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~/backtests/na-spx-l-021 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Mu Tiaki

code: NA-SPX-L-021 SPX500_Oanda M30 2006-01-02 → 2026-06-19
net $6,666 trades 319 win 51.41%
Verified · OTSd58479494397…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $6,666
gross profit$23,046
gross loss$16,380
win_rate
51.41%WIN
█████░░░░░
Win rate
164W / 155L
profit_factor
1.41PF
█████░░░░░
Profit factor
gross P / gross L
cagr
2.59%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-14.44%MAX DD
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Max drawdown
$1,552
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 638 points; starts at $10,000.00, ends at $16,665.59; observed range $9,198.05–$16,665.59.

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
51.41%win
Wins164
Losses155
Total319
win_vs_loss_size
Avg win$140.52
Avg loss$105.68
Largest win$583.88
Largest loss-$210.96
key_ratios
Profit factor1.41
Win/Loss ratio1.06
Payout ratio1.33
Expectancy$20.90
Avg trade$20.90
Bars in trade10.17
streaks
Max consec wins8
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

$6,666
Net profit
$23,046
Gross profit
$16,380
Gross loss
2.59%
CAGR
3.33
AHPR
$333
Yearly avg profit
$27
Monthly avg profit
$0.89
Daily avg profit
3.33%
Yearly avg return
0.23%
Exposure
319
Trades
$20.90
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 pips14171 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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