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~/backtests/na-spx-l-019 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Theta Crux

code: NA-SPX-L-019 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $6,332 trades 454 win 52.64%
Verified · OTS42d80653becb…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $6,332
gross profit$24,207
gross loss$17,874
win_rate
52.64%WIN
█████░░░░░
Win rate
239W / 215L
profit_factor
1.35PF
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Profit factor
gross P / gross L
cagr
2.48%CAGR
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CAGR
annualized
max_drawdown
-11.68%MAX DD
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Max drawdown
$1,247
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 908 points; starts at $10,000.00, ends at $16,332.17; observed range $8,960.91–$16,441.19.

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
52.64%win
Wins239
Losses215
Total454
win_vs_loss_size
Avg win$101.28
Avg loss$83.14
Largest win$417.48
Largest loss-$208.80
key_ratios
Profit factor1.35
Win/Loss ratio1.11
Payout ratio1.22
Expectancy$13.95
Avg trade$13.95
Bars in trade10.02
streaks
Max consec wins10
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

$6,332
Net profit
$24,207
Gross profit
$17,874
Gross loss
2.48%
CAGR
3.02
AHPR
$317
Yearly avg profit
$26
Monthly avg profit
$0.85
Daily avg profit
3.17%
Yearly avg return
0.21%
Exposure
454
Trades
$13.95
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 pips14503 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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