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 1 | DD 2 | DD 3 | DD 4 | DD 5 | DD 6 | DD 7 | DD 8 | DD 9 | DD 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
| Year | Net 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
| # | #PK | Execution | Symbol | Volume | Side | Sl | Tp | Entry Price | Exit Price | Exit By | Entry Time | Exit Time | P/L | Cumulative |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.58799743652344 | None | 212.58799743652344 | 212.4709930419922 | Signal | 2026-03-23 14:06:00 | 2026-03-23 19:06:00 | -7.346 | 216333.606 |
| 2 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4421.27001953125 | None | 4441.27001953125 | 4421.27001953125 | SL | 2026-03-23 18:20:00 | 2026-03-23 18:38:00 | -200.0 | 216340.952 |
| 3 | #159901 | Exit | XAUUSD | 0.06 | BUY | 4213.0 | None | 4233.0 | 4434.14990234375 | Signal | 2026-03-23 12:46:00 | 2026-03-23 18:19:00 | 1206.8994 | 216540.952 |
| 4 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 210.04800415039062 | None | 212.04800415039062 | 212.02200317382812 | Signal | 2026-03-23 00:22:00 | 2026-03-23 14:27:00 | -0.9794 | 215334.052 |
| 5 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 211.0659942626953 | None | 212.0659942626953 | 211.78199768066406 | Signal | 2026-03-23 10:36:00 | 2026-03-23 12:45:00 | -10.6982 | 215335.032 |
| 6 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 211.12899780273438 | None | 212.12899780273438 | 211.98899841308594 | Signal | 2026-03-23 01:03:00 | 2026-03-23 12:33:00 | -15.8214 | 215345.73 |
| 7 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 211.1719970703125 | None | 212.1719970703125 | 211.968994140625 | Signal | 2026-03-23 01:15:00 | 2026-03-23 09:57:00 | -7.6472 | 215361.551 |
| 8 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 210.96800231933594 | None | 211.96800231933594 | 212.03500366210938 | Signal | 2026-03-20 18:27:00 | 2026-03-23 00:21:00 | 2.524 | 215369.199 |
| 9 | #323816 | Exit | GBPJPY.i | 0.06 | BUY | 209.8780059814453 | None | 211.8780059814453 | 211.95799255371094 | Signal | 2026-03-20 17:45:00 | 2026-03-23 00:16:00 | 3.0131 | 215366.675 |
| 10 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 210.96600341796875 | None | 211.96600341796875 | 211.91299438476562 | Signal | 2026-03-20 18:15:00 | 2026-03-23 00:12:00 | -5.9906 | 215363.662 |
| 11 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 209.88699340820312 | None | 211.88699340820312 | 211.95700073242188 | Signal | 2026-03-20 17:34:00 | 2026-03-23 00:09:00 | 2.6372 | 215369.652 |
| 12 | #323816 | Exit | GBPJPY.i | 0.06 | BUY | 209.1790008544922 | None | 211.1790008544922 | 211.78900146484375 | Signal | 2026-03-19 11:32:00 | 2026-03-20 17:32:00 | 22.9789 | 215367.015 |
| 13 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 211.36500549316406 | None | 212.36500549316406 | 211.78900146484375 | Signal | 2026-03-20 13:57:00 | 2026-03-20 17:30:00 | -21.6982 | 215344.036 |
| 14 | #371150 | Exit | GBPJPY.i | 0.06 | BUY | 208.06199645996094 | None | 211.06199645996094 | 211.81300354003906 | Signal | 2026-03-19 11:18:00 | 2026-03-20 17:28:00 | 28.2906 | 215365.734 |
| 15 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 209.0469970703125 | None | 211.0469970703125 | 211.7480010986328 | Signal | 2026-03-19 16:45:00 | 2026-03-19 22:35:00 | 26.407 | 215337.444 |
