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 | 4751.10986328125 | None | 4751.10986328125 | 4751.10986328125 | SL | 2026-04-08 19:27:00 | 2026-04-08 20:23:00 | 0.0 | 218074.333 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4780.18017578125 | None | 4780.18017578125 | 4780.18017578125 | SL | 2026-04-08 13:27:00 | 2026-04-08 14:06:00 | 0.0 | 218074.333 |
| 3 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4748.14013671875 | None | 4798.14013671875 | 4786.60009765625 | Signal | 2026-04-08 11:54:00 | 2026-04-08 12:44:00 | -115.4004 | 218074.333 |
| 4 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4764.27001953125 | None | 4814.27001953125 | 4801.72998046875 | Signal | 2026-04-08 10:24:00 | 2026-04-08 11:27:00 | -125.4004 | 218189.734 |
| 5 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4755.02001953125 | None | 4805.02001953125 | 4791.27001953125 | Signal | 2026-04-08 06:03:00 | 2026-04-08 07:25:00 | -137.5 | 218315.134 |
| 6 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.8939971923828 | 216.8939971923828 | 211.8939971923828 | 211.9669952392578 | Signal | 2026-04-07 21:39:00 | 2026-04-07 22:40:00 | 3.6665 | 218452.634 |
| 7 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.88900756835938 | 216.88900756835938 | 211.88900756835938 | 211.92300415039062 | Signal | 2026-04-07 20:22:00 | 2026-04-07 21:36:00 | 1.7075 | 218448.967 |
| 8 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.81700134277344 | 216.81700134277344 | 211.81700134277344 | 211.9080047607422 | Signal | 2026-04-07 19:53:00 | 2026-04-07 20:17:00 | 4.5708 | 218447.26 |
| 9 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.26400756835938 | 216.26400756835938 | 211.26400756835938 | 211.38299560546875 | Signal | 2026-04-07 05:40:00 | 2026-04-07 07:04:00 | 5.9764 | 218442.689 |
| 10 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.2790069580078 | 216.2790069580078 | 211.2790069580078 | 211.4010009765625 | Signal | 2026-04-07 02:08:00 | 2026-04-07 04:32:00 | 6.1274 | 218436.713 |
| 11 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4631.77001953125 | None | 4656.77001953125 | 4631.77001953125 | SL | 2026-04-06 21:08:00 | 2026-04-07 04:01:00 | -250.0 | 218430.585 |
| 12 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.3040008544922 | 216.3040008544922 | 211.3040008544922 | 211.3000030517578 | Signal | 2026-04-07 02:04:00 | 2026-04-07 02:06:00 | -0.2008 | 218680.585 |
| 13 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.302001953125 | 216.302001953125 | 211.302001953125 | 211.2989959716797 | Signal | 2026-04-07 02:02:00 | 2026-04-07 02:03:00 | -0.151 | 218680.786 |
| 14 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.29200744628906 | 216.29200744628906 | 211.29200744628906 | 211.2969970703125 | Signal | 2026-04-07 01:58:00 | 2026-04-07 01:59:00 | 0.2506 | 218680.937 |
| 15 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.36599731445312 | 216.36599731445312 | 211.36599731445312 | 211.37100219726562 | Signal | 2026-04-06 22:43:00 | 2026-04-06 23:35:00 | 0.2514 | 218680.687 |
| 16 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.80499267578125 | 215.80499267578125 | 210.80499267578125 | 210.8280029296875 | Signal | 2026-04-06 07:50:00 | 2026-04-06 08:04:00 | 1.4447 | 218680.435 |
| 17 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 205.86099243164062 | 215.86099243164062 | 210.86099243164062 | 210.79299926757812 | Signal | 2026-04-06 05:45:00 | 2026-04-06 07:49:00 | -4.2689 | 218678.99 |
| 18 | #160333 | Exit | XAUUSD | 0.1 | BUY | 4620.81005859375 | None | 4645.81005859375 | 4629.35986328125 | Signal | 2026-04-06 02:00:00 | 2026-04-06 02:14:00 | -164.502 | 218683.259 |
| 19 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.1959991455078 | 216.1959991455078 | 211.1959991455078 | 210.62399291992188 | Signal | 2026-04-03 13:00:00 | 2026-04-03 21:12:00 | -28.7302 | 218847.761 |
| 20 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 209.70899963378906 | None | 210.70899963378906 | 210.75 | Signal | 2026-04-02 09:57:00 | 2026-04-03 16:33:00 | 2.5742 | 218876.492 |
| 21 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 209.46499633789062 | None | 210.46499633789062 | 210.90199279785156 | Signal | 2026-04-02 09:42:00 | 2026-04-03 15:45:00 | 82.3088 | 218873.917 |
| 22 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 206.23899841308594 | 216.23899841308594 | 211.23899841308594 | 211.18600463867188 | Signal | 2026-04-03 11:47:00 | 2026-04-03 12:58:00 | -2.6617 | 218791.609 |
| 23 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 205.9709930419922 | 215.9709930419922 | 210.9709930419922 | 211.2550048828125 | Signal | 2026-04-03 02:26:00 | 2026-04-03 11:46:00 | 14.265 | 218794.27 |
| 24 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 205.96499633789062 | 215.96499633789062 | 210.96499633789062 | 210.9600067138672 | Signal | 2026-04-03 02:12:00 | 2026-04-03 02:13:00 | -0.2506 | 218780.005 |
