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 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 209.74899291992188 | None | 211.74899291992188 | 214.3040008544922 | Signal | 2026-01-30 18:32:00 | 2026-02-04 16:13:00 | 160.4129 | 214975.137 |
| 2 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 212.10800170898438 | None | 213.10800170898438 | 214.2259979248047 | Signal | 2026-02-03 21:21:00 | 2026-02-04 16:09:00 | 70.1919 | 214814.724 |
| 3 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 209.56199645996094 | None | 211.56199645996094 | 214.3249969482422 | Signal | 2026-01-30 18:12:00 | 2026-02-04 16:07:00 | 173.4714 | 214744.532 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5004.77978515625 | None | 5054.77978515625 | 5045.93994140625 | Signal | 2026-02-04 12:12:00 | 2026-02-04 12:26:00 | -88.3984 | 214571.061 |
| 5 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5061.91015625 | None | 5061.91015625 | 5072.81005859375 | Signal | 2026-02-04 06:30:00 | 2026-02-04 07:38:00 | 108.999 | 214659.459 |
| 6 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 210.81500244140625 | None | 211.81500244140625 | 212.93699645996094 | Signal | 2026-02-02 09:15:00 | 2026-02-03 21:09:00 | 70.4429 | 214550.46 |
| 7 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 207.59800720214844 | None | 210.59800720214844 | 212.8939971923828 | Signal | 2026-01-29 18:12:00 | 2026-02-03 21:06:00 | 144.1508 | 214480.018 |
| 8 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.6300048828125 | 217.6300048828125 | 212.6300048828125 | 212.6219940185547 | Signal | 2026-02-02 23:43:00 | 2026-02-02 23:44:00 | -0.503 | 214335.867 |
| 9 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 210.95700073242188 | None | 211.95700073242188 | 211.50999450683594 | Signal | 2026-02-02 06:57:00 | 2026-02-02 08:33:00 | -28.0647 | 214336.37 |
| 10 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 210.67300415039062 | None | 211.67300415039062 | 211.81300354003906 | Signal | 2026-01-30 19:15:00 | 2026-02-02 06:15:00 | 8.7897 | 214364.434 |
| 11 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4641.9599609375 | None | 4661.9599609375 | 4641.9599609375 | SL | 2026-02-02 05:37:00 | 2026-02-02 05:41:00 | -200.0 | 214355.645 |
| 12 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.8509979248047 | None | 210.8509979248047 | 211.67300415039062 | Signal | 2026-01-29 18:57:00 | 2026-01-30 18:06:00 | 51.6086 | 214555.645 |
| 13 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 208.68499755859375 | None | 210.68499755859375 | 211.67799377441406 | Signal | 2026-01-29 18:18:00 | 2026-01-30 18:02:00 | 62.344 | 214504.036 |
| 14 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 209.4550018310547 | None | 211.4550018310547 | 211.9290008544922 | Signal | 2026-01-30 04:34:00 | 2026-01-30 17:55:00 | 29.7594 | 214441.692 |
| 15 | #159901 | Exit | XAUUSD | 0.1 | BUY | 5169.10986328125 | None | 5189.10986328125 | 5169.10986328125 | SL | 2026-01-30 08:01:00 | 2026-01-30 08:18:00 | -200.0 | 214411.933 |
| 16 | #159901 | Exit | XAUUSD | 0.08 | BUY | 4998.31982421875 | None | 5018.31982421875 | 5185.14990234375 | Signal | 2026-01-27 02:53:00 | 2026-01-30 08:00:00 | 1334.6406 | 214611.933 |
| 17 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 209.05299377441406 | None | 211.05299377441406 | 210.28599548339844 | Signal | 2026-01-29 17:34:00 | 2026-01-29 17:44:00 | -48.155 | 213277.292 |
| 18 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 207.82899475097656 | None | 210.82899475097656 | 211.0399932861328 | Signal | 2026-01-27 12:20:00 | 2026-01-29 17:32:00 | 13.2473 | 213325.447 |
| 19 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 208.88099670410156 | None | 210.88099670410156 | 211.0800018310547 | Signal | 2026-01-27 12:26:00 | 2026-01-29 17:22:00 | 12.4943 | 213312.2 |
| 20 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.81900024414062 | None | 210.81900024414062 | 211.10400390625 | Signal | 2026-01-27 12:10:00 | 2026-01-29 17:20:00 | 17.8936 | 213299.706 |
| 21 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5472.240234375 | None | 5522.240234375 | 5517.64990234375 | Signal | 2026-01-29 16:42:00 | 2026-01-29 16:45:00 | -45.9033 | 213281.812 |
| 22 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.55799865722656 | None | 210.55799865722656 | 211.6820068359375 | Signal | 2026-01-28 07:42:00 | 2026-01-29 11:51:00 | 70.5694 | 213327.715 |
| 23 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5499.419921875 | None | 5549.419921875 | 5527.5400390625 | Signal | 2026-01-29 09:45:00 | 2026-01-29 10:06:00 | -218.7988 | 213257.146 |
| 24 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5518.56005859375 | None | 5568.56005859375 | 5554.81005859375 | Signal | 2026-01-29 09:06:00 | 2026-01-29 09:17:00 | -137.5 | 213475.945 |