| 16 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 210.22900390625 | None | 211.22900390625 | 211.34800720214844 | Signal | 2026-03-19 17:00:00 | 2026-03-19 19:09:00 | 13.4486 | 215311.037 |
| 17 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 209.03900146484375 | None | 211.03900146484375 | 210.98199462890625 | Signal | 2026-03-19 11:20:00 | 2026-03-19 16:37:00 | -2.1475 | 215297.588 |
| 18 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 210.17799377441406 | None | 211.17799377441406 | 210.968994140625 | Signal | 2026-03-19 11:42:00 | 2026-03-19 16:36:00 | -23.6192 | 215299.736 |
| 19 | #323816 | Exit | GBPJPY.i | 0.06 | BUY | 209.44900512695312 | None | 211.44900512695312 | 210.89300537109375 | Signal | 2026-03-19 10:31:00 | 2026-03-19 11:13:00 | -20.9446 | 215323.355 |
| 20 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 210.50900268554688 | None | 211.50900268554688 | 211.11000061035156 | Signal | 2026-03-19 10:45:00 | 2026-03-19 11:03:00 | -45.0915 | 215344.299 |
| 21 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 209.5540008544922 | None | 211.5540008544922 | 211.11000061035156 | Signal | 2026-03-19 10:20:00 | 2026-03-19 11:03:00 | -16.7256 | 215389.391 |
| 22 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 210.84100341796875 | None | 211.84100341796875 | 211.53399658203125 | Signal | 2026-03-19 00:42:00 | 2026-03-19 10:18:00 | -11.565 | 215406.116 |
| 23 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 210.83999633789062 | None | 211.83999633789062 | 211.41600036621094 | Signal | 2026-03-19 00:24:00 | 2026-03-19 10:12:00 | -63.8881 | 215417.681 |
| 24 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 210.197998046875 | None | 212.197998046875 | 211.4080047607422 | Signal | 2026-03-18 17:27:00 | 2026-03-19 10:09:00 | -39.679 | 215481.57 |
| 25 | #345997 | Exit | GBPJPY.i | 0.06 | BUY | 208.88800048828125 | None | 211.88800048828125 | 211.90499877929688 | Signal | 2026-03-19 00:26:00 | 2026-03-19 07:26:00 | 0.6403 | 215521.249 |
| 26 | #371150 | Exit | GBPJPY.i | 0.08 | BUY | 208.69200134277344 | None | 211.69200134277344 | 211.98500061035156 | Signal | 2026-03-17 09:18:00 | 2026-03-19 07:04:00 | 14.7165 | 215520.608 |
| 27 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 210.9739990234375 | None | 211.9739990234375 | 211.83799743652344 | Signal | 2026-03-18 23:48:00 | 2026-03-19 00:18:00 | -20.4929 | 215505.892 |
| 28 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 208.8300018310547 | None | 211.8300018310547 | 211.94200134277344 | Signal | 2026-03-17 09:32:00 | 2026-03-18 23:34:00 | 5.6254 | 215526.385 |
| 29 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 211.2779998779297 | None | 212.2779998779297 | 212.02099609375 | Signal | 2026-03-18 22:42:00 | 2026-03-18 23:18:00 | -12.9085 | 215520.759 |
| 30 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 210.0570068359375 | None | 211.0570068359375 | 212.2449951171875 | Signal | 2026-03-16 09:57:00 | 2026-03-18 22:18:00 | 59.669 | 215533.668 |
| 31 | #159678 | Exit | XAUUSD | 0.08 | BUY | 4956.47998046875 | None | 4991.47998046875 | 4956.47998046875 | SL | 2026-03-18 10:55:00 | 2026-03-18 14:06:00 | -280.0 | 215473.999 |
| 32 | #159678 | Exit | XAUUSD | 0.08 | BUY | 4968.2099609375 | None | 5003.2099609375 | 4982.7998046875 | Signal | 2026-03-16 15:07:00 | 2026-03-18 07:41:00 | -163.2813 | 215753.999 |
