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 | 0.08 | BUY | 4719.58984375 | None | 4769.58984375 | 4764.1298828125 | Signal | 2026-04-20 02:28:00 | 2026-04-20 02:40:00 | -43.6797 | 221552.579 |
| 2 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4722.52978515625 | None | 4772.52978515625 | 4769.81005859375 | Signal | 2026-04-20 02:21:00 | 2026-04-20 02:24:00 | -21.7578 | 221596.259 |
| 3 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4728.39013671875 | None | 4778.39013671875 | 4775.22021484375 | Signal | 2026-04-20 02:12:00 | 2026-04-20 02:18:00 | -25.3594 | 221618.017 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4732.2001953125 | None | 4782.2001953125 | 4775.83984375 | Signal | 2026-04-20 01:47:00 | 2026-04-20 02:02:00 | -63.6035 | 221643.376 |
| 5 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4802.18994140625 | None | 4832.18994140625 | 4802.18994140625 | SL | 2026-04-17 23:52:00 | 2026-04-20 01:01:00 | -300.0 | 221706.98 |
| 6 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 210.6020050048828 | 220.6020050048828 | 215.6020050048828 | 214.13099670410156 | Signal | 2026-04-17 07:40:00 | 2026-04-20 00:19:00 | -92.3553 | 222006.98 |
| 7 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 213.24200439453125 | None | 214.24200439453125 | 214.12899780273438 | Signal | 2026-04-17 18:24:00 | 2026-04-20 00:18:00 | -21.2849 | 222099.335 |
| 8 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4805.35986328125 | None | 4835.35986328125 | 4833.47021484375 | Signal | 2026-04-17 23:48:00 | 2026-04-17 23:50:00 | -18.8965 | 222120.62 |
| 9 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4816.68017578125 | None | 4846.68017578125 | 4835.81005859375 | Signal | 2026-04-17 23:07:00 | 2026-04-17 23:45:00 | -108.7012 | 222139.516 |
| 10 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4808.39990234375 | None | 4858.39990234375 | 4846.68017578125 | Signal | 2026-04-17 21:58:00 | 2026-04-17 23:07:00 | -117.1973 | 222248.218 |
| 11 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4741.580078125 | None | 4771.580078125 | 4846.259765625 | Signal | 2026-04-17 04:31:00 | 2026-04-17 23:06:00 | 746.7969 | 222365.415 |
| 12 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4808.740234375 | None | 4858.740234375 | 4857.22998046875 | Signal | 2026-04-17 20:32:00 | 2026-04-17 21:56:00 | -15.1025 | 221618.618 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4812.669921875 | None | 4862.669921875 | 4858.0498046875 | Signal | 2026-04-17 20:16:00 | 2026-04-17 20:28:00 | -46.2012 | 221633.721 |
| 14 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 212.71200561523438 | None | 214.71200561523438 | 214.0679931640625 | Signal | 2026-04-17 16:53:00 | 2026-04-17 17:45:00 | -40.4335 | 221679.922 |
| 15 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 211.88600158691406 | None | 213.88600158691406 | 214.71499633789062 | Signal | 2026-04-13 00:38:00 | 2026-04-17 16:50:00 | 52.0474 | 221720.355 |
| 16 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 214.26100158691406 | None | 215.26100158691406 | 214.69200134277344 | Signal | 2026-04-16 17:42:00 | 2026-04-17 16:39:00 | -107.1718 | 221668.308 |
| 17 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 214.33399963378906 | None | 215.33399963378906 | 214.86599731445312 | Signal | 2026-04-17 10:18:00 | 2026-04-17 16:36:00 | -29.3829 | 221775.48 |
| 18 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4814.47021484375 | None | 4794.47021484375 | 4814.47021484375 | SL | 2026-04-17 07:27:00 | 2026-04-17 15:26:00 | -200.0 | 221804.863 |
| 19 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4737.5400390625 | None | 4787.5400390625 | 4779.58984375 | Signal | 2026-04-17 09:25:00 | 2026-04-17 09:37:00 | -79.502 | 222004.863 |
| 20 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4744.330078125 | None | 4794.330078125 | 4787.25 | Signal | 2026-04-17 09:06:00 | 2026-04-17 09:13:00 | -70.8008 | 222084.365 |
| 21 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 210.51199340820312 | 220.51199340820312 | 215.51199340820312 | 215.6009979248047 | Signal | 2026-04-16 01:48:00 | 2026-04-17 07:39:00 | 5.588 | 222155.165 |
| 22 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4753.33984375 | None | 4783.33984375 | 4774.64990234375 | Signal | 2026-04-17 04:16:00 | 2026-04-17 04:24:00 | -86.8994 | 222149.577 |
| 23 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4790.35009765625 | None | 4790.35009765625 | 4790.35009765625 | SL | 2026-04-17 03:09:00 | 2026-04-17 04:03:00 | 0.0 | 222236.477 |
| 24 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4786.72021484375 | None | 4786.72021484375 | 4786.72021484375 | SL | 2026-04-16 20:44:00 | 2026-04-16 23:35:00 | 0.0 | 222236.477 |
| 25 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4739.9501953125 | None | 4789.9501953125 | 4782.419921875 | Signal | 2026-04-16 19:54:00 | 2026-04-16 20:38:00 | -75.3027 | 222236.477 |
