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 | 5020.41015625 | None | 5020.41015625 | 5056.0 | Signal | 2026-02-20 17:34:00 | 2026-02-20 19:23:00 | 355.8984 | 214771.778 |
| 2 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.54600524902344 | None | 208.54600524902344 | 209.06700134277344 | Signal | 2026-02-20 04:39:00 | 2026-02-20 18:06:00 | 32.7101 | 214415.879 |
| 3 | #159901 | Exit | XAUUSD | 0.1 | BUY | 5003.8798828125 | None | 5023.8798828125 | 5003.8798828125 | SL | 2026-02-20 12:08:00 | 2026-02-20 17:07:00 | -200.0 | 214383.169 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5025.89990234375 | None | 5025.89990234375 | 5025.89990234375 | SL | 2026-02-20 12:15:00 | 2026-02-20 13:41:00 | 0.0 | 214583.169 |
| 5 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5011.740234375 | None | 5011.740234375 | 5024.68994140625 | Signal | 2026-02-20 10:02:00 | 2026-02-20 12:06:00 | 129.4971 | 214583.169 |
| 6 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4963.33984375 | None | 5013.33984375 | 5010.8798828125 | Signal | 2026-02-20 09:33:00 | 2026-02-20 10:01:00 | -24.5996 | 214453.672 |
| 7 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4997.240234375 | None | 4997.240234375 | 4997.240234375 | SL | 2026-02-20 03:48:00 | 2026-02-20 04:14:00 | 0.0 | 214478.272 |
| 8 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4993.64990234375 | None | 4993.64990234375 | 4997.33984375 | Signal | 2026-02-20 02:05:00 | 2026-02-20 03:28:00 | 36.8994 | 214478.272 |
| 9 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4984.93017578125 | None | 4984.93017578125 | 4991.5400390625 | Signal | 2026-02-19 21:45:00 | 2026-02-20 01:58:00 | 66.0986 | 214441.372 |
| 10 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4936.7900390625 | None | 4986.7900390625 | 4983.2998046875 | Signal | 2026-02-19 20:05:00 | 2026-02-19 20:11:00 | -34.9023 | 214375.274 |
| 11 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4947.2900390625 | None | 4997.2900390625 | 4987.89990234375 | Signal | 2026-02-19 19:09:00 | 2026-02-19 19:56:00 | -93.9014 | 214410.176 |
| 12 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.36399841308594 | None | 208.36399841308594 | 208.34300231933594 | Signal | 2026-02-19 14:51:00 | 2026-02-19 18:30:00 | -1.3182 | 214504.078 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4954.39013671875 | None | 5004.39013671875 | 4992.9501953125 | Signal | 2026-02-19 18:24:00 | 2026-02-19 18:28:00 | -114.3994 | 214505.396 |
| 14 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4957.75 | None | 5007.75 | 5001.5400390625 | Signal | 2026-02-19 18:13:00 | 2026-02-19 18:19:00 | -62.0996 | 214619.795 |
| 15 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4977.22021484375 | None | 4977.22021484375 | 5001.64013671875 | Signal | 2026-02-19 16:36:00 | 2026-02-19 18:08:00 | 244.1992 | 214681.895 |
| 16 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4923.22998046875 | None | 4973.22998046875 | 4973.8701171875 | Signal | 2026-02-19 16:31:00 | 2026-02-19 16:35:00 | 6.4014 | 214437.696 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4984.85986328125 | None | 4984.85986328125 | 4984.85986328125 | SL | 2026-02-19 13:34:00 | 2026-02-19 16:06:00 | 0.0 | 214431.294 |
| 18 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4941.16015625 | None | 4991.16015625 | 4983.2998046875 | Signal | 2026-02-19 12:21:00 | 2026-02-19 13:33:00 | -78.6035 | 214431.294 |
| 19 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 208.26600646972656 | None | 209.26600646972656 | 208.83799743652344 | Signal | 2026-02-19 11:09:00 | 2026-02-19 12:24:00 | -26.872 | 214509.898 |
| 20 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5007.9599609375 | None | 5007.9599609375 | 5007.9599609375 | SL | 2026-02-19 10:08:00 | 2026-02-19 11:27:00 | 0.0 | 214536.77 |
| 21 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4932.41015625 | None | 4982.41015625 | 4968.4599609375 | Signal | 2026-02-18 21:45:00 | 2026-02-19 01:03:00 | -139.502 | 214536.77 |
| 22 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 204.46200561523438 | None | 207.46200561523438 | 208.78700256347656 | Signal | 2026-02-17 14:56:00 | 2026-02-19 00:08:00 | 83.1882 | 214676.272 |
| 23 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4931.27978515625 | None | 4981.27978515625 | 4980.60009765625 | Signal | 2026-02-18 21:43:00 | 2026-02-18 21:44:00 | -6.7969 | 214593.083 |
| 24 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4986.1201171875 | None | 4986.1201171875 | 4986.1201171875 | SL | 2026-02-18 20:49:00 | 2026-02-18 21:28:00 | 0.0 | 214599.88 |
| 25 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4934.52001953125 | None | 4984.52001953125 | 4986.39013671875 | Signal | 2026-02-18 20:39:00 | 2026-02-18 20:41:00 | 18.7012 | 214599.88 |
