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 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4676.56005859375 | None | 4696.56005859375 | 4676.56005859375 | SL | 2026-05-13 13:36:00 | 2026-05-13 15:33:00 | -200.0 | 224570.714 |
| 2 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.43699645996094 | 218.43699645996094 | 213.43699645996094 | 213.45199584960938 | Signal | 2026-05-13 06:50:00 | 2026-05-13 07:54:00 | 0.9417 | 224770.714 |
| 3 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.42100524902344 | 218.42100524902344 | 213.42100524902344 | 213.41400146484375 | Signal | 2026-05-13 06:31:00 | 2026-05-13 06:46:00 | -0.4397 | 224769.772 |
| 4 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4680.419921875 | None | 4710.419921875 | 4680.419921875 | SL | 2026-05-12 08:12:00 | 2026-05-12 16:17:00 | -300.0 | 224770.212 |
| 5 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4691.33984375 | None | 4691.33984375 | 4696.66015625 | Signal | 2026-05-12 13:50:00 | 2026-05-12 15:28:00 | 53.2031 | 225070.212 |
| 6 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4655.0498046875 | None | 4705.0498046875 | 4698.2998046875 | Signal | 2026-05-12 09:22:00 | 2026-05-12 09:24:00 | -67.5 | 225017.009 |
| 7 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4697.10986328125 | None | 4747.10986328125 | 4737.740234375 | Signal | 2026-05-12 04:21:00 | 2026-05-12 04:27:00 | -93.6963 | 225084.509 |
| 8 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4697.89990234375 | None | 4747.89990234375 | 4746.35986328125 | Signal | 2026-05-12 04:12:00 | 2026-05-12 04:14:00 | -15.4004 | 225178.205 |
| 9 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4688.47021484375 | None | 4716.47021484375 | 4746.5498046875 | Signal | 2026-05-11 19:59:00 | 2026-05-12 04:13:00 | 300.7959 | 225193.606 |
| 10 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4715.4599609375 | None | 4715.4599609375 | 4755.35986328125 | Signal | 2026-05-11 19:53:00 | 2026-05-12 03:58:00 | 398.999 | 224892.81 |
| 11 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.56100463867188 | 218.56100463867188 | 213.56100463867188 | 213.91900634765625 | Signal | 2026-05-08 22:53:00 | 2026-05-12 01:41:00 | 22.4767 | 224493.811 |
| 12 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 210.85299682617188 | None | 213.85299682617188 | 213.71200561523438 | Signal | 2026-05-12 00:34:00 | 2026-05-12 01:00:00 | -8.852 | 224471.334 |
| 13 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 212.04400634765625 | None | 213.04400634765625 | 213.83399963378906 | Signal | 2026-05-11 01:21:00 | 2026-05-12 00:15:00 | 49.5987 | 224480.186 |
| 14 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 210.41900634765625 | None | 213.41900634765625 | 213.99899291992188 | Signal | 2026-05-11 08:20:00 | 2026-05-11 23:16:00 | 36.4137 | 224430.587 |
| 15 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 210.38499450683594 | None | 213.38499450683594 | 214.06900024414062 | Signal | 2026-05-11 08:08:00 | 2026-05-11 23:10:00 | 42.9444 | 224394.174 |
| 16 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4667.31005859375 | None | 4717.31005859375 | 4711.93017578125 | Signal | 2026-05-11 19:42:00 | 2026-05-11 19:43:00 | -53.7988 | 224351.229 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4725.52978515625 | None | 4725.52978515625 | 4725.52978515625 | SL | 2026-05-11 17:39:00 | 2026-05-11 18:46:00 | 0.0 | 224405.028 |
| 18 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4678.64990234375 | None | 4728.64990234375 | 4718.080078125 | Signal | 2026-05-11 17:17:00 | 2026-05-11 17:34:00 | -105.6982 | 224405.028 |
| 19 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4659.22021484375 | None | 4659.22021484375 | 4730.7099609375 | Signal | 2026-05-11 12:40:00 | 2026-05-11 17:05:00 | 714.8975 | 224510.726 |
| 20 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4667.89990234375 | None | 4667.89990234375 | 4667.89990234375 | SL | 2026-05-11 10:57:00 | 2026-05-11 11:54:00 | 0.0 | 223795.829 |
| 21 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4659.52001953125 | None | 4689.52001953125 | 4659.52001953125 | SL | 2026-05-11 01:25:00 | 2026-05-11 08:48:00 | -300.0 | 223795.829 |
| 22 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4629.169921875 | None | 4679.169921875 | 4661.5400390625 | Signal | 2026-05-11 07:08:00 | 2026-05-11 08:46:00 | -176.2988 | 224095.829 |
| 23 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4684.330078125 | None | 4684.330078125 | 4684.330078125 | SL | 2026-05-11 03:25:00 | 2026-05-11 03:53:00 | 0.0 | 224272.127 |
| 24 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4666.58984375 | None | 4716.58984375 | 4699.5498046875 | Signal | 2026-05-08 23:24:00 | 2026-05-11 01:01:00 | -170.4004 | 224272.127 |
| 25 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4671.60986328125 | None | 4701.60986328125 | 4699.5498046875 | Signal | 2026-05-08 10:28:00 | 2026-05-11 01:01:00 | -20.6006 | 224442.528 |
