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 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5146.18994140625 | None | 5146.18994140625 | 5180.52978515625 | Signal | 2026-03-12 07:49:00 | 2026-03-12 13:32:00 | 343.3984 | 217255.706 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5094.5498046875 | None | 5144.5498046875 | 5144.43994140625 | Signal | 2026-03-12 07:46:00 | 2026-03-12 07:48:00 | -1.0986 | 216912.307 |
| 3 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.13400268554688 | 217.13400268554688 | 212.13400268554688 | 213.1060028076172 | Signal | 2026-03-11 01:52:00 | 2026-03-12 00:20:00 | 61.0258 | 216913.406 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5172.0498046875 | None | 5172.0498046875 | 5172.0498046875 | SL | 2026-03-11 18:38:00 | 2026-03-11 20:19:00 | 0.0 | 216852.38 |
| 5 | #161748 | Exit | XAUUSD | 0.1 | BUY | 5149.81982421875 | None | 5177.81982421875 | 5172.75 | Signal | 2026-03-11 15:54:00 | 2026-03-11 15:58:00 | -50.6982 | 216852.38 |
| 6 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5122.7998046875 | None | 5172.7998046875 | 5171.43994140625 | Signal | 2026-03-11 15:56:00 | 2026-03-11 15:57:00 | -13.5986 | 216903.078 |
| 7 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5185.25 | None | 5185.25 | 5185.25 | SL | 2026-03-11 11:44:00 | 2026-03-11 13:33:00 | 0.0 | 216916.677 |
| 8 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5190.43994140625 | None | 5190.43994140625 | 5190.43994140625 | SL | 2026-03-11 10:46:00 | 2026-03-11 11:20:00 | 0.0 | 216916.677 |
| 9 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5147.740234375 | None | 5197.740234375 | 5188.0498046875 | Signal | 2026-03-11 09:54:00 | 2026-03-11 10:38:00 | -96.9043 | 216916.677 |
| 10 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 210.03500366210938 | None | 211.03500366210938 | 212.4510040283203 | Signal | 2026-03-09 01:30:00 | 2026-03-11 09:54:00 | 88.9017 | 217013.581 |
| 11 | #159901 | Exit | XAUUSD | 0.1 | BUY | 5189.1201171875 | None | 5209.1201171875 | 5193.830078125 | Signal | 2026-03-11 06:26:00 | 2026-03-11 09:48:00 | -152.9004 | 216924.68 |
| 12 | #159678 | Exit | XAUUSD | 0.1 | BUY | 5136.759765625 | None | 5171.759765625 | 5193.830078125 | Signal | 2026-03-10 06:03:00 | 2026-03-11 09:48:00 | 220.7031 | 217077.58 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5153.41015625 | None | 5203.41015625 | 5198.22021484375 | Signal | 2026-03-11 07:00:00 | 2026-03-11 08:33:00 | -51.8994 | 216856.877 |
| 14 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5158.490234375 | None | 5208.490234375 | 5200.43017578125 | Signal | 2026-03-11 06:35:00 | 2026-03-11 06:55:00 | -80.6006 | 216908.776 |
| 15 | #159901 | Exit | XAUUSD | 0.1 | BUY | 5146.990234375 | None | 5166.990234375 | 5208.77978515625 | Signal | 2026-03-10 06:01:00 | 2026-03-11 06:25:00 | 417.8955 | 216989.377 |
| 16 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5189.580078125 | None | 5189.580078125 | 5189.580078125 | SL | 2026-03-11 01:15:00 | 2026-03-11 03:05:00 | 0.0 | 216571.481 |
| 17 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.0989990234375 | 217.0989990234375 | 212.0989990234375 | 212.11900329589844 | Signal | 2026-03-11 01:35:00 | 2026-03-11 01:51:00 | 1.2559 | 216571.481 |
| 18 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 210.03900146484375 | 215.03900146484375 | 210.03900146484375 | 212.09800720214844 | Signal | 2026-03-05 00:34:00 | 2026-03-11 01:33:00 | 103.4176 | 216570.225 |
| 19 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5189.8798828125 | None | 5189.8798828125 | 5189.8798828125 | SL | 2026-03-10 22:52:00 | 2026-03-11 01:01:00 | 0.0 | 216466.808 |
| 20 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5195.3798828125 | None | 5195.3798828125 | 5195.3798828125 | SL | 2026-03-10 22:06:00 | 2026-03-10 22:32:00 | 0.0 | 216466.808 |
| 21 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5195.56982421875 | None | 5195.56982421875 | 5195.56982421875 | SL | 2026-03-10 21:45:00 | 2026-03-10 21:59:00 | 0.0 | 216466.808 |
| 22 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5171.02978515625 | None | 5221.02978515625 | 5205.91015625 | Signal | 2026-03-10 21:11:00 | 2026-03-10 21:17:00 | -151.1963 | 216466.808 |
| 23 | #161748 | Exit | XAUUSD | 0.1 | BUY | 5046.33984375 | None | 5074.33984375 | 5157.56005859375 | Signal | 2026-03-09 17:24:00 | 2026-03-10 13:40:00 | 832.2021 | 216618.004 |
| 24 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 206.6649932861328 | None | 209.6649932861328 | 211.67599487304688 | Signal | 2026-03-05 02:22:00 | 2026-03-10 04:06:00 | 126.2581 | 215785.802 |
| 25 | #159901 | Exit | XAUUSD | 0.1 | BUY | 5082.77978515625 | None | 5102.77978515625 | 5082.77978515625 | SL | 2026-03-09 12:47:00 | 2026-03-09 14:21:00 | -200.0 | 215659.544 |
