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~/backtests/na-spx-l-013 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Mimosa

code: NA-SPX-L-013 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $7,537 trades 314 win 52.87%
Verified · OTS5be5ca2ec54e…
view strategy
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $7,537
gross profit$25,411
gross loss$17,875
win_rate
52.87%WIN
█████░░░░░
Win rate
166W / 148L
profit_factor
1.42PF
█████░░░░░
Profit factor
gross P / gross L
cagr
2.85%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-14.81%MAX DD
█░░░░░░░░░
Max drawdown
$1,623
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 628 points; starts at $10,000.00, ends at $17,536.63; observed range $9,338.44–$17,570.99.

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
52.87%win
Wins166
Losses148
Total314
win_vs_loss_size
Avg win$153.08
Avg loss$120.78
Largest win$665.40
Largest loss-$217.16
key_ratios
Profit factor1.42
Win/Loss ratio1.12
Payout ratio1.27
Expectancy$24.00
Avg trade$24.00
Bars in trade9.79
streaks
Max consec wins8
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

$7,537
Net profit
$25,411
Gross profit
$17,875
Gross loss
2.85%
CAGR
3.59
AHPR
$377
Yearly avg profit
$31
Monthly avg profit
$1.01
Daily avg profit
3.77%
Yearly avg return
0.05%
Exposure
314
Trades
$24.00
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 pips8975 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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