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 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4495.8701171875 | None | 4530.8701171875 | 4495.8701171875 | SL | 2026-03-30 10:08:00 | 2026-03-30 22:02:00 | -350.0 | 219823.825 |
| 2 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4540.14013671875 | None | 4540.14013671875 | 4540.14013671875 | SL | 2026-03-30 19:33:00 | 2026-03-30 19:56:00 | 0.0 | 220173.825 |
| 3 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4520.22998046875 | None | 4520.22998046875 | 4530.31982421875 | Signal | 2026-03-30 17:28:00 | 2026-03-30 18:20:00 | 100.8984 | 220173.825 |
| 4 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 208.63299560546875 | None | 211.63299560546875 | 210.36399841308594 | Signal | 2026-03-30 11:02:00 | 2026-03-30 16:44:00 | -79.6723 | 220072.927 |
| 5 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 210.58799743652344 | None | 211.58799743652344 | 210.58799743652344 | SL | 2026-03-30 11:03:00 | 2026-03-30 16:35:00 | -188.3511 | 220152.599 |
| 6 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 208.4949951171875 | None | 211.4949951171875 | 210.96600341796875 | Signal | 2026-03-30 10:30:00 | 2026-03-30 15:04:00 | -33.2121 | 220340.95 |
| 7 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4481.43994140625 | None | 4531.43994140625 | 4522.89013671875 | Signal | 2026-03-30 10:12:00 | 2026-03-30 10:30:00 | -85.498 | 220374.162 |
| 8 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 209.00799560546875 | None | 212.00799560546875 | 211.52699279785156 | Signal | 2026-03-30 03:18:00 | 2026-03-30 10:24:00 | -30.1991 | 220459.66 |
| 9 | #250356 | Exit | GBPJPY.i | 0.1 | BUY | 210.2740020751953 | None | 212.2740020751953 | 211.6909942626953 | Signal | 2026-03-30 00:19:00 | 2026-03-30 10:17:00 | -36.6034 | 220489.859 |
| 10 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4452.93017578125 | None | 4487.93017578125 | 4524.5 | Signal | 2026-03-30 07:15:00 | 2026-03-30 10:05:00 | 365.6982 | 220526.463 |
| 11 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4466.4501953125 | None | 4466.4501953125 | 4496.25 | Signal | 2026-03-30 05:39:00 | 2026-03-30 07:00:00 | 297.998 | 220160.764 |
| 12 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.36000061035156 | None | 212.36000061035156 | 211.9340057373047 | Signal | 2026-03-30 00:48:00 | 2026-03-30 03:12:00 | -26.7455 | 219862.766 |
| 13 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.28700256347656 | None | 212.28700256347656 | 212.02000427246094 | Signal | 2026-03-30 00:39:00 | 2026-03-30 03:06:00 | -50.2894 | 219889.512 |
| 14 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 209.66099548339844 | None | 212.66099548339844 | 212.1219940185547 | Signal | 2026-03-27 19:46:00 | 2026-03-30 02:58:00 | -33.8405 | 219939.801 |
| 15 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4452.7900390625 | None | 4487.7900390625 | 4452.7900390625 | SL | 2026-03-30 01:02:00 | 2026-03-30 02:33:00 | -350.0 | 219973.642 |
| 16 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4426.740234375 | None | 4476.740234375 | 4468.16015625 | Signal | 2026-03-30 02:28:00 | 2026-03-30 02:32:00 | -85.8008 | 220323.642 |
| 17 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.3209991455078 | None | 212.3209991455078 | 212.2790069580078 | Signal | 2026-03-27 15:30:00 | 2026-03-30 00:18:00 | -7.9093 | 220409.443 |
| 18 | #159901 | Exit | XAUUSD | 0.1 | BUY | 4366.22021484375 | None | 4386.22021484375 | 4505.509765625 | Signal | 2026-03-27 01:01:00 | 2026-03-27 22:43:00 | 1192.8955 | 220417.352 |
| 19 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4510.91015625 | None | 4510.91015625 | 4510.91015625 | SL | 2026-03-27 22:16:00 | 2026-03-27 22:41:00 | 0.0 | 219224.456 |
| 20 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4412.5400390625 | None | 4412.5400390625 | 4426.43017578125 | Signal | 2026-03-27 14:12:00 | 2026-03-27 16:11:00 | 138.9014 | 219224.456 |
| 21 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 208.6790008544922 | None | 211.6790008544922 | 212.41600036621094 | Signal | 2026-03-23 13:28:00 | 2026-03-27 14:54:00 | 46.2716 | 219085.555 |
| 22 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.0850067138672 | 218.0850067138672 | 213.0850067138672 | 212.6699981689453 | Signal | 2026-03-26 05:01:00 | 2026-03-27 14:25:00 | -26.0558 | 219039.283 |
| 23 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4364.39013671875 | None | 4414.39013671875 | 4410.60009765625 | Signal | 2026-03-27 14:03:00 | 2026-03-27 14:06:00 | -37.9004 | 219065.339 |
| 24 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4376.58984375 | None | 4426.58984375 | 4423.89013671875 | Signal | 2026-03-27 12:05:00 | 2026-03-27 12:09:00 | -26.9971 | 219103.24 |
| 25 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4397.25 | None | 4447.25 | 4433.919921875 | Signal | 2026-03-27 10:58:00 | 2026-03-27 11:27:00 | -133.3008 | 219130.237 |
