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 | 207.26800537109375 | 217.26800537109375 | 212.26800537109375 | 212.27200317382812 | Signal | 2026-01-20 01:27:00 | 2026-01-20 01:29:00 | 0.251 | 206388.942 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4667.72998046875 | None | 4667.72998046875 | 4667.72998046875 | SL | 2026-01-19 09:29:00 | 2026-01-20 01:04:00 | 0.0 | 206388.691 |
| 3 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4647.4599609375 | None | 4667.4599609375 | 4675.43994140625 | Signal | 2026-01-19 15:44:00 | 2026-01-19 20:36:00 | 79.7998 | 206388.691 |
| 4 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 206.51699829101562 | 216.51699829101562 | 211.51699829101562 | 212.2740020751953 | Signal | 2026-01-19 08:08:00 | 2026-01-19 19:30:00 | 47.5275 | 206308.891 |
| 5 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4687.75 | None | 4667.75 | 4669.7099609375 | Signal | 2026-01-19 12:18:00 | 2026-01-19 15:27:00 | -19.5996 | 206261.363 |
| 6 | #159218 | Exit | XAUUSD | 0.08 | BUY | 4554.169921875 | None | 4584.169921875 | 4663.9501953125 | Signal | 2026-01-16 22:36:00 | 2026-01-19 09:23:00 | 638.2422 | 206280.963 |
| 7 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.58200073242188 | 216.58200073242188 | 211.58200073242188 | 211.4929962158203 | Signal | 2026-01-16 20:01:00 | 2026-01-19 08:05:00 | -4.4704 | 205642.721 |
| 8 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4611.89990234375 | None | 4661.89990234375 | 4659.1201171875 | Signal | 2026-01-19 03:24:00 | 2026-01-19 03:25:00 | -27.7979 | 205647.191 |
| 9 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4585.33984375 | None | 4585.33984375 | 4671.52001953125 | Signal | 2026-01-16 22:40:00 | 2026-01-19 01:52:00 | 861.8018 | 205674.989 |
| 10 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 208.5679931640625 | None | 210.5679931640625 | 210.7220001220703 | Signal | 2025-12-31 17:36:00 | 2026-01-19 00:13:00 | 9.6691 | 204813.187 |
| 11 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 209.82400512695312 | None | 211.82400512695312 | 210.7270050048828 | Signal | 2026-01-16 04:52:00 | 2026-01-19 00:07:00 | -68.8737 | 204803.518 |
| 12 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 210.802001953125 | None | 211.802001953125 | 210.802001953125 | SL | 2026-01-16 05:27:00 | 2026-01-19 00:04:00 | -188.3511 | 204872.392 |
| 13 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4583.85009765625 | None | 4583.85009765625 | 4583.85009765625 | SL | 2026-01-16 19:34:00 | 2026-01-16 20:58:00 | 0.0 | 205060.743 |
| 14 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.23800659179688 | 217.23800659179688 | 212.23800659179688 | 211.5679931640625 | Signal | 2026-01-16 01:45:00 | 2026-01-16 20:00:00 | -42.0659 | 205060.743 |
| 15 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 210.79600524902344 | None | 211.79600524902344 | 211.56300354003906 | Signal | 2026-01-16 05:54:00 | 2026-01-16 17:18:00 | -11.703 | 205102.809 |
| 16 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4600.9599609375 | None | 4600.9599609375 | 4600.9599609375 | SL | 2026-01-16 13:06:00 | 2026-01-16 14:53:00 | 0.0 | 205114.512 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4595.759765625 | None | 4595.759765625 | 4595.759765625 | SL | 2026-01-16 04:43:00 | 2026-01-16 08:46:00 | 0.0 | 205114.512 |
| 18 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 210.80999755859375 | None | 211.80999755859375 | 211.66700744628906 | Signal | 2026-01-16 05:03:00 | 2026-01-16 05:15:00 | -26.9323 | 205114.512 |
| 19 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.39700317382812 | None | 212.39700317382812 | 211.7899932861328 | Signal | 2026-01-15 16:06:00 | 2026-01-16 04:51:00 | -38.1103 | 205141.444 |
| 20 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.3780059814453 | None | 212.3780059814453 | 211.72900390625 | Signal | 2026-01-15 15:39:00 | 2026-01-16 04:45:00 | -122.2403 | 205179.554 |
| 21 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4559.91015625 | None | 4609.91015625 | 4592.2998046875 | Signal | 2026-01-16 01:38:00 | 2026-01-16 04:38:00 | -176.1035 | 205301.795 |
| 22 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4592.4599609375 | None | 4612.4599609375 | 4592.4599609375 | SL | 2026-01-15 18:31:00 | 2026-01-16 04:38:00 | -200.0 | 205477.898 |
| 23 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4560.43017578125 | None | 4590.43017578125 | 4600.009765625 | Signal | 2026-01-13 20:00:00 | 2026-01-16 02:55:00 | 95.7959 | 205677.898 |
| 24 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4604.89990234375 | None | 4604.89990234375 | 4606.39013671875 | Signal | 2026-01-15 18:56:00 | 2026-01-15 22:13:00 | 14.9023 | 205582.102 |
| 25 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4565.669921875 | None | 4593.669921875 | 4604.509765625 | Signal | 2026-01-15 16:09:00 | 2026-01-15 18:51:00 | 108.3984 | 205567.2 |
