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 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 207.9949951171875 | None | 210.9949951171875 | 213.8040008544922 | Signal | 2026-01-08 05:44:00 | 2026-01-13 15:20:00 | 176.3598 | 204051.698 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4579.83984375 | None | 4579.83984375 | 4579.83984375 | SL | 2026-01-13 08:50:00 | 2026-01-13 14:24:00 | 0.0 | 203875.338 |
| 3 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 209.56500244140625 | None | 212.56500244140625 | 214.0489959716797 | Signal | 2026-01-12 14:04:00 | 2026-01-13 12:34:00 | 93.1706 | 203875.338 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4540.6201171875 | None | 4590.6201171875 | 4579.18017578125 | Signal | 2026-01-13 07:41:00 | 2026-01-13 08:37:00 | -114.3994 | 203782.168 |
| 5 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4586.02001953125 | None | 4586.02001953125 | 4586.02001953125 | SL | 2026-01-13 02:44:00 | 2026-01-13 03:19:00 | 0.0 | 203896.567 |
| 6 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4596.7998046875 | None | 4596.7998046875 | 4596.7998046875 | SL | 2026-01-12 22:54:00 | 2026-01-13 01:05:00 | 0.0 | 203896.567 |
| 7 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 210.8280029296875 | 215.8280029296875 | 210.8280029296875 | 212.822998046875 | Signal | 2026-01-09 01:48:00 | 2026-01-13 00:53:00 | 125.2532 | 203896.567 |
| 8 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.6020050048828 | None | 210.6020050048828 | 212.7760009765625 | Signal | 2026-01-09 00:24:00 | 2026-01-13 00:18:00 | 409.4746 | 203771.314 |
| 9 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.6439971923828 | None | 210.6439971923828 | 212.6540069580078 | Signal | 2026-01-09 00:17:00 | 2026-01-13 00:14:00 | 126.1959 | 203361.839 |
| 10 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4551.7001953125 | None | 4601.7001953125 | 4594.02001953125 | Signal | 2026-01-12 22:20:00 | 2026-01-12 22:46:00 | -76.8018 | 203235.643 |
| 11 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4582.18994140625 | None | 4610.18994140625 | 4601.259765625 | Signal | 2026-01-12 20:35:00 | 2026-01-12 22:14:00 | -89.3018 | 203312.445 |
| 12 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4605.75 | None | 4605.75 | 4605.75 | SL | 2026-01-12 20:33:00 | 2026-01-12 22:04:00 | 0.0 | 203401.747 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4565.89990234375 | None | 4615.89990234375 | 4603.97998046875 | Signal | 2026-01-12 18:50:00 | 2026-01-12 20:17:00 | -119.1992 | 203401.747 |
| 14 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4585.81005859375 | None | 4585.81005859375 | 4602.64990234375 | Signal | 2026-01-12 13:32:00 | 2026-01-12 16:06:00 | 168.3984 | 203520.946 |
| 15 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4574.31005859375 | None | 4574.31005859375 | 4586.1201171875 | Signal | 2026-01-12 08:22:00 | 2026-01-12 13:28:00 | 118.1006 | 203352.548 |
| 16 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4567.35009765625 | None | 4567.35009765625 | 4572.85009765625 | Signal | 2026-01-12 06:09:00 | 2026-01-12 08:14:00 | 55.0 | 203234.447 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4522.27001953125 | None | 4572.27001953125 | 4567.18017578125 | Signal | 2026-01-12 05:56:00 | 2026-01-12 06:05:00 | -50.8984 | 203179.447 |
| 18 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4567.2001953125 | None | 4567.2001953125 | 4568.35986328125 | Signal | 2026-01-12 04:17:00 | 2026-01-12 05:51:00 | 11.5967 | 203230.346 |
| 19 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4529.58984375 | None | 4579.58984375 | 4565.85986328125 | Signal | 2026-01-12 03:29:00 | 2026-01-12 04:05:00 | -137.2998 | 203218.749 |
| 20 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4453.75 | None | 4503.75 | 4494.39990234375 | Signal | 2026-01-09 18:29:00 | 2026-01-09 19:52:00 | -93.501 | 203356.049 |
| 21 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4419.22021484375 | None | 4454.22021484375 | 4473.7998046875 | Signal | 2026-01-08 20:12:00 | 2026-01-09 14:16:00 | 195.7959 | 203449.55 |
| 22 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.59800720214844 | 215.59800720214844 | 210.59800720214844 | 210.80599975585938 | Signal | 2026-01-09 00:46:00 | 2026-01-09 01:46:00 | 13.0585 | 203253.754 |
| 23 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.5019989013672 | None | 210.5019989013672 | 210.54299926757812 | Signal | 2026-01-08 10:21:00 | 2026-01-09 00:15:00 | 7.7225 | 203240.695 |
| 24 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.88699340820312 | None | 210.88699340820312 | 210.5399932861328 | Signal | 2026-01-05 00:17:00 | 2026-01-09 00:13:00 | -21.786 | 203232.973 |
| 25 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4422.419921875 | None | 4422.419921875 | 4422.419921875 | SL | 2026-01-08 15:17:00 | 2026-01-08 15:59:00 | 0.0 | 203254.759 |
