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 | 4317.259765625 | None | 4317.259765625 | 4317.259765625 | SL | 2025-12-19 03:41:00 | 2025-12-19 04:42:00 | 0.0 | 197677.32 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4275.56005859375 | None | 4325.56005859375 | 4317.009765625 | Signal | 2025-12-19 03:07:00 | 2025-12-19 03:26:00 | -85.5029 | 197677.32 |
| 3 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4302.419921875 | None | 4327.419921875 | 4319.27001953125 | Signal | 2025-12-19 03:18:00 | 2025-12-19 03:24:00 | -81.499 | 197762.823 |
| 4 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 207.46400451660156 | None | 208.46400451660156 | 207.91400146484375 | Signal | 2025-12-18 17:30:00 | 2025-12-19 00:18:00 | -103.5937 | 197844.322 |
| 5 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4277.97021484375 | None | 4307.97021484375 | 4326.3701171875 | Signal | 2025-12-16 18:21:00 | 2025-12-18 19:12:00 | 183.999 | 197947.916 |
| 6 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4310.72021484375 | None | 4360.72021484375 | 4345.919921875 | Signal | 2025-12-18 19:02:00 | 2025-12-18 19:07:00 | -148.0029 | 197763.917 |
| 7 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4314.10986328125 | None | 4334.10986328125 | 4314.10986328125 | SL | 2025-12-18 02:52:00 | 2025-12-18 16:44:00 | -200.0 | 197911.92 |
| 8 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 207.10899353027344 | None | 208.10899353027344 | 208.4290008544922 | Signal | 2025-12-18 11:36:00 | 2025-12-18 16:42:00 | 60.2737 | 198111.92 |
| 9 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 204.25399780273438 | None | 207.25399780273438 | 208.55499267578125 | Signal | 2025-12-16 17:36:00 | 2025-12-18 16:32:00 | 81.6813 | 198051.646 |
| 10 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 205.43800354003906 | None | 207.43800354003906 | 208.58700561523438 | Signal | 2025-12-17 09:18:00 | 2025-12-18 16:23:00 | 72.1386 | 197969.965 |
| 11 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4301.5 | None | 4326.5 | 4319.5400390625 | Signal | 2025-12-18 11:00:00 | 2025-12-18 14:30:00 | -69.5996 | 197897.826 |
| 12 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 206.2220001220703 | None | 207.2220001220703 | 208.03399658203125 | Signal | 2025-12-17 10:24:00 | 2025-12-18 11:30:00 | 152.9404 | 197967.426 |
| 13 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 206.19400024414062 | None | 207.19400024414062 | 208.0330047607422 | Signal | 2025-12-17 10:54:00 | 2025-12-18 11:24:00 | 52.6758 | 197814.485 |
| 14 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4306.759765625 | None | 4331.759765625 | 4328.97998046875 | Signal | 2025-12-18 06:24:00 | 2025-12-18 10:16:00 | -27.7979 | 197761.809 |
| 15 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 203.55799865722656 | 213.55799865722656 | 208.55799865722656 | 208.1479949951172 | Signal | 2025-12-12 07:52:00 | 2025-12-18 00:24:00 | -25.7415 | 197789.607 |
| 16 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4329.16015625 | None | 4329.16015625 | 4331.169921875 | Signal | 2025-12-17 18:03:00 | 2025-12-17 20:43:00 | 20.0977 | 197815.349 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4283.25 | None | 4333.25 | 4328.1201171875 | Signal | 2025-12-17 17:51:00 | 2025-12-17 17:55:00 | -51.2988 | 197795.251 |
| 18 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4272.66015625 | None | 4300.66015625 | 4327.97998046875 | Signal | 2025-12-16 19:00:00 | 2025-12-17 16:26:00 | 273.1982 | 197846.55 |
| 19 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 206.58900451660156 | None | 207.58900451660156 | 207.31900024414062 | Signal | 2025-12-17 03:36:00 | 2025-12-17 09:27:00 | -16.9519 | 197573.352 |
| 20 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 205.4239959716797 | None | 207.4239959716797 | 207.49400329589844 | Signal | 2025-12-16 17:50:00 | 2025-12-17 09:15:00 | 4.3953 | 197590.304 |
| 21 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 206.51199340820312 | None | 207.51199340820312 | 207.47000122070312 | Signal | 2025-12-17 03:30:00 | 2025-12-17 09:12:00 | -7.9093 | 197585.908 |
| 22 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 205.27000427246094 | None | 207.27000427246094 | 207.4219970703125 | Signal | 2025-12-16 17:35:00 | 2025-12-17 09:05:00 | 9.5427 | 197593.818 |
| 23 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 206.73500061035156 | None | 207.73500061035156 | 207.45199584960938 | Signal | 2025-12-16 18:09:00 | 2025-12-17 03:21:00 | -17.7681 | 197584.275 |
| 24 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 206.06100463867188 | None | 207.06100463867188 | 207.2729949951172 | Signal | 2025-12-16 04:24:00 | 2025-12-16 17:30:00 | 13.3095 | 197602.043 |
| 25 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 204.75100708007812 | None | 206.75100708007812 | 207.25 | Signal | 2025-12-08 00:27:00 | 2025-12-16 17:27:00 | 31.3286 | 197588.733 |
