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 | 4777.72998046875 | None | 4827.72998046875 | 4824.169921875 | Signal | 2026-04-15 05:49:00 | 2026-04-15 05:57:00 | -35.6006 | 221622.103 |
| 2 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4799.68994140625 | None | 4834.68994140625 | 4828.58984375 | Signal | 2026-04-15 05:30:00 | 2026-04-15 05:32:00 | -61.001 | 221657.703 |
| 3 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4834.14013671875 | None | 4834.14013671875 | 4842.0400390625 | Signal | 2026-04-15 03:21:00 | 2026-04-15 04:48:00 | 78.999 | 221718.704 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4797.16015625 | None | 4797.16015625 | 4832.0498046875 | Signal | 2026-04-14 18:14:00 | 2026-04-15 03:16:00 | 348.8965 | 221639.705 |
| 5 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 210.03399658203125 | 220.03399658203125 | 215.03399658203125 | 215.4810028076172 | Signal | 2026-04-14 07:00:00 | 2026-04-14 23:41:00 | 28.0647 | 221290.809 |
| 6 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4768.009765625 | None | 4768.009765625 | 4798.5400390625 | Signal | 2026-04-14 15:29:00 | 2026-04-14 17:48:00 | 305.3027 | 221262.744 |
| 7 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4721.5 | None | 4771.5 | 4766.27001953125 | Signal | 2026-04-14 15:19:00 | 2026-04-14 15:24:00 | -52.2998 | 220957.441 |
| 8 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4735.08984375 | None | 4765.08984375 | 4762.68017578125 | Signal | 2026-04-14 13:43:00 | 2026-04-14 13:44:00 | -24.0967 | 221009.741 |
| 9 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4736.7900390625 | None | 4766.7900390625 | 4758.64990234375 | Signal | 2026-04-14 13:41:00 | 2026-04-14 13:42:00 | -81.4014 | 221033.838 |
| 10 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4683.06005859375 | None | 4713.06005859375 | 4763.259765625 | Signal | 2026-04-13 07:09:00 | 2026-04-14 13:40:00 | 501.9971 | 221115.239 |
| 11 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4729.330078125 | None | 4779.330078125 | 4766.7001953125 | Signal | 2026-04-14 12:41:00 | 2026-04-14 13:39:00 | -126.2988 | 220613.242 |
| 12 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4766.77978515625 | None | 4766.77978515625 | 4768.93994140625 | Signal | 2026-04-14 08:20:00 | 2026-04-14 10:26:00 | 21.6016 | 220739.541 |
| 13 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4728.6298828125 | None | 4728.6298828125 | 4763.8798828125 | Signal | 2026-04-13 21:22:00 | 2026-04-14 08:13:00 | 352.5 | 220717.939 |
| 14 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4769.33984375 | None | 4749.33984375 | 4769.33984375 | SL | 2026-04-14 01:48:00 | 2026-04-14 03:39:00 | -200.0 | 220365.439 |
| 15 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.08599853515625 | 219.08599853515625 | 214.08599853515625 | 215.1699981689453 | Signal | 2026-04-13 08:02:00 | 2026-04-13 22:38:00 | 68.0575 | 220565.439 |
| 16 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4682.2099609375 | None | 4732.2099609375 | 4725.75 | Signal | 2026-04-13 21:13:00 | 2026-04-13 21:21:00 | -64.5996 | 220497.382 |
| 17 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4730.91015625 | None | 4730.91015625 | 4739.2099609375 | Signal | 2026-04-13 20:15:00 | 2026-04-13 20:52:00 | 82.998 | 220561.981 |
| 18 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4708.91015625 | None | 4708.91015625 | 4730.39013671875 | Signal | 2026-04-13 18:17:00 | 2026-04-13 20:11:00 | 214.7998 | 220478.983 |
| 19 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4707.14990234375 | None | 4707.14990234375 | 4707.14990234375 | SL | 2026-04-13 14:56:00 | 2026-04-13 15:25:00 | 0.0 | 220264.184 |
| 20 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4716.97021484375 | None | 4716.97021484375 | 4716.97021484375 | SL | 2026-04-13 12:16:00 | 2026-04-13 14:36:00 | 0.0 | 220264.184 |
| 21 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4693.22998046875 | None | 4718.22998046875 | 4708.8798828125 | Signal | 2026-04-13 13:10:00 | 2026-04-13 13:26:00 | -93.501 | 220264.184 |
| 22 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4676.06005859375 | None | 4726.06005859375 | 4721.240234375 | Signal | 2026-04-13 11:51:00 | 2026-04-13 12:13:00 | -48.1982 | 220357.685 |
| 23 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4712.9599609375 | None | 4712.9599609375 | 4721.3701171875 | Signal | 2026-04-13 07:13:00 | 2026-04-13 11:45:00 | 84.1016 | 220405.883 |
| 24 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.0500030517578 | 219.0500030517578 | 214.0500030517578 | 214.08999633789062 | Signal | 2026-04-13 06:37:00 | 2026-04-13 08:01:00 | 2.5109 | 220321.781 |
| 25 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.5449981689453 | 219.5449981689453 | 214.5449981689453 | 214.05799865722656 | Signal | 2026-04-10 23:23:00 | 2026-04-13 06:19:00 | -30.5756 | 220319.27 |
