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~/backtests/na-spx-l-011 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Psi Taygeta

code: NA-SPX-L-011 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $6,447 trades 303 win 51.49%
Verified · OTS476f476a7d23…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $6,447
gross profit$24,664
gross loss$18,217
win_rate
51.49%WIN
█████░░░░░
Win rate
156W / 147L
profit_factor
1.35PF
█████░░░░░
Profit factor
gross P / gross L
cagr
2.52%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-14.33%MAX DD
█░░░░░░░░░
Max drawdown
$1,623
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 606 points; starts at $10,000.00, ends at $16,446.93; observed range $9,705.86–$16,509.67.

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
51.49%win
Wins156
Losses147
Total303
win_vs_loss_size
Avg win$158.10
Avg loss$123.93
Largest win$706.49
Largest loss-$216.60
key_ratios
Profit factor1.35
Win/Loss ratio1.06
Payout ratio1.28
Expectancy$21.28
Avg trade$21.28
Bars in trade8.48
streaks
Max consec wins7
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

$6,447
Net profit
$24,664
Gross profit
$18,217
Gross loss
2.52%
CAGR
3.22
AHPR
$322
Yearly avg profit
$26
Monthly avg profit
$0.86
Daily avg profit
3.22%
Yearly avg return
0.25%
Exposure
303
Trades
$21.28
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 pips9385 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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