| 26 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 205.56900024414062 | None | 207.56900024414062 | 207.65199279785156 | Signal | 2026-02-17 09:26:00 | 2026-02-18 00:12:00 | 5.2106 | 214581.179 |
| 27 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 206.55799865722656 | None | 208.55799865722656 | 207.65199279785156 | Signal | 2026-02-17 04:11:00 | 2026-02-17 09:09:00 | -56.8824 | 214575.969 |
| 28 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.8679962158203 | None | 208.8679962158203 | 208.49600219726562 | Signal | 2026-02-17 03:39:00 | 2026-02-17 04:09:00 | -23.3552 | 214632.851 |
| 29 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 207.03500366210938 | None | 209.03500366210938 | 208.48300170898438 | Signal | 2026-02-17 02:17:00 | 2026-02-17 04:03:00 | -34.6567 | 214656.206 |
| 30 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 206.07400512695312 | None | 208.07400512695312 | 208.8800048828125 | Signal | 2026-02-12 18:47:00 | 2026-02-17 02:30:00 | 50.6036 | 214690.863 |
| 31 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 206.2010040283203 | None | 208.2010040283203 | 209.04400634765625 | Signal | 2026-02-16 00:19:00 | 2026-02-17 02:10:00 | 52.9268 | 214640.259 |
| 32 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 204.2050018310547 | 214.2050018310547 | 209.2050018310547 | 209.09100341796875 | Signal | 2026-02-16 23:33:00 | 2026-02-17 00:27:00 | -7.1572 | 214587.332 |
| 33 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 204.21299743652344 | 214.21299743652344 | 209.21299743652344 | 209.21400451660156 | Signal | 2026-02-16 22:48:00 | 2026-02-16 23:30:00 | 0.0632 | 214594.49 |
| 34 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 204.2050018310547 | 214.2050018310547 | 209.2050018310547 | 209.197998046875 | Signal | 2026-02-16 22:37:00 | 2026-02-16 22:45:00 | -0.4397 | 214594.426 |
| 35 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 204.1820068359375 | 214.1820068359375 | 209.1820068359375 | 209.19500732421875 | Signal | 2026-02-16 22:31:00 | 2026-02-16 22:36:00 | 0.8162 | 214594.866 |
| 36 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 206.322998046875 | None | 208.322998046875 | 208.19400024414062 | Signal | 2026-02-13 17:57:00 | 2026-02-16 00:14:00 | -8.099 | 214594.05 |
| 37 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 205.7830047607422 | None | 208.7830047607422 | 208.4709930419922 | Signal | 2026-02-13 13:22:00 | 2026-02-13 21:38:00 | -19.5893 | 214602.149 |
| 38 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 205.23399353027344 | None | 208.23399353027344 | 208.74400329589844 | Signal | 2026-02-13 05:44:00 | 2026-02-13 13:16:00 | 32.0203 | 214621.738 |
| 39 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4947.6201171875 | None | 4982.6201171875 | 4947.6201171875 | SL | 2026-02-13 06:37:00 | 2026-02-13 08:00:00 | -350.0 | 214589.718 |
| 40 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4965.60009765625 | None | 4985.60009765625 | 4965.60009765625 | SL | 2026-02-13 06:31:00 | 2026-02-13 07:44:00 | -200.0 | 214939.718 |
| 41 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.1999969482422 | None | 208.1999969482422 | 208.2449951171875 | Signal | 2026-02-12 19:45:00 | 2026-02-13 05:48:00 | 2.8252 | 215139.718 |
| 42 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5009.759765625 | None | 5059.759765625 | 5056.08984375 | Signal | 2026-02-12 16:47:00 | 2026-02-12 16:52:00 | -36.6992 | 215136.893 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5014.490234375 | None | 5064.490234375 | 5054.3701171875 | Signal | 2026-02-12 12:27:00 | 2026-02-12 14:48:00 | -101.2012 | 215173.592 |
| 44 | #160412 | Exit | XAUUSD | 0.1 | SELL | 5082.91015625 | None | 5062.91015625 | 5063.93017578125 | Signal | 2026-02-12 13:42:00 | 2026-02-12 13:45:00 | -10.2002 | 215274.793 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5060.7998046875 | None | 5060.7998046875 | 5064.52978515625 | Signal | 2026-02-12 10:39:00 | 2026-02-12 12:14:00 | 37.2998 | 215284.993 |
| 46 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 206.82000732421875 | None | 208.82000732421875 | 208.5189971923828 | Signal | 2026-02-11 19:10:00 | 2026-02-12 03:09:00 | -18.8985 | 215247.694 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5004.919921875 | None | 5054.919921875 | 5052.31005859375 | Signal | 2026-02-12 02:12:00 | 2026-02-12 02:13:00 | -26.0986 | 215266.592 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5015.52978515625 | None | 5065.52978515625 | 5061.10009765625 | Signal | 2026-02-12 01:41:00 | 2026-02-12 02:09:00 | -44.2969 | 215292.691 |
| 49 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5074.91015625 | None | 5074.91015625 | 5074.91015625 | SL | 2026-02-11 20:33:00 | 2026-02-11 23:33:00 | 0.0 | 215336.988 |
| 50 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.00900268554688 | None | 210.00900268554688 | 209.53199768066406 | Signal | 2026-02-11 16:21:00 | 2026-02-11 17:00:00 | -29.9481 | 215336.988 |