ROI (%) : 46 % in 1 Months
Net Profit [A]: 40,48,430.00
Risk-Reward [A] vs [C]: 1:7
Least DrawDown [B]:
(Max. Expected Loss)
-5,79,076
Underwater [C]:
(Max. Loss Booked)
-5,79,076 (-6.58% )
Total Symbols : 176
Portfolio Accuracy : 68.18 (120/176)
Avg. P/L per Trading Day : 2,13,075
Strategy Name : SIGMA Sys v1
Period Tested : 01/10/16 -- 31/10/16


* 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 8,938.00 18%
2 ACC-I -10,954.00 -22%
3 ADANIENT-I 24,960.00 50%
4 ADANIPORTS-I 63,616.00 127%
5 ADANIPOWER-I 89,600.00 179%
6 AJANTPHARM-I 82,188.00 164%
7 ALBK-I 27,000.00 54%
8 AMARAJABAT-I -14,616.00 -29%
9 AMBUJACEM-I -11,970.00 -24%
10 ANDHRABANK-I 51,280.00 103%
11 APOLLOHOSP-I -46,732.00 -93%
12 APOLLOTYRE-I -44,340.00 -89%
13 ARVIND-I 1,43,191.00 286%
14 ASHOKLEY-I 56,630.00 113%
15 ASIANPAINT-I -36,750.00 -74%
16 AUROPHARMA-I 15,645.00 31%
17 AXISBANK-I -9,650.00 -19%
18 BAJAJ-AUTO-I -31,906.00 -64%
19 BAJFINANCE-I -1,104.00 -2%
20 BANKBARODA-I 32,891.00 66%
21 BANKINDIA-I 16,140.00 32%
22 BANKNIFTY-I 5,829.00 12%
23 BATAINDIA-I 23,590.00 47%
24 BEL-I 28,580.00 57%
25 BEML-I -22,960.00 -46%
26 BHARATFIN-I -12.00 0%
27 BHARATFORG-I 46,850.00 94%
28 BHARTIARTL-I -8,088.00 -16%
29 BHEL-I 12,280.00 25%
30 BIOCON-I 80,124.00 160%
31 BOSCHLTD-I -5,617.00 -11%
32 BPCL-I -600.00 -1%
33 BRITANNIA-I -3,290.00 -7%
34 CADILAHC-I 59,535.00 119%
35 CAIRN-I 45,300.00 91%
36 CANBK-I 51,400.00 103%
37 CASTROLIND-I -33,880.00 -68%
38 CEATLTD-I -39,165.00 -78%
39 CENTURYTEX-I -22,920.00 -46%
40 CESC-I 37,090.00 74%
41 CIPLA-I 10,752.00 22%
42 COALINDIA-I 852.00 2%
43 COLPAL-I 19,965.00 40%
44 CONCOR-I -9,664.00 -19%
45 CROMPGREAV-I 13,800.00 28%
46 CUMMINSIND-I 34,662.00 69%
47 DABUR-I 24,760.00 50%
48 DHFL-I -13,948.00 -28%
49 DISHTV-I 44,300.00 89%
50 DIVISLAB-I 5,106.00 10%
51 DLF-I -9,700.00 -19%
52 DRREDDY-I 39,746.00 79%
53 EICHERMOT-I -34,551.00 -69%
54 ENGINERSIN-I 34,100.00 68%
55 EXIDEIND-I 11,016.00 22%
56 FEDERALBNK-I 77,040.00 154%
57 GAIL-I 75,642.00 151%
58 GLENMARK-I 32,290.00 65%
59 GMRINFRA-I 60,840.00 122%
60 GODREJCP-I -50,840.00 -102%
61 GODREJIND-I 949.00 2%
62 GRANULES-I 6,500.00 13%
63 GRASIM-I 5,85,551.00 1171%
64 HAVELLS-I 6,040.00 12%
65 HCLTECH-I 31,080.00 62%
66 HDFC-I 62,860.00 126%
67 HDFCBANK-I -1,610.00 -3%
68 HDIL-I 7,260.00 15%
69 HEROMOTOCO-I 14,240.00 28%
70 HEXAWARE-I 17,260.00 35%
71 HINDALCO-I 22,250.00 44%
72 HINDPETRO-I 726.00 1%
73 HINDUNILVR-I -35,154.00 -70%
74 HINDZINC-I -42,240.00 -84%
75 IBREALEST-I -14,940.00 -30%
76 IBULHSGFIN-I 11,832.00 24%
77 ICICIBANK-I 46,257.00 93%
78 ICIL-I 17,550.00 35%
79 IDBI-I 39,920.00 80%
80 IDEA-I 56,220.00 112%
81 IDFC-I -2,277.00 -5%
