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 | 0.06 | BUY | 4045.489990234375 | None | 4045.489990234375 | 4132.4501953125 | Signal | 2025-11-24 06:46:00 | 2025-11-25 01:16:00 | 521.7613 | 192638.896 |
| 2 | #160333 | Exit | XAUUSD | 0.08 | BUY | 4021.81005859375 | None | 4046.81005859375 | 4073.449951171875 | Signal | 2025-11-24 07:58:00 | 2025-11-24 16:42:00 | 213.1191 | 192117.135 |
| 3 | #371150 | Exit | GBPJPY.i | 0.06 | BUY | 201.85000610351562 | None | 204.85000610351562 | 205.5850067138672 | Signal | 2025-11-21 22:04:00 | 2025-11-24 16:06:00 | 27.6877 | 191904.015 |
| 4 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4046.139892578125 | None | 4046.139892578125 | 4046.139892578125 | SL | 2025-11-24 04:05:00 | 2025-11-24 06:35:00 | 0.0 | 191876.328 |
| 5 | #160333 | Exit | XAUUSD | 0.06 | BUY | 4023.330078125 | None | 4048.330078125 | 4048.0400390625 | Signal | 2025-11-24 04:28:00 | 2025-11-24 04:30:00 | -1.7402 | 191876.328 |
| 6 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4005.39990234375 | None | 4055.39990234375 | 4045.139892578125 | Signal | 2025-11-24 03:28:00 | 2025-11-24 03:59:00 | -61.5601 | 191878.068 |
| 7 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 203.77699279785156 | None | 204.77699279785156 | 204.7550048828125 | Signal | 2025-11-21 13:06:00 | 2025-11-21 17:27:00 | -0.8283 | 191939.628 |
| 8 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4037.030029296875 | None | 4037.030029296875 | 4037.030029296875 | SL | 2025-11-21 12:36:00 | 2025-11-21 13:38:00 | 0.0 | 191940.456 |
| 9 | #345997 | Exit | GBPJPY.i | 0.06 | BUY | 202.17799377441406 | None | 205.17799377441406 | 204.4720001220703 | Signal | 2025-11-21 10:16:00 | 2025-11-21 12:22:00 | -26.5949 | 191940.456 |
| 10 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 202.83399963378906 | None | 204.83399963378906 | 204.52000427246094 | Signal | 2025-11-21 11:46:00 | 2025-11-21 12:07:00 | -11.8283 | 191967.051 |
| 11 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 204.43499755859375 | None | 205.43499755859375 | 204.91299438476562 | Signal | 2025-11-21 10:51:00 | 2025-11-21 11:51:00 | -19.664 | 191978.88 |
| 12 | #345997 | Exit | GBPJPY.i | 0.06 | BUY | 202.82899475097656 | None | 205.82899475097656 | 204.9409942626953 | Signal | 2025-11-21 00:28:00 | 2025-11-21 09:58:00 | -33.4512 | 191998.544 |
| 13 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4030.909912109375 | None | 4030.909912109375 | 4030.909912109375 | SL | 2025-11-21 09:09:00 | 2025-11-21 09:52:00 | 0.0 | 192031.995 |
| 14 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 204.76499938964844 | None | 205.76499938964844 | 205.24899291992188 | Signal | 2025-11-20 19:51:00 | 2025-11-21 09:42:00 | -77.7523 | 192031.995 |
| 15 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4048.10009765625 | None | 4048.10009765625 | 4048.10009765625 | SL | 2025-11-21 06:47:00 | 2025-11-21 07:44:00 | 0.0 | 192109.747 |
| 16 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4051.2900390625 | None | 4051.2900390625 | 4051.2900390625 | SL | 2025-11-21 05:25:00 | 2025-11-21 06:36:00 | 0.0 | 192109.747 |
| 17 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4004.300048828125 | None | 4054.300048828125 | 4050.7900390625 | Signal | 2025-11-21 05:17:00 | 2025-11-21 05:22:00 | -21.0601 | 192109.747 |