| 26 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4415.02978515625 | None | 4415.02978515625 | 4420.93017578125 | Signal | 2026-01-08 14:23:00 | 2026-01-08 15:09:00 | 59.0039 | 203254.759 |
| 27 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4364.39990234375 | None | 4414.39990234375 | 4412.39013671875 | Signal | 2026-01-08 14:13:00 | 2026-01-08 14:15:00 | -20.0977 | 203195.755 |
| 28 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4422.6201171875 | None | 4422.6201171875 | 4422.6201171875 | SL | 2026-01-08 10:42:00 | 2026-01-08 13:49:00 | 0.0 | 203215.853 |
| 29 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4421.47021484375 | None | 4421.47021484375 | 4421.47021484375 | SL | 2026-01-08 07:49:00 | 2026-01-08 10:39:00 | 0.0 | 203215.853 |
| 30 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.8979949951172 | None | 210.8979949951172 | 210.39500427246094 | Signal | 2026-01-05 00:21:00 | 2026-01-08 10:09:00 | -94.7389 | 203215.853 |
| 31 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4423.60986328125 | None | 4458.60986328125 | 4423.60986328125 | SL | 2026-01-08 02:32:00 | 2026-01-08 07:17:00 | -350.0 | 203310.592 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4396.89990234375 | None | 4446.89990234375 | 4437.10009765625 | Signal | 2026-01-08 03:58:00 | 2026-01-08 04:35:00 | -97.998 | 203660.592 |
| 33 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4436.85009765625 | None | 4456.85009765625 | 4436.85009765625 | SL | 2026-01-08 02:30:00 | 2026-01-08 04:34:00 | -200.0 | 203758.59 |
| 34 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4450.990234375 | None | 4450.990234375 | 4450.990234375 | SL | 2026-01-08 02:55:00 | 2026-01-08 03:34:00 | 0.0 | 203958.59 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4407.83984375 | None | 4457.83984375 | 4452.81005859375 | Signal | 2026-01-08 02:34:00 | 2026-01-08 02:39:00 | -50.2979 | 203958.59 |
| 36 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4382.60986328125 | None | 4402.60986328125 | 4454.7998046875 | Signal | 2026-01-05 06:05:00 | 2026-01-08 02:27:00 | 521.8994 | 204008.887 |
| 37 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4452.81005859375 | None | 4452.81005859375 | 4452.81005859375 | SL | 2026-01-07 20:02:00 | 2026-01-07 22:59:00 | 0.0 | 203486.988 |
| 38 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 206.1959991455078 | 216.1959991455078 | 211.1959991455078 | 211.06100463867188 | Signal | 2026-01-07 08:41:00 | 2026-01-07 21:51:00 | -8.4755 | 203486.988 |
| 39 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4401.58984375 | None | 4451.58984375 | 4439.14990234375 | Signal | 2026-01-07 13:52:00 | 2026-01-07 15:08:00 | -124.3994 | 203495.464 |
| 40 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4397.43994140625 | None | 4447.43994140625 | 4444.2001953125 | Signal | 2026-01-07 08:44:00 | 2026-01-07 08:46:00 | -32.3975 | 203619.863 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4471.52001953125 | None | 4471.52001953125 | 4471.52001953125 | SL | 2026-01-07 03:42:00 | 2026-01-07 06:06:00 | 0.0 | 203652.26 |
| 42 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4507.39990234375 | None | 4487.39990234375 | 4474.81005859375 | Signal | 2026-01-06 19:27:00 | 2026-01-07 05:12:00 | 125.8984 | 203652.26 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4426.7900390625 | None | 4476.7900390625 | 4466.5400390625 | Signal | 2026-01-07 03:24:00 | 2026-01-07 03:37:00 | -102.5 | 203526.362 |
| 44 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 207.97000122070312 | None | 210.97000122070312 | 211.43499755859375 | Signal | 2026-01-02 00:40:00 | 2026-01-06 21:30:00 | 29.1942 | 203628.862 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4429.2001953125 | None | 4479.2001953125 | 4469.6201171875 | Signal | 2026-01-06 17:28:00 | 2026-01-06 17:35:00 | -95.8008 | 203599.668 |
| 46 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4448.31982421875 | None | 4448.31982421875 | 4476.1298828125 | Signal | 2026-01-06 12:08:00 | 2026-01-06 17:21:00 | 278.1006 | 203695.469 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4398.56982421875 | None | 4448.56982421875 | 4443.6298828125 | Signal | 2026-01-06 11:57:00 | 2026-01-06 12:04:00 | -49.3994 | 203417.368 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4405.56005859375 | None | 4455.56005859375 | 4447.2099609375 | Signal | 2026-01-06 11:27:00 | 2026-01-06 11:51:00 | -83.501 | 203466.767 |
| 49 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4453.8701171875 | None | 4453.8701171875 | 4453.8701171875 | SL | 2026-01-06 08:08:00 | 2026-01-06 11:12:00 | 0.0 | 203550.268 |
| 50 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4414.52978515625 | None | 4464.52978515625 | 4458.6201171875 | Signal | 2026-01-06 07:46:00 | 2026-01-06 07:48:00 | -59.0967 | 203550.268 |