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 | 0.08 | BUY | 5324.91015625 | None | 5324.91015625 | 5354.77001953125 | Signal | 2026-03-02 23:52:00 | 2026-03-03 03:47:00 | 238.8789 | 215187.168 |
| 2 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5245.18994140625 | None | 5295.18994140625 | 5297.10009765625 | Signal | 2026-03-02 18:58:00 | 2026-03-02 19:02:00 | 15.2813 | 214948.29 |
| 3 | #159218 | Exit | XAUUSD | 0.08 | BUY | 5297.4501953125 | None | 5327.4501953125 | 5314.330078125 | Signal | 2026-03-02 03:10:00 | 2026-03-02 16:27:00 | -104.961 | 214933.008 |
| 4 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5343.9599609375 | None | 5393.9599609375 | 5389.64990234375 | Signal | 2026-03-02 16:00:00 | 2026-03-02 16:01:00 | -34.4805 | 215037.969 |
| 5 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5345.35009765625 | None | 5395.35009765625 | 5390.31982421875 | Signal | 2026-03-02 15:53:00 | 2026-03-02 15:54:00 | -40.2422 | 215072.45 |
| 6 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5386.8798828125 | None | 5386.8798828125 | 5386.8798828125 | SL | 2026-03-02 13:14:00 | 2026-03-02 13:46:00 | 0.0 | 215112.692 |
| 7 | #159164 | Exit | XAUUSD | 0.06 | BUY | 5348.75 | None | 5348.75 | 5403.56982421875 | Signal | 2026-03-02 07:22:00 | 2026-03-02 09:44:00 | 328.9189 | 215112.692 |
| 8 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 208.93800354003906 | None | 209.93800354003906 | 209.97999572753906 | Signal | 2026-03-02 01:24:00 | 2026-03-02 08:48:00 | 2.1091 | 214783.773 |
| 9 | #159164 | Exit | XAUUSD | 0.06 | BUY | 5304.10986328125 | None | 5354.10986328125 | 5346.81982421875 | Signal | 2026-03-02 06:49:00 | 2026-03-02 07:19:00 | -43.7402 | 214781.664 |
| 10 | #159218 | Exit | XAUUSD | 0.08 | BUY | 5299.91015625 | None | 5329.91015625 | 5328.990234375 | Signal | 2026-03-02 03:05:00 | 2026-03-02 03:07:00 | -7.3594 | 214825.404 |
| 11 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5322.35009765625 | None | 5372.35009765625 | 5366.68017578125 | Signal | 2026-03-02 02:16:00 | 2026-03-02 02:17:00 | -45.3594 | 214832.764 |
| 12 | #323816 | Exit | GBPJPY.i | 0.08 | BUY | 208.93499755859375 | None | 210.93499755859375 | 209.5229949951172 | Signal | 2026-02-26 17:47:00 | 2026-03-02 00:12:00 | -70.9206 | 214878.123 |
| 13 | #160333 | Exit | XAUUSD | 0.06 | BUY | 5154.08984375 | None | 5179.08984375 | 5225.68017578125 | Signal | 2026-02-27 10:28:00 | 2026-02-27 19:36:00 | 279.542 | 214949.044 |
| 14 | #159901 | Exit | XAUUSD | 0.06 | BUY | 5173.22021484375 | None | 5193.22021484375 | 5173.22021484375 | SL | 2026-02-27 08:30:00 | 2026-02-27 11:49:00 | -120.0 | 214669.502 |
| 15 | #160333 | Exit | XAUUSD | 0.06 | BUY | 5155.18994140625 | None | 5180.18994140625 | 5176.759765625 | Signal | 2026-02-27 03:34:00 | 2026-02-27 10:26:00 | -20.5811 | 214789.502 |
| 16 | #371150 | Exit | GBPJPY.i | 0.08 | BUY | 207.29200744628906 | None | 210.29200744628906 | 210.47900390625 | Signal | 2026-02-24 22:12:00 | 2026-02-26 23:38:00 | 9.3922 | 214810.083 |
| 17 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 210.0760040283203 | None | 211.0760040283203 | 210.61000061035156 | Signal | 2026-02-26 18:27:00 | 2026-02-26 19:33:00 | -17.5544 | 214800.69 |