| 33 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 207.3520050048828 | 217.3520050048828 | 212.3520050048828 | 212.35299682617188 | Signal | 2026-03-18 02:10:00 | 2026-03-18 02:12:00 | 0.0498 | 215917.28 |
| 34 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.98300170898438 | 216.98300170898438 | 211.98300170898438 | 212.35000610351562 | Signal | 2026-03-17 07:39:00 | 2026-03-18 02:09:00 | 18.4335 | 215917.23 |
| 35 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 208.07400512695312 | None | 211.07400512695312 | 211.67799377441406 | Signal | 2026-03-16 09:42:00 | 2026-03-17 09:16:00 | 30.3365 | 215898.797 |
| 36 | #371150 | Exit | GBPJPY.i | 0.08 | BUY | 208.19000244140625 | None | 211.19000244140625 | 211.94900512695312 | Signal | 2026-03-16 08:48:00 | 2026-03-16 23:26:00 | 38.1224 | 215868.46 |
| 37 | #159901 | Exit | XAUUSD | 0.08 | BUY | 4979.1298828125 | None | 4999.1298828125 | 4979.1298828125 | SL | 2026-03-16 15:04:00 | 2026-03-16 19:28:00 | -160.0 | 215830.338 |
| 38 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 210.37600708007812 | None | 211.37600708007812 | 211.16700744628906 | Signal | 2026-03-13 12:12:00 | 2026-03-16 08:39:00 | -31.4922 | 215990.338 |
| 39 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 208.1840057373047 | None | 211.1840057373047 | 211.23800659179688 | Signal | 2026-03-13 23:32:00 | 2026-03-16 08:30:00 | 2.7123 | 216021.83 |
| 40 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 209.7449951171875 | None | 212.7449951171875 | 211.27699279785156 | Signal | 2026-03-12 04:18:00 | 2026-03-16 08:22:00 | -92.1666 | 216019.118 |
| 41 | #159678 | Exit | XAUUSD | 0.08 | BUY | 5067.3798828125 | None | 5102.3798828125 | 5067.3798828125 | SL | 2026-03-13 17:03:00 | 2026-03-13 17:52:00 | -280.0 | 216111.284 |
| 42 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 210.48699951171875 | None | 211.48699951171875 | 211.4080047607422 | Signal | 2026-03-13 11:45:00 | 2026-03-13 11:57:00 | -11.903 | 216391.284 |
| 43 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5038.14990234375 | None | 5088.14990234375 | 5085.77001953125 | Signal | 2026-03-12 22:23:00 | 2026-03-12 23:01:00 | -19.039 | 216403.187 |
| 44 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5042.7998046875 | None | 5092.7998046875 | 5084.93994140625 | Signal | 2026-03-12 22:10:00 | 2026-03-12 22:15:00 | -62.8789 | 216422.226 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5048.58984375 | None | 5098.58984375 | 5087.0400390625 | Signal | 2026-03-12 21:55:00 | 2026-03-12 22:04:00 | -115.498 | 216485.105 |
| 46 | #161748 | Exit | XAUUSD | 0.1 | BUY | 5081.81982421875 | None | 5109.81982421875 | 5081.81982421875 | SL | 2026-03-12 21:03:00 | 2026-03-12 22:04:00 | -280.0 | 216600.603 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5072.06005859375 | None | 5122.06005859375 | 5112.0498046875 | Signal | 2026-03-12 20:23:00 | 2026-03-12 20:35:00 | -100.1025 | 216880.603 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5074.080078125 | None | 5124.080078125 | 5117.2900390625 | Signal | 2026-03-12 20:04:00 | 2026-03-12 20:17:00 | -67.9004 | 216980.706 |
| 49 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5091.8701171875 | None | 5141.8701171875 | 5133.91015625 | Signal | 2026-03-12 17:59:00 | 2026-03-12 18:04:00 | -79.5996 | 217048.606 |
| 50 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5130.83984375 | None | 5180.83984375 | 5168.08984375 | Signal | 2026-03-12 13:36:00 | 2026-03-12 15:09:00 | -127.5 | 217128.206 |