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 | 4525.41015625 | None | 4525.41015625 | 4525.41015625 | SL | 2025-12-26 21:44:00 | 2025-12-26 22:23:00 | 0.0 | 203108.199 |
| 2 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.6300048828125 | 215.6300048828125 | 210.6300048828125 | 211.2830047607422 | Signal | 2025-12-26 00:34:00 | 2025-12-26 22:16:00 | 40.9978 | 203108.199 |
| 3 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4485.5400390625 | None | 4535.5400390625 | 4524.89990234375 | Signal | 2025-12-26 19:08:00 | 2025-12-26 19:16:00 | -106.4014 | 203067.201 |
| 4 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4488.22998046875 | None | 4513.22998046875 | 4536.56005859375 | Signal | 2025-12-26 15:12:00 | 2025-12-26 18:54:00 | 233.3008 | 203173.602 |
| 5 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 207.7480010986328 | None | 210.7480010986328 | 211.21400451660156 | Signal | 2025-12-26 06:06:00 | 2025-12-26 18:02:00 | 29.2574 | 202940.302 |
| 6 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4510.22021484375 | None | 4510.22021484375 | 4516.8798828125 | Signal | 2025-12-26 13:14:00 | 2025-12-26 16:49:00 | 66.5967 | 202911.044 |
| 7 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4489.2998046875 | None | 4514.2998046875 | 4513.6298828125 | Signal | 2025-12-26 15:06:00 | 2025-12-26 15:10:00 | -6.6992 | 202844.447 |
| 8 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4463.1298828125 | None | 4513.1298828125 | 4505.1298828125 | Signal | 2025-12-26 12:57:00 | 2025-12-26 13:11:00 | -80.0 | 202851.147 |
| 9 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4511.39990234375 | None | 4511.39990234375 | 4513.009765625 | Signal | 2025-12-26 08:59:00 | 2025-12-26 12:51:00 | 16.0986 | 202931.147 |
| 10 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.2740020751953 | None | 210.2740020751953 | 210.7169952392578 | Signal | 2025-12-24 17:24:00 | 2025-12-26 06:03:00 | 83.4383 | 202915.048 |
| 11 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 207.34500122070312 | None | 210.34500122070312 | 210.71400451660156 | Signal | 2025-12-24 17:22:00 | 2025-12-26 06:02:00 | 23.1674 | 202831.61 |
| 12 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 207.1280059814453 | None | 210.1280059814453 | 210.77000427246094 | Signal | 2025-12-24 17:06:00 | 2025-12-26 05:58:00 | 40.307 | 202808.442 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4451.490234375 | None | 4501.490234375 | 4500.93994140625 | Signal | 2025-12-26 05:40:00 | 2025-12-26 05:42:00 | -5.5029 | 202768.135 |
| 14 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4500.33984375 | None | 4500.33984375 | 4500.33984375 | SL | 2025-12-26 04:38:00 | 2025-12-26 05:31:00 | 0.0 | 202773.638 |
| 15 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4452.740234375 | None | 4502.740234375 | 4501.009765625 | Signal | 2025-12-26 04:02:00 | 2025-12-26 04:05:00 | -17.3047 | 202773.638 |
| 16 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4432.6298828125 | None | 4460.6298828125 | 4505.43017578125 | Signal | 2025-12-24 18:02:00 | 2025-12-26 03:55:00 | 448.0029 | 202790.943 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4456.43994140625 | None | 4456.43994140625 | 4513.47021484375 | Signal | 2025-12-24 17:55:00 | 2025-12-26 03:32:00 | 570.3027 | 202342.94 |
| 18 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.39999389648438 | 215.39999389648438 | 210.39999389648438 | 210.58099365234375 | Signal | 2025-12-24 23:20:00 | 2025-12-26 00:32:00 | 11.3638 | 201772.637 |
| 19 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.4459991455078 | 215.4459991455078 | 210.4459991455078 | 210.4010009765625 | Signal | 2025-12-24 21:18:00 | 2025-12-24 23:19:00 | -2.8252 | 201761.274 |
| 20 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.4530029296875 | 215.4530029296875 | 210.4530029296875 | 210.45599365234375 | Signal | 2025-12-24 21:11:00 | 2025-12-24 21:16:00 | 0.1878 | 201764.099 |
| 21 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.6490020751953 | 215.6490020751953 | 210.6490020751953 | 210.46800231933594 | Signal | 2025-12-24 13:54:00 | 2025-12-24 20:57:00 | -11.3638 | 201763.911 |
| 22 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4444.3798828125 | None | 4472.3798828125 | 4453.1298828125 | Signal | 2025-12-24 17:13:00 | 2025-12-24 17:45:00 | -192.5 | 201775.275 |
| 23 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.5030059814453 | None | 210.5030059814453 | 210.1230010986328 | Signal | 2025-12-24 04:36:00 | 2025-12-24 17:00:00 | -23.8581 | 201967.775 |
| 24 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 204.2689971923828 | None | 207.2689971923828 | 210.1230010986328 | Signal | 2025-12-16 02:30:00 | 2025-12-24 17:00:00 | 179.1849 | 201991.633 |
| 25 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4427.85009765625 | None | 4477.85009765625 | 4462.9599609375 | Signal | 2025-12-24 16:46:00 | 2025-12-24 16:51:00 | -148.9014 | 201812.448 |
