ROI (%) : 60.18 % in 1 Months
Net Profit [A]: 50,55,159.00
Risk-Reward [A] vs [C]: 1:8
Least DrawDown [B]:
(Max. Expected Loss)
-6,23,010
Underwater [C]:
(Max. Loss Booked)
-6,23,010 (-7.42% )
Total Symbols : 168
Portfolio Accuracy : 74.4 (125/168)
Avg. P/L per Trading Day : 2,29,780
Strategy Name : SIGMA Sys v1
Period Tested : 01/05/16 -- 31/05/16


* 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 14,408.00 29%
2 ACC-I 64,684.00 129%
3 ADANIENT-I 81,000.00 162%
4 ADANIPORTS-I 40,336.00 81%
5 ADANIPOWER-I 16,800.00 34%
6 AJANTPHARM-I 38,504.00 77%
7 ALBK-I 77,640.00 155%
8 AMARAJABAT-I -6,786.00 -14%
9 AMBUJACEM-I -3,276.00 -7%
10 ANDHRABANK-I 75,680.00 151%
11 APOLLOHOSP-I 2,852.00 6%
12 APOLLOTYRE-I -17,010.00 -34%
13 ARVIND-I -9,554.00 -19%
14 ASHOKLEY-I 75,880.00 152%
15 ASIANPAINT-I 23,328.00 47%
16 AUROPHARMA-I 20,902.00 42%
17 AXISBANK-I 45,200.00 90%
18 BAJAJ-AUTO-I 14,282.00 29%
19 BAJFINANCE-I 32,210.00 64%
20 BANKBARODA-I 68,603.00 137%
21 BANKINDIA-I 23,070.00 46%
22 BANKNIFTY-I 16,483.00 33%
23 BATAINDIA-I 99,070.00 198%
24 BEL-I 20,565.00 41%
25 BEML-I 26,915.00 54%
26 BHARATFORG-I -13,640.00 -27%
27 BHARTIARTL-I -36,204.00 -72%
28 BHEL-I 52,600.00 105%
29 BIOCON-I -14,608.00 -29%
30 BOSCHLTD-I 56,012.00 112%
31 BPCL-I 56,538.00 113%
32 BRITANNIA-I 51,736.00 103%
33 CADILAHC-I -32,025.00 -64%
34 CAIRN-I 57,180.00 114%
35 CANBK-I 23,320.00 47%
36 CASTROLIND-I 34,529.00 69%
37 CEATLTD-I -55,538.00 -111%
38 CENTURYTEX-I 1,792.00 4%
39 CESC-I -18,500.00 -37%
40 CIPLA-I -33,608.00 -67%
41 COALINDIA-I 28,872.00 58%
42 COLPAL-I -3,020.00 -6%
43 CONCOR-I 36,020.00 72%
44 CROMPGREAV-I -6,330.00 -13%
45 DABUR-I 29,580.00 59%
46 DHFL-I 67,496.00 135%
47 DISHTV-I 44,800.00 90%
48 DIVISLAB-I 34,236.00 68%
49 DLF-I 1,24,750.00 250%
50 DRREDDY-I -23,388.00 -47%
51 EICHERMOT-I 14,586.00 29%
52 ENGINERSIN-I 33,902.00 68%
53 EXIDEIND-I -26,758.00 -54%
54 FEDERALBNK-I 48,800.00 98%
55 GAIL-I 13,706.00 27%
56 GLENMARK-I -29,290.00 -59%
57 GMRINFRA-I 1,23,240.00 246%
58 GODREJCP-I -2,784.00 -6%
59 GODREJIND-I 30,862.00 62%
60 GRASIM-I -15,474.00 -31%
61 HAVELLS-I 21,320.00 43%
62 HCLTECH-I -27,252.00 -55%
63 HDFC-I 1,07,344.00 215%
64 HDFCBANK-I -34,515.00 -69%
65 HDIL-I 90,540.00 181%
66 HEROMOTOCO-I -672.00 -1%
67 HEXAWARE-I 76,960.00 154%
68 HINDALCO-I 1,31,850.00 264%
69 HINDPETRO-I 52,212.00 104%
70 HINDUNILVR-I -12,618.00 -25%
71 HINDZINC-I -10,912.00 -22%
72 IBREALEST-I 2,77,560.00 555%
73 IBULHSGFIN-I 23,576.00 47%
74 ICICIBANK-I 35,513.00 71%
75 IDBI-I 51,920.00 104%
76 IDEA-I -2,010.00 -4%
77 IDFC-I 19,635.00 39%
