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~/backtests/na-spx-l-015 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Iota Alnair

code: NA-SPX-L-015 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $9,673 trades 455 win 54.51%
Verified · OTS70d1dd7904ca…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $9,673
gross profit$38,163
gross loss$28,490
win_rate
54.51%WIN
█████░░░░░
Win rate
248W / 207L
profit_factor
1.34PF
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Profit factor
gross P / gross L
cagr
3.44%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-21.55%MAX DD
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Max drawdown
$2,412
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 910 points; starts at $10,000.00, ends at $19,673.17; observed range $8,777.78–$19,874.05.

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
54.51%win
Wins248
Losses207
Total455
win_vs_loss_size
Avg win$153.88
Avg loss$137.63
Largest win$745.92
Largest loss-$218.46
key_ratios
Profit factor1.34
Win/Loss ratio1.20
Payout ratio1.12
Expectancy$21.26
Avg trade$21.26
Bars in trade13.01
streaks
Max consec wins7
Max consec losses8
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

$9,673
Net profit
$38,163
Gross profit
$28,490
Gross loss
3.44%
CAGR
4.61
AHPR
$484
Yearly avg profit
$39
Monthly avg profit
$1.29
Daily avg profit
4.84%
Yearly avg return
0.21%
Exposure
455
Trades
$21.26
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 pips19158 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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