82 IDFCBANK-I 3.00 0%
83 IFCI-I 7,800.00 16%
84 IGL-I 95,667.00 191%
85 INDIACEM-I 1,17,840.00 236%
86 INDUSINDBK-I -84,918.00 -170%
87 INFRATEL-I -19,175.00 -38%
88 INFY-I -28,435.00 -57%
89 IOC-I 4,30,404.00 861%
90 IRB-I -12,075.00 -24%
91 ITC-I -21,760.00 -44%
92 JETAIRWAYS-I -42,687.00 -85%
93 JINDALSTEL-I 30,800.00 62%
94 JISLJALEQS-I 1,08,560.00 217%
95 JPASSOCIAT-I 38,400.00 77%
96 JSWENERGY-I 36,240.00 72%
97 JSWSTEEL-I -34,398.00 -69%
98 JUBLFOOD-I 77,112.00 154%
99 JUSTDIAL-I -13,510.00 -27%
100 KOTAKBANK-I -31,395.00 -63%
101 KPIT-I 69,600.00 139%
102 KSCL-I 23,933.00 48%
103 KTKBANK-I 80,560.00 161%
104 L&TFH-I 52,960.00 106%
105 LICHSGFIN-I -42,625.00 -85%
106 LT-I -27,183.00 -54%
107 LUPIN-I 4,296.00 9%
108 M&M-I 28,480.00 57%
109 M&MFIN-I -15,640.00 -31%
110 MARICO-I 11,284.00 23%
111 MARUTI-I -76,339.00 -153%
112 MCDOWELL-N-I 45,808.00 92%
113 MCLEODRUSS-I 3,388.00 7%
114 MINDTREE-I 51,176.00 102%
115 MOTHERSUMI-I 21,120.00 42%
116 MRF-I 3,054.00 6%
117 NCC-I 92,480.00 185%
118 NHPC-I 34,290.00 69%
119 NIFTY-I -9,162.00 -18%
120 NIITTECH-I 10.00 0%
121 NMDC-I 3,950.00 8%
122 NTPC-I -14,640.00 -29%
123 OFSS-I 15,663.00 31%
124 OIL-I -4,272.00 -9%
125 ONGC-I 4,380.00 9%
126 ORIENTBANK-I 45,600.00 91%
127 PAGEIND-I -93,718.00 -187%
128 PCJEWELLER-I 6,110.00 12%
129 PETRONET-I 1,92,510.00 385%
130 PFC-I 5,700.00 11%
131 PIDILITIND-I -40,600.00 -81%
132 PNB-I 13,200.00 26%
133 POWERGRID-I -11,760.00 -24%
134 PTC-I -50,400.00 -101%
135 RCOM-I -16,000.00 -32%
136 RECLTD-I 22,900.00 46%
137 RELCAPITAL-I 80,550.00 161%
138 RELIANCE-I -19,345.00 -39%
139 RELINFRA-I 39,208.00 78%
140 RPOWER-I 37,080.00 74%
141 SAIL-I 68,040.00 136%
142 SBIN-I 35,480.00 71%
143 SIEMENS-I 636.00 1%
144 SINTEX-I 3.00 0%
145 SOUTHBANK-I 60,500.00 121%
146 SRF-I 1,20,728.00 241%
147 SRTRANSFIN-I -11,064.00 -22%
148 STAR-I 6,068.00 12%
149 SUNPHARMA-I 3,846.00 8%
150 SUNTV-I 1,00,400.00 201%
151 SYNDIBANK-I 38,800.00 78%
152 TATACHEM-I 4,840.00 10%
153 TATACOMM-I 31,108.00 62%
154 TATAELXSI-I 61,143.00 122%
155 TATAGLOBAL-I 42,920.00 86%
156 TATAMOTORS-I 57,915.00 116%
157 TATAMTRDVR-I 40,614.00 81%
158 TATAPOWER-I 72,240.00 144%
159 TATASTEEL-I 43,920.00 88%
160 TCS-I -62,340.00 -125%
161 TECHM-I -13,050.00 -26%
162 TITAN-I 37,845.00 76%
163 TORNTPHARM-I 23,996.00 48%
164 TORNTPOWER-I 4.00 0%
165 TV18BRDCST-I -65,280.00 -131%
166 TVSMOTOR-I 67,420.00 135%
167 UBL-I 1,090.00 2%
168 ULTRACEMCO-I -4,074.00 -8%
169 UNIONBANK-I 25,230.00 50%
170 UPL-I 20,500.00 41%
171 VEDL-I 69,800.00 140%
172 VOLTAS-I 1,280.00 3%
173 WIPRO-I 1,820.00 4%
174 WOCKPHARMA-I -23,741.00 -47%
175 YESBANK-I 71,078.00 142%
176 ZEEL-I 42,094.00 84%
Total 40,48,430.00 46%