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~/backtests/na-dow-l-021 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Mensa

code: NA-IDX-032 DowJones_Oanda H1 2006-01-03 → 2026-06-19
net $6,661 trades 389 win 49.87%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $6,661
gross profit$24,729
gross loss$18,067
win_rate
49.87%WIN
█████░░░░░
Win rate
194W / 195L
profit_factor
1.37PF
█████░░░░░
Profit factor
gross P / gross L
cagr
2.59%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-12.57%MAX DD
░░░░░░░░░
Max drawdown
$1,773
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 389 points; starts at $9,869.62, ends at $16,661.24; observed range $9,092.10–$16,845.14.

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
49.87%win
Wins194
Losses195
Total389
win_vs_loss_size
Avg win$127.47
Avg loss$92.65
Largest win$632.04
Largest loss-$208.74
key_ratios
Profit factor1.37
Win/Loss ratio0.99
Payout ratio1.38
Expectancy$17.12
Avg trade$17.12
Bars in trade12.63
streaks
Max consec wins8
Max consec losses8
Avg consec wins1.94
Avg consec losses1.93
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

$6,661
Net profit
$24,729
Gross profit
$18,067
Gross loss
2.59%
CAGR
3.17
AHPR
$333
Yearly avg profit
$27
Monthly avg profit
$0.89
Daily avg profit
3.33%
Yearly avg return
0.60%
Exposure
389
Trades
$17.12
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentDowJones_Oanda
timeframeH1
period start2006-01-03
period end2026-06-19
profit in pips10534 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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