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~/backtests/na-spx-l-008 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Iota Mintaka

code: NA-SPX-L-008 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $7,374 trades 389 win 54.50%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $7,374
gross profit$28,832
gross loss$21,458
win_rate
54.50%WIN
█████░░░░░
Win rate
212W / 177L
profit_factor
1.34PF
████░░░░░░
Profit factor
gross P / gross L
cagr
2.80%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-12.61%MAX DD
░░░░░░░░░
Max drawdown
$1,796
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 778 points; starts at $10,000.00, ends at $17,374.07; observed range $9,763.04–$17,374.07.

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
54.50%win
Wins212
Losses177
Total389
win_vs_loss_size
Avg win$136.00
Avg loss$121.23
Largest win$237.77
Largest loss-$224.80
key_ratios
Profit factor1.34
Win/Loss ratio1.20
Payout ratio1.12
Expectancy$18.96
Avg trade$18.96
Bars in trade4.84
streaks
Max consec wins10
Max consec losses7
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

$7,374
Net profit
$28,832
Gross profit
$21,458
Gross loss
2.80%
CAGR
3.51
AHPR
$369
Yearly avg profit
$30
Monthly avg profit
$0.99
Daily avg profit
3.69%
Yearly avg return
0.07%
Exposure
389
Trades
$18.96
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentSPX500_Oanda
timeframeM30
period start2006-01-02
period end2026-06-19
profit in pips19466 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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