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~/backtests/na-nas-l-010 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Lambda Denebola

code: NA-NAS-L-010 NasdaQ_Oanda H1 2006-01-02 → 2026-06-19
net $13,625 trades 569 win 55.18%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $13,625
gross profit$53,525
gross loss$39,900
win_rate
55.18%WIN
██████░░░░
Win rate
314W / 255L
profit_factor
1.34PF
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Profit factor
gross P / gross L
cagr
4.39%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-21.59%MAX DD
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Max drawdown
$2,869
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 1,138 points; starts at $10,000.00, ends at $23,624.79; observed range $9,254.32–$24,130.46.

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
55.18%win
Wins314
Losses255
Total569
win_vs_loss_size
Avg win$170.46
Avg loss$156.47
Largest win$1,100.88
Largest loss-$220.80
key_ratios
Profit factor1.34
Win/Loss ratio1.23
Payout ratio1.09
Expectancy$23.95
Avg trade$23.95
Bars in trade14.75
streaks
Max consec wins9
Max consec losses8
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

$13,625
Net profit
$53,525
Gross profit
$39,900
Gross loss
4.39%
CAGR
6.49
AHPR
$681
Yearly avg profit
$56
Monthly avg profit
$1.82
Daily avg profit
6.81%
Yearly avg return
6.99%
Exposure
569
Trades
$23.95
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 pips114489.04 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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