INR Backtest 9.9.2015

8/16/2019 INR Backtest 9.9.2015

1/34

Symbol Trade Date Price

NSE-CUR USDINR 28SEP2015 Long 9/15/2014 16:29 61.3150

NSE-CUR USDINR 28SEP2015 Short 9/17/2014 9:59 61.1350













































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NSE-CUR USDINR 28SEP2015 !"n Long 9/1/2015 14:59 66.7275

8/16/2019 INR Backtest 9.9.2015

5/34

Ex. date Ex. Price + -

9/17/2014 9:59 61.1350 -0.180 0 -0.18

9/19/2014 15:59 60.9800 0.155 0.155 0

9/19/2014 17:29 60.8950 -0.085 0 -0.085

9/22/2014 13:59 60.9000 -0.005 0 -0.005

9/26/2014 14:59 61.4300 0.530 0.53 09/29/2014 9:29 61.8000 -0.370 0 -0.37

10/1/2014 16:29 61.9350 0.135 0.135 0

10/10/2014 12:29 61.4000 0.535 0.535 0

10/13/2014 13:59 61.3525 -0.047 0 -0.0475

10/14/2014 14:29 61.4250 -0.072 0 -0.0725

10/17/2014 10:59 61.7400 0.315 0.315 0

10/27/2014 15:29 61.3475 0.393 0.3925 0

10/28/2014 13:29 61.3250 -0.022 0 -0.0225

10/29/2014 9:29 61.6275 -0.302 0 -0.3025

10/31/2014 9:29 61.6225 -0.005 0 -0.005

11/3/2014 15:59 61.6675 -0.045 0 -0.045

11/5/2014 9:59 61.5500 -0.118 0 -0.1175

11/5/2014 13:59 61.6150 -0.065 0 -0.065

11/10/2014 10:29 61.6650 0.050 0.05 0

11/10/2014 15:29 61.7125 -0.047 0 -0.0475

11/10/2014 16:29 61.6575 -0.055 0 -0.055

11/11/2014 10:29 61.7400 -0.083 0 -0.0825

11/12/2014 9:59 61.7175 -0.023 0 -0.0225

11/13/2014 12:29 61.6975 0.020 0.02 0

11/17/2014 10:59 61.7725 0.075 0.075 0

11/17/2014 15:29 61.8400 -0.068 0 -0.0675

11/18/2014 14:29 61.8275 -0.013 0 -0.0125

11/18/2014 15:29 61.8700 -0.042 0 -0.0425

11/20/2014 16:29 62.0000 0.130 0.13 0

11/24/2014 14:29 61.9100 0.090 0.09 0

11/27/2014 17:29 62.1900 0.280 0.28 0

11/28/2014 9:59 62.2450 -0.055 0 -0.055

12/1/2014 16:59 62.3350 0.090 0.09 0

12/8/2014 9:59 62.1975 0.138 0.1375 0

12/8/2014 16:59 62.1175 -0.080 0 -0.08

12/9/2014 13:59 62.1575 -0.040 0 -0.04

12/12/2014 15:59 62.5125 0.355 0.355 0

12/15/2014 9:59 62.6950 -0.182 0 -0.1825

12/18/2014 9:29 63.3350 0.640 0.64 0

12/19/2014 15:29 63.3075 0.028 0.0275 0

12/30/2014 14:29 63.8750 0.568 0.5675 0

1/1/2015 12:29 63.7000 0.175 0.175 0

1/1/2015 14:29 63.6050 -0.095 0 -0.095

1/1/2015 15:59 63.6750 -0.070 0 -0.07

1/7/2015 10:29 63.6750 0.000 0 0

1/7/2015 11:59 63.7450 -0.070 0 -0.07

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1/7/2015 13:59 63.6300 -0.115 0 -0.115

