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backtesting history orders getting back wrong results

so i have a question i am trying to understand what is going on with the backtest . lets say we get 1 history order from one signal. data looks like this: 2021.04.21 13:18:06;Sell;0.05;GBPUSD;1.39409;2021.04.21 13:38:00;1.39308;;;5.05 and i am reading from the csv when the order open and what was

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is possible to backtest a list of orders like history from signal to see the max drawdown?

hello i have a specific list of orders in csv i was thinking to make varius back test with specific lot size to see the max drawdown. is possible? there is any kind of way to do it