| 18 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 206.3990020751953 | None | 208.3990020751953 | 210.7779998779297 | Signal | 2026-02-23 18:16:00 | 2026-02-26 17:30:00 | 149.3623 | 214818.245 |
| 19 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 210.1219940185547 | None | 211.1219940185547 | 210.7949981689453 | Signal | 2026-02-26 11:42:00 | 2026-02-26 17:24:00 | -16.424 | 214668.883 |
| 20 | #159678 | Exit | XAUUSD | 0.08 | BUY | 5150.31982421875 | None | 5185.31982421875 | 5150.31982421875 | SL | 2026-02-26 09:13:00 | 2026-02-26 16:31:00 | -280.0 | 214685.307 |
| 21 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 205.48599243164062 | None | 208.48599243164062 | 211.02000427246094 | Signal | 2026-02-23 18:22:00 | 2026-02-26 10:42:00 | 159.0946 | 214965.307 |
| 22 | #159218 | Exit | XAUUSD | 0.08 | BUY | 5151.47021484375 | None | 5181.47021484375 | 5151.47021484375 | SL | 2026-02-25 11:05:00 | 2026-02-25 22:59:00 | -240.0 | 214806.212 |
| 23 | #159678 | Exit | XAUUSD | 0.08 | BUY | 5152.83984375 | None | 5187.83984375 | 5152.83984375 | SL | 2026-02-25 10:56:00 | 2026-02-25 22:59:00 | -280.0 | 215046.212 |
| 24 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 204.1230010986328 | 214.1230010986328 | 209.1230010986328 | 210.36300659179688 | Signal | 2026-02-17 00:33:00 | 2026-02-24 23:24:00 | 77.8521 | 215326.212 |
| 25 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 205.35699462890625 | None | 208.35699462890625 | 210.28900146484375 | Signal | 2026-02-23 03:06:00 | 2026-02-24 22:10:00 | 121.2985 | 215248.36 |
| 26 | #159218 | Exit | XAUUSD | 0.1 | BUY | 5128.330078125 | None | 5158.330078125 | 5128.330078125 | SL | 2026-02-24 14:22:00 | 2026-02-24 15:50:00 | -300.0 | 215127.061 |
| 27 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5150.85009765625 | None | 5150.85009765625 | 5150.85009765625 | SL | 2026-02-24 15:00:00 | 2026-02-24 15:31:00 | 0.0 | 215427.061 |
| 28 | #159164 | Exit | XAUUSD | 0.08 | BUY | 5108.72021484375 | None | 5158.72021484375 | 5147.0400390625 | Signal | 2026-02-24 14:42:00 | 2026-02-24 14:55:00 | -93.4414 | 215427.061 |
| 29 | #159901 | Exit | XAUUSD | 0.1 | BUY | 5146.7900390625 | None | 5166.7900390625 | 5146.7900390625 | SL | 2026-02-24 12:40:00 | 2026-02-24 14:55:00 | -200.0 | 215520.503 |
| 30 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.35899353027344 | None | 208.35899353027344 | 210.1020050048828 | Signal | 2026-02-23 20:00:00 | 2026-02-24 13:48:00 | 109.4327 | 215720.503 |
| 31 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4989.93017578125 | None | 5024.93017578125 | 5167.240234375 | Signal | 2026-02-20 12:10:00 | 2026-02-24 12:35:00 | 1423.1006 | 215611.07 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5124.85986328125 | None | 5174.85986328125 | 5165.77001953125 | Signal | 2026-02-24 10:11:00 | 2026-02-24 10:19:00 | -90.8984 | 214187.969 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5170.27001953125 | None | 5170.27001953125 | 5170.27001953125 | SL | 2026-02-24 08:44:00 | 2026-02-24 09:23:00 | 0.0 | 214278.868 |
| 34 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5169.68017578125 | None | 5169.68017578125 | 5169.68017578125 | SL | 2026-02-24 06:12:00 | 2026-02-24 08:30:00 | 0.0 | 214278.868 |
