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~/backtests/na-xau-l-024 backtest

$ cd /evidence  ·  evidence archive

Backtest evidence

Nu Cepheus

code: NA-XAU-L-024 XAUOUSD_OANDA H1 2006-03-19 → 2026-06-19
net $9,197 trades 723 win 22.13%
at-a-glance --summaryok

$ stats --glance

headline performance at a glance

net_profit
Total net profit $9,197
gross profit$32,949
gross loss$23,752
win_rate
22.13%WIN
██░░░░░░░░
Win rate
160W / 563L
profit_factor
1.39PF
█████░░░░░
Profit factor
gross P / gross L
cagr
3.31%CAGR
░░░░░░░░░
CAGR
annualized
max_drawdown
-18.74%MAX DD
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Max drawdown
$3,110
equity_curve --renderok

$ plot --equity

cumulative account equity over the test window

Stored snapshot: 1,446 points; starts at $10,000.00, ends at $19,196.71; observed range $9,966.93–$19,523.49.

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
22.13%win
Wins160
Losses563
Total723
win_vs_loss_size
Avg win$205.93
Avg loss$42.19
Largest win$1,030.08
Largest loss-$222.90
key_ratios
Profit factor1.39
Win/Loss ratio0.28
Payout ratio4.88
Expectancy$12.72
Avg trade$12.72
Bars in trade12.74
streaks
Max consec wins3
Max consec losses18
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

$9,197
Net profit
$32,949
Gross profit
$23,752
Gross loss
3.31%
CAGR
4.38
AHPR
$460
Yearly avg profit
$38
Monthly avg profit
$1.24
Daily avg profit
4.60%
Yearly avg return
7.64%
Exposure
723
Trades
$12.72
Avg trade
run.configok

$ cat run.config

parameters used for this run

instrumentXAUOUSD_OANDA
timeframeH1
period start2006-03-19
period end2026-06-19
profit in pips123467.08 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

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Generated from stored backtest metrics · NeuronAlgo research desk

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