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~/backtests/na-dow-l-036 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Sculptor

code: NA-IDX-047 DowJones_Oanda H1 2006-01-03 → 2026-06-19
net $9,550 trades 580 win 54.48%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $9,550
gross profit$32,075
gross loss$22,525
win_rate
54.48%WIN
█████░░░░░
Win rate
316W / 264L
profit_factor
1.42PF
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Profit factor
gross P / gross L
cagr
3.41%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-15.36%MAX DD
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Max drawdown
$1,929
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 580 points; starts at $9,796.64, ends at $19,550.33; observed range $9,796.64–$19,680.82.

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
54.48%win
Wins316
Losses264
Total580
win_vs_loss_size
Avg win$101.50
Avg loss$85.32
Largest win$498.96
Largest loss-$207.24
key_ratios
Profit factor1.42
Win/Loss ratio1.20
Payout ratio1.19
Expectancy$16.47
Avg trade$16.47
Bars in trade12.44
streaks
Max consec wins11
Max consec losses7
Avg consec wins2.19
Avg consec losses1.83
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

$9,550
Net profit
$32,075
Gross profit
$22,525
Gross loss
3.41%
CAGR
4.55
AHPR
$478
Yearly avg profit
$39
Monthly avg profit
$1.28
Daily avg profit
4.78%
Yearly avg return
0.31%
Exposure
580
Trades
$16.47
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 pips20131 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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