| 35 | #159218 | Exit | XAUUSD | 0.1 | BUY | 5190.75 | None | 5220.75 | 5190.75 | SL | 2026-02-24 02:03:00 | 2026-02-24 03:14:00 | -300.0 | 214278.868 |
| 36 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5179.97021484375 | None | 5229.97021484375 | 5214.7900390625 | Signal | 2026-02-24 02:15:00 | 2026-02-24 03:01:00 | -151.8018 | 214578.868 |
| 37 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5149.5498046875 | None | 5199.5498046875 | 5199.64013671875 | Signal | 2026-02-23 19:45:00 | 2026-02-23 19:50:00 | 0.9033 | 214730.67 |
| 38 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.53599548339844 | None | 208.53599548339844 | 208.20599365234375 | Signal | 2026-02-23 18:54:00 | 2026-02-23 19:21:00 | -20.7187 | 214729.766 |
| 39 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.47000122070312 | None | 208.47000122070312 | 208.36500549316406 | Signal | 2026-02-23 03:51:00 | 2026-02-23 17:57:00 | -6.592 | 214750.485 |
| 40 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 206.7270050048828 | None | 208.7270050048828 | 208.38600158691406 | Signal | 2026-02-23 17:17:00 | 2026-02-23 17:56:00 | -21.4095 | 214757.077 |
| 41 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 206.86300659179688 | None | 208.86300659179688 | 208.71499633789062 | Signal | 2026-02-23 00:20:00 | 2026-02-23 17:16:00 | -9.2926 | 214778.487 |
| 42 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5105.02978515625 | None | 5155.02978515625 | 5149.08984375 | Signal | 2026-02-23 15:21:00 | 2026-02-23 15:25:00 | -59.3994 | 214787.779 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5150.56982421875 | None | 5150.56982421875 | 5154.43017578125 | Signal | 2026-02-23 13:30:00 | 2026-02-23 15:14:00 | 38.6035 | 214847.179 |
| 44 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5130.97021484375 | None | 5130.97021484375 | 5149.39990234375 | Signal | 2026-02-23 10:36:00 | 2026-02-23 13:18:00 | 184.2969 | 214808.575 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5094.4501953125 | None | 5144.4501953125 | 5140.4501953125 | Signal | 2026-02-23 09:03:00 | 2026-02-23 09:04:00 | -40.0 | 214624.278 |
| 46 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5102.60986328125 | None | 5152.60986328125 | 5146.08984375 | Signal | 2026-02-23 08:51:00 | 2026-02-23 08:59:00 | -65.2002 | 214664.278 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5112.43017578125 | None | 5162.43017578125 | 5147.14990234375 | Signal | 2026-02-23 06:15:00 | 2026-02-23 08:46:00 | -152.8027 | 214729.478 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5141.009765625 | None | 5141.009765625 | 5158.740234375 | Signal | 2026-02-23 02:52:00 | 2026-02-23 05:12:00 | 177.3047 | 214882.281 |
| 49 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 208.1649932861328 | None | 209.1649932861328 | 208.49600219726562 | Signal | 2026-02-20 18:39:00 | 2026-02-23 02:42:00 | -42.0017 | 214704.976 |
| 50 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 207.1230010986328 | None | 209.1230010986328 | 208.72799682617188 | Signal | 2026-02-20 13:11:00 | 2026-02-23 00:13:00 | -24.7998 | 214746.978 |