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~/backtests/na-ujy-l-001 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Cetus

code: NA-FX-021 usdjpy_oanda H1 2004-01-01 → 2024-08-27
net $32,971 trades 978 win 40.63%
Verified · OTS2925e974e966…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $32,971
gross profit$111,376
gross loss$78,405
win_rate
40.63%WIN
████░░░░░░
Win rate
397W / 580L
profit_factor
1.42PF
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Profit factor
gross P / gross L
cagr
7.56%CAGR
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CAGR
annualized
max_drawdown
-20.94%MAX DD
██░░░░░░░░
Max drawdown
$3,798
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 978 points; starts at $10,115.12, ends at $42,971.24; observed range $8,820.05–$44,855.63.

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
40.63%win
Wins397
Losses580
Total978
win_vs_loss_size
Avg win$280.54
Avg loss$135.18
Largest win$1,704.71
Largest loss-$210.70
key_ratios
Profit factor1.42
Win/Loss ratio0.68
Payout ratio2.08
Expectancy$33.71
Avg trade$33.71
Bars in trade51.71
streaks
Max consec wins9
Max consec losses13
Avg consec wins1.62
Avg consec losses2.37
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

$32,971
Net profit
$111,376
Gross profit
$78,405
Gross loss
7.56%
CAGR
15.70
AHPR
$1,649
Yearly avg profit
$133
Monthly avg profit
$4.37
Daily avg profit
16.49%
Yearly avg return
33.54%
Exposure
978
Trades
$33.71
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentusdjpy_oanda
timeframeH1
period start2004-01-01
period end2024-08-27
profit in pips10806.2 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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