| 26 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4404.0400390625 | None | 4454.0400390625 | 4447.41015625 | Signal | 2026-03-27 10:14:00 | 2026-03-27 10:57:00 | -66.2988 | 219263.538 |
| 27 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4338.5400390625 | None | 4388.5400390625 | 4380.75 | Signal | 2026-03-27 03:44:00 | 2026-03-27 03:51:00 | -77.9004 | 219329.836 |
| 28 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4404.89990234375 | None | 4454.89990234375 | 4444.60986328125 | Signal | 2026-03-26 18:22:00 | 2026-03-26 18:33:00 | -102.9004 | 219407.737 |
| 29 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4495.66015625 | None | 4495.66015625 | 4518.83984375 | Signal | 2026-03-26 02:55:00 | 2026-03-26 05:37:00 | 231.7969 | 219510.637 |
| 30 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.031005859375 | 218.031005859375 | 213.031005859375 | 213.0749969482422 | Signal | 2026-03-26 01:41:00 | 2026-03-26 04:58:00 | 2.7619 | 219278.84 |
| 31 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4460.1201171875 | None | 4510.1201171875 | 4502.75 | Signal | 2026-03-26 02:19:00 | 2026-03-26 02:23:00 | -73.7012 | 219276.078 |
| 32 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.12899780273438 | 218.12899780273438 | 213.12899780273438 | 213.03399658203125 | Signal | 2026-03-25 22:44:00 | 2026-03-26 01:40:00 | -5.9645 | 219349.78 |
| 33 | #371150 | Exit | GBPJPY.i | 0.1 | BUY | 209.87600708007812 | None | 212.87600708007812 | 213.05299377441406 | Signal | 2026-03-25 05:22:00 | 2026-03-25 23:34:00 | 11.1119 | 219355.744 |
| 34 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.1009979248047 | 218.1009979248047 | 213.1009979248047 | 213.12399291992188 | Signal | 2026-03-25 22:42:00 | 2026-03-25 22:43:00 | 1.4437 | 219344.632 |
| 35 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.09300231933594 | 218.09300231933594 | 213.09300231933594 | 213.11700439453125 | Signal | 2026-03-25 22:40:00 | 2026-03-25 22:41:00 | 1.5069 | 219343.188 |
| 36 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 208.10000610351562 | 218.10000610351562 | 213.10000610351562 | 213.12100219726562 | Signal | 2026-03-25 22:14:00 | 2026-03-25 22:39:00 | 1.3182 | 219341.682 |
| 37 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4501.1201171875 | None | 4551.1201171875 | 4548.77978515625 | Signal | 2026-03-25 20:15:00 | 2026-03-25 20:21:00 | -23.4033 | 219340.363 |
| 38 | #159678 | Exit | XAUUSD | 0.1 | BUY | 4202.990234375 | None | 4237.990234375 | 4549.89990234375 | Signal | 2026-03-23 12:48:00 | 2026-03-25 18:10:00 | 3119.0967 | 219363.767 |
| 39 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4539.9501953125 | None | 4539.9501953125 | 4551.830078125 | Signal | 2026-03-25 15:54:00 | 2026-03-25 16:50:00 | 118.7988 | 216244.67 |
| 40 | #160412 | Exit | XAUUSD | 0.1 | SELL | 4572.39990234375 | None | 4552.39990234375 | 4556.14990234375 | Signal | 2026-03-25 13:45:00 | 2026-03-25 13:48:00 | -37.5 | 216125.871 |
| 41 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4496.85009765625 | None | 4546.85009765625 | 4544.47998046875 | Signal | 2026-03-25 10:45:00 | 2026-03-25 10:47:00 | -23.7012 | 216163.371 |
| 42 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4557.68017578125 | None | 4557.68017578125 | 4557.68017578125 | SL | 2026-03-25 08:41:00 | 2026-03-25 08:51:00 | 0.0 | 216187.072 |
| 43 | #159164 | Exit | XAUUSD | 0.1 | BUY | 4526.0400390625 | None | 4576.0400390625 | 4560.9599609375 | Signal | 2026-03-25 06:23:00 | 2026-03-25 08:22:00 | -150.8008 | 216187.072 |
| 44 | #259377 | Exit | GBPJPY.i | 0.1 | BUY | 207.79400634765625 | 217.79400634765625 | 212.79400634765625 | 212.78599548339844 | Signal | 2026-03-24 23:17:00 | 2026-03-25 06:56:00 | -0.503 | 216337.873 |
| 45 | #371150 | Exit | GBPJPY.i | 0.06 | BUY | 208.9459991455078 | None | 211.9459991455078 | 212.8249969482422 | Signal | 2026-03-20 17:36:00 | 2026-03-25 05:12:00 | 33.112 | 216338.376 |
| 46 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 207.34100341796875 | 217.34100341796875 | 212.34100341796875 | 212.79200744628906 | Signal | 2026-03-18 02:13:00 | 2026-03-24 23:15:00 | 22.6526 | 216305.264 |
| 47 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.39300537109375 | None | 212.39300537109375 | 212.30799865722656 | Signal | 2026-03-24 04:57:00 | 2026-03-24 11:51:00 | -5.337 | 216282.612 |
| 48 | #299221 | Exit | GBPJPY.i | 0.1 | BUY | 211.61099243164062 | None | 212.61099243164062 | 212.343994140625 | Signal | 2026-03-23 19:45:00 | 2026-03-24 04:15:00 | -16.7631 | 216287.949 |
| 49 | #363231 | Exit | GBPJPY.i | 0.3 | BUY | 211.5970001220703 | None | 212.5970001220703 | 212.343994140625 | Signal | 2026-03-23 19:33:00 | 2026-03-24 04:15:00 | -47.654 | 216304.712 |
| 50 | #323816 | Exit | GBPJPY.i | 0.06 | BUY | 209.9080047607422 | None | 211.9080047607422 | 212.406005859375 | Signal | 2026-03-23 00:33:00 | 2026-03-23 19:11:00 | 18.7598 | 216352.366 |