| 26 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4652.16015625 | None | 4652.16015625 | 4711.2099609375 | Signal | 2026-04-13 02:29:00 | 2026-04-13 05:49:00 | 590.498 | 220349.846 |
| 27 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.80599975585938 | None | 210.80599975585938 | 213.64999389648438 | Signal | 2026-04-03 17:00:00 | 2026-04-13 00:12:00 | 178.5565 | 219759.348 |
| 28 | #323816 | Exit | GBPJPY.i | 0.1 | BUY | 207.97000122070312 | None | 209.97000122070312 | 213.64999389648438 | Signal | 2026-03-31 18:37:00 | 2026-04-13 00:12:00 | 231.0436 | 219580.791 |
| 29 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 207.5260009765625 | None | 210.5260009765625 | 213.67300415039062 | Signal | 2026-04-02 09:40:00 | 2026-04-13 00:10:00 | 158.0644 | 219349.748 |
| 30 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 209.906005859375 | None | 210.906005859375 | 213.6750030517578 | Signal | 2026-04-03 15:51:00 | 2026-04-13 00:09:00 | 417.235 | 219191.683 |
| 31 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 208.0229949951172 | None | 210.0229949951172 | 213.66700744628906 | Signal | 2026-03-31 18:16:00 | 2026-04-13 00:06:00 | 183.0277 | 218774.448 |
| 32 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 209.30599975585938 | None | 212.30599975585938 | 214.48899841308594 | Signal | 2026-04-08 03:34:00 | 2026-04-10 23:44:00 | 137.0567 | 218591.421 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4704.72998046875 | None | 4754.72998046875 | 4743.9501953125 | Signal | 2026-04-10 23:13:00 | 2026-04-10 23:26:00 | -107.7979 | 218454.364 |
| 34 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.36700439453125 | 219.36700439453125 | 214.36700439453125 | 214.54800415039062 | Signal | 2026-04-10 20:40:00 | 2026-04-10 23:22:00 | 11.3638 | 218562.162 |
| 35 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4723.02978515625 | None | 4753.02978515625 | 4751.91015625 | Signal | 2026-04-10 23:06:00 | 2026-04-10 23:17:00 | -11.1963 | 218550.798 |
| 36 | #159218 | Exit | XAUUSD | 0.1 | BUY | 4672.22021484375 | None | 4702.22021484375 | 4752.830078125 | Signal | 2026-04-09 03:14:00 | 2026-04-10 23:05:00 | 506.0986 | 218561.994 |
| 37 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 209.33900451660156 | 219.33900451660156 | 214.33900451660156 | 214.3509979248047 | Signal | 2026-04-10 20:37:00 | 2026-04-10 20:38:00 | 0.753 | 218055.896 |
| 38 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4747.16015625 | None | 4747.16015625 | 4747.16015625 | SL | 2026-04-10 10:04:00 | 2026-04-10 11:18:00 | 0.0 | 218055.143 |
| 39 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4696.5 | None | 4746.5 | 4743.72021484375 | Signal | 2026-04-10 10:00:00 | 2026-04-10 10:03:00 | -27.7979 | 218055.143 |
| 40 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4741.669921875 | None | 4776.669921875 | 4741.669921875 | SL | 2026-04-09 22:27:00 | 2026-04-10 05:32:00 | -350.0 | 218082.941 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4753.97021484375 | None | 4753.97021484375 | 4755.169921875 | Signal | 2026-04-10 03:17:00 | 2026-04-10 05:05:00 | 11.9971 | 218432.941 |
| 42 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4756.58984375 | None | 4776.58984375 | 4756.58984375 | SL | 2026-04-09 22:26:00 | 2026-04-10 03:01:00 | -200.0 | 218420.944 |
| 43 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.46200561523438 | 217.46200561523438 | 212.46200561523438 | 213.67100524902344 | Signal | 2026-04-09 02:09:00 | 2026-04-10 02:45:00 | 75.9055 | 218620.944 |
| 44 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4764.58984375 | None | 4764.58984375 | 4764.58984375 | SL | 2026-04-09 23:47:00 | 2026-04-10 01:30:00 | 0.0 | 218545.038 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4726.56982421875 | None | 4776.56982421875 | 4771.18017578125 | Signal | 2026-04-09 21:40:00 | 2026-04-09 21:42:00 | -53.8965 | 218545.038 |
| 46 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4734.7998046875 | None | 4784.7998046875 | 4779.580078125 | Signal | 2026-04-09 21:22:00 | 2026-04-09 21:24:00 | -52.1973 | 218598.935 |
| 47 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4711.81982421875 | None | 4711.81982421875 | 4711.81982421875 | SL | 2026-04-09 06:29:00 | 2026-04-09 08:12:00 | 0.0 | 218651.132 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4688.72998046875 | None | 4738.72998046875 | 4735.5 | Signal | 2026-04-08 20:54:00 | 2026-04-08 20:57:00 | -32.2998 | 218651.132 |
| 49 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4701.5400390625 | None | 4751.5400390625 | 4741.81005859375 | Signal | 2026-04-08 20:33:00 | 2026-04-08 20:36:00 | -97.2998 | 218683.432 |
| 50 | #159901 | Exit | XAUUSD | 0.08 | BUY | 4640.85009765625 | None | 4660.85009765625 | 4749.14990234375 | Signal | 2026-04-07 21:58:00 | 2026-04-08 20:24:00 | 706.3984 | 218780.732 |