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~/backtests/na-spx-l-026 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Sigma Sterope

code: NA-SPX-L-026 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $10,087 trades 705 win 45.53%
Verified · OTS93f091e0688e…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $10,087
gross profit$36,542
gross loss$26,455
win_rate
45.53%WIN
█████░░░░░
Win rate
321W / 384L
profit_factor
1.38PF
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Profit factor
gross P / gross L
cagr
3.55%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-15.82%MAX DD
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Max drawdown
$1,909
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 1,410 points; starts at $10,000.00, ends at $20,086.92; observed range $9,879.17–$20,086.92.

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
45.53%win
Wins321
Losses384
Total705
win_vs_loss_size
Avg win$113.84
Avg loss$68.89
Largest win$537.92
Largest loss-$211.97
key_ratios
Profit factor1.38
Win/Loss ratio0.84
Payout ratio1.65
Expectancy$14.31
Avg trade$14.31
Bars in trade8.30
streaks
Max consec wins9
Max consec losses9
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

$10,087
Net profit
$36,542
Gross profit
$26,455
Gross loss
3.55%
CAGR
4.80
AHPR
$504
Yearly avg profit
$41
Monthly avg profit
$1.35
Daily avg profit
5.04%
Yearly avg return
3.59%
Exposure
705
Trades
$14.31
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 pips26020 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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