ROI (%) : 20.46 % in 1 Months
Net Profit [A]: 16,98,129.00
Risk-Reward [A] vs [C]: 1:1
Least DrawDown [B]:
(Max. Expected Loss)
-13,54,286
Underwater [C]:
(Max. Loss Booked)
-12,30,376 (-14.82% )
Total Symbols : 166
Portfolio Accuracy : 67.47 (112/166)
Avg. P/L per Trading Day : 84,906
Strategy Name : SIGMA Sys v1
Period Tested : 01/03/16 -- 31/03/16


* 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 11,128.00 22%
2 ACC-I -55,988.00 -112%
3 ADANIENT-I 44,220.00 88%
4 ADANIPORTS-I 37,200.00 74%
5 ADANIPOWER-I 1,10,200.00 220%
6 AJANTPHARM-I 70,280.00 141%
7 ALBK-I 9,540.00 19%
8 AMARAJABAT-I 26,838.00 54%
9 AMBUJACEM-I -15,456.00 -31%
10 ANDHRABANK-I 63,120.00 126%
11 APOLLOHOSP-I 77,416.00 155%
12 APOLLOTYRE-I 17,520.00 35%
13 ARVIND-I 2,975.00 6%
14 ASHOKLEY-I 3,430.00 7%
15 ASIANPAINT-I -52,956.00 -106%
16 AUROPHARMA-I 33,124.00 66%
17 AXISBANK-I 24,900.00 50%
18 BAJAJ-AUTO-I -19,776.00 -40%
19 BAJFINANCE-I 46,106.00 92%
20 BANKBARODA-I -14,787.00 -30%
21 BANKINDIA-I 12,210.00 24%
22 BANKNIFTY-I -23,075.00 -46%
23 BATAINDIA-I 48,410.00 97%
24 BEL-I 5,891.00 12%
25 BEML-I -33,820.00 -68%
26 BHARATFORG-I 28,155.00 56%
27 BHARTIARTL-I -2,472.00 -5%
28 BHEL-I 16,320.00 33%
29 BIOCON-I 16,269.00 33%
30 BOSCHLTD-I 60,898.00 122%
31 BPCL-I 6,252.00 13%
32 BRITANNIA-I 30,726.00 61%
33 CADILAHC-I -11,220.00 -22%
34 CAIRN-I 51,570.00 103%
35 CANBK-I 7,420.00 15%
36 CASTROLIND-I 20,625.00 41%
37 CEATLTD-I 19,481.00 39%
38 CENTURYTEX-I -23,120.00 -46%
39 CESC-I -7,320.00 -15%
40 CIPLA-I 40,456.00 81%
41 COALINDIA-I -19,728.00 -39%
42 COLPAL-I 35,770.00 72%
43 CONCOR-I 29,308.00 59%
44 DABUR-I 35,300.00 71%
45 DHFL-I -9,944.00 -20%
46 DISHTV-I 51,950.00 104%
47 DIVISLAB-I 8,274.00 17%
48 DLF-I -39,650.00 -79%
49 DRREDDY-I 4,536.00 9%
50 EICHERMOT-I 12,943.00 26%
51 ENGINERSIN-I -25,806.00 -52%
52 EXIDEIND-I -80,988.00 -162%
53 FEDERALBNK-I 1,360.00 3%
54 GAIL-I 10,780.00 22%
55 GLENMARK-I 54,120.00 108%
56 GMRINFRA-I -31,200.00 -62%
57 GODREJCP-I 17,272.00 35%
58 GODREJIND-I 4,797.00 10%
59 GRASIM-I -33,641.00 -67%
60 HAVELLS-I 8,420.00 17%
61 HCLTECH-I 5,778.00 12%
62 HDFC-I 37,588.00 75%
63 HDFCBANK-I -22,730.00 -45%
64 HDIL-I -61,680.00 -123%
65 HEROMOTOCO-I -50,688.00 -101%
66 HEXAWARE-I 21,060.00 42%
67 HINDALCO-I 14,050.00 28%
68 HINDPETRO-I 17,076.00 34%
69 HINDUNILVR-I -30,702.00 -61%
70 HINDZINC-I -17,024.00 -34%
71 IBREALEST-I 16,830.00 34%
72 IBULHSGFIN-I -16,552.00 -33%
73 ICICIBANK-I -20,893.00 -42%
74 IDBI-I 72,800.00 146%
75 IDEA-I 20,610.00 41%
