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~/backtests/na-gj-l-004 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Caelum

code: NA-FX-016 GBPJPY_Oanda H1 2006-01-01 → 2024-09-15
net $3,340 trades 505 win 34.85%
Verified · OTSd58479494397…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $3,340
gross profit$12,223
gross loss$8,883
win_rate
34.85%WIN
███░░░░░░░
Win rate
176W / 329L
profit_factor
1.38PF
█████░░░░░
Profit factor
gross P / gross L
cagr
1.61%CAGR
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CAGR
annualized
max_drawdown
-4.64%MAX DD
░░░░░░░░░░
Max drawdown
$544
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 505 points; starts at $9,969.52, ends at $13,339.47; observed range $9,629.04–$13,369.95.

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
34.85%win
Wins176
Losses329
Total505
win_vs_loss_size
Avg win$69.45
Avg loss$27.00
Largest win$96.84
Largest loss-$30.48
key_ratios
Profit factor1.38
Win/Loss ratio0.53
Payout ratio2.57
Expectancy$6.61
Avg trade$6.61
Bars in trade14.78
streaks
Max consec wins7
Max consec losses14
Avg consec wins1.59
Avg consec losses2.94
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

$3,340
Net profit
$12,223
Gross profit
$8,883
Gross loss
1.61%
CAGR
1.76
AHPR
$186
Yearly avg profit
$15
Monthly avg profit
$0.49
Daily avg profit
1.85%
Yearly avg return
2.91%
Exposure
505
Trades
$6.61
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentGBPJPY_Oanda
timeframeH1
period start2006-01-01
period end2024-09-15
profit in pips5607 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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