1/14/2015 14:59 62.3900 1.240 1.24 0

1/15/2015 10:59 61.9150 -0.475 0 -0.475

1/15/2015 16:29 62.1575 -0.243 0 -0.2425

1/16/2015 10:59 62.0300 -0.127 0 -0.1275

1/16/2015 15:29 62.1700 -0.140 0 -0.14

1/16/2015 17:29 62.0050 -0.165 0 -0.1651/20/2015 11:29 61.9800 0.025 0.025 0

1/20/2015 13:29 61.8600 -0.120 0 -0.12

1/22/2015 15:29 61.7500 0.110 0.11 0

1/23/2015 12:59 61.5175 -0.233 0 -0.2325

1/27/2015 15:29 61.4800 0.038 0.0375 0

1/27/2015 16:29 61.4000 -0.080 0 -0.08

1/28/2015 9:29 61.8375 -0.438 0 -0.4375

1/28/2015 16:29 61.6500 -0.188 0 -0.1875

1/28/2015 16:59 61.7450 -0.095 0 -0.095

2/3/2015 9:59 61.9350 0.190 0.19 0

2/4/2015 13:59 62.0050 -0.070 0 -0.07

2/6/2015 11:29 61.9650 -0.040 0 -0.04

2/6/2015 14:29 62.0150 -0.050 0 -0.05

2/6/2015 16:29 61.9350 -0.080 0 -0.08

2/9/2015 9:29 62.2800 -0.345 0 -0.345

2/10/2015 9:29 62.1825 -0.098 0 -0.0975

2/10/2015 14:59 62.2750 -0.093 0 -0.0925

2/12/2015 14:59 62.3950 0.120 0.12 0

2/18/2015 9:59 62.3075 0.088 0.0875 0

2/20/2015 10:29 62.2875 -0.020 0 -0.02

2/23/2015 16:29 62.3000 -0.012 0 -0.0125

2/25/2015 16:59 62.3425 0.043 0.0425 0

2/27/2015 13:29 62.2225 0.120 0.12 0

2/27/2015 14:59 62.1675 -0.055 0 -0.055

2/27/2015 16:59 62.2550 -0.088 0 -0.0875

3/3/2015 11:29 62.2200 -0.035 0 -0.035

3/3/2015 15:29 62.2800 -0.060 0 -0.06

3/4/2015 9:59 62.1300 -0.150 0 -0.15

3/4/2015 14:29 62.3150 -0.185 0 -0.185

3/12/2015 9:59 62.8650 0.550 0.55 0

3/13/2015 12:59 62.9075 -0.042 0 -0.0425

3/16/2015 14:59 63.0125 0.105 0.105 0

3/18/2015 14:59 62.9150 0.098 0.0975 0

3/19/2015 9:59 62.4825 -0.432 0 -0.4325

3/24/2015 16:59 62.3600 0.123 0.1225 0

3/31/2015 11:29 62.9325 0.572 0.5725 0

4/7/2015 13:59 62.6775 0.255 0.255 0

4/7/2015 16:29 62.5725 -0.105 0 -0.105

4/8/2015 10:29 62.6200 -0.047 0 -0.0475

4/8/2015 12:29 62.5650 -0.055 0 -0.055

4/10/2015 10:59 62.5575 0.008 0.0075 0

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4/10/2015 16:29 62.4925 -0.065 0 -0.065

4/13/2015 9:59 62.5575 -0.065 0 -0.065

4/15/2015 9:59 62.5900 0.033 0.0325 0

4/20/2015 9:59 62.6450 -0.055 0 -0.055

4/22/2015 10:29 62.8400 0.195 0.195 0

4/22/2015 12:29 62.9450 -0.105 0 -0.105

4/27/2015 16:29 63.5025 0.557 0.5575 04/28/2015 9:29 63.8500 -0.348 0 -0.3475

4/28/2015 14:29 63.6225 -0.228 0 -0.2275

4/29/2015 15:29 63.5975 0.025 0.025 0

5/5/2015 10:29 63.8125 0.215 0.215 0

5/6/2015 10:29 63.9375 -0.125 0 -0.125

5/8/2015 9:29 64.2850 0.347 0.3475 0

5/12/2015 10:59 64.4150 -0.130 0 -0.13

5/13/2015 13:59 64.2000 -0.215 0 -0.215

5/18/2015 13:29 63.7675 0.433 0.4325 0

5/21/2015 10:29 63.7125 -0.055 0 -0.055

5/25/2015 9:59 63.6450 0.067 0.0675 0

5/25/2015 14:59 63.5925 -0.053 0 -0.0525

5/26/2015 9:29 63.6925 -0.100 0 -0.1

5/28/2015 13:29 64.1875 0.495 0.495 0

5/29/2015 15:29 64.1950 -0.007 0 -0.0075

6/1/2015 9:29 64.0525 -0.142 0 -0.1425

6/2/2015 11:29 64.1700 -0.118 0 -0.1175

6/3/2015 10:29 64.0900 -0.080 0 -0.08

6/3/2015 11:59 64.1900 -0.100 0 -0.1

6/4/2015 16:29 64.2725 0.082 0.0825 0

6/8/2015 10:29 64.3575 -0.085 0 -0.085

6/9/2015 10:29 64.2100 -0.148 0 -0.1475

6/11/2015 12:59 64.1400 0.070 0.07 0

6/17/2015 10:29 64.2525 0.112 0.1125 0

6/17/2015 15:29 64.3150 -0.063 0 -0.0625

6/18/2015 9:29 63.9600 -0.355 0 -0.355

6/23/2015 11:29 63.6625 0.298 0.2975 0

6/23/2015 12:59 63.6100 -0.053 0 -0.0525

6/23/2015 14:29 63.6500 -0.040 0 -0.04

6/24/2015 13:59 63.6175 -0.032 0 -0.0325

6/24/2015 15:29 63.6800 -0.063 0 -0.0625

6/24/2015 16:59 63.6325 -0.047 0 -0.0475

6/26/2015 11:59 63.9650 -0.333 0 -0.3325

6/30/2015 9:59 64.1025 0.138 0.1375 0

7/6/2015 9:29 63.9175 0.185 0.185 0

7/6/2015 13:59 63.7600 -0.157 0 -0.1575

7/7/2015 15:59 63.7200 0.040 0.04 0

7/9/2015 10:29 63.7550 0.035 0.035 0

7/13/2015 9:29 63.6750 0.080 0.08 0

7/14/2015 13:29 63.6525 -0.022 0 -0.0225

7/16/2015 14:29 63.6000 0.053 0.0525 0

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8/34

7/17/2015 14:29 63.5775 -0.023 0 -0.0225

7/20/2015 10:59 63.6450 -0.068 0 -0.0675

7/21/2015 13:29 63.6850 0.040 0.04 0

7/22/2015 15:29 63.6600 0.025 0.025 0

7/28/2015 12:29 64.0425 0.383 0.3825 0

7/29/2015 9:59 64.2550 -0.212 0 -0.2125

8/3/2015 9:59 64.2650 0.010 0.01 08/3/2015 16:29 64.3550 -0.090 0 -0.09

8/4/2015 11:59 64.2125 -0.142 0 -0.1425

8/10/2015 15:29 64.0500 0.163 0.1625 0

8/14/2015 15:59 65.1600 1.110 1.11 0

8/17/2015 9:29 65.4150 -0.255 0 -0.255

8/19/2015 15:59 65.2700 -0.145 0 -0.145

8/20/2015 13:29 65.5250 -0.255 0 -0.255

8/25/2015 12:59 66.4225 0.897 0.8975 0

8/27/2015 9:59 66.4050 0.017 0.0175 0

8/27/2015 14:59 66.2800 -0.125 0 -0.125

8/27/2015 15:59 66.3875 -0.108 0 -0.1075

9/1/2015 10:29 66.6300 0.242 0.2425 0

9/1/2015 14:59 66.7275 -0.098 0 -0.0975

9/1/2015 16:29 66.6450 0 0

Pro#t/ Lo$$ 3.103

%&' 1.240

%IN -0.475

(ot)* + 14.73 63

&, + 0.23381

(ot)* - -11.6275 98

&, - -0.118648

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So* (r)" D)t" Pr"

NSE-CUR EURINR 28SEP2015 Long 9/16/2014 10:29 79.2925

NSE-CUR EURINR 28SEP2015 Short 9/17/2014 9:59 79.195













































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8/16/2019 INR Backtest 9.9.2015

