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 | 4241.10009765625 | None | 4241.10009765625 | 4252.240234375 | Signal | 2025-12-01 10:54:00 | 2025-12-01 15:56:00 | 111.4014 | 194883.911 |
| 2 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4210.02001953125 | None | 4240.02001953125 | 4239.72998046875 | Signal | 2025-12-01 10:49:00 | 2025-12-01 10:50:00 | -2.9004 | 194772.51 |
| 3 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4189.740234375 | None | 4219.740234375 | 4241.7001953125 | Signal | 2025-12-01 07:28:00 | 2025-12-01 10:46:00 | 219.5996 | 194775.41 |
| 4 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4193.10009765625 | None | 4223.10009765625 | 4218.4599609375 | Signal | 2025-12-01 07:25:00 | 2025-12-01 07:27:00 | -46.4014 | 194555.811 |
| 5 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4148.93017578125 | None | 4168.93017578125 | 4226.7099609375 | Signal | 2025-11-28 12:31:00 | 2025-12-01 07:19:00 | 577.7979 | 194602.212 |
| 6 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 204.76800537109375 | None | 205.76800537109375 | 205.66700744628906 | Signal | 2025-12-01 04:39:00 | 2025-12-01 04:45:00 | -19.0231 | 194024.414 |
| 7 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 205.2740020751953 | None | 206.2740020751953 | 205.81199645996094 | Signal | 2025-12-01 02:57:00 | 2025-12-01 04:18:00 | -87.0193 | 194043.437 |
| 8 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 205.281005859375 | None | 206.281005859375 | 205.8419952392578 | Signal | 2025-12-01 03:36:00 | 2025-12-01 04:15:00 | -27.5627 | 194130.457 |
| 9 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4217.18017578125 | None | 4217.18017578125 | 4225.419921875 | Signal | 2025-12-01 01:15:00 | 2025-12-01 03:12:00 | 82.3975 | 194158.019 |
| 10 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 202.5330047607422 | None | 205.5330047607422 | 206.17599487304688 | Signal | 2025-11-25 23:24:00 | 2025-12-01 02:48:00 | 40.3693 | 194075.622 |
| 11 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 205.7899932861328 | None | 206.7899932861328 | 206.21299743652344 | Signal | 2025-11-27 03:42:00 | 2025-12-01 02:33:00 | -36.2259 | 194035.253 |
| 12 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 205.48899841308594 | None | 206.48899841308594 | 206.18499755859375 | Signal | 2025-12-01 00:27:00 | 2025-12-01 02:30:00 | -57.2589 | 194071.479 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4189.64013671875 | None | 4189.64013671875 | 4213.97998046875 | Signal | 2025-11-28 17:25:00 | 2025-12-01 01:12:00 | 243.3984 | 194128.737 |
| 14 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 204.7969970703125 | None | 205.7969970703125 | 206.43099975585938 | Signal | 2025-11-26 14:30:00 | 2025-12-01 00:15:00 | 119.4151 | 193885.339 |
| 15 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 203.75399780273438 | None | 205.75399780273438 | 206.4290008544922 | Signal | 2025-11-26 14:25:00 | 2025-12-01 00:12:00 | 42.3792 | 193765.924 |
| 16 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 201.7689971923828 | 211.7689971923828 | 206.7689971923828 | 206.72500610351562 | Signal | 2025-11-28 06:53:00 | 2025-11-28 22:55:00 | -2.7619 | 193723.545 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4116.7099609375 | None | 4166.7099609375 | 4158.0 | Signal | 2025-11-28 10:43:00 | 2025-11-28 10:49:00 | -87.0996 | 193726.307 |
| 18 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4147.7998046875 | None | 4182.7998046875 | 4176.06982421875 | Signal | 2025-11-28 07:15:00 | 2025-11-28 09:54:00 | -67.2998 | 193813.406 |
| 19 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4162.68994140625 | None | 4182.68994140625 | 4182.7001953125 | Signal | 2025-11-28 07:14:00 | 2025-11-28 09:31:00 | 0.1025 | 193880.706 |
| 20 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4149.2099609375 | None | 4184.2099609375 | 4180.2001953125 | Signal | 2025-11-28 05:53:00 | 2025-11-28 07:11:00 | -40.0977 | 193880.604 |
| 21 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4112.27978515625 | None | 4132.27978515625 | 4180.6298828125 | Signal | 2025-11-25 22:32:00 | 2025-11-28 07:10:00 | 483.501 | 193920.701 |
| 22 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 201.93600463867188 | 211.93600463867188 | 206.93600463867188 | 206.91099548339844 | Signal | 2025-11-27 21:47:00 | 2025-11-27 22:28:00 | -1.5702 | 193437.2 |
| 23 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 201.9550018310547 | 211.9550018310547 | 206.9550018310547 | 206.95700073242188 | Signal | 2025-11-27 21:23:00 | 2025-11-27 21:35:00 | 0.1255 | 193438.77 |
| 24 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4154.5498046875 | None | 4154.5498046875 | 4157.93994140625 | Signal | 2025-11-27 03:31:00 | 2025-11-27 11:07:00 | 33.9014 | 193438.645 |
| 25 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 204.427001953125 | None | 205.427001953125 | 206.61099243164062 | Signal | 2025-11-26 00:36:00 | 2025-11-27 03:15:00 | 74.3353 | 193404.744 |
