NeuronAlgo
Start free trial
~/backtests/na-spx-l-002 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Alnitak

code: NA-SPX-L-002 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $6,718 trades 431 win 58.47%
Verified · OTS38fd7ce4da16…
view strategy
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $6,718
gross profit$26,049
gross loss$19,331
win_rate
58.47%WIN
██████░░░░
Win rate
252W / 179L
profit_factor
1.35PF
█████░░░░░
Profit factor
gross P / gross L
cagr
2.60%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-9.85%MAX DD
█░░░░░░░░░
Max drawdown
$1,454
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 862 points; starts at $10,000.00, ends at $16,718.21; observed range $9,396.93–$16,812.87.

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
58.47%win
Wins252
Losses179
Total431
win_vs_loss_size
Avg win$103.37
Avg loss$107.99
Largest win$148.18
Largest loss-$218.24
key_ratios
Profit factor1.35
Win/Loss ratio1.41
Payout ratio0.96
Expectancy$15.59
Avg trade$15.59
Bars in trade1.76
streaks
Max consec wins12
Max consec losses7
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

$6,718
Net profit
$26,049
Gross profit
$19,331
Gross loss
2.60%
CAGR
3.20
AHPR
$336
Yearly avg profit
$27
Monthly avg profit
$0.90
Daily avg profit
3.36%
Yearly avg return
0.07%
Exposure
431
Trades
$15.59
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 pips14532 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

Explore the strategy behind this run

See the full methodology, risk profile, and live track record — or browse every backtest in the library.

view strategy all backtests

Generated from stored backtest metrics · NeuronAlgo research desk

Scroll to Top