| 26 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 204.91400146484375 | None | 207.91400146484375 | 207.2480010986328 | Signal | 2025-12-15 04:34:00 | 2025-12-16 17:26:00 | -41.814 | 197557.405 |
| 27 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 206.2689971923828 | None | 207.2689971923828 | 207.29299926757812 | Signal | 2025-12-16 02:30:00 | 2025-12-16 17:24:00 | 4.5208 | 197599.219 |
| 28 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4279.56005859375 | None | 4279.56005859375 | 4316.77001953125 | Signal | 2025-12-16 10:27:00 | 2025-12-16 17:20:00 | 372.0996 | 197594.698 |
| 29 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4259.56982421875 | None | 4309.56982421875 | 4293.2900390625 | Signal | 2025-12-16 04:03:00 | 2025-12-16 04:55:00 | -162.7979 | 197222.598 |
| 30 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 206.3090057373047 | None | 207.3090057373047 | 207.00599670410156 | Signal | 2025-12-16 02:42:00 | 2025-12-16 04:18:00 | -19.024 | 197385.396 |
| 31 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4304.169921875 | None | 4304.169921875 | 4308.85009765625 | Signal | 2025-12-16 03:12:00 | 2025-12-16 04:00:00 | 46.8018 | 197404.42 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4303.6298828125 | None | 4303.6298828125 | 4303.6298828125 | SL | 2025-12-15 22:40:00 | 2025-12-16 03:05:00 | 0.0 | 197357.619 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4255.06005859375 | None | 4305.06005859375 | 4302.89990234375 | Signal | 2025-12-15 22:30:00 | 2025-12-15 22:37:00 | -21.6016 | 197357.619 |
| 34 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4304.64013671875 | None | 4332.64013671875 | 4304.64013671875 | SL | 2025-12-15 16:38:00 | 2025-12-15 18:06:00 | -280.0 | 197379.22 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4273.68994140625 | None | 4323.68994140625 | 4315.97998046875 | Signal | 2025-12-15 17:00:00 | 2025-12-15 17:04:00 | -77.0996 | 197659.22 |
| 36 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4324.6298828125 | None | 4324.6298828125 | 4324.6298828125 | SL | 2025-12-15 16:31:00 | 2025-12-15 16:49:00 | 0.0 | 197736.32 |
| 37 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4283.919921875 | None | 4333.919921875 | 4330.72998046875 | Signal | 2025-12-15 16:05:00 | 2025-12-15 16:10:00 | -31.8994 | 197736.32 |
| 38 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4287.14013671875 | None | 4337.14013671875 | 4331.990234375 | Signal | 2025-12-15 15:19:00 | 2025-12-15 16:01:00 | -51.499 | 197768.219 |
| 39 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4339.64013671875 | None | 4339.64013671875 | 4339.64013671875 | SL | 2025-12-15 09:45:00 | 2025-12-15 12:32:00 | 0.0 | 197819.718 |
| 40 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4293.9501953125 | None | 4293.9501953125 | 4336.83984375 | Signal | 2025-12-12 22:38:00 | 2025-12-15 09:43:00 | 428.8965 | 197819.718 |
| 41 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.1580047607422 | None | 208.1580047607422 | 207.88999938964844 | Signal | 2025-12-12 19:15:00 | 2025-12-15 04:24:00 | -16.8264 | 197390.822 |
| 42 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 203.33900451660156 | None | 206.33900451660156 | 207.94700622558594 | Signal | 2025-12-05 08:06:00 | 2025-12-15 04:20:00 | 100.9563 | 197407.648 |
| 43 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 207.322998046875 | None | 208.322998046875 | 207.98699951171875 | Signal | 2025-12-12 10:00:00 | 2025-12-12 18:12:00 | -21.0952 | 197306.692 |
| 44 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 207.41000366210938 | None | 208.41000366210938 | 208.07400512695312 | Signal | 2025-12-12 09:24:00 | 2025-12-12 18:09:00 | -63.2857 | 197327.787 |
| 45 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 206.36000061035156 | None | 208.36000061035156 | 208.1009979248047 | Signal | 2025-12-12 09:14:00 | 2025-12-12 18:06:00 | -16.2611 | 197391.073 |
| 46 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4192.509765625 | None | 4212.509765625 | 4309.06982421875 | Signal | 2025-12-11 07:16:00 | 2025-12-12 17:25:00 | 965.6006 | 197407.334 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4269.43017578125 | None | 4269.43017578125 | 4330.97021484375 | Signal | 2025-12-12 03:10:00 | 2025-12-12 17:19:00 | 615.4004 | 196441.733 |
| 48 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4242.33984375 | None | 4267.33984375 | 4327.31982421875 | Signal | 2025-12-12 06:44:00 | 2025-12-12 15:02:00 | 599.7998 | 195826.333 |
| 49 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 206.52699279785156 | None | 208.52699279785156 | 208.3090057373047 | Signal | 2025-12-11 00:19:00 | 2025-12-12 09:09:00 | -13.686 | 195226.533 |
| 50 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 203.5050048828125 | 213.5050048828125 | 208.5050048828125 | 208.53900146484375 | Signal | 2025-12-12 05:16:00 | 2025-12-12 07:50:00 | 2.1344 | 195240.219 |