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~/backtests/na-spx-l-009 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Zeta Pisces

code: NA-SPX-L-009 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $7,992 trades 399 win 63.16%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $7,992
gross profit$24,832
gross loss$16,840
win_rate
63.16%WIN
██████░░░░
Win rate
252W / 147L
profit_factor
1.47PF
█████░░░░░
Profit factor
gross P / gross L
cagr
2.98%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-6.46%MAX DD
░░░░░░░░░
Max drawdown
$898
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 798 points; starts at $10,000.00, ends at $17,992.01; observed range $9,604.29–$17,992.01.

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
63.16%win
Wins252
Losses147
Total399
win_vs_loss_size
Avg win$98.54
Avg loss$114.56
Largest win$130.98
Largest loss-$215.94
key_ratios
Profit factor1.47
Win/Loss ratio1.71
Payout ratio0.86
Expectancy$20.03
Avg trade$20.03
Bars in trade4.82
streaks
Max consec wins11
Max consec losses4
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

$7,992
Net profit
$24,832
Gross profit
$16,840
Gross loss
2.98%
CAGR
3.81
AHPR
$400
Yearly avg profit
$33
Monthly avg profit
$1.07
Daily avg profit
4.00%
Yearly avg return
0.68%
Exposure
399
Trades
$20.03
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 pips20607 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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