| 18 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4066.570068359375 | None | 4066.570068359375 | 4066.570068359375 | SL | 2025-11-21 03:20:00 | 2025-11-21 04:20:00 | 0.0 | 192130.807 |
| 19 | #161748 | Exit | XAUUSD | 0.06 | BUY | 4030.5400390625 | None | 4058.5400390625 | 4063.52001953125 | Signal | 2025-11-20 19:23:00 | 2025-11-21 03:14:00 | 29.8799 | 192130.807 |
| 20 | #323816 | Exit | GBPJPY.i | 0.08 | BUY | 204.1300048828125 | None | 206.1300048828125 | 205.79600524902344 | Signal | 2025-11-20 18:34:00 | 2025-11-20 19:24:00 | -16.7758 | 192100.927 |
| 21 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 204.41000366210938 | None | 205.41000366210938 | 206.11700439453125 | Signal | 2025-11-20 11:33:00 | 2025-11-20 18:21:00 | 26.6329 | 192117.703 |
| 22 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 203.56199645996094 | None | 205.56199645996094 | 206.072998046875 | Signal | 2025-11-20 10:22:00 | 2025-11-20 18:16:00 | 19.2496 | 192091.07 |
| 23 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 204.44400024414062 | None | 205.44400024414062 | 206.28700256347656 | Signal | 2025-11-20 11:12:00 | 2025-11-20 18:06:00 | 95.2682 | 192071.821 |
| 24 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4030.39990234375 | None | 4080.39990234375 | 4077.139892578125 | Signal | 2025-11-20 16:01:00 | 2025-11-20 16:07:00 | -26.0801 | 191976.552 |
| 25 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4054.489990234375 | None | 4054.489990234375 | 4078.5400390625 | Signal | 2025-11-20 13:24:00 | 2025-11-20 15:34:00 | 144.3003 | 192002.632 |
| 26 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4007.510009765625 | None | 4057.510009765625 | 4054.030029296875 | Signal | 2025-11-20 13:09:00 | 2025-11-20 13:20:00 | -20.8799 | 191858.332 |
| 27 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 203.83200073242188 | None | 204.83200073242188 | 205.4929962158203 | Signal | 2025-11-19 18:51:00 | 2025-11-20 10:33:00 | 24.8998 | 191879.212 |
| 28 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 202.69000244140625 | None | 204.69000244140625 | 205.5449981689453 | Signal | 2025-11-19 17:55:00 | 2025-11-20 10:19:00 | 42.9438 | 191854.312 |
| 29 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4011.239990234375 | None | 4061.239990234375 | 4054.610107421875 | Signal | 2025-11-20 09:51:00 | 2025-11-20 10:06:00 | -39.7793 | 191811.368 |
| 30 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4062.7900390625 | None | 4062.7900390625 | 4062.7900390625 | SL | 2025-11-20 08:34:00 | 2025-11-20 09:23:00 | 0.0 | 191851.148 |
| 31 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4021.389892578125 | None | 4071.389892578125 | 4061.030029296875 | Signal | 2025-11-20 07:15:00 | 2025-11-20 08:28:00 | -62.1592 | 191851.148 |
| 32 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4069.43994140625 | None | 4069.43994140625 | 4069.43994140625 | SL | 2025-11-20 05:50:00 | 2025-11-20 07:11:00 | 0.0 | 191913.307 |
| 33 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4021.7099609375 | None | 4071.7099609375 | 4067.2099609375 | Signal | 2025-11-20 05:41:00 | 2025-11-20 05:46:00 | -27.0 | 191913.307 |
