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~/backtests/na-spx-l-027 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Avior

code: NA-IDX-102 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $10,390 trades 511 win 45.40%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $10,390
gross profit$38,909
gross loss$28,519
win_rate
45.40%WIN
█████░░░░░
Win rate
232W / 279L
profit_factor
1.36PF
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Profit factor
gross P / gross L
cagr
3.63%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-16.26%MAX DD
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Max drawdown
$1,659
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 511 points; starts at $9,931.36, ends at $20,390.29; observed range $8,546.29–$21,011.19.

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
45.40%win
Wins232
Losses279
Total511
win_vs_loss_size
Avg win$167.71
Avg loss$102.22
Largest win$249.48
Largest loss-$215.18
key_ratios
Profit factor1.36
Win/Loss ratio0.83
Payout ratio1.64
Expectancy$20.33
Avg trade$20.33
Bars in trade19.68
streaks
Max consec wins9
Max consec losses14
Avg consec wins1.89
Avg consec losses2.25
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

$10,390
Net profit
$38,909
Gross profit
$28,519
Gross loss
3.63%
CAGR
4.95
AHPR
$520
Yearly avg profit
$42
Monthly avg profit
$1.39
Daily avg profit
5.20%
Yearly avg return
3.89%
Exposure
511
Trades
$20.33
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 pips32038 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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