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NSE-CUR EURINR 28SEP2015 !"n Long 9/1/2015 11:29 75.0975

8/16/2019 INR Backtest 9.9.2015

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E. )t" E. Pr" + -

9/17/2014 9:59 79.195 -0.0975 0 -0.0975

9/23/2014 9:59 78.39 0.805 0.805 0

9/24/2014 12:29 78.415 0.025 0.025 0

9/26/2014 10:29 78.8775 -0.4625 0 -0.4625

9/26/2014 14:59 78.315 -0.5625 0 -0.5625

9/29/2014 13:59 78.6 -0.285 0 -0.285

9/30/2014 13:59 78.44 -0.16 0 -0.16

10/1/2014 10:29 78.425 0.015 0.015 0

10/1/2014 12:59 78.215 -0.21 0 -0.21

10/8/2014 10:29 78.05 0.165 0.165 0

10/10/2014 11:29 77.94 -0.11 0 -0.11

10/14/2014 17:29 78.045 -0.105 0 -0.105

10/20/2014 10:59 78.2775 0.2325 0.2325 0

10/20/2014 16:59 78.585 -0.3075 0 -0.3075

10/21/2014 14:59 78.5375 -0.0475 0 -0.0475

10/28/2014 11:29 77.9775 0.56 0.56 0

10/28/2014 15:59 77.86 -0.1175 0 -0.1175

10/28/2014 17:29 77.91 -0.05 0 -0.05

10/30/2014 9:29 77.9 -0.01 0 -0.01

11/5/2014 10:29 77.32 0.58 0.58 0

11/5/2014 12:29 77.155 -0.165 0 -0.165

11/10/2014 9:59 77.0325 0.1225 0.1225 0

11/11/2014 9:29 76.75 -0.2825 0 -0.2825

11/12/2014 10:59 76.925 -0.175 0 -0.175

11/12/2014 15:59 76.715 -0.21 0 -0.21

11/13/2014 12:59 76.8 -0.085 0 -0.085

11/14/2014 10:29 76.825 0.025 0.025 0

11/14/2014 13:29 76.94 -0.115 0 -0.115

11/18/2014 9:59 77.26 0.32 0.32 0

11/18/2014 14:59 77.3475 -0.0875 0 -0.0875

11/20/2014 15:59 77.6825 0.335 0.335 0

11/25/2014 9:29 77.0575 0.625 0.625 0

11/28/2014 9:29 77.42 0.3625 0.3625 0

11/28/2014 12:29 77.615 -0.195 0 -0.195

12/1/2014 13:29 77.5225 -0.0925 0 -0.0925

12/1/2014 14:59 77.81 -0.2875 0 -0.2875

12/2/2014 10:29 77.585 -0.225 0 -0.225

12/5/2014 9:59 76.88 0.705 0.705 0

12/5/2014 16:29 76.7525 -0.1275 0 -0.1275

12/9/2014 9:29 76.4975 0.255 0.255 0

12/18/2014 9:29 78.21 1.7125 1.7125 0

12/22/2014 14:29 77.75 0.46 0.46 0

12/23/2014 9:29 77.48 -0.27 0 -0.27

12/23/2014 11:59 77.7425 -0.2625 0 -0.2625

12/23/2014 15:29 77.6125 -0.13 0 -0.13

12/24/2014 14:29 77.4725 0.14 0.14 0

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12/30/2014 9:59 77.77 0.2975 0.2975 0

1/12/2015 11:29 74.04 3.73 3.73 0

1/12/2015 13:59 73.8375 -0.2025 0 -0.2025

1/22/2015 10:59 71.5425 2.295 2.295 0

1/23/2015 9:59 69.83 -1.7125 0 -1.7125

1/27/2015 13:59 69.4275 0.4025 0.4025 0

1/29/2015 10:29 69.62 0.1925 0.1925 0

1/29/2015 14:59 69.945 -0.325 0 -0.325

2/2/2015 10:59 70.23 0.285 0.285 0

2/2/2015 14:59 70.355 -0.125 0 -0.125

2/3/2015 9:29 70.12 -0.235 0 -0.235

2/3/2015 15:29 70.3075 -0.1875 0 -0.1875

2/5/2015 9:59 70.4625 0.155 0.155 0

2/5/2015 15:29 70.7025 -0.24 0 -0.24

2/6/2015 16:29 70.815 0.1125 0.1125 0

2/9/2015 13:59 70.885 -0.07 0 -0.07

2/9/2015 15:59 70.595 -0.29 0 -0.29

2/11/2015 11:29 70.5825 0.0125 0.0125 0

2/11/2015 12:59 70.4725 -0.11 0 -0.11

2/11/2015 13:29 70.5925 -0.12 0 -0.12

2/18/2015 9:29 70.995 0.4025 0.4025 0

2/23/2015 9:59 70.8575 0.1375 0.1375 0

2/23/2015 12:59 70.6625 -0.195 0 -0.195

2/24/2015 9:59 70.63 0.0325 0.0325 0

2/24/2015 11:29 70.56 -0.07 0 -0.07

2/25/2015 10:29 70.84 -0.28 0 -0.28

2/26/2015 11:59 70.7925 -0.0475 0 -0.0475

3/2/2015 16:29 69.9275 0.865 0.865 0

3/3/2015 10:59 69.7375 -0.19 0 -0.19

3/13/2015 13:29 66.8 2.9375 2.9375 0

3/16/2015 9:59 66.4775 -0.3225 0 -0.3225

3/17/2015 12:59 66.72 -0.2425 0 -0.2425

3/18/2015 11:29 66.5225 -0.1975 0 -0.1975

3/18/2015 13:59 66.715 -0.1925 0 -0.1925

3/20/2015 12:29 66.82 0.105 0.105 0

3/20/2015 14:29 66.9475 -0.1275 0 -0.1275

3/27/2015 9:29 68.71 1.7625 1.7625 0

3/30/2015 11:29 68.495 0.215 0.215 0

3/30/2015 16:29 68.2 -0.295 0 -0.295

4/6/2015 11:29 68.54 -0.34 0 -0.34

4/7/2015 9:59 68.445 -0.095 0 -0.095

4/15/2015 10:29 66.54 1.905 1.905 0

4/15/2015 14:29 66.1825 -0.3575 0 -0.3575

4/15/2015 15:29 66.405 -0.2225 0 -0.2225

4/15/2015 16:29 66.2575 -0.1475 0 -0.1475

4/16/2015 11:29 66.795 -0.5375 0 -0.5375

4/21/2015 11:59 67.3475 0.5525 0.5525 0

4/22/2015 9:59 67.4825 -0.135 0 -0.135

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4/23/2015 12:29 67.515 0.0325 0.0325 0

