ROI (%) : 8.46 % in 1 Months
Net Profit [A]: 6,93,785.00
Risk-Reward [A] vs [C]: 1:1
Least DrawDown [B]:
(Max. Expected Loss)
-8,48,921
Underwater [C]:
(Max. Loss Booked)
-8,48,921 (-10.35% )
Total Symbols : 164
Portfolio Accuracy : 50.61 (83/164)
Avg. P/L per Trading Day : 36,515
Strategy Name : SIGMA Sys v1
Period Tested : 01/11/15 -- 30/11/15


* 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 -1,040.00 -2%
2 ACC-I 34,466.00 69%
3 ADANIENT-I 91,440.00 183%
4 ADANIPORTS-I 18,416.00 37%
5 ADANIPOWER-I 39,800.00 80%
6 AJANTPHARM-I -4,156.00 -8%
7 ALBK-I -13,080.00 -26%
8 AMARAJABAT-I -17,670.00 -35%
9 AMBUJACEM-I 24,738.00 49%
10 ANDHRABANK-I -61,520.00 -123%
11 APOLLOHOSP-I 11,656.00 23%
12 APOLLOTYRE-I 16,080.00 32%
13 ARVIND-I 8,109.00 16%
14 ASHOKLEY-I 55,930.00 112%
15 ASIANPAINT-I -9,000.00 -18%
16 AUROPHARMA-I -40,397.00 -81%
17 AXISBANK-I -10,660.00 -21%
18 BAJAJ-AUTO-I -12,170.00 -24%
19 BAJFINANCE-I -8,313.00 -17%
20 BANKBARODA-I 63,302.00 127%
21 BANKINDIA-I -12,150.00 -24%
22 BANKNIFTY-I -36,483.00 -73%
23 BATAINDIA-I -51,230.00 -102%
24 BEL-I 19,215.00 38%
25 BEML-I -14,630.00 -29%
26 BHARATFORG-I -69,345.00 -139%
27 BHARTIARTL-I -50,556.00 -101%
28 BHEL-I -4,900.00 -10%
29 BIOCON-I 19,855.00 40%
30 BOSCHLTD-I -35,910.00 -72%
31 BPCL-I 8,046.00 16%
32 BRITANNIA-I 35,284.00 71%
33 CADILAHC-I -13,770.00 -28%
34 CAIRN-I 78,870.00 158%
35 CANBK-I -24,940.00 -50%
36 CASTROLIND-I 26,961.00 54%
37 CEATLTD-I 1,10,572.00 221%
38 CENTURYTEX-I 41,448.00 83%
39 CESC-I -29,030.00 -58%
40 CIPLA-I 10,976.00 22%
41 COALINDIA-I -21,180.00 -42%
42 COLPAL-I -7,690.00 -15%
43 CROMPGREAV-I -24,330.00 -49%
44 DABUR-I -37,640.00 -75%
45 DHFL-I -25,520.00 -51%
46 DISHTV-I 30,100.00 60%
47 DIVISLAB-I 13,794.00 28%
48 DLF-I 18,350.00 37%
49 DRREDDY-I 2,08,082.00 416%
50 EICHERMOT-I -9,598.00 -19%
51 ENGINERSIN-I 75,064.00 150%
52 EXIDEIND-I -36,108.00 -72%
53 FEDERALBNK-I 30,800.00 62%
54 GAIL-I 83,818.00 168%
55 GLENMARK-I 12,890.00 26%
56 GMRINFRA-I 1,05,300.00 211%
57 GODREJIND-I 15,730.00 31%
58 GRASIM-I -16,764.00 -34%
59 HAVELLS-I 63,800.00 128%
60 HCLTECH-I -38,772.00 -78%
61 HDFC-I -17,864.00 -36%
62 HDFCBANK-I -27,310.00 -55%
63 HDIL-I 23,820.00 48%
64 HEROMOTOCO-I -24,720.00 -49%
65 HEXAWARE-I -37,280.00 -75%
66 HINDALCO-I 32,950.00 66%
67 HINDPETRO-I 1,050.00 2%
68 HINDUNILVR-I 20,154.00 40%
69 HINDZINC-I -17,440.00 -35%
70 IBREALEST-I -79,560.00 -159%
71 IBULHSGFIN-I 86,608.00 173%
72 ICICIBANK-I 13,073.00 26%
73 IDBI-I 69,440.00 139%
74 IDEA-I 17,190.00 34%
75 IDFC-I -19,536.00 -39%