| 25 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5239.009765625 | None | 5289.009765625 | 5287.52978515625 | Signal | 2026-01-28 19:46:00 | 2026-01-28 19:47:00 | -14.7998 | 213613.445 |
| 26 | #159678 | Exit | XAUUSD | 0.1 | BUY | 5250.5400390625 | None | 5285.5400390625 | 5250.5400390625 | SL | 2026-01-28 10:51:00 | 2026-01-28 13:05:00 | -350.0 | 213628.244 |
| 27 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5272.18017578125 | None | 5272.18017578125 | 5272.18017578125 | SL | 2026-01-28 12:44:00 | 2026-01-28 13:00:00 | 0.0 | 213978.244 |
| 28 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5084.419921875 | None | 5084.419921875 | 5170.93994140625 | Signal | 2026-01-27 21:12:00 | 2026-01-28 01:15:00 | 865.2002 | 213978.244 |
| 29 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5025.16015625 | None | 5075.16015625 | 5059.3798828125 | Signal | 2026-01-27 15:50:00 | 2026-01-27 16:06:00 | -157.8027 | 213113.044 |
| 30 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5080.759765625 | None | 5080.759765625 | 5085.7998046875 | Signal | 2026-01-27 10:38:00 | 2026-01-27 12:33:00 | 50.4004 | 213270.847 |
| 31 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5066.52978515625 | None | 5066.52978515625 | 5085.0498046875 | Signal | 2026-01-27 06:54:00 | 2026-01-27 10:03:00 | 185.2002 | 213220.447 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5018.02001953125 | None | 5068.02001953125 | 5063.7001953125 | Signal | 2026-01-27 05:11:00 | 2026-01-27 05:17:00 | -43.1982 | 213035.246 |
| 33 | #159218 | Exit | XAUUSD | 0.08 | BUY | 4990.8798828125 | None | 5020.8798828125 | 4990.8798828125 | SL | 2026-01-26 23:24:00 | 2026-01-26 23:37:00 | -240.0 | 213078.445 |
| 34 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4979.68017578125 | None | 5029.68017578125 | 5012.509765625 | Signal | 2026-01-26 21:47:00 | 2026-01-26 21:49:00 | -171.7041 | 213318.445 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4978.85986328125 | None | 5028.85986328125 | 5029.2001953125 | Signal | 2026-01-26 21:42:00 | 2026-01-26 21:43:00 | 3.4033 | 213490.149 |
| 36 | #159218 | Exit | XAUUSD | 0.1 | BUY | 5050.919921875 | None | 5080.919921875 | 5050.919921875 | SL | 2026-01-26 13:22:00 | 2026-01-26 21:03:00 | -300.0 | 213486.745 |
| 37 | #159901 | Exit | XAUUSD | 0.1 | BUY | 5056.7099609375 | None | 5076.7099609375 | 5056.7099609375 | SL | 2026-01-26 09:02:00 | 2026-01-26 15:33:00 | -200.0 | 213786.745 |
| 38 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5022.2099609375 | None | 5072.2099609375 | 5062.7998046875 | Signal | 2026-01-26 15:30:00 | 2026-01-26 15:32:00 | -94.1016 | 213986.745 |
| 39 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4942.60986328125 | None | 4970.60986328125 | 5075.080078125 | Signal | 2026-01-23 21:02:00 | 2026-01-26 15:08:00 | 1044.7021 | 214080.847 |
| 40 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5034.240234375 | None | 5084.240234375 | 5078.169921875 | Signal | 2026-01-26 14:48:00 | 2026-01-26 15:01:00 | -60.7031 | 213036.145 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5084.22021484375 | None | 5084.22021484375 | 5084.22021484375 | SL | 2026-01-26 13:27:00 | 2026-01-26 14:43:00 | 0.0 | 213096.848 |
| 42 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 208.9949951171875 | None | 209.9949951171875 | 209.8000030517578 | Signal | 2026-01-26 11:48:00 | 2026-01-26 13:09:00 | -36.727 | 213096.848 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5085.990234375 | None | 5085.990234375 | 5085.990234375 | SL | 2026-01-26 11:04:00 | 2026-01-26 11:50:00 | 0.0 | 213133.575 |
| 44 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.093994140625 | None | 210.093994140625 | 210.03700256347656 | Signal | 2026-01-26 10:43:00 | 2026-01-26 11:24:00 | -3.5781 | 213133.575 |
| 45 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.34500122070312 | None | 210.34500122070312 | 209.8730010986328 | Signal | 2026-01-26 06:28:00 | 2026-01-26 10:38:00 | -29.6339 | 213137.153 |
| 46 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 209.80299377441406 | None | 212.80299377441406 | 209.80299377441406 | SL | 2026-01-23 20:02:00 | 2026-01-26 10:35:00 | -188.3511 | 213166.787 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5010.1298828125 | None | 5060.1298828125 | 5056.990234375 | Signal | 2026-01-26 07:18:00 | 2026-01-26 07:21:00 | -31.3965 | 213355.138 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5016.77001953125 | None | 5066.77001953125 | 5059.8701171875 | Signal | 2026-01-26 06:53:00 | 2026-01-26 07:15:00 | -68.999 | 213386.535 |
| 49 | #159164 | Exit | XAUUSD | 0.1 | BUY | 5025.0498046875 | None | 5075.0498046875 | 5065.2998046875 | Signal | 2026-01-26 05:59:00 | 2026-01-26 06:43:00 | -97.5 | 213455.534 |
| 50 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 210.78500366210938 | None | 212.78500366210938 | 212.41099548339844 | Signal | 2026-01-23 20:18:00 | 2026-01-23 20:33:00 | -23.4816 | 213553.034 |