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 | 209.59100341796875 | 219.59100341796875 | 214.59100341796875 | 214.5989990234375 | Signal | 2026-05-25 20:14:00 | 2026-05-25 20:36:00 | 0.502 | 226015.607 |
| 2 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.56199645996094 | 219.56199645996094 | 214.56199645996094 | 214.58299255371094 | Signal | 2026-05-25 20:12:00 | 2026-05-25 20:13:00 | 1.3182 | 226015.105 |
| 3 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.52200317382812 | 219.52200317382812 | 214.52200317382812 | 214.5659942626953 | Signal | 2026-05-25 19:42:00 | 2026-05-25 20:09:00 | 2.7619 | 226013.787 |
| 4 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.5290069580078 | 219.5290069580078 | 214.5290069580078 | 214.5260009765625 | Signal | 2026-05-25 19:31:00 | 2026-05-25 19:41:00 | -0.1887 | 226011.025 |
| 5 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.38499450683594 | 219.38499450683594 | 214.38499450683594 | 214.52200317382812 | Signal | 2026-05-25 14:07:00 | 2026-05-25 15:28:00 | 8.6019 | 226011.214 |
| 6 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4471.89990234375 | None | 4499.89990234375 | 4557.56982421875 | Signal | 2026-05-22 17:39:00 | 2026-05-25 15:14:00 | 576.6992 | 226002.612 |
| 7 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4556.68017578125 | None | 4556.68017578125 | 4563.93017578125 | Signal | 2026-05-25 11:32:00 | 2026-05-25 15:04:00 | 72.5 | 225425.913 |
| 8 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.41200256347656 | 219.41200256347656 | 214.41200256347656 | 214.41700744628906 | Signal | 2026-05-25 13:35:00 | 2026-05-25 14:05:00 | 0.3142 | 225353.413 |
| 9 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.44900512695312 | 219.44900512695312 | 214.44900512695312 | 214.39999389648438 | Signal | 2026-05-25 12:53:00 | 2026-05-25 13:34:00 | -3.0771 | 225353.099 |
| 10 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.09300231933594 | 219.09300231933594 | 214.09300231933594 | 214.45700073242188 | Signal | 2026-05-25 06:53:00 | 2026-05-25 12:48:00 | 22.8532 | 225356.176 |
| 11 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4506.91015625 | None | 4556.91015625 | 4554.02001953125 | Signal | 2026-05-25 10:27:00 | 2026-05-25 11:27:00 | -28.9014 | 225333.322 |
| 12 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4459.2900390625 | None | 4479.2900390625 | 4553.2099609375 | Signal | 2026-05-20 11:45:00 | 2026-05-25 08:31:00 | 739.1992 | 225362.224 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4514.9599609375 | None | 4564.9599609375 | 4556.72998046875 | Signal | 2026-05-25 04:53:00 | 2026-05-25 08:26:00 | -82.2998 | 224623.025 |
| 14 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.11599731445312 | 219.11599731445312 | 214.11599731445312 | 214.11000061035156 | Signal | 2026-05-25 05:41:00 | 2026-05-25 06:52:00 | -0.3765 | 224705.324 |
| 15 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.16900634765625 | 219.16900634765625 | 214.16900634765625 | 214.13800048828125 | Signal | 2026-05-25 05:03:00 | 2026-05-25 05:33:00 | -1.9467 | 224705.701 |
| 16 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.87399291992188 | 218.87399291992188 | 213.87399291992188 | 214.156005859375 | Signal | 2026-05-22 22:50:00 | 2026-05-25 05:01:00 | 17.7058 | 224707.648 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4563.919921875 | None | 4563.919921875 | 4563.919921875 | SL | 2026-05-25 04:18:00 | 2026-05-25 04:45:00 | 0.0 | 224689.942 |
| 18 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.96099853515625 | None | 212.96099853515625 | 213.56700134277344 | Signal | 2026-05-19 20:09:00 | 2026-05-25 00:21:00 | 38.0471 | 224689.942 |
| 19 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.51699829101562 | 218.51699829101562 | 213.51699829101562 | 213.62100219726562 | Signal | 2026-05-22 07:06:00 | 2026-05-22 08:25:00 | 6.5298 | 224651.895 |
| 20 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.5800018310547 | 218.5800018310547 | 213.5800018310547 | 213.5070037841797 | Signal | 2026-05-22 05:32:00 | 2026-05-22 06:50:00 | -4.5831 | 224645.365 |
| 21 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.56199645996094 | 218.56199645996094 | 213.56199645996094 | 213.5709991455078 | Signal | 2026-05-22 05:22:00 | 2026-05-22 05:30:00 | 0.5652 | 224649.948 |
| 22 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.56199645996094 | 218.56199645996094 | 213.56199645996094 | 213.55999755859375 | Signal | 2026-05-22 03:02:00 | 2026-05-22 05:19:00 | -0.1255 | 224649.383 |
| 23 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.52099609375 | 218.52099609375 | 213.52099609375 | 213.57899475097656 | Signal | 2026-05-22 01:39:00 | 2026-05-22 02:59:00 | 3.6414 | 224649.508 |
| 24 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.5659942626953 | 218.5659942626953 | 213.5659942626953 | 213.54400634765625 | Signal | 2026-05-21 23:52:00 | 2026-05-22 01:30:00 | -1.3805 | 224645.867 |
| 25 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.5749969482422 | 218.5749969482422 | 213.5749969482422 | 213.5800018310547 | Signal | 2026-05-21 23:38:00 | 2026-05-21 23:42:00 | 0.3142 | 224647.247 |