| 26 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.5489959716797 | None | 210.5489959716797 | 210.29200744628906 | Signal | 2025-12-24 04:15:00 | 2025-12-24 16:51:00 | -48.4041 | 201961.349 |
| 27 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4436.64013671875 | None | 4486.64013671875 | 4482.60986328125 | Signal | 2025-12-24 15:16:00 | 2025-12-24 15:22:00 | -40.3027 | 202009.753 |
| 28 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4485.9501953125 | None | 4485.9501953125 | 4485.9501953125 | SL | 2025-12-24 12:46:00 | 2025-12-24 15:08:00 | 0.0 | 202050.056 |
| 29 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.8489990234375 | 215.8489990234375 | 210.8489990234375 | 210.62100219726562 | Signal | 2025-12-23 22:32:00 | 2025-12-24 13:49:00 | -14.3145 | 202050.056 |
| 30 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4485.1298828125 | None | 4485.1298828125 | 4485.1298828125 | SL | 2025-12-24 10:07:00 | 2025-12-24 12:35:00 | 0.0 | 202064.371 |
| 31 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4441.93994140625 | None | 4491.93994140625 | 4480.75 | Signal | 2025-12-24 07:19:00 | 2025-12-24 10:03:00 | -111.8994 | 202064.371 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4459.27978515625 | None | 4509.27978515625 | 4488.7001953125 | Signal | 2025-12-24 04:23:00 | 2025-12-24 04:59:00 | -205.7959 | 202176.27 |
| 33 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.71400451660156 | None | 210.71400451660156 | 210.53399658203125 | Signal | 2025-12-23 17:57:00 | 2025-12-24 03:45:00 | -33.9047 | 202382.066 |
| 34 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.2100067138672 | 213.2100067138672 | 208.2100067138672 | 210.83599853515625 | Signal | 2025-12-18 07:06:00 | 2025-12-23 22:30:00 | 164.8695 | 202415.971 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4482.7001953125 | None | 4482.7001953125 | 4482.7001953125 | SL | 2025-12-23 11:22:00 | 2025-12-23 15:52:00 | 0.0 | 202251.101 |
| 36 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4311.14990234375 | None | 4346.14990234375 | 4486.7099609375 | Signal | 2025-12-19 20:48:00 | 2025-12-23 14:12:00 | 1405.6006 | 202251.101 |
| 37 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4474.4599609375 | None | 4474.4599609375 | 4481.47998046875 | Signal | 2025-12-23 08:18:00 | 2025-12-23 11:15:00 | 70.2002 | 200845.501 |
| 38 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4417.89013671875 | None | 4417.89013671875 | 4470.89013671875 | Signal | 2025-12-22 17:21:00 | 2025-12-23 08:14:00 | 530.0 | 200775.3 |
| 39 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.8090057373047 | None | 210.8090057373047 | 210.46800231933594 | Signal | 2025-12-23 04:21:00 | 2025-12-23 06:24:00 | -21.4095 | 200245.3 |
| 40 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 205.58900451660156 | None | 208.58900451660156 | 210.78399658203125 | Signal | 2025-12-18 16:34:00 | 2025-12-23 04:02:00 | 137.8097 | 200266.71 |
| 41 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 210.1179962158203 | None | 211.1179962158203 | 210.91900634765625 | Signal | 2025-12-22 15:54:00 | 2025-12-23 03:24:00 | -37.48 | 200128.9 |
| 42 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 210.1739959716797 | None | 211.1739959716797 | 210.88600158691406 | Signal | 2025-12-22 16:09:00 | 2025-12-23 03:21:00 | -18.0814 | 200166.38 |
| 43 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4299.02001953125 | None | 4324.02001953125 | 4417.97021484375 | Signal | 2025-12-19 14:14:00 | 2025-12-22 17:18:00 | 939.502 | 200184.462 |
| 44 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4347.1201171875 | None | 4347.1201171875 | 4418.8701171875 | Signal | 2025-12-19 20:51:00 | 2025-12-22 16:36:00 | 717.5 | 199244.96 |
| 45 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.16000366210938 | None | 208.16000366210938 | 211.1719970703125 | Signal | 2025-12-18 11:48:00 | 2025-12-22 15:51:00 | 189.1041 | 198527.46 |
| 46 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 206.96299743652344 | None | 207.96299743652344 | 211.1020050048828 | Signal | 2025-12-19 00:21:00 | 2025-12-22 15:45:00 | 591.2356 | 198338.355 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4325.5498046875 | None | 4325.5498046875 | 4345.39013671875 | Signal | 2025-12-19 16:53:00 | 2025-12-19 20:44:00 | 198.4033 | 197747.12 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4316.7099609375 | None | 4316.7099609375 | 4326.39990234375 | Signal | 2025-12-19 04:50:00 | 2025-12-19 16:51:00 | 96.8994 | 197548.717 |
| 49 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4337.490234375 | None | 4317.490234375 | 4337.490234375 | SL | 2025-12-19 06:30:00 | 2025-12-19 16:42:00 | -200.0 | 197451.817 |
| 50 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4299.330078125 | None | 4324.330078125 | 4321.77978515625 | Signal | 2025-12-19 10:08:00 | 2025-12-19 14:12:00 | -25.5029 | 197651.817 |