Audited replay · cTrader Historical Replay
realbacktesting Guardian FTMO Swing
FTMO Platform · EUR · 1:30
· 5y 2m 8d (23/03/2021 - 31/05/2026) · 2254 trades across 5 markets
data · m1BarsFromServer
start €80,000
end €172,679
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 | 104.8% | 115.8% |
−11.0 pp — cTrader reads higher because it applies zero spread/slippage; our engine charges the real per-symbol spread + 1 bps slippage you actually pay |
| Profit factor | 1.82 | 1.90 |
our intrabar fills lift the day-level profit factor |
| Win rate | 51.7% | 49.1% |
open-only execution fills worse and misses intrabar exits |
cTrader reads higher here only because it omits real spread + slippage (spread 0); our number is the realistic one — the same strategies with the costs you actually pay.
ROI · 5y115.85%total return
CAGR16.0%geometric / yr
Net profit€92,679on €80,000
Max equity DD2.69%€2,764 · intrabar
Sharpe3.13daily · √252
Sortino7.01daily · √252
Profit factor1.61per-trade
Trades2,254win 44.9% · per-trade
Recovery33.5net ÷ maxDD
Calmar5.9CAGR ÷ maxDD
Equity curve · 2021-03-23 → 2026-05-31
The account balance exactly as cTrader plots it — €80,000 start →
€172,679 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 | 3.22 | 3.13 | n/a | risk-adjusted return; per-trade Sharpe is undefined |
| Profit factor | 1.82 | 1.90 | 1.61 | intraday netting lifts day-PF above trade-PF |
| Win rate | 51.7% | 49.1% | 44.9% | near-BE/trail scratches drag the per-trade rate |
| Return | 104.8% | 115.8% | 115.8% | our published headline includes all real costs; cTrader applies none |
Yearly return
2021+4.3%
2022+30.3%
2023+16.7%
2024+16.2%
2025+14.7%
2026+2.1%
Costs · verified
Commissions€-3,193.52
Swaps€-2,432.18
Total friction€-5,625.70
% of gross P/L5.728%
Near-BE / trail scratches126 (5.6%)
By market
Indices are commission-free on FTMO (spread-only); FX, metals & crypto carry commission.
| market | trades | net |
win | comm | swap |
|---|
| GER40.cash | 461 | €29,246 | 49% | €0 | €-964 |
| USDJPY | 592 | €22,785 | 42% | €-1,525 | €-278 |
| ETHUSD | 521 | €20,243 | 43% | €-1,506 | €-1,115 |
| US100.cash | 390 | €12,051 | 46% | €0 | €-39 |
| XAUUSD | 290 | €8,258 | 48% | €-163 | €-36 |
Independent strategy sleeves
8 uncorrelated systems — each validated before inclusion.
PEGG-S01 ETHUSD · 270t · 47%PEGG-S02 US100.cash · 390t · 46%PEGG-S03 USDJPY · 335t · 40%PEGG-S04 ETHUSD · 251t · 38%PEGG-S05 GER40.cash · 229t · 46%PEGG-S06 XAUUSD · 290t · 48%PEGG-S07 USDJPY · 257t · 44%PEGG-S08 GER40.cash · 232t · 51%
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: 2021-03-23 → 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.