
128 RECLTD-I 5,260.00 11%
129 RELCAPITAL-I 30,540.00 61%
130 RELIANCE-I 13,165.00 26%
131 RELINFRA-I 91,247.00 182%
132 RPOWER-I 32,640.00 65%
133 SAIL-I 66,690.00 133%
134 SBIN-I 9,640.00 19%
135 SIEMENS-I -8,788.00 -18%
136 SKSMICRO-I -43,180.00 -86%
137 SOUTHBANK-I 49,060.00 98%
138 SRF-I -10,852.00 -22%
139 SRTRANSFIN-I -34,032.00 -68%
140 STAR-I -35,916.00 -72%
141 SUNPHARMA-I 3,498.00 7%
142 SUNTV-I 95,500.00 191%
143 SYNDIBANK-I -37,200.00 -74%
144 TATACHEM-I -90,255.00 -181%
145 TATACOMM-I 66,704.00 133%
146 TATAGLOBAL-I 11,000.00 22%
147 TATAMOTORS-I -4,380.00 -9%
148 TATAMTRDVR-I 27,678.00 55%
149 TATAPOWER-I -49,600.00 -99%
150 TATASTEEL-I 26,680.00 53%
151 TCS-I 45,764.00 92%
152 TECHM-I -480.00 -1%
153 TITAN-I -16,050.00 -32%
154 TORNTPHARM-I 480.00 1%
155 TV18BRDCST-I 1,82,750.00 366%
156 TVSMOTOR-I 33,580.00 67%
157 UBL-I 15,180.00 30%
158 UCOBANK-I 1,04,900.00 210%
159 ULTRACEMCO-I -35,622.00 -71%
160 UNIONBANK-I -26,400.00 -53%
161 UNITECH-I 2,15,600.00 431%
162 UPL-I 51,810.00 104%
163 VEDL-I 87,080.00 174%
164 VOLTAS-I 27,680.00 55%
165 WIPRO-I -9,710.00 -19%
166 WOCKPHARMA-I -9,998.00 -20%
167 YESBANK-I -10,178.00 -20%
168 ZEEL-I 39,559.00 79%
Total 36,68,239.00 43.93%