| 26 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4138.490234375 | None | 4163.490234375 | 4159.89990234375 | Signal | 2025-11-26 23:26:00 | 2025-11-27 03:12:00 | -35.9033 | 193330.408 |
| 27 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4138.7099609375 | None | 4163.7099609375 | 4162.990234375 | Signal | 2025-11-26 23:10:00 | 2025-11-26 23:18:00 | -7.1973 | 193366.312 |
| 28 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 200.5800018310547 | 210.5800018310547 | 205.5800018310547 | 207.1060028076172 | Signal | 2025-11-24 22:49:00 | 2025-11-26 22:35:00 | 95.808 | 193373.509 |
| 29 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4112.52001953125 | None | 4162.52001953125 | 4159.43994140625 | Signal | 2025-11-26 20:43:00 | 2025-11-26 20:45:00 | -30.8008 | 193277.701 |
| 30 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4096.8798828125 | None | 4146.8798828125 | 4140.16015625 | Signal | 2025-11-26 16:16:00 | 2025-11-26 17:02:00 | -67.1973 | 193308.502 |
| 31 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4103.33984375 | None | 4153.33984375 | 4145.669921875 | Signal | 2025-11-26 16:00:00 | 2025-11-26 16:11:00 | -76.6992 | 193375.699 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4158.81982421875 | None | 4158.81982421875 | 4163.240234375 | Signal | 2025-11-26 10:54:00 | 2025-11-26 14:32:00 | 44.2041 | 193452.398 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4150.9501953125 | None | 4150.9501953125 | 4157.93994140625 | Signal | 2025-11-26 08:45:00 | 2025-11-26 10:45:00 | 69.8975 | 193408.194 |
| 34 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4108.490234375 | None | 4158.490234375 | 4149.509765625 | Signal | 2025-11-26 08:22:00 | 2025-11-26 08:38:00 | -89.8047 | 193338.297 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4131.06982421875 | None | 4131.06982421875 | 4156.47998046875 | Signal | 2025-11-25 21:32:00 | 2025-11-26 08:19:00 | 254.1016 | 193428.101 |
| 36 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 204.4810028076172 | None | 205.4810028076172 | 205.38299560546875 | Signal | 2025-11-25 23:18:00 | 2025-11-26 04:33:00 | -18.4598 | 193174.0 |
| 37 | #323816 | Exit | GBPJPY.i | 0.06 | BUY | 202.52099609375 | None | 204.52099609375 | 205.4320068359375 | Signal | 2025-11-21 17:53:00 | 2025-11-25 22:55:00 | 34.318 | 193192.459 |
| 38 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 204.1060028076172 | None | 205.1060028076172 | 205.4239959716797 | Signal | 2025-11-25 11:48:00 | 2025-11-25 22:51:00 | 19.9648 | 193158.141 |
| 39 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 204.11700439453125 | None | 205.11700439453125 | 205.5330047607422 | Signal | 2025-11-25 11:24:00 | 2025-11-25 22:42:00 | 62.6833 | 193138.177 |
| 40 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 202.6269989013672 | None | 205.6269989013672 | 205.51199340820312 | Signal | 2025-11-24 16:12:00 | 2025-11-25 22:38:00 | -7.2205 | 193075.493 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4125.52001953125 | None | 4125.52001953125 | 4129.2998046875 | Signal | 2025-11-25 18:02:00 | 2025-11-25 21:29:00 | 37.7979 | 193082.714 |
| 42 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4093.66015625 | None | 4143.66015625 | 4134.58984375 | Signal | 2025-11-25 16:12:00 | 2025-11-25 16:31:00 | -90.7031 | 193044.916 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4126.77001953125 | None | 4126.77001953125 | 4142.41015625 | Signal | 2025-11-25 14:57:00 | 2025-11-25 16:11:00 | 156.4014 | 193135.619 |
| 44 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 203.947998046875 | None | 204.947998046875 | 205.1320037841797 | Signal | 2025-11-21 18:18:00 | 2025-11-25 11:12:00 | 6.9316 | 192979.218 |
| 45 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 203.7740020751953 | None | 204.7740020751953 | 205.0469970703125 | Signal | 2025-11-21 18:03:00 | 2025-11-25 11:03:00 | 30.8513 | 192972.286 |
| 46 | #159901 | Exit | XAUUSD | 0.08 | BUY | 4029.760009765625 | None | 4049.760009765625 | 4115.43994140625 | Signal | 2025-11-24 08:20:00 | 2025-11-25 10:54:00 | 525.4394 | 192941.435 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4086.97998046875 | None | 4136.97998046875 | 4125.2998046875 | Signal | 2025-11-25 09:42:00 | 2025-11-25 10:38:00 | -116.8018 | 192415.995 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4092.8798828125 | None | 4142.8798828125 | 4133.6201171875 | Signal | 2025-11-25 08:34:00 | 2025-11-25 09:38:00 | -92.5977 | 192532.797 |
| 49 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4129.64990234375 | None | 4129.64990234375 | 4129.64990234375 | SL | 2025-11-25 01:25:00 | 2025-11-25 02:57:00 | 0.0 | 192625.395 |
| 50 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4079.8798828125 | None | 4129.8798828125 | 4128.52978515625 | Signal | 2025-11-25 01:19:00 | 2025-11-25 01:24:00 | -13.501 | 192625.395 |