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~/backtests/na-spx-l-005 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Diphda

code: NA-SPX-L-005 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $6,615 trades 288 win 54.51%
Verified · OTSe0c2df15016a…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $6,615
gross profit$17,512
gross loss$10,897
win_rate
54.51%WIN
█████░░░░░
Win rate
157W / 131L
profit_factor
1.61PF
█████░░░░░
Profit factor
gross P / gross L
cagr
2.57%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-9.06%MAX DD
█░░░░░░░░░
Max drawdown
$934
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 576 points; starts at $10,000.00, ends at $16,615.10; observed range $9,163.42–$17,012.07.

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
54.51%win
Wins157
Losses131
Total288
win_vs_loss_size
Avg win$111.54
Avg loss$83.18
Largest win$366.74
Largest loss-$213.64
key_ratios
Profit factor1.61
Win/Loss ratio1.20
Payout ratio1.34
Expectancy$22.97
Avg trade$22.97
Bars in trade2.07
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

$6,615
Net profit
$17,512
Gross profit
$10,897
Gross loss
2.57%
CAGR
3.15
AHPR
$331
Yearly avg profit
$27
Monthly avg profit
$0.89
Daily avg profit
3.31%
Yearly avg return
0.03%
Exposure
288
Trades
$22.97
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentSPX500_Oanda
timeframeH1
period start2006-01-02
period end2026-06-19
profit in pips15697 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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