4/23/2015 13:59 67.8475 -0.3325 0 -0.3325

4/27/2015 15:59 68.79 0.9425 0.9425 0

4/28/2015 9:29 69.425 -0.635 0 -0.635

5/5/2015 10:59 70.93 1.505 1.505 0

5/5/2015 16:29 70.935 -0.005 0 -0.005

5/8/2015 9:29 72.03 1.095 1.095 0

5/12/2015 9:29 71.875 0.155 0.155 0

5/13/2015 13:29 72.08 0.205 0.205 0

5/14/2015 10:59 72.755 -0.675 0 -0.675

5/15/2015 10:59 72.5725 -0.1825 0 -0.1825

5/18/2015 9:29 72.74 -0.1675 0 -0.1675

5/18/2015 13:29 72.47 -0.27 0 -0.27

5/18/2015 15:29 72.6675 -0.1975 0 -0.1975

5/19/2015 9:59 72.04 -0.6275 0 -0.6275

5/22/2015 15:29 71.11 0.93 0.93 0

5/22/2015 17:29 70.95 -0.16 0 -0.16

5/26/2015 17:29 69.8575 1.0925 1.0925 0

5/29/2015 12:29 70.01 0.1525 0.1525 0

5/29/2015 13:29 70.24 -0.23 0 -0.23

6/1/2015 9:59 70.1 -0.14 0 -0.14

6/2/2015 10:59 70.04 0.06 0.06 0

6/5/2015 10:29 71.98 1.94 1.94 0

6/9/2015 10:29 72.655 -0.675 0 -0.675

6/10/2015 14:59 72.3525 -0.3025 0 -0.3025

6/11/2015 10:59 72.4 -0.0475 0 -0.0475

6/11/2015 13:29 72.115 -0.285 0 -0.285

6/15/2015 11:59 72.0475 0.0675 0.0675 0

6/17/2015 9:29 72.3675 0.32 0.32 0

6/17/2015 12:59 72.4325 -0.065 0 -0.065

6/17/2015 16:29 72.305 -0.1275 0 -0.1275

6/18/2015 9:59 72.7025 -0.3975 0 -0.3975

6/19/2015 10:59 72.365 -0.3375 0 -0.3375

6/22/2015 9:29 72.3875 -0.0225 0 -0.0225

6/22/2015 12:59 72.2425 -0.145 0 -0.145

6/25/2015 16:59 71.285 0.9575 0.9575 0

6/29/2015 9:59 70.67 -0.615 0 -0.615

6/29/2015 15:59 71.365 -0.695 0 -0.695

6/30/2015 14:29 71.35 -0.015 0 -0.015

7/3/2015 13:29 70.77 0.58 0.58 0

7/3/2015 17:29 70.7075 -0.0625 0 -0.0625

7/8/2015 9:29 70.2075 0.5 0.5 0

7/13/2015 10:59 70.84 0.6325 0.6325 0

7/13/2015 11:29 70.9325 -0.0925 0 -0.0925

7/13/2015 13:29 70.555 -0.3775 0 -0.3775

7/21/2015 14:29 69.14 1.415 1.415 0

7/24/2015 13:29 69.9775 0.8375 0.8375 0

7/24/2015 15:59 70.08 -0.1025 0 -0.1025

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16/34

7/28/2015 14:59 70.71 0.63 0.63 0

7/29/2015 12:29 70.9575 -0.2475 0 -0.2475

7/30/2015 11:29 70.5375 -0.42 0 -0.42

7/31/2015 14:59 70.66 -0.1225 0 -0.1225

8/3/2015 9:59 70.56 -0.1 0 -0.1

8/6/2015 9:59 69.83 0.73 0.73 0

8/19/2015 9:59 72.3025 2.4725 2.4725 0

8/20/2015 11:59 72.69 -0.3875 0 -0.3875

8/25/2015 15:29 76.265 3.575 3.575 0

9/1/2015 11:29 75.0975 1.1675 1.1675 0

9/1/2015 16:29 75.0425 0.055 0.055 0

Pro#t/ Lo$$ 23.780

%&' 3.73

%IN -1.7125

(ot)* + 45.8925 62

&, + 0.740202

(ot)* - -22.1125 91

&, - -0.242995

8/16/2019 INR Backtest 9.9.2015

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Symbol Trade Date Price

NSE-CUR PINR 28SEP2015 Long 9/15/2014 16:29 99.59

NSE-CUR PINR 28SEP2015 Short 9/16/2014 9:59 99.32



NSE-CUR PINR 28SEP2015 Long 9/23/2014 14:29 99.7575NSE-CUR PINR 28SEP2015 Short 9/25/2014 9:59 99.6





































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NSE-CUR PINR 28SEP2015 Short 12/1/2014 9:59 97.565NSE-CUR PINR 28SEP2015 Long 12/1/2014 14:59 97.925





































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NSE-CUR PINR 28SEP2015 Short 4/27/2015 16:29 96


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NSE-CUR PINR 28SEP2015 !"n Short 9/1/2015 10:29 102.52

