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~/backtests/na-spx-l-025 backtest

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Backtest evidence

Lambda Castor

code: NA-SPX-L-025 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $9,811 trades 627 win 63.96%
Verified · OTSec4faa2ea4b9…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $9,811
gross profit$34,313
gross loss$24,502
win_rate
63.96%WIN
██████░░░░
Win rate
401W / 226L
profit_factor
1.40PF
█████░░░░░
Profit factor
gross P / gross L
cagr
3.48%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-9.61%MAX DD
█░░░░░░░░░
Max drawdown
$1,506
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 1,255 points; starts at $10,000.00, ends at $19,811.11; observed range $9,691.56–$19,811.11.

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
63.96%win
Wins401
Losses226
Total627
win_vs_loss_size
Avg win$85.57
Avg loss$108.41
Largest win$108.78
Largest loss-$217.17
key_ratios
Profit factor1.40
Win/Loss ratio1.77
Payout ratio0.79
Expectancy$15.65
Avg trade$15.65
Bars in trade3.85
streaks
Max consec wins12
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

$9,811
Net profit
$34,313
Gross profit
$24,502
Gross loss
3.48%
CAGR
4.67
AHPR
$491
Yearly avg profit
$40
Monthly avg profit
$1.31
Daily avg profit
4.91%
Yearly avg return
0.39%
Exposure
627
Trades
$15.65
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentSPX500_Oanda
timeframeH1
period start2006-01-02
period end2026-06-19
profit in pips26226 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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