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~/backtests/na-spx-l-018 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Scutum

code: NA-SPX-L-018 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $9,603 trades 459 win 54.25%
Verified · OTS8cc1a91e3973…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $9,603
gross profit$37,140
gross loss$27,538
win_rate
54.25%WIN
█████░░░░░
Win rate
249W / 210L
profit_factor
1.35PF
█████░░░░░
Profit factor
gross P / gross L
cagr
3.42%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-26.17%MAX DD
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Max drawdown
$3,230
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 918 points; starts at $10,000.00, ends at $19,602.77; observed range $9,114.10–$19,602.77.

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
54.25%win
Wins249
Losses210
Total459
win_vs_loss_size
Avg win$149.16
Avg loss$131.13
Largest win$637.98
Largest loss-$224.93
key_ratios
Profit factor1.35
Win/Loss ratio1.19
Payout ratio1.14
Expectancy$20.92
Avg trade$20.92
Bars in trade12.61
streaks
Max consec wins13
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

$9,603
Net profit
$37,140
Gross profit
$27,538
Gross loss
3.42%
CAGR
4.57
AHPR
$480
Yearly avg profit
$39
Monthly avg profit
$1.28
Daily avg profit
4.80%
Yearly avg return
0.29%
Exposure
459
Trades
$20.92
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 pips23476 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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