Audited replay · cTrader Historical Replay
realbacktesting Balanced FTMO Swing
FTMO Platform · EUR · 1:30
· 5y 2m 8d (23/03/2021 - 31/05/2026) · 2919 trades across 6 markets
data · m1BarsFromServer
start €80,000
end €223,373
commissions + swaps modelled
account · hedging
This is the cTrader-native run — the one you reproduce yourself. Every figure below is cTrader's own
(m1 bars, spread 0); this page only restyles its exported data. Open the untouched original (top-right) and
reconcile any number yourself. Our published realbacktesting figure is the realistic one — real per-symbol
spread, 1 bps slippage and intrabar execution (compared just below). Risk metrics are per trading day (×√252).
realbacktesting vs the cTrader run
Same strategies, same data — our engine adds real spread + 1 bps slippage and intrabar execution.
| metric |
realbacktesting
published · realistic |
cTrader (m1)
this run · reproducible |
note |
|---|
| ROI · 5y | 133.3% | 179.2% |
−45.9 pp — cTrader applies zero spread/slippage; our engine charges the real per-symbol spread + 1 bps slippage, matching the costs you actually pay on a funded account |
| Profit factor | 1.80 | 2.10 |
our intrabar fills lift the day-level profit factor |
| Win rate | 50.7% | 50.1% |
open-only execution fills worse and misses intrabar exits |
cTrader reads higher because it applies no spread or slippage. Our engine charges the real per-symbol spread + 1 bps slippage — the honest cost you actually pay. The lower number is the reliable one.
ROI · 5y179.22%total return
CAGR21.9%geometric / yr
Net profit€143,373on €80,000
Max equity DD3.24%€3,738 · intrabar
Sharpe3.46daily · √252
Sortino8.56daily · √252
Profit factor1.68per-trade
Trades2,919win 45.5% · per-trade
Recovery38.2net ÷ maxDD
Calmar6.8CAGR ÷ maxDD
Equity curve · 2021-03-23 → 2026-05-31
The account balance exactly as cTrader plots it — €80,000 start →
€223,373 end. Nothing added or shaded.
account balance
hover any point for profit · return · drawdown
Per-day vs per-trade — same trades, different denominator
Our published metrics aggregate to the trading day (how a portfolio is risked & how
FTMO rules bite). cTrader's report counts each trade. Neither is wrong; they answer different questions.
| metric | our headline · per-day |
these trades · per-day | cTrader · per-trade | why they differ |
|---|
| Sharpe | 3.12 | 3.46 | n/a | risk-adjusted return; per-trade Sharpe is undefined |
| Profit factor | 1.80 | 2.10 | 1.68 | intraday netting lifts day-PF above trade-PF |
| Win rate | 50.7% | 50.1% | 45.5% | near-BE/trail scratches drag the per-trade rate |
| Return | 133.3% | 179.2% | 179.2% | our published headline includes all real costs; cTrader applies none |
Yearly return
2021+7.1%
2022+41.0%
2023+26.7%
2024+25.1%
2025+13.9%
2026+2.2%
Costs · verified
Commissions€-5,782.50
Swaps€-2,641.90
Total friction€-8,424.40
% of gross P/L5.569%
Near-BE / trail scratches194 (6.6%)
By market
Indices are commission-free on FTMO (spread-only); FX, metals & crypto carry commission.
| market | trades | net |
win | comm | swap |
|---|
| ETHUSD | 634 | €31,950 | 42% | €-1,968 | €-819 |
| US100.cash | 710 | €30,712 | 49% | €0 | €-84 |
| GER40.cash | 459 | €28,603 | 48% | €0 | €-806 |
| USDJPY | 677 | €26,832 | 41% | €-1,718 | €-251 |
| BTCUSD | 154 | €16,322 | 51% | €-1,937 | €-664 |
| XAUUSD | 285 | €8,423 | 47% | €-160 | €-19 |
Independent strategy sleeves
12 uncorrelated systems — each validated before inclusion.
PEGB-S01 USDJPY · 333t · 40%PEGB-S02 ETHUSD · 132t · 41%PEGB-S03 USDJPY · 256t · 44%PEGB-S04 US100.cash · 328t · 55%PEGB-S05 ETHUSD · 244t · 38%PEGB-S06 ETHUSD · 258t · 47%PEGB-S07 USDJPY · 88t · 33%PEGB-S08 BTCUSD · 154t · 51%PEGB-S09 US100.cash · 382t · 44%PEGB-S10 XAUUSD · 285t · 47%PEGB-S11 GER40.cash · 229t · 46%PEGB-S12 GER40.cash · 230t · 50%
Reproduce this backtest — step by step
Don't trust a screenshot. Run it yourself in cTrader and match every number on this page.
- Install the cBot. Add realbacktesting Balanced FTMO Swing to cTrader (cTrader Store → My cBots, or import the .algo). It compiles with zero warnings.
- Attach it to a chart. Open EURUSD on the m1 timeframe and drop the cBot on it. It is multi-symbol — it trades every market internally from this one host chart, so the host symbol only needs to exist.
- Set the warm-up gate. In the cBot parameters → group 6 Advanced, set
Entries from (UTC yyyy-MM-dd) = 2021-06-01.
Indicators warm up on the earlier data; live entries begin on this date — that is why the curve starts
1 Jun 2021, not 23 Mar.
- (Only if your broker renames markets) set Symbol overrides
(e.g. USATECHIDXUSD=US100.cash,DEUIDXEUR=GER40.cash). On FTMO the defaults resolve automatically.
- Configure the backtest tab.
- Period: 2021-03-23 → 2026-05-31 (start earlier than the entry date so indicators warm up).
- Data: m1 bars from server (opening prices) — the light mode; runs on any machine.
- Spread: Fixed value · 0 pips — a multi-asset backtest can only set one spread for every instrument, and any single value is wrong; we leave it at 0 here and model real per-symbol spread in our own engine.
- Commission: 30 USD per 1M · apply automatically · Starting capital €80,000 · Leverage 1:30.
- Run, then compare. Press play. When it finishes, open the
untouched cTrader original ↗ side-by-side —
net profit, trades, drawdown and the equity curve should match to the tick.