NeuronAlgo
Start free trial
~/backtests/na-spx-l-023 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Mizar

code: NA-SPX-L-023 SPX500_Oanda H1 2006-01-02 → 2026-06-19
net $8,110 trades 364 win 51.92%
Verified · OTS2fef3806b50f…
view strategy
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $8,110
gross profit$29,305
gross loss$21,195
win_rate
51.92%WIN
█████░░░░░
Win rate
189W / 175L
profit_factor
1.38PF
█████░░░░░
Profit factor
gross P / gross L
cagr
3.01%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-12.86%MAX DD
█░░░░░░░░░
Max drawdown
$1,562
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 728 points; starts at $10,000.00, ends at $18,110.44; observed range $9,594.46–$18,290.84.

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
51.92%win
Wins189
Losses175
Total364
win_vs_loss_size
Avg win$155.05
Avg loss$121.11
Largest win$717.70
Largest loss-$216.54
key_ratios
Profit factor1.38
Win/Loss ratio1.08
Payout ratio1.28
Expectancy$22.28
Avg trade$22.28
Bars in trade15.03
streaks
Max consec wins6
Max consec losses9
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

$8,110
Net profit
$29,305
Gross profit
$21,195
Gross loss
3.01%
CAGR
3.86
AHPR
$406
Yearly avg profit
$33
Monthly avg profit
$1.09
Daily avg profit
4.05%
Yearly avg return
4.67%
Exposure
364
Trades
$22.28
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentSPX500_Oanda
timeframeH1
period start2006-01-02
period end2026-06-19
profit in pips23761 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.

view strategy all backtests

Generated from stored backtest metrics · NeuronAlgo research desk

Scroll to Top