FX Risk Manager
Combined Backtest — 14 strategies
Generated 2026-05-29T17:11:40 · 15165 trades
GBPJPY.iXAUUSD Spread 0.0 Comm/Lot 0.0 Swap off Capital $20000 Risk overlay ON
Risk management active
Average lot size: 0.105 Avg DD lot scale: 0.937 Blocked trades: 0 Floor factor: ×0.1
DD-guard lot scaling — factor by drawdown depth:
DD ≥ 5.0% → lot ×0.8 DD ≥ 10.0% → lot ×0.6 DD ≥ 15.0% → lot ×0.4 DD ≥ 20.0% → lot ×0.25

Cumulative P/L Chart

Summary Statistics

Equity
224965.72
AVG Profit
94.84
AVG Loss
-40.54
MAX Profit
3119.1
MAX Loss
-500.0
Win-Loss Ratio
6202:8959
Winning Probability (%)
40.91
Max Drawdown
3153.2
Total Trades
15161
Top Drawdowns
Current DD Seq DD 1DD 2DD 3DD 4DD 5DD 6DD 7DD 8DD 9DD 10
Current
698
Index
572
Index
692
Index
386
Index
156
Index
486
Index
684
Index
418
Index
519
Index
608
Index
129
Current DD
1201.92
2026-05-29
Max DD
3153.20
2025-04-09
Max DD
2961.02
2026-05-05
Max DD
2615.02
2023-10-06
Max DD
2597.00
2020-10-30
Max DD
2505.56
2024-07-26
Max DD
2471.32
2026-04-10
Max DD
2386.28
2023-12-11
Max DD
2339.12
2024-11-11
Max DD
2203.78
2025-08-22
Max DD
2150.96
2020-05-13

Monthly Heatmap

Yearwise Net PnL & Max DD Base: $20000

YearNet PnL%Max DD%Calmar
2019 19526.55 97.63% 1466.29 7.33% 13.32
2020 21842.65 109.21% 2597.0 12.98% 8.41
2021 13433.99 67.17% 1840.9 9.2% 7.3
2022 27152.81 135.76% 2140.38 10.7% 12.69
2023 30765.21 153.83% 2615.02 13.08% 11.76
2024 36122.63 180.61% 2505.56 12.53% 14.42
2025 53923.16 269.62% 3153.2 15.77% 17.1
2026 22198.72 110.99% 2961.02 14.81% 7.5