| 25 | #160412 | Exit | XAUUSD | 0.08 | SELL | 4681.16015625 | None | 4661.16015625 | 4681.16015625 | SL | 2026-04-02 20:21:00 | 2026-04-02 22:11:00 | -160.0 | 218780.256 |
| 26 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4593.5400390625 | None | 4613.5400390625 | 4593.5400390625 | SL | 2026-04-02 13:24:00 | 2026-04-02 14:44:00 | -200.0 | 218940.256 |
| 27 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 208.9739990234375 | None | 209.9739990234375 | 210.40499877929688 | Signal | 2026-03-31 19:48:00 | 2026-04-02 09:15:00 | 27.0598 | 219140.256 |
| 28 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 208.77499389648438 | None | 209.77499389648438 | 210.40499877929688 | Signal | 2026-03-31 19:21:00 | 2026-04-02 09:15:00 | 118.6621 | 219113.196 |
| 29 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4618.10009765625 | None | 4668.10009765625 | 4661.72021484375 | Signal | 2026-04-02 07:28:00 | 2026-04-02 07:45:00 | -51.039 | 218994.534 |
| 30 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4618.18994140625 | None | 4668.18994140625 | 4665.1298828125 | Signal | 2026-04-02 07:20:00 | 2026-04-02 07:21:00 | -30.6006 | 219045.573 |
| 31 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4685.31005859375 | None | 4720.31005859375 | 4685.31005859375 | SL | 2026-04-01 12:24:00 | 2026-04-02 04:31:00 | -350.0 | 219076.174 |
| 32 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4708.0 | None | 4758.0 | 4758.509765625 | Signal | 2026-04-01 23:39:00 | 2026-04-01 23:40:00 | 5.0977 | 219426.174 |
| 33 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4721.31005859375 | None | 4771.31005859375 | 4762.06005859375 | Signal | 2026-04-01 21:15:00 | 2026-04-01 21:19:00 | -92.5 | 219421.076 |
| 34 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4732.240234375 | None | 4782.240234375 | 4771.8701171875 | Signal | 2026-04-01 20:42:00 | 2026-04-01 21:01:00 | -103.7012 | 219513.576 |
| 35 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4671.6298828125 | None | 4671.6298828125 | 4685.97998046875 | Signal | 2026-04-01 07:26:00 | 2026-04-01 09:01:00 | 143.501 | 219617.277 |
| 36 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4682.35986328125 | None | 4682.35986328125 | 4682.35986328125 | SL | 2026-04-01 05:48:00 | 2026-04-01 06:52:00 | 0.0 | 219473.776 |
| 37 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4634.6201171875 | None | 4684.6201171875 | 4682.990234375 | Signal | 2026-04-01 05:32:00 | 2026-04-01 05:36:00 | -16.2988 | 219473.776 |
| 38 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4654.33984375 | None | 4704.33984375 | 4698.169921875 | Signal | 2026-04-01 04:12:00 | 2026-04-01 04:20:00 | -61.6992 | 219490.075 |
| 39 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4673.77001953125 | None | 4673.77001953125 | 4673.77001953125 | SL | 2026-03-31 23:36:00 | 2026-04-01 01:01:00 | 0.0 | 219551.774 |
| 40 | #345997 | Exit | GBPJPY.i | 0.08 | BUY | 207.68699645996094 | None | 210.68699645996094 | 210.00799560546875 | Signal | 2026-03-31 08:32:00 | 2026-03-31 18:12:00 | -34.1042 | 219551.774 |
| 41 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 208.31700134277344 | None | 210.31700134277344 | 210.26499938964844 | Signal | 2026-03-30 16:53:00 | 2026-03-31 17:56:00 | -3.2649 | 219585.878 |
| 42 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4522.330078125 | None | 4572.330078125 | 4570.259765625 | Signal | 2026-03-31 15:58:00 | 2026-03-31 16:06:00 | -16.5625 | 219589.143 |
| 43 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4550.81005859375 | None | 4550.81005859375 | 4557.27978515625 | Signal | 2026-03-31 10:25:00 | 2026-03-31 12:32:00 | 51.7578 | 219605.706 |
| 44 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4556.580078125 | None | 4556.580078125 | 4556.580078125 | SL | 2026-03-31 06:54:00 | 2026-03-31 08:11:00 | 0.0 | 219553.948 |
| 45 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4512.72998046875 | None | 4562.72998046875 | 4555.33984375 | Signal | 2026-03-31 06:34:00 | 2026-03-31 06:41:00 | -73.9014 | 219553.948 |
| 46 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4470.41015625 | None | 4490.41015625 | 4496.25 | Signal | 2026-03-30 07:09:00 | 2026-03-31 03:20:00 | 58.3984 | 219627.849 |
| 47 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.6510009765625 | 217.6510009765625 | 212.6510009765625 | 210.5050048828125 | Signal | 2026-03-27 14:26:00 | 2026-03-31 02:27:00 | -134.7336 | 219569.451 |
| 48 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4506.0 | None | 4506.0 | 4506.0 | SL | 2026-03-30 23:30:00 | 2026-03-31 01:20:00 | 0.0 | 219704.184 |
| 49 | #159164 | Exit | XAUUSD | 0.08 | BUY | 4498.25 | None | 4498.25 | 4505.3701171875 | Signal | 2026-03-30 22:25:00 | 2026-03-30 23:28:00 | 56.961 | 219704.184 |
| 50 | #161748 | Exit | XAUUSD | 0.1 | BUY | 4489.18994140625 | None | 4517.18994140625 | 4499.52978515625 | Signal | 2026-03-30 20:50:00 | 2026-03-30 22:04:00 | -176.6016 | 219647.223 |