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~/backtests/na-spx-l-017 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Delta Fomalhaut

code: NA-SPX-L-017 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $7,934 trades 467 win 49.04%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $7,934
gross profit$30,576
gross loss$22,642
win_rate
49.04%WIN
█████░░░░░
Win rate
229W / 238L
profit_factor
1.35PF
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Profit factor
gross P / gross L
cagr
2.96%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-27.42%MAX DD
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Max drawdown
$3,073
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 934 points; starts at $10,000.00, ends at $17,934.23; observed range $8,134.87–$17,934.23.

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
49.04%win
Wins229
Losses238
Total467
win_vs_loss_size
Avg win$133.52
Avg loss$95.13
Largest win$587.44
Largest loss-$212.06
key_ratios
Profit factor1.35
Win/Loss ratio0.96
Payout ratio1.40
Expectancy$16.99
Avg trade$16.99
Bars in trade10.63
streaks
Max consec wins7
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

$7,934
Net profit
$30,576
Gross profit
$22,642
Gross loss
2.96%
CAGR
3.78
AHPR
$397
Yearly avg profit
$32
Monthly avg profit
$1.06
Daily avg profit
3.97%
Yearly avg return
0.20%
Exposure
467
Trades
$16.99
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 pips24172 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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