"Realbacktesting" means the research engine that produced these numbers and the portable C# engine that ships inside the cBot are the same logic — we measured how same, cell by cell. All three levels are now measured: signal parity, cost basis, and the cTrader-native run on every system.
The research engine that produced these numbers and the portable C# engine that ships inside the cBot agree on every entry/exit signal, cell-by-cell, across every strategy over 5 years — 100% parity, verified by an automated harness on identical bar data. This is signal agreement between the two engines, not a performance guarantee. Full parity methodology available on request.
The same harness that measures 100% signal parity runs both engines on identical bars under the identical cost model — real per-symbol spread, commission (FX $2.50/lot/side, indices free, crypto 0.0325%, metals 0.0007%), 1 bps slippage on every fill, swap, additive sizing on 80,000 EUR. Identical signals on identical costs produce an identical trade count and cost basis: proven by the same measurement, not assumed.
Every system has been run in the cTrader native backtester — m1 bars, spread 0, real commission & swap — the exact run you can reproduce yourself on any machine, published per product (open each report). It uses cTrader's light, open-only execution and charges no spread, so it reads above our number on all three systems (by ~11 pp on Guardian, ~44–46 pp on Balanced and Edge); our engine adds real spread, 1 bps slippage and intrabar M1 execution, so it lands lower — the conservative, realistic figure. The full two-engine comparison is on this page.
Per-strategy signal parity between the research engine and the C# engine in the cBot — cell-by-cell on 175,401 bars, verified by an automated harness. Labelled by market & timeframe; the strategy itself stays proprietary.
| Market · TF | Entry long | Exit long | Entry short | Exit short | overall |
|---|---|---|---|---|---|
| Bitcoin · 2h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| DAX 40 · 1h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| DAX 40 · 4h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| Ethereum · 2h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| Ethereum · 4h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| Ethereum · 4h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| Gold · 6h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| Gold · 6h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| Nasdaq 100 · 2h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| Nasdaq 100 · 2h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| USD/JPY · 4h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| USD/JPY · 4h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
| USD/JPY · 8h | 100.00 | 100.00 | 100.00 | 100.00 | 100% |
Each cBot's report, exported straight from the cTrader native backtester (m1, spread 0) — the exact run you reproduce yourself. Published for all three systems. Open any one and reconcile every number; this is what turns Level 3 above to Proven.
You don't take our word, and you don't run our code. Load each system into your own cTrader and run the backtest yourself — m1 bars, spread 0 — and you'll get the cTrader-native figures on this page, to the tick. The logic is proven identical to our engine: 100% signal parity, cell-for-cell on identical bar data, verified by an automated harness. Our published realbacktesting number is the realistic one — it adds real spread, 1 bps slippage and intrabar execution, so it reads above the cTrader run on volatile books and below it on calm ones. Step-by-step instructions are in every report.
cTrader › Automate › Backtest
Data m1 bars from server (opening prices)
Spread Fixed value · 0 pips
Commission 30 USD/1M · apply automatically
Entries from 2021-06-01 (warm-up gate)
────────────────────────────────────────────
Engine-to-engine parity 100% worst 100%
cTrader-native (m1) Guardian ✓ Balanced ✓ Edge ✓