Audited replay · cTrader Historical Replay
realbacktesting Balanced FTMO Swing
FTMO Platform · EUR · 1:30
· 5y 5m 27d (04/01/2021 - 01/07/2026) · 4866 trades across 6 markets
data · m1BarsFromServer
start €80,000
end €267,092
commissions + swaps modelled
account · hedging
This is the cTrader-native run — the exact figure a buyer reproduces in their own cTrader. Every number below is cTrader's own
(m1 bars, spread 0, real commission + swap); this page only restyles cTrader's exported data — it adds nothing. Open the untouched original (top-right) and
reconcile any number yourself. Risk metrics are per trading day (×√252).
Watch the backtest in cTrader
The full walkthrough — reproduce it yourself with the free backtest-only edition.
ROI · 5y233.86%total return
CAGR24.6%geometric / yr
Net profit€187,092on €80,000
Max equity DD4.18%€5,048 · intrabar
Sharpe3.30daily · √252
Sortino8.26daily · √252
Profit factor1.66per-trade
Trades4,866win 45.7% · per-trade
Recovery37.1net ÷ maxDD
Calmar5.9CAGR ÷ maxDD
Equity curve · 2021-01-04 → 2026-07-01
The account balance exactly as cTrader plots it — €80,000 start →
€267,092 end. Nothing added or shaded.
account balance
hover any point for profit · return · drawdown
Per-day vs per-trade — same trades, different denominator
The very same trades, counted two ways. Per-day aggregates them to the trading day —
how a portfolio is risked & how FTMO rules bite (Sharpe/Sortino ×√252); per-trade is exactly how
cTrader's report tab counts each fill. One run, two denominators — neither is wrong; they answer different questions.
| metric | these trades · per-day |
cTrader · per-trade | why they differ |
|---|
| Sharpe | 3.30 | n/a | risk-adjusted return; per-trade Sharpe is undefined |
| Profit factor | 2.08 | 1.66 | intraday netting lifts day-PF above trade-PF |
| Win rate | 50.2% | 45.7% | 547 near-BE/trail scratches drag the per-trade rate |
| Return | 233.9% | 233.9% | identical either way — total return doesn't depend on the denominator; only the risk ratios above do |
Yearly return
2021+18.7%
2022+37.0%
2023+28.1%
2024+31.2%
2025+18.2%
2026+3.3%
Costs · verified
Commissions€-6,619.98
Swaps€-3,138.25
Total friction€-9,758.23
% of gross P/L4.957%
Near-BE / trail scratches547 (11.2%)
By market
Indices are commission-free on FTMO (spread-only); FX, metals & crypto carry commission.
| market | trades | net |
win | comm | swap |
|---|
| US100.cash | 1850 | €68,021 | 52% | €0 | €-121 |
| GER40.cash | 507 | €38,776 | 47% | €0 | €-1,275 |
| ETHUSD | 677 | €32,511 | 34% | €-3,695 | €-848 |
| BTCUSD | 158 | €27,157 | 54% | €-1,809 | €-803 |
| USDJPY | 1344 | €14,673 | 42% | €-979 | €-64 |
| XAUUSD | 330 | €5,967 | 41% | €-136 | €-27 |
Independent strategy sleeves
16 uncorrelated systems — each validated before inclusion.
The per-strategy breakdown is not published — the logic of the book is the product. Everything above is the whole account, unfiltered: equity curve, drawdown, verified costs and the full per-symbol split.
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: 2021-01-04 → 2026-07-01 (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.