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 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 207.8520050048828 | None | 209.8520050048828 | 209.51400756835938 | Signal | 2026-02-11 15:58:00 | 2026-02-11 16:58:00 | -21.2207 | 215366.936 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5049.47998046875 | None | 5049.47998046875 | 5099.39990234375 | Signal | 2026-02-11 10:37:00 | 2026-02-11 14:10:00 | 499.1992 | 215388.156 |
| 3 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5003.64013671875 | None | 5053.64013671875 | 5047.35009765625 | Signal | 2026-02-11 09:52:00 | 2026-02-11 10:36:00 | -62.9004 | 214888.957 |
| 4 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 209.03799438476562 | None | 211.03799438476562 | 209.03799438476562 | SL | 2026-02-10 17:06:00 | 2026-02-11 08:05:00 | -125.5674 | 214951.858 |
| 5 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5046.18017578125 | None | 5046.18017578125 | 5047.31982421875 | Signal | 2026-02-11 07:09:00 | 2026-02-11 07:55:00 | 11.3965 | 215077.425 |
| 6 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5014.490234375 | None | 5014.490234375 | 5025.81982421875 | Signal | 2026-02-10 18:28:00 | 2026-02-10 19:57:00 | 113.2959 | 215066.028 |
| 7 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4966.3701171875 | None | 5016.3701171875 | 5012.39013671875 | Signal | 2026-02-10 18:11:00 | 2026-02-10 18:25:00 | -39.7998 | 214952.733 |
| 8 | #161748 | Exit | XAUUSD | 0.1 | BUY | 5005.68017578125 | None | 5033.68017578125 | 5035.81982421875 | Signal | 2026-02-10 15:09:00 | 2026-02-10 16:51:00 | 21.3965 | 214992.532 |
| 9 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 210.97799682617188 | None | 212.97799682617188 | 212.06300354003906 | Signal | 2026-02-10 04:44:00 | 2026-02-10 15:17:00 | -57.4467 | 214971.136 |
| 10 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5043.39990234375 | None | 5043.39990234375 | 5046.14013671875 | Signal | 2026-02-10 12:22:00 | 2026-02-10 13:01:00 | 27.4023 | 215028.583 |
| 11 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5025.18017578125 | None | 5025.18017578125 | 5040.009765625 | Signal | 2026-02-10 09:30:00 | 2026-02-10 12:17:00 | 148.2959 | 215001.18 |
| 12 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.33399963378906 | None | 212.33399963378906 | 212.24400329589844 | Signal | 2026-02-10 07:42:00 | 2026-02-10 11:48:00 | -5.6503 | 214852.884 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5021.1298828125 | None | 5021.1298828125 | 5021.1298828125 | SL | 2026-02-10 07:35:00 | 2026-02-10 08:54:00 | 0.0 | 214858.535 |
| 14 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.3730010986328 | None | 212.3730010986328 | 212.22000122070312 | Signal | 2026-02-10 07:09:00 | 2026-02-10 07:24:00 | -9.6059 | 214858.535 |
| 15 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.98199462890625 | None | 212.98199462890625 | 213.3249969482422 | Signal | 2026-02-09 17:21:00 | 2026-02-10 03:24:00 | 21.535 | 214868.141 |
| 16 | #159678 | Exit | XAUUSD | 0.08 | BUY | 4820.25 | None | 4855.25 | 5009.9599609375 | Signal | 2026-02-06 12:30:00 | 2026-02-10 01:13:00 | 1237.6797 | 214846.606 |
| 17 | #160412 | Exit | XAUUSD | 0.1 | SELL | 5035.169921875 | None | 5015.169921875 | 5035.169921875 | SL | 2026-02-09 14:39:00 | 2026-02-09 16:35:00 | -200.0 | 213608.926 |
| 18 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4959.06005859375 | None | 5009.06005859375 | 5004.39013671875 | Signal | 2026-02-09 15:29:00 | 2026-02-09 15:30:00 | -46.6992 | 213808.926 |
| 19 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 212.26600646972656 | None | 213.26600646972656 | 212.57000732421875 | Signal | 2026-02-09 04:30:00 | 2026-02-09 09:33:00 | -43.6974 | 213855.625 |
| 20 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 208.96800231933594 | None | 211.96800231933594 | 212.8509979248047 | Signal | 2026-02-06 02:32:00 | 2026-02-09 03:44:00 | 44.3502 | 213899.322 |
| 21 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 210.64500427246094 | None | 213.64500427246094 | 212.85499572753906 | Signal | 2026-02-09 02:20:00 | 2026-02-09 03:32:00 | -49.5997 | 213854.972 |
| 22 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.7310028076172 | None | 213.7310028076172 | 212.99200439453125 | Signal | 2026-02-09 02:22:00 | 2026-02-09 03:29:00 | -46.3971 | 213904.572 |
| 23 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5013.31982421875 | None | 5013.31982421875 | 5013.31982421875 | SL | 2026-02-09 03:17:00 | 2026-02-09 03:18:00 | 0.0 | 213950.969 |
| 24 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5022.3798828125 | None | 5022.3798828125 | 5022.3798828125 | SL | 2026-02-09 02:57:00 | 2026-02-09 03:06:00 | 0.0 | 213950.969 |
| 25 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 210.96099853515625 | None | 211.96099853515625 | 213.5760040283203 | Signal | 2026-02-06 02:57:00 | 2026-02-09 02:18:00 | 81.1168 | 213950.969 |