76 IFCI-I 29,400.00 59%
77 IGL-I -18,645.00 -37%
78 INDIACEM-I 89,820.00 180%
79 INDUSINDBK-I -11,328.00 -23%
80 INFRATEL-I -3,601.00 -7%
81 INFY-I -19,630.00 -39%
82 IOB-I -47,880.00 -96%
83 IOC-I 23,664.00 47%
84 IRB-I 23,940.00 48%
85 ITC-I 28,624.00 57%
86 JINDALSTEL-I -45,500.00 -91%
87 JISLJALEQS-I -3,600.00 -7%
88 JPASSOCIAT-I -58,560.00 -117%
89 JSWENERGY-I 40,560.00 81%
90 JSWSTEEL-I 14,628.00 29%
91 JUBLFOOD-I 25,218.00 50%
92 JUSTDIAL-I 47,430.00 95%
93 KOTAKBANK-I 15,372.00 31%
94 KSCL-I -33,593.00 -67%
95 KTKBANK-I 4,600.00 9%
96 L&TFH-I 3,200.00 6%
97 LICHSGFIN-I -14,047.00 -28%
98 LT-I -18,231.00 -36%
99 LUPIN-I -11,730.00 -23%
100 M&M-I -21,660.00 -43%
101 M&MFIN-I -77,140.00 -154%
102 MARICO-I 95,914.00 192%
103 MARUTI-I 28,019.00 56%
104 MCLEODRUSS-I -28,534.00 -57%
105 MINDTREE-I -39,824.00 -80%
106 MOTHERSUMI-I -42,855.00 -86%
107 MRF-I 7,498.00 15%
108 NCC-I -1,35,360.00 -271%
109 NHPC-I 18,630.00 37%
110 NIFTY-I 17,553.00 35%
111 NMDC-I -39,700.00 -79%
112 NTPC-I 26,600.00 53%
113 OFSS-I -18,537.00 -37%
114 OIL-I 54,504.00 109%
115 ONGC-I 25,880.00 52%
116 ORIENTBANK-I -79,110.00 -158%
117 PAGEIND-I 75,009.00 150%
118 PETRONET-I 56,460.00 113%
119 PFC-I -1,640.00 -3%
120 PIDILITIND-I 39,230.00 78%
121 PNB-I 15,480.00 31%
122 POWERGRID-I 4,400.00 9%
123 PTC-I 39,200.00 78%
124 RCOM-I 1,32,400.00 265%
125 RECLTD-I 1,140.00 2%
126 RELCAPITAL-I -63,075.00 -126%
127 RELIANCE-I 31,685.00 63%
128 RELINFRA-I 20,540.00 41%
129 RPOWER-I -5,880.00 -12%
130 SAIL-I 11,970.00 24%
131 SBIN-I -3,180.00 -6%
132 SIEMENS-I -888.00 -2%
133 SKSMICRO-I 12,440.00 25%
134 SOUTHBANK-I -32,560.00 -65%
135 SRF-I -12,504.00 -25%
136 SRTRANSFIN-I 12,300.00 25%
137 STAR-I -340.00 -1%
138 SUNPHARMA-I 66,468.00 133%
139 SUNTV-I 8,940.00 18%
140 SYNDIBANK-I -43,300.00 -87%
141 TATACHEM-I 22,682.00 45%
142 TATACOMM-I -33,704.00 -67%
143 TATAGLOBAL-I 26,000.00 52%
144 TATAMOTORS-I 2,490.00 5%
145 TATAMTRDVR-I -20,664.00 -41%
146 TATAPOWER-I -46,880.00 -94%
147 TATASTEEL-I 15,380.00 31%
148 TCS-I 19,388.00 39%
149 TECHM-I 3,020.00 6%
150 TITAN-I -34,365.00 -69%
151 TV18BRDCST-I -1,700.00 -3%
152 TVSMOTOR-I -12,680.00 -25%
153 UBL-I -19,505.00 -39%
154 UCOBANK-I -31,900.00 -64%
155 ULTRACEMCO-I 30,504.00 61%
156 UNIONBANK-I 5,640.00 11%
157 UNITECH-I -61,600.00 -123%
158 UPL-I -19,610.00 -39%
159 VEDL-I 52,200.00 104%
160 VOLTAS-I -14,352.00 -29%
161 WIPRO-I -53,140.00 -106%
162 WOCKPHARMA-I -42,585.00 -85%
163 YESBANK-I -8,736.00 -17%
164 ZEEL-I 26,702.00 53%
Total 6,93,785.00 8.46%