| 26 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.60800170898438 | 218.60800170898438 | 213.60800170898438 | 213.58299255371094 | Signal | 2026-05-21 22:32:00 | 2026-05-21 23:34:00 | -1.5702 | 224646.933 |
| 27 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.39300537109375 | 218.39300537109375 | 213.39300537109375 | 213.6269989013672 | Signal | 2026-05-21 20:11:00 | 2026-05-21 22:30:00 | 14.691 | 224648.503 |
| 28 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4471.02001953125 | None | 4499.02001953125 | 4528.22998046875 | Signal | 2026-05-21 16:46:00 | 2026-05-21 21:57:00 | 292.0996 | 224633.812 |
| 29 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4538.6201171875 | None | 4518.6201171875 | 4538.6201171875 | SL | 2026-05-21 20:03:00 | 2026-05-21 20:18:00 | -200.0 | 224341.713 |
| 30 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 210.89599609375 | None | 212.89599609375 | 213.38600158691406 | Signal | 2026-05-19 19:25:00 | 2026-05-21 10:27:00 | 30.7644 | 224541.713 |
| 31 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.45199584960938 | 218.45199584960938 | 213.45199584960938 | 213.5399932861328 | Signal | 2026-05-21 02:26:00 | 2026-05-21 08:12:00 | 5.5248 | 224510.948 |
| 32 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.4499969482422 | 218.4499969482422 | 213.4499969482422 | 213.44900512695312 | Signal | 2026-05-21 02:02:00 | 2026-05-21 02:25:00 | -0.0623 | 224505.424 |
| 33 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.11399841308594 | 218.11399841308594 | 213.11399841308594 | 213.08700561523438 | Signal | 2026-05-19 22:34:00 | 2026-05-20 01:16:00 | -1.6947 | 224505.486 |
| 34 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 206.53500366210938 | 216.53500366210938 | 211.53500366210938 | 213.10499572753906 | Signal | 2026-05-18 06:23:00 | 2026-05-19 22:31:00 | 98.5699 | 224507.181 |
| 35 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.10800170898438 | None | 213.10800170898438 | 212.9149932861328 | Signal | 2026-05-19 00:19:00 | 2026-05-19 19:19:00 | -12.1178 | 224408.611 |
| 36 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4510.080078125 | None | 4540.080078125 | 4510.080078125 | SL | 2026-05-15 23:13:00 | 2026-05-18 03:34:00 | -300.0 | 224420.729 |
| 37 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4509.6201171875 | None | 4539.6201171875 | 4538.14990234375 | Signal | 2026-05-15 23:11:00 | 2026-05-15 23:12:00 | -14.7021 | 224720.729 |
| 38 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4509.81982421875 | None | 4529.81982421875 | 4549.6298828125 | Signal | 2026-05-15 16:39:00 | 2026-05-15 22:18:00 | 198.1006 | 224735.431 |
| 39 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4666.47021484375 | None | 4696.47021484375 | 4666.47021484375 | SL | 2026-05-14 02:39:00 | 2026-05-14 22:30:00 | -300.0 | 224537.33 |
| 40 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 209.5500030517578 | None | 212.5500030517578 | 212.2949981689453 | Signal | 2026-05-14 20:14:00 | 2026-05-14 20:38:00 | -16.0102 | 224837.33 |
| 41 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.1649932861328 | None | 213.1649932861328 | 212.6540069580078 | Signal | 2026-05-14 16:59:00 | 2026-05-14 19:24:00 | -32.0816 | 224853.34 |
| 42 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 210.2779998779297 | None | 213.2779998779297 | 212.6540069580078 | Signal | 2026-05-14 00:40:00 | 2026-05-14 19:24:00 | -39.1766 | 224885.422 |
| 43 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.47300720214844 | None | 213.47300720214844 | 213.05799865722656 | Signal | 2026-05-12 09:14:00 | 2026-05-14 16:53:00 | -26.0558 | 224924.598 |
| 44 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4657.509765625 | None | 4677.509765625 | 4680.72021484375 | Signal | 2026-05-13 16:41:00 | 2026-05-14 06:40:00 | 32.1045 | 224950.654 |
| 45 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4735.81005859375 | None | 4715.81005859375 | 4693.580078125 | Signal | 2026-05-13 02:51:00 | 2026-05-14 04:48:00 | 222.2998 | 224918.55 |
| 46 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4666.77978515625 | None | 4696.77978515625 | 4695.64990234375 | Signal | 2026-05-14 02:37:00 | 2026-05-14 02:38:00 | -11.2988 | 224696.25 |
| 47 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4652.5 | None | 4682.5 | 4695.3701171875 | Signal | 2026-05-13 15:35:00 | 2026-05-14 02:35:00 | 128.7012 | 224707.549 |
| 48 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.31300354003906 | 218.31300354003906 | 213.31300354003906 | 213.51300048828125 | Signal | 2026-05-14 00:04:00 | 2026-05-14 01:47:00 | 12.5565 | 224578.848 |
| 49 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.45799255371094 | 218.45799255371094 | 213.45799255371094 | 213.5070037841797 | Signal | 2026-05-13 07:55:00 | 2026-05-13 23:58:00 | 3.0771 | 224566.291 |
| 50 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4651.10986328125 | None | 4681.10986328125 | 4680.35986328125 | Signal | 2026-05-13 15:33:00 | 2026-05-13 15:34:00 | -7.5 | 224563.214 |