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~/backtests/na-spx-l-010 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Gamma Pollux

code: NA-SPX-L-010 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $11,352 trades 557 win 63.38%
Verified · OTS094c72e7b8b5…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $11,352
gross profit$36,632
gross loss$25,279
win_rate
63.38%WIN
██████░░░░
Win rate
353W / 204L
profit_factor
1.45PF
█████░░░░░
Profit factor
gross P / gross L
cagr
3.87%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-11.19%MAX DD
█░░░░░░░░░
Max drawdown
$1,191
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 1,114 points; starts at $10,000.00, ends at $21,352.30; observed range $8,881.31–$21,463.74.

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
63.38%win
Wins353
Losses204
Total557
win_vs_loss_size
Avg win$103.77
Avg loss$123.92
Largest win$130.98
Largest loss-$217.17
key_ratios
Profit factor1.45
Win/Loss ratio1.73
Payout ratio0.84
Expectancy$20.38
Avg trade$20.38
Bars in trade5.33
streaks
Max consec wins12
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

$11,352
Net profit
$36,632
Gross profit
$25,279
Gross loss
3.87%
CAGR
5.41
AHPR
$568
Yearly avg profit
$46
Monthly avg profit
$1.52
Daily avg profit
5.68%
Yearly avg return
1.11%
Exposure
557
Trades
$20.38
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 pips29165 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.
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Generated from stored backtest metrics · NeuronAlgo research desk

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