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~/backtests/na-usdchf-s-001 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Cepheus

code: NA-FX-020 USDCHF_OANDA H1 2004-01-01 → 2024-08-27
net $8,477 trades 539 win 59.93%
Verified · OTS5a136078296e…
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at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $8,477
gross profit$24,354
gross loss$15,877
win_rate
59.93%WIN
██████░░░░
Win rate
323W / 216L
profit_factor
1.53PF
█████░░░░░
Profit factor
gross P / gross L
cagr
3.12%CAGR
█░░░░░░░░░
CAGR
annualized
max_drawdown
-7.48%MAX DD
█░░░░░░░░░
Max drawdown
$1,455
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 539 points; starts at $10,088.57, ends at $18,477.26; observed range $9,373.82–$19,461.23.

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
59.93%win
Wins323
Losses216
Total539
win_vs_loss_size
Avg win$75.40
Avg loss$73.51
Largest win$351.53
Largest loss-$201.62
key_ratios
Profit factor1.53
Win/Loss ratio1.50
Payout ratio1.03
Expectancy$15.73
Avg trade$15.73
Bars in trade16.19
streaks
Max consec wins14
Max consec losses6
Avg consec wins2.48
Avg consec losses1.67
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

$8,477
Net profit
$24,354
Gross profit
$15,877
Gross loss
3.12%
CAGR
4.04
AHPR
$424
Yearly avg profit
$34
Monthly avg profit
$1.12
Daily avg profit
4.24%
Yearly avg return
3.71%
Exposure
539
Trades
$15.73
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentUSDCHF_OANDA
timeframeH1
period start2004-01-01
period end2024-08-27
profit in pips3992.9 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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