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~/backtests/na-xau-l-040 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Upsilon Alsephina

code: NA-XAU-L-040 XAUOUSD_OANDA H1 2006-03-19 → 2026-06-19
net $26,337 trades 795 win 41.76%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $26,337
gross profit$93,239
gross loss$66,902
win_rate
41.76%WIN
████░░░░░░
Win rate
332W / 463L
profit_factor
1.39PF
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Profit factor
gross P / gross L
cagr
6.66%CAGR
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CAGR
annualized
max_drawdown
-16.09%MAX DD
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Max drawdown
$3,684
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 1,590 points; starts at $10,000.00, ends at $36,336.99; observed range $9,833.01–$36,774.30.

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
41.76%win
Wins332
Losses463
Total795
win_vs_loss_size
Avg win$280.84
Avg loss$144.50
Largest win$3,310.50
Largest loss-$242.87
key_ratios
Profit factor1.39
Win/Loss ratio0.72
Payout ratio1.94
Expectancy$33.13
Avg trade$33.13
Bars in trade16.04
streaks
Max consec wins6
Max consec losses12
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

$26,337
Net profit
$93,239
Gross profit
$66,902
Gross loss
6.66%
CAGR
12.54
AHPR
$1,317
Yearly avg profit
$108
Monthly avg profit
$3.56
Daily avg profit
13.17%
Yearly avg return
15.40%
Exposure
795
Trades
$33.13
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentXAUOUSD_OANDA
timeframeH1
period start2006-03-19
period end2026-06-19
profit in pips267628.84 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.
nextok

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Generated from stored backtest metrics · NeuronAlgo research desk

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