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 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4439.52001953125 | None | 4439.52001953125 | 4453.259765625 | Signal | 2026-01-06 01:53:00 | 2026-01-06 04:43:00 | 137.3975 | 203609.365 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4439.77978515625 | None | 4439.77978515625 | 4439.77978515625 | SL | 2026-01-05 19:14:00 | 2026-01-05 19:45:00 | 0.0 | 203471.968 |
| 3 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4410.68017578125 | None | 4410.68017578125 | 4410.68017578125 | SL | 2026-01-05 14:54:00 | 2026-01-05 15:09:00 | 0.0 | 203471.968 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4357.77001953125 | None | 4407.77001953125 | 4408.35009765625 | Signal | 2026-01-05 14:49:00 | 2026-01-05 14:52:00 | 5.8008 | 203471.968 |
| 5 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4288.93994140625 | None | 4316.93994140625 | 4415.81005859375 | Signal | 2026-01-02 20:24:00 | 2026-01-05 13:31:00 | 988.7012 | 203466.167 |
| 6 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.9080047607422 | None | 210.9080047607422 | 210.6009979248047 | Signal | 2026-01-05 01:09:00 | 2026-01-05 10:33:00 | -19.275 | 202477.466 |
| 7 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 206.42599487304688 | 216.42599487304688 | 211.42599487304688 | 211.0469970703125 | Signal | 2026-01-02 08:53:00 | 2026-01-05 06:35:00 | -23.7949 | 202496.741 |
| 8 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.8280029296875 | None | 210.8280029296875 | 210.79100036621094 | Signal | 2025-12-31 18:00:00 | 2026-01-05 00:51:00 | -2.3232 | 202520.536 |
| 9 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.69200134277344 | None | 210.69200134277344 | 210.906005859375 | Signal | 2025-12-31 17:45:00 | 2026-01-05 00:15:00 | 40.308 | 202522.859 |
| 10 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4329.25 | None | 4357.25 | 4346.77978515625 | Signal | 2026-01-02 16:57:00 | 2026-01-02 17:07:00 | -104.7021 | 202482.551 |
| 11 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4342.7998046875 | None | 4370.7998046875 | 4351.1298828125 | Signal | 2026-01-02 16:10:00 | 2026-01-02 16:40:00 | -196.6992 | 202587.253 |
| 12 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 206.4029998779297 | 216.4029998779297 | 211.4029998779297 | 211.39599609375 | Signal | 2026-01-02 07:37:00 | 2026-01-02 08:50:00 | -0.4397 | 202783.952 |
| 13 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 207.5970001220703 | None | 210.5970001220703 | 210.87399291992188 | Signal | 2025-12-31 17:42:00 | 2026-01-02 00:22:00 | 17.3906 | 202784.392 |
| 14 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4314.3798828125 | None | 4334.3798828125 | 4314.3798828125 | SL | 2025-12-31 17:11:00 | 2025-12-31 21:33:00 | -200.0 | 202767.001 |
| 15 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 208.92100524902344 | None | 210.92100524902344 | 210.36199951171875 | Signal | 2025-12-29 02:25:00 | 2025-12-31 17:22:00 | -35.0965 | 202967.001 |
| 16 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.3979949951172 | None | 210.3979949951172 | 210.38400268554688 | Signal | 2025-12-31 11:39:00 | 2025-12-31 17:18:00 | -0.8785 | 203002.098 |
| 17 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.875 | None | 210.875 | 210.36700439453125 | Signal | 2025-12-29 02:20:00 | 2025-12-31 17:17:00 | -31.8938 | 203002.976 |
| 18 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.35299682617188 | None | 210.35299682617188 | 210.54299926757812 | Signal | 2025-12-31 11:21:00 | 2025-12-31 17:12:00 | 35.7872 | 203034.87 |
| 19 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4293.27978515625 | None | 4313.27978515625 | 4334.83984375 | Signal | 2025-12-31 10:54:00 | 2025-12-31 17:09:00 | 215.6006 | 202999.083 |
| 20 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4294.83984375 | None | 4314.83984375 | 4314.31982421875 | Signal | 2025-12-31 10:50:00 | 2025-12-31 10:51:00 | -5.2002 | 202783.482 |
| 21 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.73300170898438 | None | 210.73300170898438 | 210.3280029296875 | Signal | 2025-12-29 15:03:00 | 2025-12-31 10:51:00 | -25.4273 | 202788.682 |
| 22 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.71600341796875 | None | 210.71600341796875 | 210.3520050048828 | Signal | 2025-12-29 14:48:00 | 2025-12-31 10:42:00 | -68.5595 | 202814.11 |
| 23 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.68699645996094 | 215.68699645996094 | 210.68699645996094 | 210.71600341796875 | Signal | 2025-12-31 05:55:00 | 2025-12-31 06:14:00 | 1.8212 | 202882.669 |
| 24 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.61599731445312 | 215.61599731445312 | 210.61599731445312 | 210.66700744628906 | Signal | 2025-12-31 04:37:00 | 2025-12-31 05:47:00 | 3.2026 | 202880.848 |
| 25 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.53700256347656 | 215.53700256347656 | 210.53700256347656 | 210.58999633789062 | Signal | 2025-12-31 00:57:00 | 2025-12-31 04:34:00 | 3.3271 | 202877.645 |
