I have made a real time system for trading in Indian markets. I am attaching a report along with this for a particular scrip. The system has made good profits in the given period. Period of test (Jan 2012 to Aug 2013) The system has generated a profit of Rs. 11,40,000/- on an investment of Rs. 1,50,000/- in the last 20 months. The profits in the current month (Sep 2013) are decent enough. I have attached an excel file to this mail showing all the trades from Jan 2012 to Aug 2013.
The maximum profit in one trade has been Rs. 69000/-
The maximum loss in one trade being 26000/-
Total No. of trades 607
Considering 1p as brokerage on one leg, total expenses for the trades will amount to almost Rs. 1 lakh in 20 month period including all other statutory levies.
Net profits are more than 10 lakhs for an investment of Rs. 1.5 lakh
Average profit per month = Rs. 50,000/- (net of expenses)
Another important thing I find is consistency of profits. In the test period of 20 months, the system has lost once on a month on month basis while 19 months were profitable months.
All figures can be found in the excel file for reference.
Please have a look at the reports and express your views.
This request comes with an idea that all seniors will comment as to what goods and bads they see in the system.. The system is a purely SAR based..
The amount shown in backtest report as Invested Capital is 10 lakhs, whereas the amount required to invest is Rs.150000, considering the max draw down and margin of 1 lot.. (The system failed to return results when initial capital put to Rs. 150000/-, may be some configuration error from my end, so pls ignore that)
Regards:thumb::thumb:
Link for file..!!
http://www.4shared.com/office/oVhjZjBI/Report_Jan_2012_to_Aug_13.html
The maximum profit in one trade has been Rs. 69000/-
The maximum loss in one trade being 26000/-
Total No. of trades 607
Considering 1p as brokerage on one leg, total expenses for the trades will amount to almost Rs. 1 lakh in 20 month period including all other statutory levies.
Net profits are more than 10 lakhs for an investment of Rs. 1.5 lakh
Average profit per month = Rs. 50,000/- (net of expenses)
Another important thing I find is consistency of profits. In the test period of 20 months, the system has lost once on a month on month basis while 19 months were profitable months.
All figures can be found in the excel file for reference.
Please have a look at the reports and express your views.
This request comes with an idea that all seniors will comment as to what goods and bads they see in the system.. The system is a purely SAR based..
The amount shown in backtest report as Invested Capital is 10 lakhs, whereas the amount required to invest is Rs.150000, considering the max draw down and margin of 1 lot.. (The system failed to return results when initial capital put to Rs. 150000/-, may be some configuration error from my end, so pls ignore that)
Regards:thumb::thumb:
Link for file..!!
http://www.4shared.com/office/oVhjZjBI/Report_Jan_2012_to_Aug_13.html