| 34 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4041.18994140625 | None | 4091.18994140625 | 4084.0400390625 | Signal | 2025-11-20 03:40:00 | 2025-11-20 03:59:00 | -42.8994 | 191940.307 |
| 35 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4065.550048828125 | None | 4065.550048828125 | 4074.340087890625 | Signal | 2025-11-19 19:15:00 | 2025-11-19 21:16:00 | 52.7402 | 191983.206 |
| 36 | #161748 | Exit | XAUUSD | 0.06 | BUY | 4046.840087890625 | None | 4074.840087890625 | 4060.85009765625 | Signal | 2025-11-19 19:01:00 | 2025-11-19 19:07:00 | -83.9399 | 191930.466 |
| 37 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4023.1298828125 | None | 4073.1298828125 | 4060.43994140625 | Signal | 2025-11-19 18:50:00 | 2025-11-19 19:06:00 | -101.5195 | 192014.406 |
| 38 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4036.06005859375 | None | 4086.06005859375 | 4075.2099609375 | Signal | 2025-11-19 18:25:00 | 2025-11-19 18:28:00 | -86.8008 | 192115.926 |
| 39 | #299221 | Exit | GBPJPY.i | 0.08 | BUY | 202.93800354003906 | None | 203.93800354003906 | 204.78500366210938 | Signal | 2025-11-18 06:45:00 | 2025-11-19 18:03:00 | 42.5422 | 192202.726 |
| 40 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4066.68017578125 | None | 4116.68017578125 | 4112.990234375 | Signal | 2025-11-19 17:39:00 | 2025-11-19 17:40:00 | -29.5195 | 192160.184 |
| 41 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 201.24000549316406 | None | 203.24000549316406 | 204.82200622558594 | Signal | 2025-11-17 00:18:00 | 2025-11-19 17:40:00 | 79.4591 | 192189.704 |
| 42 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 197.83200073242188 | 207.83200073242188 | 202.83200073242188 | 204.21200561523438 | Signal | 2025-11-11 23:38:00 | 2025-11-17 23:14:00 | 69.3134 | 192110.245 |
| 43 | #161748 | Exit | XAUUSD | 0.08 | BUY | 4035.580078125 | None | 4063.580078125 | 4035.580078125 | SL | 2025-11-17 21:18:00 | 2025-11-17 21:36:00 | -224.0 | 192040.931 |
| 44 | #161748 | Exit | XAUUSD | 0.08 | BUY | 4035.3701171875 | None | 4063.3701171875 | 4058.070068359375 | Signal | 2025-11-17 18:23:00 | 2025-11-17 21:10:00 | -42.4004 | 192264.931 |
| 45 | #161748 | Exit | XAUUSD | 0.08 | BUY | 4041.330078125 | None | 4069.330078125 | 4055.610107421875 | Signal | 2025-11-17 16:10:00 | 2025-11-17 18:08:00 | -109.7598 | 192307.332 |
| 46 | #161748 | Exit | XAUUSD | 0.08 | BUY | 4024.469970703125 | None | 4052.469970703125 | 4091.570068359375 | Signal | 2025-11-14 16:20:00 | 2025-11-14 20:10:00 | 312.8008 | 192417.091 |
| 47 | #160412 | Exit | XAUUSD | 0.08 | SELL | 4093.449951171875 | None | 4073.449951171875 | 4093.449951171875 | SL | 2025-11-14 17:45:00 | 2025-11-14 17:51:00 | -160.0 | 192104.291 |
| 48 | #323816 | Exit | GBPJPY.i | 0.08 | BUY | 201.20599365234375 | None | 203.20599365234375 | 202.4199981689453 | Signal | 2025-11-14 10:40:00 | 2025-11-14 15:24:00 | -39.4782 | 192264.291 |
| 49 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 201.02499389648438 | None | 203.02499389648438 | 202.5749969482422 | Signal | 2025-11-14 13:25:00 | 2025-11-14 15:10:00 | -22.602 | 192303.769 |
| 50 | #159218 | Exit | XAUUSD | 0.08 | BUY | 4116.1201171875 | None | 4146.1201171875 | 4116.1201171875 | SL | 2025-11-14 13:25:00 | 2025-11-14 14:21:00 | -240.0 | 192326.371 |