78 IFCI-I 68,000.00 136%
79 IGL-I -10,472.00 -21%
80 INDIACEM-I 69,240.00 138%
81 INDUSINDBK-I -27,894.00 -56%
82 INFRATEL-I 35,243.00 70%
83 INFY-I -32,750.00 -66%
84 IOB-I 1,01,780.00 204%
85 IOC-I 7,284.00 15%
86 IRB-I 55,104.00 110%
87 ITC-I 15,104.00 30%
88 JETAIRWAYS-I 95,652.00 191%
89 JINDALSTEL-I 26,880.00 54%
90 JISLJALEQS-I 1,29,840.00 260%
91 JPASSOCIAT-I 81,600.00 163%
92 JSWENERGY-I 2,580.00 5%
93 JSWSTEEL-I 1,818.00 4%
94 JUBLFOOD-I 1,04,613.00 209%
95 JUSTDIAL-I 47,130.00 94%
96 KOTAKBANK-I 49,770.00 100%
97 KSCL-I 15,503.00 31%
98 KTKBANK-I 2,000.00 4%
99 L&TFH-I 17,360.00 35%
100 LICHSGFIN-I 10,945.00 22%
101 LT-I 63,813.00 128%
102 LUPIN-I 12,492.00 25%
103 M&M-I -23,656.00 -47%
104 M&MFIN-I 66,600.00 133%
105 MARICO-I 36,114.00 72%
106 MARUTI-I 22,215.00 44%
107 MCLEODRUSS-I -13,464.00 -27%
108 MINDTREE-I 53,976.00 108%
109 MOTHERSUMI-I 52,365.00 105%
110 MRF-I -21,794.00 -44%
111 NCC-I 59,280.00 119%
112 NHPC-I 75,870.00 152%
113 NIFTY-I 33,815.00 68%
114 NMDC-I 18,100.00 36%
115 NTPC-I -4,640.00 -9%
116 OFSS-I 18,324.00 37%
117 OIL-I 28,200.00 56%
118 ONGC-I 9,220.00 18%
119 ORIENTBANK-I 40,650.00 81%
120 PAGEIND-I 49,565.00 99%
121 PETRONET-I 20,880.00 42%
122 PFC-I -9,500.00 -19%
123 PIDILITIND-I 5,250.00 10%
124 PNB-I 3,000.00 6%
125 POWERGRID-I 49,160.00 98%
126 PTC-I 5,040.00 10%
127 RCOM-I 75,760.00 152%
128 RECLTD-I 5,000.00 10%
129 RELCAPITAL-I -15,915.00 -32%
130 RELIANCE-I -26,450.00 -53%
131 RELINFRA-I 46,228.00 92%
132 RPOWER-I 61,680.00 123%
133 SAIL-I 10,260.00 21%
134 SBIN-I 67,060.00 134%
135 SIEMENS-I 8,936.00 18%
136 SKSMICRO-I -31,850.00 -64%
137 SOUTHBANK-I 47,300.00 95%
138 SRF-I 80,792.00 162%
139 SRTRANSFIN-I 86,916.00 174%
140 STAR-I 56,688.00 113%
141 SUNPHARMA-I 27,594.00 55%
142 SUNTV-I 72,660.00 145%
143 SYNDIBANK-I 94,450.00 189%
144 TATACHEM-I -19,228.00 -38%
145 TATACOMM-I 26,708.00 53%
146 TATAGLOBAL-I 15,800.00 32%
147 TATAMOTORS-I -12,585.00 -25%
148 TATAMTRDVR-I 1,14,366.00 229%
149 TATAPOWER-I 13,680.00 27%
150 TATASTEEL-I 35,200.00 70%
151 TCS-I 47,318.00 95%
152 TECHM-I 82,150.00 164%
153 TITAN-I -3,945.00 -8%
154 TORNTPHARM-I 8,328.00 17%
155 TV18BRDCST-I 26,350.00 53%
156 TVSMOTOR-I -19,860.00 -40%
157 UBL-I -23,875.00 -48%
158 UCOBANK-I 85,600.00 171%
159 ULTRACEMCO-I -22,592.00 -45%
160 UNIONBANK-I 23,070.00 46%
161 UNITECH-I 65,450.00 131%
162 UPL-I 27,700.00 55%
163 VEDL-I 40,400.00 81%
164 VOLTAS-I 42,304.00 85%
165 WIPRO-I 1,570.00 3%
166 WOCKPHARMA-I 28,481.00 57%
167 YESBANK-I -5,558.00 -11%
168 ZEEL-I -1,612.00 -3%
Total 50,55,159.00 60.91%