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Ex. date Ex. Price + -

9/16/2014 9:59 99.32 -0.27 0 -0.27

9/17/2014 9:29 99.5575 -0.2375 0 -0.2375

9/19/2014 17:29 99.69 0.1325 0.1325 0

9/23/2014 14:29 99.7575 -0.0675 0 -0.0675

9/25/2014 9:59 99.6 -0.1575 0 -0.15759/25/2014 15:59 99.94 -0.34 0 -0.34

9/26/2014 14:59 100.17 0.23 0.23 0

9/29/2014 13:59 100.56 -0.39 0 -0.39

9/29/2014 14:59 100.35 -0.21 0 -0.21

9/29/2014 16:59 100.558 -0.208 0 -0.208

9/30/2014 15:29 100.475 -0.083 0 -0.083

10/1/2014 10:29 100.545 -0.07 0 -0.07

10/1/2014 16:29 100.27 -0.275 0 -0.275

10/9/2014 9:29 99.2825 0.9875 0.9875 0

10/9/2014 11:59 98.97 -0.3125 0 -0.312510/9/2014 15:59 99.2375 -0.2675 0 -0.2675

10/10/2014 9:59 98.915 -0.3225 0 -0.3225

10/13/2014 10:29 98.9925 -0.0775 0 -0.0775

10/13/2014 13:29 98.7675 -0.225 0 -0.225

10/16/2014 9:59 98.7 0.0675 0.0675 0

10/20/2014 9:59 98.78 0.08 0.08 0

10/20/2014 15:29 99.07 -0.29 0 -0.29

10/21/2014 13:29 99.05 -0.02 0 -0.02

10/21/2014 14:29 99.135 -0.085 0 -0.085

10/21/2014 17:29 99.105 -0.03 0 -0.03

10/27/2014 11:29 98.6375 0.4675 0.4675 0

10/28/2014 14:29 98.78 0.1425 0.1425 0

10/28/2014 16:29 98.8775 -0.0975 0 -0.0975

10/30/2014 9:29 98.6475 -0.23 0 -0.23

11/3/2014 16:29 98.6425 0.005 0.005 0

11/5/2014 10:59 98.535 -0.1075 0 -0.1075

11/7/2014 15:59 97.8925 0.6425 0.6425 0

11/11/2014 9:59 97.77 -0.1225 0 -0.1225

11/11/2014 13:29 97.96 -0.19 0 -0.19

11/12/2014 14:59 97.97 0.01 0.01 0

11/12/2014 15:29 98.2425 -0.2725 0 -0.2725

11/12/2014 16:29 97.86 -0.3825 0 -0.3825

11/17/2014 9:29 97.235 0.625 0.625 0

11/17/2014 12:59 96.98 -0.255 0 -0.255

11/19/2014 15:29 97.155 -0.175 0 -0.175

11/21/2014 11:29 97.075 -0.08 0 -0.08

11/24/2014 15:59 96.98 0.095 0.095 0

11/25/2014 13:29 96.9475 -0.0325 0 -0.0325

8/16/2019 INR Backtest 9.9.2015

23/34

11/26/2014 10:29 97.62 -0.6725 0 -0.6725

11/28/2014 9:29 97.6775 0.0575 0.0575 0

11/28/2014 12:29 97.8875 -0.21 0 -0.21

11/28/2014 13:29 97.695 -0.1925 0 -0.1925

11/28/2014 14:59 97.9175 -0.2225 0 -0.2225

12/1/2014 9:59 97.565 -0.3525 0 -0.3525

12/1/2014 14:59 97.925 -0.36 0 -0.3612/2/2014 12:29 97.825 -0.1 0 -0.1

12/4/2014 12:59 97.54 0.285 0.285 0

12/5/2014 9:29 97.11 -0.43 0 -0.43

12/5/2014 14:59 97.36 -0.25 0 -0.25

12/8/2014 9:29 96.79 -0.57 0 -0.57

12/8/2014 17:29 96.99 -0.2 0 -0.2

12/12/2014 16:29 98.1625 1.1725 1.1725 0

12/15/2014 9:59 98.4725 -0.31 0 -0.31

12/18/2014 11:29 98.9225 0.45 0.45 0

12/19/2014 15:29 99.1025 -0.18 0 -0.1812/22/2014 10:59 98.8975 -0.205 0 -0.205

12/23/2014 11:29 98.9825 -0.085 0 -0.085

12/23/2014 15:59 98.7475 -0.235 0 -0.235

12/24/2014 15:29 98.7 0.0475 0.0475 0

12/30/2014 11:59 99.36 0.66 0.66 0

1/1/2015 10:29 99.17 0.19 0.19 0

1/2/2015 9:59 99.02 -0.15 0 -0.15

1/12/2015 11:59 94.6875 4.3325 4.3325 0

1/12/2015 14:59 94.2575 -0.43 0 -0.43

1/13/2015 9:59 94.5125 -0.255 0 -0.255

1/13/2015 11:59 94.3675 -0.145 0 -0.145

1/14/2015 9:59 94.445 -0.0775 0 -0.0775

1/15/2015 10:29 94.28 -0.165 0 -0.165

1/15/2015 15:59 94.53 -0.25 0 -0.25

1/16/2015 10:29 94.21 -0.32 0 -0.32

1/16/2015 14:59 94.475 -0.265 0 -0.265

1/16/2015 17:29 94.29 -0.185 0 -0.185

1/20/2015 14:59 93.63 0.66 0.66 0

1/21/2015 9:29 93.45 -0.18 0 -0.18

1/22/2015 11:59 93.4625 -0.0125 0 -0.0125

1/23/2015 9:59 92.21 -1.2525 0 -1.2525

1/27/2015 9:29 92.84 -0.63 0 -0.63

1/27/2015 14:59 92.595 -0.245 0 -0.245

1/28/2015 10:59 93.6875 -1.0925 0 -1.0925

1/29/2015 13:29 93.375 -0.3125 0 -0.3125

1/29/2015 15:29 93.775 -0.4 0 -0.4

1/30/2015 10:29 93.5275 -0.2475 0 -0.2475

1/30/2015 13:59 93.87 -0.3425 0 -0.3425

8/16/2019 INR Backtest 9.9.2015

24/34

2/2/2015 12:59 93.53 -0.34 0 -0.34

2/3/2015 16:29 93.365 0.165 0.165 0

2/9/2015 16:59 94.845 1.48 1.48 0