76 IDFC-I 5,214.00 10%
77 IFCI-I 35,000.00 70%
78 IGL-I 26,895.00 54%
79 INDIACEM-I -8,280.00 -17%
80 INDUSINDBK-I -25,602.00 -51%
81 INFRATEL-I 33,345.00 67%
82 INFY-I -7,500.00 -15%
83 IOB-I 29,400.00 59%
84 IOC-I -6,516.00 -13%
85 IRB-I -79,653.00 -159%
86 ITC-I 15,808.00 32%
87 JETAIRWAYS-I 16,164.00 32%
88 JINDALSTEL-I 31,920.00 64%
89 JISLJALEQS-I 19,760.00 40%
90 JPASSOCIAT-I 19,200.00 38%
91 JSWENERGY-I 83,340.00 167%
92 JSWSTEEL-I -21,756.00 -44%
93 JUBLFOOD-I 5,046.00 10%
94 JUSTDIAL-I 1,22,465.00 245%
95 KOTAKBANK-I -8,771.00 -18%
96 KSCL-I -1,800.00 -4%
97 KTKBANK-I 13,440.00 27%
98 L&TFH-I 5,520.00 11%
99 LICHSGFIN-I 29,029.00 58%
100 LT-I 12,213.00 24%
101 LUPIN-I 69,909.00 140%
102 M&M-I -18,984.00 -38%
103 M&MFIN-I 18,760.00 38%
104 MARICO-I 2,600.00 5%
105 MARUTI-I 15,870.00 32%
106 MCLEODRUSS-I -17,292.00 -35%
107 MOTHERSUMI-I 32,925.00 66%
108 MRF-I 6,857.00 14%
109 NCC-I 40,240.00 80%
110 NHPC-I 39,150.00 78%
111 NIFTY-I -7,129.00 -14%
112 NMDC-I 50,500.00 101%
113 NTPC-I -40,800.00 -82%
114 OFSS-I -22,551.00 -45%
115 OIL-I -3,672.00 -7%
116 ONGC-I 3,640.00 7%
117 ORIENTBANK-I 13,800.00 28%
118 PAGEIND-I 18,534.00 37%
119 PETRONET-I 27,900.00 56%
120 PFC-I 860.00 2%
121 PIDILITIND-I 1,590.00 3%
122 PNB-I 56,080.00 112%
123 POWERGRID-I -21,360.00 -43%
124 PTC-I 10,640.00 21%
125 RCOM-I -35,760.00 -72%
126 RECLTD-I -11,920.00 -24%
127 RELCAPITAL-I 2,370.00 5%
128 RELIANCE-I -15,470.00 -31%
129 RELINFRA-I 44,369.00 89%
130 RPOWER-I 6,360.00 13%
131 SAIL-I -23,310.00 -47%
132 SBIN-I 14,060.00 28%
133 SIEMENS-I -29,644.00 -59%
134 SKSMICRO-I 21,140.00 42%
135 SOUTHBANK-I 35,640.00 71%
136 SRF-I 10,984.00 22%
137 SRTRANSFIN-I 42,228.00 84%
138 STAR-I -49,048.00 -98%
139 SUNPHARMA-I 41,058.00 82%
140 SUNTV-I -29,180.00 -58%
141 SYNDIBANK-I -2,750.00 -6%
142 TATACHEM-I -18,018.00 -36%
143 TATACOMM-I 6,028.00 12%
144 TATAGLOBAL-I 14,120.00 28%
145 TATAMOTORS-I 17,505.00 35%
146 TATAMTRDVR-I 630.00 1%
147 TATAPOWER-I 3,920.00 8%
148 TATASTEEL-I 70,380.00 141%
149 TCS-I 16,056.00 32%
150 TECHM-I 14,430.00 29%
151 TITAN-I 40,230.00 80%
152 TORNTPHARM-I 6,640.00 13%
153 TV18BRDCST-I 23,120.00 46%
154 TVSMOTOR-I 1,880.00 4%
155 UBL-I -39,930.00 -80%
156 UCOBANK-I 22,800.00 46%
157 ULTRACEMCO-I 22,562.00 45%
158 UNIONBANK-I 30,150.00 60%
159 UNITECH-I .00 0%
160 UPL-I 7,350.00 15%
161 VEDL-I 1,16,320.00 233%
162 VOLTAS-I 9,232.00 18%
163 WIPRO-I -52,300.00 -105%
164 WOCKPHARMA-I 83,051.00 166%
165 YESBANK-I -20,062.00 -40%
166 ZEEL-I -23,127.00 -46%
Total 16,98,129.00 20.46%