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~/backtests/na-spx-l-006 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Aldebaran

code: NA-SPX-L-006 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $3,383 trades 316 win 67.09%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $3,383
gross profit$11,022
gross loss$7,640
win_rate
67.09%WIN
███████░░░
Win rate
212W / 104L
profit_factor
1.44PF
█████░░░░░
Profit factor
gross P / gross L
cagr
1.47%CAGR
░░░░░░░░░░
CAGR
annualized
max_drawdown
-9.92%MAX DD
░░░░░░░░░
Max drawdown
$1,109
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 632 points; starts at $10,000.00, ends at $13,382.50; observed range $9,675.34–$13,441.97.

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
67.09%win
Wins212
Losses104
Total316
win_vs_loss_size
Avg win$51.99
Avg loss$73.46
Largest win$185.78
Largest loss-$207.48
key_ratios
Profit factor1.44
Win/Loss ratio2.04
Payout ratio0.71
Expectancy$10.70
Avg trade$10.70
Bars in trade1.80
streaks
Max consec wins16
Max consec losses5
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

$3,383
Net profit
$11,022
Gross profit
$7,640
Gross loss
1.47%
CAGR
1.61
AHPR
$169
Yearly avg profit
$14
Monthly avg profit
$0.45
Daily avg profit
1.69%
Yearly avg return
0.04%
Exposure
316
Trades
$10.70
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 pips14367 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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