| 26 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4588.3798828125 | None | 4588.3798828125 | 4610.85009765625 | Signal | 2026-01-15 16:03:00 | 2026-01-15 18:36:00 | 224.7021 | 205458.802 |
| 27 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4602.33984375 | None | 4602.33984375 | 4602.33984375 | SL | 2026-01-15 09:53:00 | 2026-01-15 15:31:00 | 0.0 | 205234.1 |
| 28 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.71099853515625 | None | 212.71099853515625 | 212.7429962158203 | Signal | 2026-01-15 01:24:00 | 2026-01-15 12:06:00 | 2.0089 | 205234.1 |
| 29 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.67799377441406 | None | 212.67799377441406 | 212.8350067138672 | Signal | 2026-01-15 01:12:00 | 2026-01-15 12:00:00 | 29.5736 | 205232.091 |
| 30 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.36000061035156 | None | 213.36000061035156 | 212.88299560546875 | Signal | 2026-01-14 14:14:00 | 2026-01-15 11:27:00 | -29.9481 | 205202.517 |
| 31 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4552.93994140625 | None | 4602.93994140625 | 4590.81005859375 | Signal | 2026-01-15 04:59:00 | 2026-01-15 05:14:00 | -121.2988 | 205232.465 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4559.77001953125 | None | 4609.77001953125 | 4604.22998046875 | Signal | 2026-01-15 01:35:00 | 2026-01-15 03:21:00 | -55.4004 | 205353.764 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4568.33984375 | None | 4618.33984375 | 4613.4501953125 | Signal | 2026-01-15 01:16:00 | 2026-01-15 01:18:00 | -48.8965 | 205409.164 |
| 34 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4623.0498046875 | None | 4623.0498046875 | 4623.0498046875 | SL | 2026-01-14 23:32:00 | 2026-01-15 01:04:00 | 0.0 | 205458.061 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4576.43994140625 | None | 4626.43994140625 | 4623.08984375 | Signal | 2026-01-14 23:21:00 | 2026-01-14 23:29:00 | -33.501 | 205458.061 |
| 36 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4561.41015625 | None | 4611.41015625 | 4604.02001953125 | Signal | 2026-01-14 19:30:00 | 2026-01-14 19:44:00 | -73.9014 | 205491.562 |
| 37 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4606.60009765625 | None | 4626.60009765625 | 4606.60009765625 | SL | 2026-01-14 06:30:00 | 2026-01-14 17:03:00 | -200.0 | 205565.463 |
| 38 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.75900268554688 | None | 212.75900268554688 | 212.90499877929688 | Signal | 2026-01-13 00:21:00 | 2026-01-14 16:33:00 | 27.4985 | 205765.463 |
| 39 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.6230010986328 | None | 210.6230010986328 | 212.9010009765625 | Signal | 2026-01-09 00:54:00 | 2026-01-14 16:30:00 | 143.0213 | 205737.965 |
| 40 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 210.74899291992188 | None | 212.74899291992188 | 213.22900390625 | Signal | 2026-01-13 00:17:00 | 2026-01-14 14:07:00 | 30.1369 | 205594.943 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4626.990234375 | None | 4626.990234375 | 4630.1201171875 | Signal | 2026-01-14 10:17:00 | 2026-01-14 11:41:00 | 31.2988 | 205564.807 |
| 42 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4567.52978515625 | None | 4587.52978515625 | 4626.08984375 | Signal | 2026-01-13 21:05:00 | 2026-01-14 06:29:00 | 385.6006 | 205533.508 |
| 43 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4638.2001953125 | None | 4618.2001953125 | 4618.2099609375 | Signal | 2026-01-14 05:15:00 | 2026-01-14 05:27:00 | -0.0977 | 205147.907 |
| 44 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4563.68994140625 | None | 4591.68994140625 | 4578.85009765625 | Signal | 2026-01-13 20:30:00 | 2026-01-13 22:39:00 | -128.3984 | 205148.005 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4541.43994140625 | None | 4591.43994140625 | 4581.16015625 | Signal | 2026-01-13 21:11:00 | 2026-01-13 22:33:00 | -102.7979 | 205276.403 |
| 46 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.7969970703125 | 217.7969970703125 | 212.7969970703125 | 213.68099975585938 | Signal | 2026-01-13 00:56:00 | 2026-01-13 21:17:00 | 55.501 | 205379.201 |
| 47 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4553.52978515625 | None | 4583.52978515625 | 4588.4501953125 | Signal | 2026-01-13 12:15:00 | 2026-01-13 19:59:00 | 49.2041 | 205323.7 |
| 48 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4569.64013671875 | None | 4604.64013671875 | 4588.4501953125 | Signal | 2026-01-12 20:21:00 | 2026-01-13 19:59:00 | -161.8994 | 205274.496 |
| 49 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4453.9501953125 | None | 4473.9501953125 | 4588.4501953125 | Signal | 2026-01-09 14:14:00 | 2026-01-13 19:59:00 | 1145.0 | 205436.395 |
| 50 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4580.47021484375 | None | 4580.47021484375 | 4604.43994140625 | Signal | 2026-01-13 14:30:00 | 2026-01-13 17:19:00 | 239.6973 | 204291.395 |