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 | 4683.68017578125 | None | 4683.68017578125 | 4683.68017578125 | SL | 2026-05-06 19:15:00 | 2026-05-06 19:53:00 | 0.0 | 221473.116 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4679.669921875 | None | 4679.669921875 | 4698.6201171875 | Signal | 2026-05-06 16:14:00 | 2026-05-06 18:12:00 | 189.502 | 221473.116 |
| 3 | #161748 | Exit | XAUUSD | 0.08 | BUY | 4529.89990234375 | None | 4557.89990234375 | 4697.68994140625 | Signal | 2026-05-05 19:43:00 | 2026-05-06 14:54:00 | 1118.3203 | 221283.614 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4662.02001953125 | None | 4662.02001953125 | 4708.08984375 | Signal | 2026-05-06 10:22:00 | 2026-05-06 14:32:00 | 460.6982 | 220165.294 |
| 5 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4646.06982421875 | None | 4646.06982421875 | 4658.7001953125 | Signal | 2026-05-06 08:39:00 | 2026-05-06 10:18:00 | 126.3037 | 219704.595 |
| 6 | #250356 | Exit | GBPJPY.i | 0.04 | BUY | 210.7449951171875 | None | 212.7449951171875 | 212.89199829101562 | Signal | 2026-05-04 07:07:00 | 2026-05-06 07:31:00 | 3.6918 | 219578.292 |
| 7 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.76800537109375 | 218.76800537109375 | 213.76800537109375 | 213.77099609375 | Signal | 2026-05-05 23:46:00 | 2026-05-05 23:48:00 | 0.1878 | 219574.6 |
| 8 | #159901 | Exit | XAUUSD | 0.04 | BUY | 4496.330078125 | None | 4516.330078125 | 4537.33984375 | Signal | 2026-05-05 01:55:00 | 2026-05-05 09:23:00 | 84.0391 | 219574.412 |
| 9 | #259377 | Exit | GBPJPY.i | 0.04 | BUY | 208.24099731445312 | 218.24099731445312 | 213.24099731445312 | 212.62899780273438 | Signal | 2026-05-01 22:48:00 | 2026-05-05 04:16:00 | -15.3694 | 219490.373 |
| 10 | #299221 | Exit | GBPJPY.i | 0.04 | BUY | 211.9949951171875 | None | 212.9949951171875 | 211.9949951171875 | SL | 2026-05-04 07:57:00 | 2026-05-04 22:00:00 | -25.1135 | 219505.742 |
| 11 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4509.43994140625 | None | 4509.43994140625 | 4513.7001953125 | Signal | 2026-05-04 19:59:00 | 2026-05-04 21:27:00 | 17.041 | 219530.856 |
| 12 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4475.91015625 | None | 4525.91015625 | 4524.89013671875 | Signal | 2026-05-04 18:57:00 | 2026-05-04 19:01:00 | -4.0801 | 219513.815 |
| 13 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4515.419921875 | None | 4565.419921875 | 4556.89013671875 | Signal | 2026-05-04 16:06:00 | 2026-05-04 17:11:00 | -34.1192 | 219517.895 |
| 14 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4555.83984375 | None | 4555.83984375 | 4565.3798828125 | Signal | 2026-05-04 14:50:00 | 2026-05-04 16:05:00 | 38.1602 | 219552.014 |
| 15 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4527.93994140625 | None | 4577.93994140625 | 4574.22998046875 | Signal | 2026-05-04 11:12:00 | 2026-05-04 13:01:00 | -14.8398 | 219513.854 |
| 16 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4537.68017578125 | None | 4587.68017578125 | 4578.72021484375 | Signal | 2026-05-04 09:49:00 | 2026-05-04 11:04:00 | -35.8398 | 219528.694 |
| 17 | #159901 | Exit | XAUUSD | 0.04 | BUY | 4581.8798828125 | None | 4601.8798828125 | 4581.8798828125 | SL | 2026-05-04 06:43:00 | 2026-05-04 10:54:00 | -80.0 | 219564.534 |
| 18 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 211.9669952392578 | None | 212.9669952392578 | 211.9669952392578 | SL | 2026-05-01 11:06:00 | 2026-05-04 06:53:00 | -37.6702 | 219644.534 |
| 19 | #323816 | Exit | GBPJPY.i | 0.06 | BUY | 210.7989959716797 | None | 212.7989959716797 | 211.94000244140625 | Signal | 2026-05-01 10:22:00 | 2026-05-04 06:53:00 | -32.3585 | 219682.204 |
| 20 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4597.39013671875 | None | 4597.39013671875 | 4598.02001953125 | Signal | 2026-05-04 04:33:00 | 2026-05-04 05:24:00 | 2.5195 | 219714.562 |
| 21 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4555.39013671875 | None | 4605.39013671875 | 4599.0 | Signal | 2026-05-04 03:31:00 | 2026-05-04 04:08:00 | -25.5606 | 219712.043 |
| 22 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4566.830078125 | None | 4616.830078125 | 4605.990234375 | Signal | 2026-05-04 02:19:00 | 2026-05-04 03:04:00 | -43.3594 | 219737.603 |
| 23 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4611.759765625 | None | 4611.759765625 | 4616.22021484375 | Signal | 2026-05-01 23:01:00 | 2026-05-04 02:03:00 | 17.8418 | 219780.963 |
| 24 | #161748 | Exit | XAUUSD | 0.04 | BUY | 4592.5498046875 | None | 4620.5498046875 | 4612.60986328125 | Signal | 2026-05-01 21:27:00 | 2026-05-01 22:51:00 | -31.7598 | 219763.121 |
| 25 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4571.16015625 | None | 4621.16015625 | 4615.419921875 | Signal | 2026-05-01 21:24:00 | 2026-05-01 22:37:00 | -22.9609 | 219794.881 |
