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 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 212.375 | 217.375 | 212.375 | 212.375 | SL | 2026-01-21 20:49:00 | 2026-01-23 20:24:00 | 0.0 | 213576.515 |
| 2 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 212.02000427246094 | None | 214.02000427246094 | 213.26600646972656 | Signal | 2026-01-23 18:53:00 | 2026-01-23 19:22:00 | -47.3388 | 213576.515 |
| 3 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 212.13600158691406 | None | 214.13600158691406 | 213.427001953125 | Signal | 2026-01-23 18:44:00 | 2026-01-23 19:17:00 | -44.5136 | 213623.854 |
| 4 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 213.07899475097656 | None | 214.07899475097656 | 213.88099670410156 | Signal | 2026-01-23 19:09:00 | 2026-01-23 19:12:00 | -37.2932 | 213668.368 |
| 5 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 212.73300170898438 | None | 213.73300170898438 | 214.07899475097656 | Signal | 2026-01-23 11:48:00 | 2026-01-23 19:09:00 | 21.7227 | 213705.661 |
| 6 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 211.5399932861328 | None | 213.5399932861328 | 214.12600708007812 | Signal | 2026-01-23 10:30:00 | 2026-01-23 18:45:00 | 36.7921 | 213683.938 |
| 7 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 212.3459930419922 | None | 213.3459930419922 | 214.13800048828125 | Signal | 2026-01-23 11:21:00 | 2026-01-23 18:42:00 | 149.1755 | 213647.146 |
| 8 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.80499267578125 | None | 213.80499267578125 | 214.1929931640625 | Signal | 2026-01-23 14:07:00 | 2026-01-23 18:30:00 | 24.3601 | 213497.97 |
| 9 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4933.68017578125 | None | 4933.68017578125 | 4933.68017578125 | SL | 2026-01-23 15:32:00 | 2026-01-23 16:32:00 | 0.0 | 213473.61 |
| 10 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.61500549316406 | None | 213.61500549316406 | 213.7949981689453 | Signal | 2026-01-23 10:05:00 | 2026-01-23 14:04:00 | 11.3006 | 213473.61 |
| 11 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4870.64013671875 | None | 4920.64013671875 | 4914.08984375 | Signal | 2026-01-23 13:14:00 | 2026-01-23 13:17:00 | -65.5029 | 213462.31 |
| 12 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4860.22021484375 | None | 4910.22021484375 | 4913.89990234375 | Signal | 2026-01-23 10:59:00 | 2026-01-23 11:00:00 | 36.7969 | 213527.813 |
| 13 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4924.419921875 | None | 4944.419921875 | 4924.419921875 | SL | 2026-01-23 05:23:00 | 2026-01-23 10:24:00 | -200.0 | 213491.016 |
| 14 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4896.39013671875 | None | 4946.39013671875 | 4930.7001953125 | Signal | 2026-01-23 10:05:00 | 2026-01-23 10:21:00 | -156.8994 | 213691.016 |
| 15 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.96099853515625 | None | 212.96099853515625 | 213.58700561523438 | Signal | 2026-01-22 14:30:00 | 2026-01-23 10:03:00 | 39.303 | 213847.915 |
| 16 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 210.92599487304688 | None | 212.92599487304688 | 213.4080047607422 | Signal | 2026-01-22 13:45:00 | 2026-01-23 09:54:00 | 30.2624 | 213808.612 |
| 17 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.60499572753906 | None | 213.60499572753906 | 213.01800537109375 | Signal | 2026-01-23 00:18:00 | 2026-01-23 09:46:00 | -36.8534 | 213778.35 |
| 18 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 212.5330047607422 | None | 213.5330047607422 | 212.5330047607422 | SL | 2026-01-23 00:27:00 | 2026-01-23 09:45:00 | -188.3511 | 213815.203 |
| 19 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4793.759765625 | None | 4821.759765625 | 4945.22021484375 | Signal | 2026-01-22 15:53:00 | 2026-01-23 05:28:00 | 1234.6045 | 214003.554 |
| 20 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4789.669921875 | None | 4819.669921875 | 4939.5498046875 | Signal | 2026-01-22 15:02:00 | 2026-01-23 05:20:00 | 1198.7988 | 212768.95 |
| 21 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4949.89013671875 | None | 4949.89013671875 | 4949.89013671875 | SL | 2026-01-23 04:16:00 | 2026-01-23 05:19:00 | 0.0 | 211570.151 |
| 22 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4917.08984375 | None | 4917.08984375 | 4931.0498046875 | Signal | 2026-01-22 23:04:00 | 2026-01-23 01:31:00 | 139.5996 | 211570.151 |
| 23 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.94900512695312 | None | 212.94900512695312 | 213.60499572753906 | Signal | 2026-01-22 14:15:00 | 2026-01-23 00:18:00 | 123.5566 | 211430.551 |
| 24 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 210.92999267578125 | None | 212.92999267578125 | 213.46299743652344 | Signal | 2026-01-22 13:34:00 | 2026-01-23 00:12:00 | 33.464 | 211306.995 |
| 25 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4911.7099609375 | None | 4911.7099609375 | 4916.41015625 | Signal | 2026-01-22 21:55:00 | 2026-01-22 23:03:00 | 47.002 | 211273.531 |