| 26 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.4429931640625 | None | 210.4429931640625 | 210.94700622558594 | Signal | 2026-03-06 12:24:00 | 2026-03-09 00:21:00 | 31.6438 | 215859.544 |
| 27 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.281005859375 | None | 210.281005859375 | 210.9199981689453 | Signal | 2026-03-06 00:18:00 | 2026-03-09 00:10:00 | 40.1183 | 215827.9 |
| 28 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 206.55999755859375 | None | 209.55999755859375 | 210.3090057373047 | Signal | 2026-03-04 06:56:00 | 2026-03-06 11:58:00 | 37.6204 | 215787.782 |
| 29 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 208.83399963378906 | None | 209.83399963378906 | 210.3470001220703 | Signal | 2026-03-05 18:57:00 | 2026-03-06 11:57:00 | 32.2081 | 215750.161 |
| 30 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.16000366210938 | None | 210.16000366210938 | 210.06500244140625 | Signal | 2026-03-05 17:30:00 | 2026-03-05 17:39:00 | -5.9645 | 215717.953 |
| 31 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 208.61300659179688 | None | 209.61300659179688 | 210.17300415039062 | Signal | 2026-03-05 04:06:00 | 2026-03-05 17:18:00 | 35.1587 | 215723.918 |
| 32 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 208.73399353027344 | None | 209.73399353027344 | 209.468994140625 | Signal | 2026-03-04 19:57:00 | 2026-03-05 03:36:00 | -13.3101 | 215688.759 |
| 33 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 205.38800048828125 | 215.38800048828125 | 210.38800048828125 | 209.9720001220703 | Signal | 2026-02-24 23:28:00 | 2026-03-05 00:31:00 | -20.8944 | 215702.069 |
| 34 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 208.64300537109375 | None | 209.64300537109375 | 209.75999450683594 | Signal | 2026-03-04 07:27:00 | 2026-03-04 18:24:00 | 5.876 | 215722.964 |
| 35 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.1529998779297 | None | 210.1529998779297 | 210.00799560546875 | Signal | 2026-03-04 00:24:00 | 2026-03-04 18:03:00 | -9.1039 | 215717.088 |
| 36 | #159901 | Exit | XAUUSD | 0.08 | BUY | 5054.7001953125 | None | 5074.7001953125 | 5166.7099609375 | Signal | 2026-03-03 19:35:00 | 2026-03-04 16:14:00 | 736.0782 | 215726.192 |
| 37 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 207.13099670410156 | None | 210.13099670410156 | 209.53799438476562 | Signal | 2026-03-04 03:06:00 | 2026-03-04 06:36:00 | -29.7847 | 214990.113 |
| 38 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 208.95799255371094 | None | 209.95799255371094 | 209.58099365234375 | Signal | 2026-03-04 04:03:00 | 2026-03-04 06:30:00 | -18.9355 | 215019.898 |
| 39 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 209.52200317382812 | None | 210.52200317382812 | 210.031005859375 | Signal | 2026-03-04 01:03:00 | 2026-03-04 02:39:00 | -24.6613 | 215038.834 |
| 40 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 208.2989959716797 | None | 210.2989959716797 | 210.05799865722656 | Signal | 2026-03-04 00:34:00 | 2026-03-04 02:35:00 | -15.1307 | 215063.495 |
| 41 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 208.8560028076172 | None | 209.8560028076172 | 210.36300659179688 | Signal | 2026-03-03 17:48:00 | 2026-03-04 00:30:00 | 25.4653 | 215078.626 |
| 42 | #323816 | Exit | GBPJPY.i | 0.08 | BUY | 207.69700622558594 | None | 209.69700622558594 | 210.36700439453125 | Signal | 2026-03-03 17:34:00 | 2026-03-04 00:26:00 | 33.652 | 215053.16 |
| 43 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 207.26100158691406 | None | 209.26100158691406 | 210.39199829101562 | Signal | 2026-03-03 17:21:00 | 2026-03-04 00:11:00 | 56.8066 | 215019.508 |
| 44 | #323816 | Exit | GBPJPY.i | 0.08 | BUY | 207.56100463867188 | None | 209.56100463867188 | 209.43600463867188 | Signal | 2026-03-02 00:45:00 | 2026-03-03 17:07:00 | -6.2784 | 214962.702 |
| 45 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 207.822998046875 | None | 209.822998046875 | 209.3699951171875 | Signal | 2026-03-03 10:23:00 | 2026-03-03 17:05:00 | -22.753 | 214968.98 |
| 46 | #159901 | Exit | XAUUSD | 0.08 | BUY | 5232.7998046875 | None | 5252.7998046875 | 5232.7998046875 | SL | 2026-03-03 12:56:00 | 2026-03-03 13:08:00 | -160.0 | 214991.733 |
| 47 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5239.52001953125 | None | 5289.52001953125 | 5292.2998046875 | Signal | 2026-03-03 11:05:00 | 2026-03-03 11:06:00 | 22.2383 | 215151.733 |
| 48 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 206.50599670410156 | None | 209.50599670410156 | 210.36300659179688 | Signal | 2026-03-02 00:40:00 | 2026-03-03 07:52:00 | 43.045 | 215129.495 |
| 49 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5307.60009765625 | None | 5357.60009765625 | 5346.990234375 | Signal | 2026-03-03 07:23:00 | 2026-03-03 07:33:00 | -84.8789 | 215086.45 |
| 50 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5310.14013671875 | None | 5360.14013671875 | 5358.16015625 | Signal | 2026-03-03 07:06:00 | 2026-03-03 07:19:00 | -15.8398 | 215171.329 |