| 26 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 206.2729949951172 | 216.2729949951172 | 211.2729949951172 | 210.55499267578125 | Signal | 2025-12-26 22:17:00 | 2025-12-31 00:54:00 | -45.0788 | 202874.318 |
| 27 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4494.60009765625 | None | 4474.60009765625 | 4373.1298828125 | Signal | 2025-12-29 10:00:00 | 2025-12-30 08:15:00 | 1014.7021 | 202919.397 |
| 28 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 207.7519989013672 | None | 210.7519989013672 | 210.8179931640625 | Signal | 2025-12-29 14:44:00 | 2025-12-30 07:02:00 | 4.1434 | 201904.695 |
| 29 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 207.65499877929688 | None | 210.65499877929688 | 210.9290008544922 | Signal | 2025-12-29 14:36:00 | 2025-12-30 06:44:00 | 17.2029 | 201900.552 |
| 30 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4416.9501953125 | None | 4446.9501953125 | 4416.9501953125 | SL | 2025-12-29 14:00:00 | 2025-12-29 15:50:00 | -300.0 | 201883.349 |
| 31 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4423.52001953125 | None | 4443.52001953125 | 4423.52001953125 | SL | 2025-12-29 13:43:00 | 2025-12-29 15:47:00 | -200.0 | 202183.349 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4402.27001953125 | None | 4452.27001953125 | 4439.9599609375 | Signal | 2025-12-29 15:36:00 | 2025-12-29 15:42:00 | -123.1006 | 202383.349 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4449.6201171875 | None | 4449.6201171875 | 4453.97021484375 | Signal | 2025-12-29 14:04:00 | 2025-12-29 15:23:00 | 43.501 | 202506.449 |
| 34 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.70799255371094 | None | 210.70799255371094 | 210.65499877929688 | Signal | 2025-12-29 10:18:00 | 2025-12-29 14:36:00 | -3.3271 | 202462.948 |
| 35 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.84100341796875 | None | 210.84100341796875 | 210.66799926757812 | Signal | 2025-12-29 02:27:00 | 2025-12-29 14:24:00 | -32.5855 | 202466.275 |
| 36 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4415.2099609375 | None | 4445.2099609375 | 4444.02001953125 | Signal | 2025-12-29 13:58:00 | 2025-12-29 13:59:00 | -11.8994 | 202498.861 |
| 37 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.8489990234375 | None | 210.8489990234375 | 210.55499267578125 | Signal | 2025-12-29 07:45:00 | 2025-12-29 09:54:00 | -18.4588 | 202510.76 |
| 38 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4447.85009765625 | None | 4477.85009765625 | 4458.3701171875 | Signal | 2025-12-29 08:59:00 | 2025-12-29 09:01:00 | -194.7998 | 202529.219 |
| 39 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4445.68017578125 | None | 4475.68017578125 | 4473.0498046875 | Signal | 2025-12-29 08:55:00 | 2025-12-29 08:58:00 | -26.3037 | 202724.019 |
| 40 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 210.10899353027344 | None | 211.10899353027344 | 210.82899475097656 | Signal | 2025-12-29 02:57:00 | 2025-12-29 07:24:00 | -17.5794 | 202750.323 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4451.25 | None | 4501.25 | 4494.990234375 | Signal | 2025-12-29 03:38:00 | 2025-12-29 03:42:00 | -62.5977 | 202767.902 |
| 42 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.8070068359375 | None | 210.8070068359375 | 210.86399841308594 | Signal | 2025-12-26 06:45:00 | 2025-12-29 02:33:00 | 3.5781 | 202830.5 |
| 43 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4480.81005859375 | None | 4500.81005859375 | 4480.81005859375 | SL | 2025-12-26 05:34:00 | 2025-12-29 02:31:00 | -200.0 | 202826.922 |
| 44 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 210.08200073242188 | None | 211.08200073242188 | 210.80799865722656 | Signal | 2025-12-29 00:24:00 | 2025-12-29 02:15:00 | -51.6086 | 203026.922 |
| 45 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 208.2239990234375 | None | 211.2239990234375 | 210.7689971923828 | Signal | 2025-12-26 18:14:00 | 2025-12-29 02:14:00 | -28.5667 | 203078.53 |
| 46 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 209.0500030517578 | None | 211.0500030517578 | 210.76400756835938 | Signal | 2025-12-29 00:16:00 | 2025-12-29 02:09:00 | -17.9559 | 203107.097 |
| 47 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4493.72021484375 | None | 4521.72021484375 | 4520.0400390625 | Signal | 2025-12-26 19:51:00 | 2025-12-29 02:05:00 | -16.8018 | 203125.053 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4478.0400390625 | None | 4528.0400390625 | 4527.2998046875 | Signal | 2025-12-29 01:59:00 | 2025-12-29 02:00:00 | -7.4023 | 203141.855 |
| 49 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4526.1298828125 | None | 4526.1298828125 | 4526.1298828125 | SL | 2025-12-26 22:32:00 | 2025-12-29 01:14:00 | 0.0 | 203149.257 |
| 50 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.85000610351562 | None | 210.85000610351562 | 211.0679931640625 | Signal | 2025-12-26 06:24:00 | 2025-12-29 00:15:00 | 41.0581 | 203149.257 |