| 26 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4866.490234375 | None | 4916.490234375 | 4906.7099609375 | Signal | 2026-01-22 21:34:00 | 2026-01-22 21:49:00 | -97.8027 | 211226.529 |
| 27 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4783.6298828125 | None | 4833.6298828125 | 4833.169921875 | Signal | 2026-01-22 17:08:00 | 2026-01-22 17:09:00 | -4.5996 | 211324.331 |
| 28 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4821.22021484375 | None | 4821.22021484375 | 4821.22021484375 | SL | 2026-01-22 15:08:00 | 2026-01-22 15:32:00 | 0.0 | 211328.931 |
| 29 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4821.169921875 | None | 4821.169921875 | 4821.169921875 | SL | 2026-01-22 11:53:00 | 2026-01-22 15:00:00 | 0.0 | 211328.931 |
| 30 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 210.96800231933594 | None | 211.96800231933594 | 212.96200561523438 | Signal | 2026-01-21 12:21:00 | 2026-01-22 13:36:00 | 62.4072 | 211328.931 |
| 31 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 212.0240020751953 | None | 213.0240020751953 | 212.83099365234375 | Signal | 2026-01-22 10:54:00 | 2026-01-22 13:24:00 | -36.3534 | 211266.524 |
| 32 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 210.76100158691406 | None | 212.76100158691406 | 212.97900390625 | Signal | 2026-01-20 10:54:00 | 2026-01-22 13:21:00 | 13.687 | 211302.877 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4827.18017578125 | None | 4827.18017578125 | 4827.18017578125 | SL | 2026-01-22 10:16:00 | 2026-01-22 11:33:00 | 0.0 | 211289.19 |
| 34 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 210.88699340820312 | None | 211.88699340820312 | 212.98300170898438 | Signal | 2026-01-21 12:00:00 | 2026-01-22 10:42:00 | 206.4344 | 211289.19 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4743.5 | None | 4793.5 | 4780.3701171875 | Signal | 2026-01-22 04:15:00 | 2026-01-22 04:34:00 | -131.2988 | 211082.756 |
| 36 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.29100036621094 | 217.29100036621094 | 212.29100036621094 | 212.36099243164062 | Signal | 2026-01-20 01:30:00 | 2026-01-21 20:48:00 | 4.3944 | 211214.055 |
| 37 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4818.64990234375 | None | 4848.64990234375 | 4818.64990234375 | SL | 2026-01-21 08:59:00 | 2026-01-21 17:24:00 | -300.0 | 211209.66 |
| 38 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4827.56982421875 | None | 4862.56982421875 | 4827.56982421875 | SL | 2026-01-21 08:51:00 | 2026-01-21 17:22:00 | -350.0 | 211509.66 |
| 39 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4641.990234375 | None | 4676.990234375 | 4861.3701171875 | Signal | 2026-01-19 20:39:00 | 2026-01-21 08:45:00 | 1843.7988 | 211859.66 |
| 40 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4656.7099609375 | None | 4676.7099609375 | 4861.2099609375 | Signal | 2026-01-19 20:38:00 | 2026-01-21 08:44:00 | 1845.0 | 210015.861 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4750.7998046875 | None | 4750.7998046875 | 4825.83984375 | Signal | 2026-01-20 22:31:00 | 2026-01-21 04:17:00 | 750.4004 | 208170.861 |
| 42 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4733.83984375 | None | 4733.83984375 | 4733.83984375 | SL | 2026-01-20 16:42:00 | 2026-01-20 17:24:00 | 0.0 | 207420.461 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4726.81005859375 | None | 4726.81005859375 | 4730.4501953125 | Signal | 2026-01-20 12:37:00 | 2026-01-20 16:37:00 | 36.4014 | 207420.461 |
| 44 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.53799438476562 | None | 212.53799438476562 | 212.3719940185547 | Signal | 2026-01-20 12:00:00 | 2026-01-20 13:57:00 | -31.2664 | 207384.06 |
| 45 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4645.52978515625 | None | 4670.52978515625 | 4724.9501953125 | Signal | 2026-01-19 19:20:00 | 2026-01-20 12:50:00 | 544.2041 | 207415.326 |
| 46 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 208.0189971923828 | None | 211.0189971923828 | 212.49099731445312 | Signal | 2026-01-19 01:06:00 | 2026-01-20 11:24:00 | 92.4176 | 206871.122 |
| 47 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 208.7310028076172 | None | 210.7310028076172 | 212.77499389648438 | Signal | 2026-01-19 00:46:00 | 2026-01-20 10:48:00 | 128.3293 | 206778.704 |
| 48 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.06399536132812 | None | 212.06399536132812 | 212.78500366210938 | Signal | 2026-01-20 03:21:00 | 2026-01-20 10:45:00 | 135.8027 | 206650.375 |
| 49 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 209.91700744628906 | None | 211.91700744628906 | 212.8070068359375 | Signal | 2026-01-20 03:11:00 | 2026-01-20 10:44:00 | 55.8775 | 206514.572 |
| 50 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.81199645996094 | None | 210.81199645996094 | 211.92300415039062 | Signal | 2026-01-19 00:24:00 | 2026-01-20 03:07:00 | 69.7532 | 206458.695 |