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~/backtests/na-spx-l-020 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Mintaka

code: NA-SPX-L-020 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $6,933 trades 263 win 57.03%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $6,933
gross profit$22,822
gross loss$15,889
win_rate
57.03%WIN
██████░░░░
Win rate
150W / 113L
profit_factor
1.44PF
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Profit factor
gross P / gross L
cagr
2.67%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-19.76%MAX DD
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Max drawdown
$2,196
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 526 points; starts at $10,000.00, ends at $16,933.36; observed range $8,919.50–$16,935.20.

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
57.03%win
Wins150
Losses113
Total263
win_vs_loss_size
Avg win$152.15
Avg loss$140.61
Largest win$755.28
Largest loss-$216.16
key_ratios
Profit factor1.44
Win/Loss ratio1.33
Payout ratio1.08
Expectancy$26.36
Avg trade$26.36
Bars in trade10.53
streaks
Max consec wins13
Max consec losses7
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

$6,933
Net profit
$22,822
Gross profit
$15,889
Gross loss
2.67%
CAGR
3.30
AHPR
$347
Yearly avg profit
$28
Monthly avg profit
$0.93
Daily avg profit
3.47%
Yearly avg return
0.24%
Exposure
263
Trades
$26.36
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 pips7411 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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