2/10/2015 13:59 94.88 -0.035 0 -0.035

2/10/2015 14:59 94.6875 -0.1925 0 -0.1925

2/11/2015 11:59 95.04 -0.3525 0 -0.3525

2/12/2015 15:29 94.9975 -0.0425 0 -0.04252/12/2015 16:29 95.6625 -0.665 0 -0.665

2/16/2015 15:29 95.8825 0.22 0.22 0

2/18/2015 15:29 96.1975 -0.315 0 -0.315

2/20/2015 13:59 95.9575 -0.24 0 -0.24

2/24/2015 10:59 96.195 -0.2375 0 -0.2375

2/26/2015 13:59 96.62 0.425 0.425 0

3/2/2015 14:59 95.99 0.63 0.63 0

3/3/2015 10:59 95.78 -0.21 0 -0.21

3/4/2015 15:29 95.81 -0.03 0 -0.03

3/5/2015 9:59 95.4175 -0.3925 0 -0.39253/10/2015 9:29 95.1775 0.24 0.24 0

3/10/2015 11:59 94.97 -0.2075 0 -0.2075

3/11/2015 9:29 95.2175 -0.2475 0 -0.2475

3/11/2015 12:29 95.01 -0.2075 0 -0.2075

3/11/2015 12:59 95.0925 -0.0825 0 -0.0825

3/11/2015 14:29 94.92 -0.1725 0 -0.1725

3/17/2015 12:29 93.345 1.575 1.575 0

3/17/2015 13:59 92.9775 -0.3675 0 -0.3675

3/19/2015 10:29 93.17 -0.1925 0 -0.1925

3/20/2015 9:59 92.5 -0.67 0 -0.67

3/23/2015 9:29 93.3 -0.8 0 -0.8

3/23/2015 13:59 92.7025 -0.5975 0 -0.5975

3/23/2015 15:29 92.9375 -0.235 0 -0.235

3/24/2015 16:29 92.89 -0.0475 0 -0.0475

3/25/2015 13:29 92.8725 0.0175 0.0175 0

3/25/2015 14:29 92.7325 -0.14 0 -0.14

3/25/2015 15:29 92.9525 -0.22 0 -0.22

3/30/2015 12:29 93.2475 0.295 0.295 0

3/31/2015 16:29 93.05 0.1975 0.1975 0

4/7/2015 14:59 93.0625 0.0125 0.0125 0

4/8/2015 13:29 93.2325 -0.17 0 -0.17

4/9/2015 9:59 92.93 -0.3025 0 -0.3025

4/13/2015 16:59 91.6225 1.3075 1.3075 0

4/21/2015 11:29 93.7525 2.13 2.13 0

4/22/2015 9:59 93.94 -0.1875 0 -0.1875

4/27/2015 16:29 96 2.06 2.06 0

4/28/2015 9:29 97.15 -1.15 0 -1.15

5/5/2015 9:59 96.47 -0.68 0 -0.68

8/16/2019 INR Backtest 9.9.2015

25/34

5/6/2015 10:29 97.2225 -0.7525 0 -0.7525

5/6/2015 13:29 96.9 -0.3225 0 -0.3225

5/6/2015 15:59 97.04 -0.14 0 -0.14

5/11/2015 9:59 98.5825 1.5425 1.5425 0

5/11/2015 12:59 98.7825 -0.2 0 -0.2

5/13/2015 15:29 100.313 1.5305 1.5305 0

5/14/2015 10:59 100.79 -0.477 0 -0.4775/15/2015 10:59 100.32 -0.47 0 -0.47

5/20/2015 14:59 99.0975 1.2225 1.2225 0

5/21/2015 11:59 98.9425 -0.155 0 -0.155

5/21/2015 12:59 99.1125 -0.17 0 -0.17

5/22/2015 13:29 99.46 0.3475 0.3475 0

5/27/2015 9:59 99.25 0.21 0.21 0

5/28/2015 9:29 98.57 -0.68 0 -0.68

6/2/2015 14:29 97.8725 0.6975 0.6975 0

6/5/2015 10:29 98.57 0.6975 0.6975 0

6/9/2015 9:59 98.5475 0.0225 0.0225 06/9/2015 12:59 98.125 -0.4225 0 -0.4225

6/10/2015 9:59 98.7475 -0.6225 0 -0.6225

6/19/2015 10:59 101.2 2.4525 2.4525 0

6/26/2015 10:59 100.62 0.58 0.58 0

6/29/2015 15:29 100.738 0.118 0.118 0

7/10/2015 12:59 98.1925 2.5455 2.5455 0

7/14/2015 9:59 98.6825 0.49 0.49 0

7/14/2015 16:59 99.1 -0.4175 0 -0.4175

7/17/2015 15:29 99.2875 0.1875 0.1875 0

7/21/2015 9:29 99.33 -0.0425 0 -0.0425

7/21/2015 12:59 99.21 -0.12 0 -0.12

7/22/2015 12:59 99.3175 -0.1075 0 -0.1075

7/24/2015 11:29 99.23 -0.0875 0 -0.0875

7/27/2015 9:59 99.5025 -0.2725 0 -0.2725

7/28/2015 13:29 99.47 -0.0325 0 -0.0325

7/28/2015 14:59 99.7925 -0.3225 0 -0.3225

7/31/2015 12:29 100.23 0.4375 0.4375 0

7/31/2015 15:59 100.42 -0.19 0 -0.19

8/3/2015 16:59 100.2 -0.22 0 -0.22

8/6/2015 9:59 99.92 0.28 0.28 0

8/6/2015 16:29 99.7 -0.22 0 -0.22

8/10/2015 16:59 99.3375 0.3625 0.3625 0

8/20/2015 11:29 102.313 2.9755 2.9755 0

8/20/2015 12:59 102.497 -0.184 0 -0.184

8/20/2015 14:29 102.23 -0.267 0 -0.267

8/20/2015 15:59 102.55 -0.32 0 -0.32

8/25/2015 14:29 104.52 1.97 1.97 0

8/31/2015 9:29 102.872 1.648 1.648 0

8/16/2019 INR Backtest 9.9.2015

26/34

9/1/2015 10:29 102.52 -0.352 0 -0.352

9/1/2015 16:29 102.323 0.197 0.197 0

Pro#t/ Lo$$ 7.896

%&' 4.3325

%IN -1.2525

(ot)* + 42.6095 56&, + 0.760884

(ot)* - -34.7135 124

&, - -0.279948

8/16/2019 INR Backtest 9.9.2015

27/34

So* (r)" D)t" Pr"















