| 26 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 209.343994140625 | None | 212.343994140625 | 212.3350067138672 | Signal | 2026-05-06 08:22:00 | 2026-05-11 00:18:00 | -0.5643 | 224463.128 |
| 27 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.43499755859375 | None | 212.43499755859375 | 212.33299255371094 | Signal | 2026-05-08 01:00:00 | 2026-05-11 00:12:00 | -6.4043 | 224463.693 |
| 28 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 210.35000610351562 | None | 212.35000610351562 | 212.1009979248047 | Signal | 2026-05-06 11:10:00 | 2026-05-11 00:05:00 | -15.6337 | 224470.097 |
| 29 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.6009979248047 | 217.6009979248047 | 212.6009979248047 | 213.572998046875 | Signal | 2026-05-08 07:01:00 | 2026-05-08 22:52:00 | 61.0258 | 224485.731 |
| 30 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4674.169921875 | None | 4724.169921875 | 4707.85009765625 | Signal | 2026-05-08 17:39:00 | 2026-05-08 18:16:00 | -163.1982 | 224424.705 |
| 31 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4682.77001953125 | None | 4710.77001953125 | 4727.2998046875 | Signal | 2026-05-08 15:29:00 | 2026-05-08 17:26:00 | 165.2979 | 224587.903 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4720.919921875 | None | 4720.919921875 | 4730.91015625 | Signal | 2026-05-08 16:16:00 | 2026-05-08 17:09:00 | 99.9023 | 224422.605 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4708.009765625 | None | 4708.009765625 | 4717.2099609375 | Signal | 2026-05-08 15:21:00 | 2026-05-08 16:14:00 | 92.002 | 224322.703 |
| 34 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4666.5400390625 | None | 4716.5400390625 | 4712.080078125 | Signal | 2026-05-08 14:57:00 | 2026-05-08 15:08:00 | -44.5996 | 224230.701 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4708.5400390625 | None | 4708.5400390625 | 4714.8798828125 | Signal | 2026-05-08 12:56:00 | 2026-05-08 14:54:00 | 63.3984 | 224275.301 |
| 36 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4660.18017578125 | None | 4710.18017578125 | 4707.89013671875 | Signal | 2026-05-08 12:52:00 | 2026-05-08 12:54:00 | -22.9004 | 224211.902 |
| 37 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4664.10009765625 | None | 4714.10009765625 | 4709.72998046875 | Signal | 2026-05-08 12:42:00 | 2026-05-08 12:51:00 | -43.7012 | 224234.803 |
| 38 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4709.60986328125 | None | 4709.60986328125 | 4709.60986328125 | SL | 2026-05-08 04:44:00 | 2026-05-08 05:37:00 | 0.0 | 224278.504 |
| 39 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4686.56005859375 | None | 4686.56005859375 | 4696.66015625 | Signal | 2026-05-08 01:55:00 | 2026-05-08 03:21:00 | 101.001 | 224278.504 |
| 40 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4686.259765625 | None | 4706.259765625 | 4686.259765625 | SL | 2026-05-07 05:20:00 | 2026-05-08 01:01:00 | -200.0 | 224177.503 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4702.8701171875 | None | 4702.8701171875 | 4702.8701171875 | SL | 2026-05-07 22:29:00 | 2026-05-07 23:00:00 | 0.0 | 224377.503 |
| 42 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4655.5498046875 | None | 4683.5498046875 | 4745.2099609375 | Signal | 2026-05-06 15:35:00 | 2026-05-07 18:32:00 | 616.6016 | 224377.503 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4744.18994140625 | None | 4744.18994140625 | 4744.18994140625 | SL | 2026-05-07 16:55:00 | 2026-05-07 17:17:00 | 0.0 | 223760.901 |
| 44 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4729.85986328125 | None | 4729.85986328125 | 4739.43994140625 | Signal | 2026-05-07 14:21:00 | 2026-05-07 16:05:00 | 95.8008 | 223760.901 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4730.18017578125 | None | 4730.18017578125 | 4730.18017578125 | SL | 2026-05-07 13:06:00 | 2026-05-07 14:14:00 | 0.0 | 223665.1 |
| 46 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4703.169921875 | None | 4703.169921875 | 4737.6201171875 | Signal | 2026-05-07 05:38:00 | 2026-05-07 11:21:00 | 344.502 | 223665.1 |
| 47 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4670.25 | None | 4690.25 | 4706.1298828125 | Signal | 2026-05-06 23:37:00 | 2026-05-07 05:19:00 | 158.7988 | 223320.598 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4691.0498046875 | None | 4691.0498046875 | 4705.66015625 | Signal | 2026-05-07 03:49:00 | 2026-05-07 05:14:00 | 146.1035 | 223161.8 |
| 49 | #159678 | Exit | XAUUSD | 0.06 | BUY | 4504.39990234375 | None | 4539.39990234375 | 4692.64990234375 | Signal | 2026-05-05 09:32:00 | 2026-05-06 23:30:00 | 919.5 | 223015.696 |
| 50 | #159901 | Exit | XAUUSD | 0.04 | BUY | 4516.8798828125 | None | 4536.8798828125 | 4692.64990234375 | Signal | 2026-05-05 09:30:00 | 2026-05-06 23:30:00 | 623.0801 | 222096.196 |