Balanced FTMO Swing — verifiable 12-strategy prop-firm cBot for cTrader

Why it adds value

It's not a promise: it's a cTrader-native backtest (m1, real commission and swap) you reproduce yourself, with a free edition to verify it before paying. Proof over promises.

What changed

Every release since the current book was published, newest first. Version numbers only ever go up for something you can notice.

v4.0 · August 2026 — A new book

This one moves the book. Every figure on this page is a fresh cTrader run of a re-mined and re-validated portfolio, measured on the same 2-pip stick as v3.0 so the two are comparable, over a window that now runs 04/01/2021 to 30/08/2026 — five years and eight months.

• The composition was rebuilt. Every book was re-composed from scratch for better performance and stronger decorrelation between its sleeves — markets that pull the curve in different directions, rather than several that move together. Bitcoin stays as the only crypto.
• Five new markets. GBP/JPY, GBP/USD, the Nikkei 225, Australia 200 and Hong Kong 50. Guardian now spans 6 markets, Balanced 8 and Edge 10 — up from 5, 6 and 6. The Asian indices are the ones that decorrelate most, which is what replaces the diversification the old book got from crypto.
• The robustness ensembles are gone. Slots now equal strategies: Guardian 8, Balanced 12, Edge 14. You get the same number of distinct strategies as before, each one now holding a full slot instead of a third, and the price is unchanged.
• Read this before comparing with v3.3. Return is up on all three tiers and so is the drawdown band: Guardian's max equity drawdown widens from 3.18% to 4.13%, Balanced's from 4.18% to 5.26%, Edge's from 5.76% to 5.78%. That is the trade we chose, and the profit factor per trade — the number your own cTrader report prints — rises on all three.
• Per-strategy fixed lots. Each sleeve can now open a fixed lot size instead of sizing off risk — a buyer request. Default is 0, which keeps the certified behaviour untouched. Note that a fixed lot ignores your stop distance, so the risk per trade stops being constant.
• The daily reset clock is configurable. It used to be hardwired, so a prop firm that resets at another hour made the daily guard count the wrong day. Pick the zone and the hour to match your firm.
• Telegram alerts. Opens, closes, guard halts and errors that need a human, with a daily message budget so they never collide with Telegram's rate limit exactly when they matter.
• A lost session is no longer terminal. If the platform drops the session, the bot retries instead of sitting dead. And more broker naming schemes resolve, so a renamed instrument is less likely to leave a strategy idle.

Both columns are the cBot's OWN cTrader backtest over the same window, on the same costs — the version you may already own, and the one on sale now. Reproduce either yourself with the free edition.

v3.3 · August 2026 — Guards that remember

The book is untouched again: same strategies, same parameters, same risk, same published figures. This one is about everything the bot used to forget the moment it restarted — and about a guard that could arm on a reading that was never real.

• A halt now survives a restart. If the max-drawdown guard stops the bot, it stays stopped. Before, restarting the platform brought it back to life — precisely what that guard exists to prevent. The daily-loss budget behaves the same way: a restart mid-session no longer reopens the whole day's allowance.
• A re-adopted trade keeps its history. After a restart the bot rebuilds each open position's age and its trailing high-water mark from the broker's own record, so a time-based exit fires when it was meant to and a trail never gives back progress it had already locked in.
• A guard can no longer arm on a bad reading. During a broker maintenance window a platform can hand the bot an account equity of zero for a fraction of a second. That is now rejected as unusable instead of being read as a 100% drawdown — and if an emergency close ever is warranted, it checks the market is open and spaces its attempts instead of retrying in a tight loop.
• New per-strategy Mode — retire a sleeve without orphaning its trades. Manage only stops a sleeve taking new entries while it keeps trailing, breakeven and exits running on what it already has open. Open only is the mirror image. Until now, switching a sleeve off left its open positions with nobody managing them.
• The preset now tells you what it overwrote. Selecting a named preset re-applies its values at every start — that has always been true, and it is what reproduces the published figure. What changes is that the log now names every field it wrote over, instead of discarding what you typed without a word. Set Preset to Custom and your own numbers hold.
• More room on the guards. The max-drawdown guard gains an on/off switch and a wider range, and the margin cap accepts 0 to turn it off — the code always treated 0 that way; it was the slider that would not let you type it.

v3.2 · August 2026 — Connection resilience

The book is untouched: same strategies, same parameters, same risk, same published figures. This one is about what happens when your platform loses its broker connection.

• After a reconnect the bot takes back control of the trades it left open — it rebuilds each entry stop distance from the broker's own record and resumes trailing, breakeven and time-based exits. Before, those trades kept their broker stop and target and nothing else, with nothing to tell you.
• Connection log — a lost session is reported the moment it happens, and the recovery line gives the length of the gap and how many positions were taken back.
• Build stamp — the first line of the log names the version and release date you are running, so you can confirm an update actually took effect.
• Wider symbol lookup — more broker naming schemes resolved, so a renamed instrument is less likely to leave a strategy sitting idle.

v3.1 · July 2026 — Engine reliability

Also with the book untouched. We run these cBots on our own live accounts, and that is where we found that a strategy can fall quiet with no error at all.

• Start-up verdict — one line at launch confirming every strategy has the history it needs, naming any that does not. A thin data feed now looks like one.
• History requested, not assumed — it asks for what its indicators need instead of taking whatever the platform hands it.
• Restart-proof positions — time exit and trailing high-water mark rebuilt from the broker's own record of the entry. Redeploy, reboot or change machine: open trades keep managing exactly as designed.
• Trailing on more brokers — where a broker hides its minimum stop distance, the bot derives a safe one instead of having the change refused.

v3.0 · July 2026 — New book

Both columns are the cBot's OWN cTrader backtest over the same window, on the same costs — the version you may already own, and the one on sale now. Reproduce either yourself with the free edition.

Watch it in action

A full walkthrough in cTrader's own backtester — install the free edition, set the period, hit run, and reproduce the exact numbers yourself.

Balanced — how to backtest in cTrader

Opens on YouTube (channel @realbacktesting).

Strategies — composition

12 decorrelated sleeves, each isolated by its label. We show market, archetype family and timeframe — enough to understand the book, without revealing the alpha.

Money management — funding-ready

The strategies find the entries; the money-management layer decides how much lives and dies on each one. It ships calibrated to reproduce the published figure.

Guardian, Balanced and Edge are three presets of the same engine. Keep the preset's defaults and you reproduce the tier's number. See every configurable parameter →

Pricing — you pay per strategy

One-time on the cTrader Store, no subscription. The price is simply $20 per strategy — a bigger portfolio means more edge and more diversification, so the ladder is transparent: you pay for exactly the number of strategies you get. Today it's $240 (12 × $20).

Free edition (backtest-only)

The paid cBot has a free “Backtesting only” twin: the identical full portfolio — same strategies, markets, engine, parameters and parity — compiled with a lock.

• The cTrader Backtester and Optimizer run the FULL logic → you reproduce every published figure on your broker's data before paying.
• In real time (live and demo) the free edition prints a notice and stops: it cannot place a single order.
• It's a try-before-you-buy funnel published as a separate $0 Store product; the paid edition unlocks live/demo trading.

Quick usage manual

From install to reproducing the published figure.

Honest notes