Audited replay · cTrader Historical Replay
realbacktesting Edge FTMO Swing
FTMO Platform · EUR · 1:30
· 5y 7m 26d (04/01/2021 - 30/08/2026) · 3771 trades across 10 markets
data · m1BarsFromServer
start €80,000
end €457,897
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 · 5y472.37%total return
CAGR36.2%geometric / yr
Net profit€377,897on €80,000
Max equity DD5.78%€10,339 · intrabar
Sharpe3.96daily · √252
Sortino8.91daily · √252
Profit factor1.64per-trade
Trades3,771win 46.5% · per-trade
Recovery36.5net ÷ maxDD
Calmar6.3CAGR ÷ maxDD
Equity curve · 2021-01-04 → 2026-08-30
The account balance exactly as cTrader plots it — €80,000 start →
€457,897 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 | 3.96 | n/a | risk-adjusted return; per-trade Sharpe is undefined |
| Profit factor | 2.16 | 1.64 | intraday netting lifts day-PF above trade-PF |
| Win rate | 52.9% | 46.5% | 224 near-BE/trail scratches drag the per-trade rate |
| Return | 472.4% | 472.4% | identical either way — total return doesn't depend on the denominator; only the risk ratios above do |
Yearly return
2021+55.7%
2022+61.0%
2023+29.9%
2024+39.0%
2025+16.3%
2026+8.7%
Costs · verified
Commissions€-5,225.64
Swaps€-2,840.20
Total friction€-8,065.84
% of gross P/L2.091%
Near-BE / trail scratches224 (5.9%)
By market
Indices are commission-free on FTMO (spread-only); FX, metals & crypto carry commission.
| market | trades | net |
win | comm | swap |
|---|
| US100.cash | 696 | €122,005 | 51% | €0 | €0 |
| GER40.cash | 611 | €57,540 | 50% | €0 | €-233 |
| AUS200.cash | 263 | €48,282 | 43% | €0 | €-648 |
| USDJPY | 570 | €40,825 | 45% | €-2,681 | €126 |
| JP225.cash | 232 | €25,655 | 36% | €0 | €-774 |
| BTCUSD | 164 | €25,015 | 54% | €-1,713 | €-1,033 |
| XAUUSD | 589 | €19,120 | 40% | €-339 | €0 |
| GBPUSD | 128 | €16,627 | 48% | €-212 | €-280 |
| HK50.cash | 227 | €15,945 | 35% | €0 | €-1 |
| GBPJPY | 291 | €6,612 | 59% | €-281 | €2 |
Independent strategy sleeves
14 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 Edge 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 → 2026-08-30 (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.