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 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4242.93017578125 | None | 4267.93017578125 | 4267.22021484375 | Signal | 2025-12-12 06:22:00 | 2025-12-12 06:32:00 | -7.0996 | 195238.085 |
| 2 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 203.35499572753906 | 213.35499572753906 | 208.35499572753906 | 208.49000549316406 | Signal | 2025-12-11 21:47:00 | 2025-12-12 05:15:00 | 8.4764 | 195245.184 |
| 3 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4268.68994140625 | None | 4268.68994140625 | 4268.68994140625 | SL | 2025-12-11 22:14:00 | 2025-12-12 03:01:00 | 0.0 | 195236.708 |
| 4 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 203.3719940185547 | 213.3719940185547 | 208.3719940185547 | 208.3990020751953 | Signal | 2025-12-10 06:21:00 | 2025-12-11 21:46:00 | 1.6957 | 195236.708 |
| 5 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4210.8701171875 | None | 4210.8701171875 | 4229.4501953125 | Signal | 2025-12-11 15:24:00 | 2025-12-11 17:03:00 | 185.8008 | 195235.012 |
| 6 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4188.66015625 | None | 4213.66015625 | 4211.31982421875 | Signal | 2025-12-11 13:42:00 | 2025-12-11 14:00:00 | -23.4033 | 195049.211 |
| 7 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4212.6298828125 | None | 4212.6298828125 | 4212.6298828125 | SL | 2025-12-11 05:31:00 | 2025-12-11 12:31:00 | 0.0 | 195072.615 |
| 8 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4177.39013671875 | None | 4227.39013671875 | 4214.27978515625 | Signal | 2025-12-11 04:46:00 | 2025-12-11 05:11:00 | -131.1035 | 195072.615 |
| 9 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 204.71099853515625 | None | 206.71099853515625 | 208.4499969482422 | Signal | 2025-12-08 00:20:00 | 2025-12-11 00:12:00 | 109.1808 | 195203.718 |
| 10 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4178.1201171875 | None | 4203.1201171875 | 4195.14990234375 | Signal | 2025-12-10 10:16:00 | 2025-12-10 11:04:00 | -79.7021 | 195094.537 |
| 11 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 203.61000061035156 | 213.61000061035156 | 208.61000061035156 | 208.35800170898438 | Signal | 2025-12-10 01:39:00 | 2025-12-10 06:20:00 | -15.8214 | 195174.239 |
| 12 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 205.10899353027344 | None | 208.10899353027344 | 208.47500610351562 | Signal | 2025-12-09 12:54:00 | 2025-12-10 03:02:00 | 22.9796 | 195190.061 |
| 13 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 203.61000061035156 | 213.61000061035156 | 208.61000061035156 | 208.6230010986328 | Signal | 2025-12-10 01:37:00 | 2025-12-10 01:38:00 | 0.8162 | 195167.081 |
| 14 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4156.3701171875 | None | 4186.3701171875 | 4210.43017578125 | Signal | 2025-12-09 07:02:00 | 2025-12-09 22:38:00 | 240.6006 | 195166.265 |
| 15 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 205.8350067138672 | None | 206.8350067138672 | 208.02999877929688 | Signal | 2025-12-08 00:48:00 | 2025-12-09 13:12:00 | 75.026 | 194925.664 |
| 16 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4207.080078125 | None | 4187.080078125 | 4195.9501953125 | Signal | 2025-12-08 21:45:00 | 2025-12-09 03:51:00 | -88.7012 | 194850.638 |
| 17 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 201.80499267578125 | 211.80499267578125 | 206.80499267578125 | 207.7530059814453 | Signal | 2025-12-08 05:36:00 | 2025-12-08 22:27:00 | 59.5198 | 194939.34 |
| 18 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4183.4501953125 | None | 4208.4501953125 | 4207.080078125 | Signal | 2025-12-08 07:24:00 | 2025-12-08 09:52:00 | -13.7012 | 194879.82 |
| 19 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4169.83984375 | None | 4189.83984375 | 4208.0498046875 | Signal | 2025-12-04 09:33:00 | 2025-12-08 09:47:00 | 182.0996 | 194893.521 |
| 20 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4176.27001953125 | None | 4201.27001953125 | 4206.8701171875 | Signal | 2025-12-08 04:26:00 | 2025-12-08 07:22:00 | 56.001 | 194711.421 |
| 21 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 201.76400756835938 | 211.76400756835938 | 206.76400756835938 | 206.7989959716797 | Signal | 2025-12-04 23:48:00 | 2025-12-08 05:34:00 | 2.1967 | 194655.42 |
| 22 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 203.83599853515625 | None | 205.83599853515625 | 206.71099853515625 | Signal | 2025-11-26 14:33:00 | 2025-12-08 00:20:00 | 54.9357 | 194653.224 |
| 23 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 204.77099609375 | None | 206.77099609375 | 206.66400146484375 | Signal | 2025-12-04 10:19:00 | 2025-12-08 00:10:00 | -6.7175 | 194598.288 |
| 24 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4166.0 | None | 4196.0 | 4237.7001953125 | Signal | 2025-12-05 03:17:00 | 2025-12-05 18:06:00 | 417.002 | 194605.005 |
| 25 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 205.7530059814453 | None | 206.7530059814453 | 206.28799438476562 | Signal | 2025-12-04 10:57:00 | 2025-12-05 07:42:00 | -29.1952 | 194188.003 |
