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~/backtests/na-spx-l-022 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Alphecca

code: NA-SPX-L-022 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $4,919 trades 332 win 55.72%
Verified · OTSed7c39363873…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $4,919
gross profit$20,725
gross loss$15,806
win_rate
55.72%WIN
██████░░░░
Win rate
185W / 147L
profit_factor
1.31PF
████░░░░░░
Profit factor
gross P / gross L
cagr
2.02%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-21.20%MAX DD
██░░░░░░░░
Max drawdown
$2,201
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 664 points; starts at $10,000.00, ends at $14,919.00; observed range $8,181.57–$14,959.14.

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
55.72%win
Wins185
Losses147
Total332
win_vs_loss_size
Avg win$112.03
Avg loss$107.52
Largest win$275.84
Largest loss-$217.16
key_ratios
Profit factor1.31
Win/Loss ratio1.26
Payout ratio1.04
Expectancy$14.82
Avg trade$14.82
Bars in trade11.83
streaks
Max consec wins9
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

$4,919
Net profit
$20,725
Gross profit
$15,806
Gross loss
2.02%
CAGR
2.34
AHPR
$246
Yearly avg profit
$20
Monthly avg profit
$0.66
Daily avg profit
2.46%
Yearly avg return
0.15%
Exposure
332
Trades
$14.82
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 pips10784 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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