8/16/2019 INR Backtest 9.9.2015

28/34

















































8/16/2019 INR Backtest 9.9.2015

29/34

NSE-CUR PINR 28SEP2015 Long 4/13/2015 16:59 52


































NSE-CUR PINR 28SEP2015 Long 6/18/2015 9:59 52














8/16/2019 INR Backtest 9.9.2015

30/34













NSE-CUR PINR 28SEP2015 !"n Long 8/31/2015 16:59 55.1175

8/16/2019 INR Backtest 9.9.2015

31/34

E. )t" E. Pr" + -

9/16/2014 11:29 57.135 -0.0775 0 -0.0775

9/16/2014 15:29 57.255 -0.12 0 -0.12

9/16/2014 16:29 57.175 -0.08 0 -0.08

9/22/2014 9:59 55.9925 1.1825 1.1825 0

9/22/2014 11:29 55.92 -0.0725 0 -0.0725

9/23/2014 9:59 56.1075 -0.1875 0 -0.1875

9/24/2014 17:29 56.125 0.0175 0.0175 0

9/25/2014 15:59 56.135 -0.01 0 -0.01

9/26/2014 14:59 56.3575 0.2225 0.2225 0

9/29/2014 14:29 56.565 -0.2075 0 -0.2075

10/1/2014 14:29 56.4775 -0.0875 0 -0.0875

10/7/2014 9:59 56.5925 -0.115 0 -0.115

10/9/2014 10:29 56.8025 0.21 0.21 0

10/9/2014 16:29 56.9 -0.0975 0 -0.0975

10/10/2014 12:59 56.82 -0.08 0 -0.08

10/10/2014 14:59 56.9875 -0.1675 0 -0.1675

10/14/2014 9:59 57.05 0.0625 0.0625 0

10/14/2014 10:59 57.2475 -0.1975 0 -0.1975

10/17/2014 12:59 57.995 0.7475 0.7475 0

10/20/2014 16:59 57.5675 0.4275 0.4275 0

10/21/2014 13:29 57.5275 -0.04 0 -0.04

10/29/2014 9:29 57.0025 0.525 0.525 0

10/30/2014 9:29 56.6325 -0.37 0 -0.37

11/7/2014 16:59 53.805 2.8275 2.8275 0

11/11/2014 9:29 53.7525 -0.0525 0 -0.0525

11/13/2014 14:29 53.475 0.2775 0.2775 0

11/13/2014 17:29 53.4 -0.075 0 -0.075

11/17/2014 13:59 53.235 -0.2025 0 -0.2025

11/17/2014 14:59 53.355 -0.12 0 -0.12

11/17/2014 17:29 53.24 -0.115 0 -0.115

11/21/2014 17:29 52.46 -0.12 0 -0.12

11/25/2014 12:29 52.555 -0.095 0 -0.095

11/25/2014 14:59 52.4425 -0.1125 0 -0.1125

11/26/2014 9:59 52.85 -0.4075 0 -0.4075

11/28/2014 9:29 52.64 -0.21 0 -0.21

12/1/2014 14:29 52.92 -0.28 0 -0.28

12/2/2014 9:59 52.655 -0.265 0 -0.265

12/9/2014 9:29 51.755 0.9 0.9 0

12/17/2014 13:29 54.285 2.53 2.53 0

12/17/2014 14:59 54.565 -0.28 0 -0.28

12/18/2014 9:29 53.435 -1.13 0 -1.13

12/23/2014 12:59 52.9475 0.4875 0.4875 0

12/23/2014 15:29 52.8375 -0.11 0 -0.11

12/24/2014 15:59 52.7825 0.055 0.055 0

12/31/2014 11:59 53.1725 0.39 0.39 0

1/5/2015 11:29 52.96 0.2125 0.2125 0

8/16/2019 INR Backtest 9.9.2015

32/34

1/7/2015 13:59 53.435 0.475 0.475 0

1/7/2015 14:59 53.6075 -0.1725 0 -0.1725

1/7/2015 15:59 53.32 -0.2875 0 -0.2875

1/12/2015 10:29 52.78 0.54 0.54 0

1/12/2015 14:29 52.585 -0.195 0 -0.195

1/13/2015 14:29 52.69 -0.105 0 -0.105

1/13/2015 15:29 52.545 -0.145 0 -0.145

1/14/2015 9:59 53.07 -0.525 0 -0.525

1/15/2015 9:29 52.5525 -0.5175 0 -0.5175

1/15/2015 15:29 53.0175 -0.465 0 -0.465

1/16/2015 17:29 53.14 0.1225 0.1225 0

1/21/2015 11:59 52.55 0.59 0.59 0

1/22/2015 9:29 52.095 -0.455 0 -0.455

1/22/2015 14:29 52.4025 -0.3075 0 -0.3075

1/23/2015 9:59 51.905 -0.4975 0 -0.4975

1/28/2015 9:29 52.35 -0.445 0 -0.445

2/2/2015 16:59 52.7675 0.4175 0.4175 0

2/3/2015 9:59 52.945 -0.1775 0 -0.1775

2/3/2015 13:59 52.85 -0.095 0 -0.095

2/4/2015 13:59 52.85 0 0 0

2/5/2015 16:59 52.735 -0.115 0 -0.115

2/12/2015 13:59 52.4225 0.3125 0.3125 0

2/18/2015 10:59 52.355 -0.0675 0 -0.0675

2/20/2015 12:59 52.41 -0.055 0 -0.055

2/23/2015 10:59 52.32 -0.09 0 -0.09

2/25/2015 9:29 52.5975 -0.2775 0 -0.2775

2/26/2015 10:59 52.375 -0.2225 0 -0.2225

2/26/2015 13:29 52.4375 -0.0625 0 -0.0625