| 26 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.73300170898438 | None | 213.73300170898438 | 213.5780029296875 | Signal | 2026-02-09 00:26:00 | 2026-02-09 02:09:00 | -9.7314 | 213869.852 |
| 27 | #323816 | Exit | GBPJPY.i | 0.08 | BUY | 209.9029998779297 | None | 211.9029998779297 | 213.55799865722656 | Signal | 2026-02-06 02:29:00 | 2026-02-09 00:24:00 | 83.1256 | 213879.584 |
| 28 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4952.02978515625 | None | 4952.02978515625 | 4952.02978515625 | SL | 2026-02-06 21:45:00 | 2026-02-06 22:03:00 | 0.0 | 213796.458 |
| 29 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4909.08984375 | None | 4959.08984375 | 4952.41015625 | Signal | 2026-02-06 21:16:00 | 2026-02-06 21:42:00 | -66.7969 | 213796.458 |
| 30 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4755.7001953125 | None | 4805.7001953125 | 4802.080078125 | Signal | 2026-02-05 23:22:00 | 2026-02-05 23:26:00 | -28.961 | 213863.255 |
| 31 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4802.4599609375 | None | 4852.4599609375 | 4831.83984375 | Signal | 2026-02-05 21:22:00 | 2026-02-05 21:34:00 | -164.961 | 213892.216 |
| 32 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4809.7998046875 | None | 4859.7998046875 | 4847.8701171875 | Signal | 2026-02-05 21:04:00 | 2026-02-05 21:06:00 | -95.4375 | 214057.177 |
| 33 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 210.5260009765625 | None | 213.5260009765625 | 212.427001953125 | Signal | 2026-02-05 11:22:00 | 2026-02-05 20:50:00 | -68.9992 | 214152.614 |
| 34 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4821.0 | None | 4871.0 | 4867.52001953125 | Signal | 2026-02-05 19:29:00 | 2026-02-05 19:32:00 | -27.8398 | 214221.614 |
| 35 | #323816 | Exit | GBPJPY.i | 0.08 | BUY | 210.4250030517578 | None | 212.4250030517578 | 211.9669952392578 | Signal | 2026-02-05 17:21:00 | 2026-02-05 17:39:00 | -23.0043 | 214249.453 |
| 36 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 210.37600708007812 | None | 212.37600708007812 | 211.8979949951172 | Signal | 2026-02-05 17:13:00 | 2026-02-05 17:33:00 | -24.0091 | 214272.458 |
| 37 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4785.240234375 | None | 4835.240234375 | 4829.89013671875 | Signal | 2026-02-05 17:21:00 | 2026-02-05 17:24:00 | -42.8008 | 214296.467 |
| 38 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4784.81982421875 | None | 4834.81982421875 | 4836.35009765625 | Signal | 2026-02-05 17:13:00 | 2026-02-05 17:14:00 | 12.2422 | 214339.268 |
| 39 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 210.6719970703125 | None | 212.6719970703125 | 212.36000061035156 | Signal | 2026-02-05 15:52:00 | 2026-02-05 16:59:00 | -15.6706 | 214327.025 |
| 40 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4785.56982421875 | None | 4835.56982421875 | 4830.490234375 | Signal | 2026-02-05 15:58:00 | 2026-02-05 15:59:00 | -40.6367 | 214342.696 |
| 41 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 211.0780029296875 | None | 213.0780029296875 | 212.6320037841797 | Signal | 2026-02-05 14:21:00 | 2026-02-05 15:46:00 | -22.4012 | 214383.333 |
| 42 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 212.6439971923828 | 217.6439971923828 | 212.6439971923828 | 212.6439971923828 | SL | 2026-02-02 23:46:00 | 2026-02-05 15:45:00 | 0.0 | 214405.734 |
| 43 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 212.5050048828125 | None | 213.5050048828125 | 212.98800659179688 | Signal | 2026-02-05 12:24:00 | 2026-02-05 14:24:00 | -25.9673 | 214405.734 |
| 44 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 212.4029998779297 | None | 214.4029998779297 | 213.22500610351562 | Signal | 2026-02-04 16:20:00 | 2026-02-05 14:07:00 | -73.9588 | 214431.701 |
| 45 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 212.6820068359375 | None | 213.6820068359375 | 213.48199462890625 | Signal | 2026-02-05 06:03:00 | 2026-02-05 11:09:00 | -12.5575 | 214505.66 |
| 46 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4851.6201171875 | None | 4901.6201171875 | 4891.5400390625 | Signal | 2026-02-05 11:01:00 | 2026-02-05 11:02:00 | -100.8008 | 214518.218 |
| 47 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 211.4029998779297 | None | 214.4029998779297 | 213.61000061035156 | Signal | 2026-02-04 16:20:00 | 2026-02-05 10:58:00 | -49.7874 | 214619.018 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4874.10009765625 | None | 4924.10009765625 | 4921.08984375 | Signal | 2026-02-05 10:37:00 | 2026-02-05 10:39:00 | -30.1025 | 214668.806 |
| 49 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4867.6201171875 | None | 4902.6201171875 | 4867.6201171875 | SL | 2026-02-03 14:30:00 | 2026-02-04 18:49:00 | -350.0 | 214698.908 |
| 50 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 210.1320037841797 | None | 213.1320037841797 | 214.3070068359375 | Signal | 2026-02-03 21:20:00 | 2026-02-04 16:14:00 | 73.771 | 215048.908 |