| 26 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4790.35009765625 | None | 4790.35009765625 | 4797.81982421875 | Signal | 2026-04-16 17:49:00 | 2026-04-16 19:26:00 | 74.6973 | 222311.779 |
| 27 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 214.36500549316406 | None | 215.36500549316406 | 215.2949981689453 | Signal | 2026-04-15 11:33:00 | 2026-04-16 17:36:00 | -13.186 | 222237.082 |
| 28 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 213.2209930419922 | None | 215.2209930419922 | 215.2030029296875 | Signal | 2026-04-16 06:14:00 | 2026-04-16 17:29:00 | -1.1295 | 222250.268 |
| 29 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4790.14013671875 | None | 4810.14013671875 | 4790.14013671875 | SL | 2026-04-16 11:09:00 | 2026-04-16 16:56:00 | -200.0 | 222251.398 |
| 30 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4737.7099609375 | None | 4767.7099609375 | 4811.6298828125 | Signal | 2026-04-14 13:45:00 | 2026-04-16 11:06:00 | 439.1992 | 222451.398 |
| 31 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4818.8798828125 | None | 4818.8798828125 | 4818.8798828125 | SL | 2026-04-16 09:33:00 | 2026-04-16 10:21:00 | 0.0 | 222012.198 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4776.990234375 | None | 4826.990234375 | 4817.2001953125 | Signal | 2026-04-16 08:42:00 | 2026-04-16 09:31:00 | -97.9004 | 222012.198 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4817.72998046875 | None | 4817.72998046875 | 4827.5 | Signal | 2026-04-16 05:42:00 | 2026-04-16 08:37:00 | 97.7002 | 222110.099 |
| 34 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 211.81900024414062 | None | 213.81900024414062 | 215.17100524902344 | Signal | 2026-04-13 00:24:00 | 2026-04-16 06:09:00 | 84.8839 | 222012.399 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4795.27001953125 | None | 4795.27001953125 | 4823.06982421875 | Signal | 2026-04-15 20:57:00 | 2026-04-16 03:39:00 | 277.998 | 221927.515 |
| 36 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 210.5279998779297 | 220.5279998779297 | 215.5279998779297 | 215.52999877929688 | Signal | 2026-04-16 01:32:00 | 2026-04-16 01:43:00 | 0.1255 | 221649.517 |
| 37 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 210.6699981689453 | 220.6699981689453 | 215.6699981689453 | 215.53599548339844 | Signal | 2026-04-15 07:40:00 | 2026-04-16 01:31:00 | -8.4132 | 221649.391 |
| 38 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 210.83900451660156 | None | 213.83900451660156 | 215.6580047607422 | Signal | 2026-04-13 00:54:00 | 2026-04-15 23:16:00 | 114.2036 | 221657.804 |
| 39 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4745.14990234375 | None | 4795.14990234375 | 4793.10986328125 | Signal | 2026-04-15 20:51:00 | 2026-04-15 20:54:00 | -20.4004 | 221543.601 |
| 40 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4758.509765625 | None | 4808.509765625 | 4803.3701171875 | Signal | 2026-04-15 18:16:00 | 2026-04-15 18:28:00 | -51.3965 | 221564.001 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4769.85009765625 | None | 4819.85009765625 | 4805.240234375 | Signal | 2026-04-15 17:41:00 | 2026-04-15 18:07:00 | -146.0986 | 221615.398 |
| 42 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4768.5400390625 | None | 4818.5400390625 | 4816.330078125 | Signal | 2026-04-15 17:39:00 | 2026-04-15 17:40:00 | -22.0996 | 221761.496 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4796.1201171875 | None | 4796.1201171875 | 4819.490234375 | Signal | 2026-04-15 12:54:00 | 2026-04-15 17:36:00 | 233.7012 | 221783.596 |
| 44 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4748.3701171875 | None | 4798.3701171875 | 4792.2001953125 | Signal | 2026-04-15 12:35:00 | 2026-04-15 12:48:00 | -61.6992 | 221549.895 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4755.47998046875 | None | 4805.47998046875 | 4799.27978515625 | Signal | 2026-04-15 12:24:00 | 2026-04-15 12:28:00 | -62.002 | 221611.594 |
| 46 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4809.43017578125 | None | 4809.43017578125 | 4809.43017578125 | SL | 2026-04-15 10:10:00 | 2026-04-15 12:09:00 | 0.0 | 221673.596 |
| 47 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 212.9550018310547 | None | 213.9550018310547 | 215.31900024414062 | Signal | 2026-04-13 01:27:00 | 2026-04-15 11:30:00 | 85.6369 | 221673.596 |
| 48 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 212.91799926757812 | None | 213.91799926757812 | 215.26100158691406 | Signal | 2026-04-13 01:06:00 | 2026-04-15 11:27:00 | 252.956 | 221587.959 |
| 49 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4815.43017578125 | None | 4835.43017578125 | 4815.43017578125 | SL | 2026-04-15 05:27:00 | 2026-04-15 08:38:00 | -200.0 | 221335.003 |
| 50 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4775.7998046875 | None | 4825.7998046875 | 4817.08984375 | Signal | 2026-04-15 05:58:00 | 2026-04-15 06:06:00 | -87.0996 | 221535.003 |