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~/backtests/na-nas-l-004 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Volans

code: NA-NAS-L-004 NasdaQ_Oanda H1 2006-01-02 → 2026-06-19
net $5,214 trades 323 win 65.33%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $5,214
gross profit$15,945
gross loss$10,730
win_rate
65.33%WIN
███████░░░
Win rate
211W / 112L
profit_factor
1.49PF
█████░░░░░
Profit factor
gross P / gross L
cagr
2.12%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-7.01%MAX DD
░░░░░░░░░
Max drawdown
$971
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 646 points; starts at $10,000.00, ends at $15,214.44; observed range $9,981.40–$15,309.02.

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
65.33%win
Wins211
Losses112
Total323
win_vs_loss_size
Avg win$75.57
Avg loss$95.81
Largest win$109.48
Largest loss-$208.76
key_ratios
Profit factor1.49
Win/Loss ratio1.88
Payout ratio0.79
Expectancy$16.14
Avg trade$16.14
Bars in trade2.69
streaks
Max consec wins15
Max consec losses6
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

$5,214
Net profit
$15,945
Gross profit
$10,730
Gross loss
2.12%
CAGR
2.48
AHPR
$261
Yearly avg profit
$21
Monthly avg profit
$0.70
Daily avg profit
2.61%
Yearly avg return
0.01%
Exposure
323
Trades
$16.14
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 pips85387.01 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.
nextok

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Generated from stored backtest metrics · NeuronAlgo research desk

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