Monthly PnL / Max DD / Max PnL

Correlation Matrix

Trade Log

##PKExecutionSymbol VolumeSideSlTp Entry PriceExit PriceExit By Entry TimeExit TimeP/LCumulative
1 #159164 Exit XAUUSD 0.08 BUY 4513.89013671875 None 4513.89013671875 4515.9501953125 Signal 2026-05-29 10:31:00 2026-05-29 11:17:00 16.4805 224965.724
2 #159164 Exit XAUUSD 0.08 BUY 4495.68994140625 None 4495.68994140625 4511.93994140625 Signal 2026-05-29 06:16:00 2026-05-29 10:26:00 130.0 224949.244
3 #259377 Exit GBPJPY.i 0.08 BUY 209.10899353027344 219.10899353027344 214.10899353027344 214.0469970703125 Signal 2026-05-29 05:48:00 2026-05-29 07:39:00 -3.1139 224819.244
4 #159164 Exit XAUUSD 0.08 BUY 4453.39013671875 None 4503.39013671875 4496.52001953125 Signal 2026-05-29 04:53:00 2026-05-29 06:13:00 -54.961 224822.358
5 #259377 Exit GBPJPY.i 0.08 BUY 209.07000732421875 219.07000732421875 214.07000732421875 214.1219940185547 Signal 2026-05-29 02:30:00 2026-05-29 05:46:00 2.6111 224877.319
6 #159164 Exit XAUUSD 0.08 BUY 4501.89013671875 None 4501.89013671875 4501.89013671875 SL 2026-05-28 21:41:00 2026-05-29 04:50:00 0.0 224874.707
7 #259377 Exit GBPJPY.i 0.08 BUY 209.07699584960938 219.07699584960938 214.07699584960938 214.08099365234375 Signal 2026-05-29 02:26:00 2026-05-29 02:29:00 0.2008 224874.707
8 #259377 Exit GBPJPY.i 0.08 BUY 209.0590057373047 219.0590057373047 214.0590057373047 213.89199829101562 Signal 2026-05-28 23:59:00 2026-05-29 00:22:00 -8.3882 224874.507
9 #259377 Exit GBPJPY.i 0.08 BUY 209.0679931640625 219.0679931640625 214.0679931640625 214.07400512695312 Signal 2026-05-28 23:53:00 2026-05-28 23:55:00 0.302 224882.895
10 #259377 Exit GBPJPY.i 0.08 BUY 209.06500244140625 219.06500244140625 214.06500244140625 214.0659942626953 Signal 2026-05-28 23:49:00 2026-05-28 23:52:00 0.0498 224882.593
11 #259377 Exit GBPJPY.i 0.08 BUY 209.03199768066406 219.03199768066406 214.03199768066406 214.06199645996094 Signal 2026-05-28 23:28:00 2026-05-28 23:47:00 1.5067 224882.543
12 #259377 Exit GBPJPY.i 0.08 BUY 209.03599548339844 219.03599548339844 214.03599548339844 214.04200744628906 Signal 2026-05-28 21:45:00 2026-05-28 23:25:00 0.302 224881.036
13 #259377 Exit GBPJPY.i 0.08 BUY 209.00799560546875 219.00799560546875 214.00799560546875 214.02000427246094 Signal 2026-05-28 21:43:00 2026-05-28 21:44:00 0.6031 224880.734
14 #259377 Exit GBPJPY.i 0.08 BUY 209.01400756835938 219.01400756835938 214.01400756835938 214.02200317382812 Signal 2026-05-28 20:42:00 2026-05-28 21:34:00 0.4016 224880.131
15 #259377 Exit GBPJPY.i 0.08 BUY 208.87100219726562 218.87100219726562 213.87100219726562 214.0330047607422 Signal 2026-05-28 05:33:00 2026-05-28 20:41:00 8.1369 224879.73
16 #299221 Exit GBPJPY.i 0.1 BUY 213.35699462890625 None 214.35699462890625 213.51300048828125 Signal 2026-05-26 00:48:00 2026-05-28 06:45:00 -52.9891 224871.593
17 #259377 Exit GBPJPY.i 0.08 BUY 209.0800018310547 219.0800018310547 214.0800018310547 213.85699462890625 Signal 2026-05-28 03:10:00 2026-05-28 05:29:00 -11.201 224924.582
18 #259377 Exit GBPJPY.i 0.08 BUY 209.1959991455078 219.1959991455078 214.1959991455078 214.07699584960938 Signal 2026-05-28 02:17:00 2026-05-28 03:09:00 -5.9772 224935.783
19 #259377 Exit GBPJPY.i 0.08 BUY 209.1439971923828 219.1439971923828 214.1439971923828 214.18499755859375 Signal 2026-05-28 01:49:00 2026-05-28 02:15:00 2.0594 224941.76
20 #259377 Exit GBPJPY.i 0.08 BUY 208.95700073242188 218.95700073242188 213.95700073242188 214.16900634765625 Signal 2026-05-28 00:35:00 2026-05-28 01:46:00 10.6484 224939.701
21 #259377 Exit GBPJPY.i 0.08 BUY 209.25399780273438 219.25399780273438 214.25399780273438 213.9929962158203 Signal 2026-05-27 23:28:00 2026-05-28 00:25:00 -13.1093 224929.052
22 #345997 Exit GBPJPY.i 0.1 BUY 210.69500732421875 None 213.69500732421875 213.9949951171875 Signal 2026-05-25 00:34:00 2026-05-28 00:18:00 18.8343 224942.162
23 #250356 Exit GBPJPY.i 0.08 BUY 212.13600158691406 None 214.13600158691406 213.9949951171875 Signal 2026-05-27 18:10:00 2026-05-28 00:15:00 -7.0823 224923.327
24 #259377 Exit GBPJPY.i 0.08 BUY 209.2469940185547 219.2469940185547 214.2469940185547 214.26800537109375 Signal 2026-05-27 22:22:00 2026-05-27 23:24:00 1.0554 224930.41