| 26 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 205.78399658203125 | None | 206.78399658203125 | 206.29800415039062 | Signal | 2025-12-04 10:39:00 | 2025-12-05 07:39:00 | -91.5372 | 194217.199 |
| 27 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4160.240234375 | None | 4190.240234375 | 4195.7900390625 | Signal | 2025-12-04 14:43:00 | 2025-12-05 03:16:00 | 55.498 | 194308.736 |
| 28 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4179.66015625 | None | 4204.66015625 | 4202.2998046875 | Signal | 2025-12-05 02:42:00 | 2025-12-05 02:58:00 | -23.6035 | 194253.238 |
| 29 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4182.58984375 | None | 4207.58984375 | 4202.9599609375 | Signal | 2025-12-05 02:06:00 | 2025-12-05 02:36:00 | -46.2988 | 194276.841 |
| 30 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 200.37399291992188 | 210.37399291992188 | 205.37399291992188 | 206.74400329589844 | Signal | 2025-12-02 00:46:00 | 2025-12-04 23:39:00 | 86.0143 | 194323.14 |
| 31 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4227.31005859375 | None | 4207.31005859375 | 4209.1201171875 | Signal | 2025-12-04 22:18:00 | 2025-12-04 22:24:00 | -18.1006 | 194237.126 |
| 32 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 204.6540069580078 | None | 205.6540069580078 | 206.81199645996094 | Signal | 2025-12-02 19:12:00 | 2025-12-04 10:18:00 | 72.7029 | 194255.226 |
| 33 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 204.60299682617188 | None | 205.60299682617188 | 206.63099670410156 | Signal | 2025-12-02 18:51:00 | 2025-12-04 10:12:00 | 193.6249 | 194182.524 |
| 34 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4169.77001953125 | None | 4189.77001953125 | 4189.43994140625 | Signal | 2025-12-04 09:31:00 | 2025-12-04 09:32:00 | -3.3008 | 193988.899 |
| 35 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4174.009765625 | None | 4204.009765625 | 4204.830078125 | Signal | 2025-12-04 04:09:00 | 2025-12-04 04:12:00 | 8.2031 | 193992.199 |
| 36 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4169.6298828125 | None | 4199.6298828125 | 4202.419921875 | Signal | 2025-12-03 20:25:00 | 2025-12-04 04:05:00 | 27.9004 | 193983.996 |
| 37 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4177.91015625 | None | 4197.91015625 | 4196.68017578125 | Signal | 2025-12-03 20:58:00 | 2025-12-03 20:59:00 | -12.2998 | 193956.096 |
| 38 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4174.240234375 | None | 4199.240234375 | 4201.02001953125 | Signal | 2025-12-03 12:18:00 | 2025-12-03 19:00:00 | 17.7979 | 193968.396 |
| 39 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4154.5498046875 | None | 4184.5498046875 | 4202.10986328125 | Signal | 2025-12-02 17:36:00 | 2025-12-03 18:56:00 | 175.6006 | 193950.598 |
| 40 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 204.79400634765625 | None | 205.79400634765625 | 205.625 | Signal | 2025-12-02 12:45:00 | 2025-12-02 18:15:00 | -31.8325 | 193774.997 |
| 41 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4157.77001953125 | None | 4187.77001953125 | 4183.22021484375 | Signal | 2025-12-02 11:38:00 | 2025-12-02 17:35:00 | -45.498 | 193806.83 |
| 42 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 204.4290008544922 | None | 206.4290008544922 | 205.88299560546875 | Signal | 2025-12-01 00:13:00 | 2025-12-02 17:32:00 | -34.2802 | 193852.328 |
| 43 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 204.69400024414062 | None | 205.69400024414062 | 205.72900390625 | Signal | 2025-12-01 05:09:00 | 2025-12-02 12:18:00 | 6.593 | 193886.608 |
| 44 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4178.39013671875 | None | 4208.39013671875 | 4184.75 | Signal | 2025-12-02 08:44:00 | 2025-12-02 11:37:00 | -236.4014 | 193880.015 |
| 45 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4193.85009765625 | None | 4218.85009765625 | 4212.39013671875 | Signal | 2025-12-02 07:12:00 | 2025-12-02 08:24:00 | -64.5996 | 194116.416 |
| 46 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4218.2001953125 | None | 4218.2001953125 | 4218.2001953125 | SL | 2025-12-02 05:55:00 | 2025-12-02 08:22:00 | 0.0 | 194181.016 |
| 47 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4211.10009765625 | None | 4241.10009765625 | 4211.10009765625 | SL | 2025-12-01 10:51:00 | 2025-12-02 03:06:00 | -300.0 | 194181.016 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4184.52978515625 | None | 4234.52978515625 | 4215.7001953125 | Signal | 2025-12-01 21:59:00 | 2025-12-02 03:05:00 | -188.2959 | 194481.016 |
| 49 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4179.22998046875 | None | 4229.22998046875 | 4227.990234375 | Signal | 2025-12-01 18:59:00 | 2025-12-01 19:01:00 | -12.3975 | 194669.312 |
| 50 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4197.14013671875 | None | 4247.14013671875 | 4226.919921875 | Signal | 2025-12-01 16:14:00 | 2025-12-01 16:38:00 | -202.2021 | 194681.709 |