| 26 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4579.43017578125 | None | 4629.43017578125 | 4615.72021484375 | Signal | 2026-05-01 20:42:00 | 2026-05-01 21:15:00 | -54.8398 | 219817.842 |
| 27 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4582.2001953125 | None | 4632.2001953125 | 4627.81982421875 | Signal | 2026-05-01 18:00:00 | 2026-05-01 18:04:00 | -17.5215 | 219872.682 |
| 28 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4563.509765625 | None | 4563.509765625 | 4563.509765625 | SL | 2026-05-01 13:05:00 | 2026-05-01 14:12:00 | 0.0 | 219890.203 |
| 29 | #159164 | Exit | XAUUSD | 0.04 | BUY | 4524.169921875 | None | 4574.169921875 | 4571.830078125 | Signal | 2026-05-01 11:17:00 | 2026-05-01 11:18:00 | -9.3594 | 219890.203 |
| 30 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4528.25 | None | 4578.25 | 4574.08984375 | Signal | 2026-05-01 11:04:00 | 2026-05-01 11:15:00 | -24.961 | 219899.562 |
| 31 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4536.9599609375 | None | 4586.9599609375 | 4577.10009765625 | Signal | 2026-05-01 10:43:00 | 2026-05-01 10:58:00 | -59.1592 | 219924.523 |
| 32 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4535.9599609375 | None | 4585.9599609375 | 4586.7900390625 | Signal | 2026-05-01 10:39:00 | 2026-05-01 10:42:00 | 4.9805 | 219983.683 |
| 33 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4544.5 | None | 4594.5 | 4593.47998046875 | Signal | 2026-05-01 09:28:00 | 2026-05-01 09:30:00 | -6.1201 | 219978.702 |
| 34 | #161748 | Exit | XAUUSD | 0.06 | BUY | 4588.990234375 | None | 4616.990234375 | 4594.5 | Signal | 2026-04-30 17:11:00 | 2026-05-01 09:28:00 | -134.9414 | 219984.822 |
| 35 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4552.27978515625 | None | 4602.27978515625 | 4596.83984375 | Signal | 2026-05-01 09:13:00 | 2026-05-01 09:20:00 | -32.6396 | 220119.764 |
| 36 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4556.7900390625 | None | 4606.7900390625 | 4602.6298828125 | Signal | 2026-05-01 09:03:00 | 2026-05-01 09:11:00 | -24.961 | 220152.403 |
| 37 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4561.5 | None | 4611.5 | 4604.4501953125 | Signal | 2026-05-01 07:56:00 | 2026-05-01 08:59:00 | -42.2988 | 220177.364 |
| 38 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4565.240234375 | None | 4615.240234375 | 4610.22021484375 | Signal | 2026-05-01 07:39:00 | 2026-05-01 07:51:00 | -30.1201 | 220219.663 |
| 39 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4619.2001953125 | None | 4619.2001953125 | 4619.2001953125 | SL | 2026-05-01 06:04:00 | 2026-05-01 07:28:00 | 0.0 | 220249.783 |
| 40 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4625.7001953125 | None | 4625.7001953125 | 4625.7001953125 | SL | 2026-05-01 03:18:00 | 2026-05-01 05:43:00 | 0.0 | 220249.783 |
| 41 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4618.14990234375 | None | 4618.14990234375 | 4624.18994140625 | Signal | 2026-04-30 22:35:00 | 2026-05-01 03:16:00 | 36.2402 | 220249.783 |
| 42 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4608.330078125 | None | 4608.330078125 | 4608.330078125 | SL | 2026-04-30 19:24:00 | 2026-04-30 19:57:00 | 0.0 | 220213.543 |
| 43 | #159164 | Exit | XAUUSD | 0.06 | BUY | 4629.66015625 | None | 4629.66015625 | 4629.66015625 | SL | 2026-04-30 14:46:00 | 2026-04-30 16:32:00 | 0.0 | 220213.543 |
| 44 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 211.09500122070312 | 221.09500122070312 | 216.09500122070312 | 211.09500122070312 | SL | 2026-04-30 06:09:00 | 2026-04-30 14:44:00 | -188.3511 | 220213.543 |
| 45 | #371150 | Exit | GBPJPY.i | 0.06 | BUY | 212.16600036621094 | None | 215.16600036621094 | 213.75900268554688 | Signal | 2026-04-24 14:42:00 | 2026-04-30 13:32:00 | -53.0019 | 220401.894 |
| 46 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 214.16099548339844 | None | 215.16099548339844 | 214.16099548339844 | SL | 2026-04-30 12:54:00 | 2026-04-30 13:30:00 | -113.0107 | 220454.896 |
| 47 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 213.9459991455078 | None | 215.9459991455078 | 215.46600341796875 | Signal | 2026-04-30 11:17:00 | 2026-04-30 11:46:00 | -18.0815 | 220567.907 |
| 48 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 214.197998046875 | None | 215.197998046875 | 216.03399658203125 | Signal | 2026-04-28 07:21:00 | 2026-04-30 11:06:00 | 94.4768 | 220585.988 |
| 49 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 213.53199768066406 | None | 215.53199768066406 | 215.97300720214844 | Signal | 2026-04-29 00:16:00 | 2026-04-30 11:02:00 | 16.6129 | 220491.511 |
| 50 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.73599243164062 | 220.73599243164062 | 215.73599243164062 | 216.14199829101562 | Signal | 2026-04-29 08:10:00 | 2026-04-30 01:54:00 | 15.2944 | 220474.898 |