NeuronAlgo
~/backtests/na-spx-l-014 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Omega Ankaa

code: NA-SPX-L-014 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $8,463 trades 260 win 51.15%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $8,463
gross profit$22,068
gross loss$13,605
win_rate
51.15%WIN
█████░░░░░
Win rate
133W / 127L
profit_factor
1.62PF
█████░░░░░
Profit factor
gross P / gross L
cagr
3.11%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-11.52%MAX DD
░░░░░░░░░
Max drawdown
$1,340
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 520 points; starts at $10,000.00, ends at $18,462.74; observed range $9,223.10–$18,462.74.

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
51.15%win
Wins133
Losses127
Total260
win_vs_loss_size
Avg win$165.92
Avg loss$107.12
Largest win$794.82
Largest loss-$224.46
key_ratios
Profit factor1.62
Win/Loss ratio1.05
Payout ratio1.55
Expectancy$32.55
Avg trade$32.55
Bars in trade6.95
streaks
Max consec wins6
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

$8,463
Net profit
$22,068
Gross profit
$13,605
Gross loss
3.11%
CAGR
4.03
AHPR
$423
Yearly avg profit
$35
Monthly avg profit
$1.13
Daily avg profit
4.23%
Yearly avg return
0.07%
Exposure
260
Trades
$32.55
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 pips12229 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.

Generated from stored backtest metrics · NeuronAlgo research desk

Scroll to Top