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~/backtests/na-nas-l-002 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Pi Serpens

code: NA-NAS-L-002 NasdaQ_Oanda H1 2006-01-02 → 2026-06-19
net $11,765 trades 674 win 44.96%
Verified · OTS48012da8224c…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $11,765
gross profit$49,094
gross loss$37,329
win_rate
44.96%WIN
████░░░░░░
Win rate
303W / 371L
profit_factor
1.32PF
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Profit factor
gross P / gross L
cagr
3.97%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-23.38%MAX DD
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Max drawdown
$2,710
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 1,348 points; starts at $10,000.00, ends at $21,764.73; observed range $8,882.46–$21,764.73.

x: time · y: equity (USD)● rendered by na-backtest-charts

$ plot --drawdown

underwater equity (peak-to-trough), in account currency — risk per trade is a fixed dollar amount, so a percent axis would shrink every year as the balance grew

x: time · y: drawdown (USD)● rendered by na-backtest-charts
trade_breakdown --analyzepartial

$ trades --breakdown

win/loss split, averages, and streaks

win_loss_split
44.96%win
Wins303
Losses371
Total674
win_vs_loss_size
Avg win$162.03
Avg loss$100.62
Largest win$952.66
Largest loss-$213.40
key_ratios
Profit factor1.32
Win/Loss ratio0.82
Payout ratio1.61
Expectancy$17.46
Avg trade$17.46
Bars in trade15.60
streaks
Max consec wins6
Max consec losses14
Avg consec wins1.00
Avg consec losses1.00
Long vs short breakdown and per-trade distributions are not in the ingested dataset yet.
full_statistics --allok

$ stats --full

complete metric set, grouped by category

$11,765
Net profit
$49,094
Gross profit
$37,329
Gross loss
3.97%
CAGR
5.60
AHPR
$588
Yearly avg profit
$48
Monthly avg profit
$1.57
Daily avg profit
5.88%
Yearly avg return
9.21%
Exposure
674
Trades
$17.46
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentNasdaQ_Oanda
timeframeH1
period start2006-01-02
period end2026-06-19
profit in pips139037.23 ticks
strategyview →
Trading financial instruments carries a high level of risk and may not be suitable for all investors. Past performance — including backtested and simulated results — is not indicative of future results. NeuronAlgo provides research and tooling, not financial advice.
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Generated from stored backtest metrics · NeuronAlgo research desk

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