25 #259377 Exit GBPJPY.i 0.08 BUY 209.2030029296875 219.2030029296875 214.2030029296875 214.23699951171875 Signal 2026-05-27 21:53:00 2026-05-27 22:19:00 1.7075 224929.354
26 #259377 Exit GBPJPY.i 0.08 BUY 209.21600341796875 219.21600341796875 214.21600341796875 214.20199584960938 Signal 2026-05-27 07:06:00 2026-05-27 21:52:00 -0.7035 224927.647
27 #159678 Exit XAUUSD 0.08 BUY 4473.60986328125 None 4508.60986328125 4473.60986328125 SL 2026-05-27 04:56:00 2026-05-27 13:33:00 -280.0 224928.35
28 #161748 Exit XAUUSD 0.08 BUY 4463.009765625 None 4491.009765625 4493.35009765625 Signal 2026-05-26 21:22:00 2026-05-27 08:45:00 18.7226 225208.35
29 #259377 Exit GBPJPY.i 0.08 BUY 209.20899963378906 219.20899963378906 214.20899963378906 214.2050018310547 Signal 2026-05-27 01:55:00 2026-05-27 06:56:00 -0.2008 225189.628
30 #159678 Exit XAUUSD 0.08 BUY 4473.0498046875 None 4508.0498046875 4507.830078125 Signal 2026-05-27 04:54:00 2026-05-27 04:55:00 -1.7578 225189.828
31 #259377 Exit GBPJPY.i 0.08 BUY 209.218994140625 219.218994140625 214.218994140625 214.21499633789062 Signal 2026-05-27 00:37:00 2026-05-27 01:32:00 -0.2008 225191.586
32 #259377 Exit GBPJPY.i 0.08 BUY 209.20700073242188 219.20700073242188 214.20700073242188 214.1699981689453 Signal 2026-05-26 21:59:00 2026-05-27 00:35:00 -1.8586 225191.787
33 #161748 Exit XAUUSD 0.1 BUY 4483.0498046875 None 4511.0498046875 4483.0498046875 SL 2026-05-26 15:13:00 2026-05-26 21:06:00 -280.0 225193.646
34 #159164 Exit XAUUSD 0.1 BUY 4457.06982421875 None 4507.06982421875 4491.43994140625 Signal 2026-05-26 18:23:00 2026-05-26 20:59:00 -156.2988 225473.646
35 #159164 Exit XAUUSD 0.1 BUY 4459.93994140625 None 4509.93994140625 4507.330078125 Signal 2026-05-26 18:14:00 2026-05-26 18:19:00 -26.0986 225629.944
36 #159164 Exit XAUUSD 0.1 BUY 4513.77001953125 None 4513.77001953125 4513.77001953125 SL 2026-05-26 17:21:00 2026-05-26 17:56:00 0.0 225656.043
37 #159164 Exit XAUUSD 0.1 BUY 4468.5400390625 None 4518.5400390625 4510.419921875 Signal 2026-05-26 17:07:00 2026-05-26 17:13:00 -81.2012 225656.043
38 #159164 Exit XAUUSD 0.1 BUY 4507.83984375 None 4507.83984375 4515.91015625 Signal 2026-05-26 15:04:00 2026-05-26 16:55:00 80.7031 225737.244
39 #159901 Exit XAUUSD 0.1 BUY 4500.83984375 None 4520.83984375 4500.83984375 SL 2026-05-26 14:33:00 2026-05-26 15:32:00 -200.0 225656.541
40 #159164 Exit XAUUSD 0.1 BUY 4518.080078125 None 4518.080078125 4525.97021484375 Signal 2026-05-26 12:48:00 2026-05-26 14:24:00 78.9014 225856.541
41 #159164 Exit XAUUSD 0.1 BUY 4472.35986328125 None 4522.35986328125 4514.35009765625 Signal 2026-05-26 11:40:00 2026-05-26 12:44:00 -80.0977 225777.64
42 #159164 Exit XAUUSD 0.1 BUY 4528.7998046875 None 4528.7998046875 4528.7998046875 SL 2026-05-26 07:51:00 2026-05-26 11:14:00 0.0 225857.737
43 #159164 Exit XAUUSD 0.1 BUY 4533.93017578125 None 4533.93017578125 4533.93017578125 SL 2026-05-26 04:53:00 2026-05-26 07:29:00 0.0 225857.737
44 #159901 Exit XAUUSD 0.1 BUY 4544.509765625 None 4564.509765625 4544.509765625 SL 2026-05-26 02:33:00 2026-05-26 03:19:00 -200.0 225857.737
45 #159164 Exit XAUUSD 0.1 BUY 4511.22021484375 None 4561.22021484375 4550.22998046875 Signal 2026-05-26 02:54:00 2026-05-26 03:04:00 -109.9023 226057.737
46 #159164 Exit XAUUSD 0.1 BUY 4563.93017578125 None 4563.93017578125 4568.14013671875 Signal 2026-05-25 20:52:00 2026-05-26 02:30:00 42.0996 226167.64
47 #159678 Exit XAUUSD 0.1 BUY 4522.77001953125 None 4557.77001953125 4568.81982421875 Signal 2026-05-25 08:35:00 2026-05-26 02:28:00 110.498 226125.54
48 #259377 Exit GBPJPY.i 0.1 BUY 209.61399841308594 219.61399841308594 214.61399841308594 214.62100219726562 Signal 2026-05-25 21:38:00 2026-05-25 22:04:00 0.4397 226015.042
49 #259377 Exit GBPJPY.i 0.1 BUY 209.6009979248047 219.6009979248047 214.6009979248047 214.5970001220703 Signal 2026-05-25 21:09:00 2026-05-25 21:28:00 -0.251 226014.602
50 #259377 Exit GBPJPY.i 0.1 BUY 209.60000610351562 219.60000610351562 214.60000610351562 214.58799743652344 Signal 2026-05-25 20:41:00 2026-05-25 20:58:00 -0.7539 226014.853
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