realbacktesting
Audited replay · cTrader Historical Replay
realbacktesting Guardian FTMO Swing
FTMO Platform · EUR · 1:30
· 5y 7m 26d (04/01/2021 - 30/08/2026) · 2276 trades across 6 markets
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 · 5y171.70%total return
CAGR19.3%geometric / yr
Net profit€137,359on €80,000
Max equity DD4.13%€4,326 · intrabar
Sharpe2.76daily · √252
Sortino6.05daily · √252
Profit factor1.58per-trade
Trades2,276win 46.9% · per-trade
Recovery31.7net ÷ maxDD
Calmar4.7CAGR ÷ maxDD
Equity curve · 2021-01-04 → 2026-08-28
The account balance exactly as cTrader plots it — €80,000 start → €217,359 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 | 2.76 | n/a | risk-adjusted return; per-trade Sharpe is undefined |
| Profit factor | 1.83 | 1.58 | intraday netting lifts day-PF above trade-PF |
| Win rate | 49.7% | 46.9% | 131 near-BE/trail scratches drag the per-trade rate |
| Return | 171.7% | 171.7% | identical either way — total return doesn't depend on the denominator; only the risk ratios above do |
Yearly return
Costs · verified
Commissions€-1,418.98
Swaps€-2,307.69
Total friction€-3,726.67
% of gross P/L2.645%
Near-BE / trail scratches131 (5.8%)
By market
Indices are commission-free on FTMO (spread-only); FX, metals & crypto carry commission.| market | trades | net | win | comm | swap |
|---|---|---|---|---|---|
| US100.cash | 324 | €51,422 | 49% | €0 | €2 |
| GER40.cash | 615 | €43,614 | 50% | €0 | €-1,817 |
| XAUUSD | 590 | €14,627 | 40% | €-266 | €-134 |
| GBPUSD | 129 | €12,626 | 48% | €-167 | €-428 |
| USDJPY | 327 | €9,657 | 40% | €-765 | €67 |
| GBPJPY | 291 | €5,234 | 59% | €-220 | €1 |
Independent strategy sleeves
8 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 Guardian 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.
Same strategies, same data, same rules. The only things that differ on a live account are when an entry fires (a few seconds of jitter) and how much it sizes (your balance) — both expectancy-neutral by construction.
Methodology. Backtest run in cTrader (m1BarsFromServer) on FTMO Platform, 5y 7m 26d (04/01/2021 - 30/08/2026),
starting €80,000, leverage 1:30. Commissions and swaps are modelled
(€-3,726.67 total). Sharpe/Sortino are re-derived from the daily equity path
(cTrader does not report them) using our published convention — daily returns on the starting base,
sample-std, annualised ×√252. Our site headline is read from the same validation that drives the live
cBot (scale-matched); it is conservative relative to this cTrader run. Reproduce it: load the cBot in your
own cTrader, point it at FTMO symbols, run the same window. Proof over promises.