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~/backtests/na-spx-l-012 backtest

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Backtest evidence

Gamma Fornax

code: NA-SPX-L-012 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $8,478 trades 437 win 53.78%
Verified · OTS310da2764fcf…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $8,478
gross profit$34,504
gross loss$26,026
win_rate
53.78%WIN
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Win rate
235W / 202L
profit_factor
1.33PF
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Profit factor
gross P / gross L
cagr
3.12%CAGR
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CAGR
annualized
max_drawdown
-18.28%MAX DD
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Max drawdown
$2,107
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 874 points; starts at $10,000.00, ends at $18,478.00; observed range $9,112.31–$18,482.80.

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
53.78%win
Wins235
Losses202
Total437
win_vs_loss_size
Avg win$146.83
Avg loss$128.84
Largest win$709.76
Largest loss-$217.62
key_ratios
Profit factor1.33
Win/Loss ratio1.16
Payout ratio1.14
Expectancy$19.40
Avg trade$19.40
Bars in trade9.72
streaks
Max consec wins8
Max consec losses6
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

$8,478
Net profit
$34,504
Gross profit
$26,026
Gross loss
3.12%
CAGR
4.04
AHPR
$424
Yearly avg profit
$35
Monthly avg profit
$1.13
Daily avg profit
4.24%
Yearly avg return
0.09%
Exposure
437
Trades
$19.40
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentSPX500_Oanda
timeframeM30
period start2006-01-02
period end2026-06-19
profit in pips11693 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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