2/26/2015 14:59 52.35 -0.0875 0 -0.0875

3/4/2015 13:59 52.0225 0.3275 0.3275 0

3/5/2015 15:29 52.08 0.0575 0.0575 0

3/9/2015 13:59 52.08 0 0 0

3/9/2015 16:29 51.97 -0.11 0 -0.11

3/10/2015 17:29 51.935 0.035 0.035 0

3/11/2015 17:29 51.9075 -0.0275 0 -0.0275

3/13/2015 13:29 51.8975 0.01 0.01 0

3/17/2015 9:29 51.8675 -0.03 0 -0.03

3/17/2015 15:59 51.94 -0.0725 0 -0.0725

3/18/2015 9:29 51.84 -0.1 0 -0.1

3/18/2015 14:29 51.91 -0.07 0 -0.07

3/20/2015 13:59 51.8075 -0.1025 0 -0.1025

3/23/2015 11:29 52.05 -0.2425 0 -0.2425

3/25/2015 13:29 52.1175 0.0675 0.0675 0

3/25/2015 14:29 52.18 -0.0625 0 -0.0625

3/30/2015 12:59 52.6275 0.4475 0.4475 0

4/6/2015 11:59 52.48 0.1475 0.1475 0

4/6/2015 16:59 52.4225 -0.0575 0 -0.0575

4/13/2015 16:59 52 0.4225 0.4225 0

8/16/2019 INR Backtest 9.9.2015

33/34

4/21/2015 12:59 52.7225 0.7225 0.7225 0

4/22/2015 13:29 52.755 -0.0325 0 -0.0325

4/22/2015 16:59 52.6525 -0.1025 0 -0.1025

4/23/2015 11:29 52.8 -0.1475 0 -0.1475

4/27/2015 16:29 53.22 0.42 0.42 0

4/28/2015 11:29 53.4825 -0.2625 0 -0.2625

4/28/2015 14:29 53.37 -0.1125 0 -0.1125

4/29/2015 10:29 53.44 -0.07 0 -0.07

4/29/2015 13:59 53.255 -0.185 0 -0.185

4/29/2015 17:29 53.37 -0.115 0 -0.115

5/5/2015 9:59 53.1375 -0.2325 0 -0.2325

5/6/2015 10:29 53.315 -0.1775 0 -0.1775

5/8/2015 9:29 53.6025 0.2875 0.2875 0

5/12/2015 9:29 53.6375 -0.035 0 -0.035

5/12/2015 16:59 53.6175 -0.02 0 -0.02

5/13/2015 10:59 53.7175 -0.1 0 -0.1

5/13/2015 14:29 53.57 -0.1475 0 -0.1475

5/14/2015 10:59 53.7225 -0.1525 0 -0.1525

5/14/2015 16:29 53.5 -0.2225 0 -0.2225

5/22/2015 9:29 52.6775 0.8225 0.8225 0

5/22/2015 11:29 52.635 -0.0425 0 -0.0425

5/27/2015 10:29 52.325 0.31 0.31 0

5/27/2015 14:59 52.0875 -0.2375 0 -0.2375

6/2/2015 14:29 51.57 0.5175 0.5175 0

6/2/2015 16:29 51.42 -0.15 0 -0.15

6/3/2015 9:29 51.725 -0.305 0 -0.305

6/3/2015 15:59 51.61 -0.115 0 -0.115

6/4/2015 10:29 51.765 -0.155 0 -0.155

6/5/2015 10:29 51.555 -0.21 0 -0.21

6/9/2015 9:59 51.565 -0.01 0 -0.01

6/11/2015 10:29 51.91 0.345 0.345 0

6/12/2015 17:29 51.9775 -0.0675 0 -0.0675

6/17/2015 13:59 51.9275 -0.05 0 -0.05

6/18/2015 9:59 52 -0.0725 0 -0.0725

6/19/2015 10:29 51.8625 -0.1375 0 -0.1375

6/25/2015 9:29 51.4825 0.38 0.38 0

6/25/2015 12:59 51.39 -0.0925 0 -0.0925

6/25/2015 14:59 51.4825 -0.0925 0 -0.0925

7/1/2015 9:29 52.2475 0.765 0.765 0

7/3/2015 13:59 51.7875 0.46 0.46 0

7/6/2015 14:29 52.0175 0.23 0.23 0

7/7/2015 15:29 52.035 -0.0175 0 -0.0175

7/9/2015 16:59 52.3425 0.3075 0.3075 0

7/15/2015 16:29 51.4925 0.85 0.85 0

7/16/2015 9:29 51.4 -0.0925 0 -0.0925

7/22/2015 10:29 51.4775 -0.0775 0 -0.0775

7/28/2015 12:29 51.83 0.3525 0.3525 0

7/29/2015 10:29 52.0625 -0.2325 0 -0.2325

8/16/2019 INR Backtest 9.9.2015

34/34

7/30/2015 11:29 51.8125 -0.25 0 -0.25

7/31/2015 10:29 51.93 -0.1175 0 -0.1175

8/3/2015 11:59 51.79 -0.14 0 -0.14

8/4/2015 9:59 51.8625 -0.0725 0 -0.0725

8/4/2015 11:59 51.8225 -0.04 0 -0.04

8/7/2015 12:29 51.3375 0.485 0.485 0

8/17/2015 12:29 52.5125 1.175 1.175 0

8/20/2015 9:29 52.74 -0.2275 0 -0.2275

8/25/2015 15:29 55.285 2.545 2.545 0

8/26/2015 9:29 55.59 -0.305 0 -0.305

8/26/2015 11:29 55.2475 -0.3425 0 -0.3425

8/31/2015 16:59 55.1175 0.13 0.13 0

9/1/2015 16:29 55.455 -0.3375 0 -0.3375

Pro#t/ Lo$$ 8.320

%&' 2.8275

%IN -1.13

(ot)* + 26.1525 48

&, + 0.544844

(ot)* - -17.8325 105

&, - -0.169833

Documents

INR Backtest 9.9.2015