realbacktesting
Audited replay · cTrader Historical Replay

realbacktesting Olympus Zeus

Skilling · EUR · 1:1000 · 11m 30d (01/09/2025 - 31/08/2026) · 328 trades across 6 markets
data · tickDataFromServer start €10,000 end €13,730 commissions + swaps modelled account · hedging
This is the cTrader-native run — the figure a buyer reproduces in their own cTrader. Every number below is cTrader's own (tick data from server (every tick); spread: the broker's real spread, carried by the tick data; commissions and swaps as charged by Skilling). This page only restyles the exported data — it adds nothing. Open the original (top-right) and reconcile any number. Risk metrics are per trading day (×√252).
ROI · 11m 30d37.30%total return
CAGR37.4%geometric / yr
Net profit€3,730on €10,000
Max equity DD7.42%€993 · intrabar
Sharpe2.78daily · √252
Sortino5.13daily · √252
Profit factor1.59per-trade
Trades328win 48.8% · per-trade
Recovery3.7net ÷ maxDD
Calmar5.0CAGR ÷ maxDD

Equity curve · 2025-09-01 → 2026-08-31

The account balance exactly as cTrader plots it — €10,000 start → €13,730 end. Nothing added or shaded.
account balance hover any point for profit · return · drawdown

Per-day vs per-trade — same trades, different denominator

The same trades, counted two ways. Per-day aggregates them to the trading day (Sharpe/Sortino ×√252); per-trade is how cTrader's report tab counts each fill. One run, two denominators.
metricthese trades · per-day cTrader · per-tradewhy they differ
Sharpe2.78n/arisk-adjusted return; per-trade Sharpe is undefined
Profit factor1.791.59intraday netting lifts day-PF above trade-PF
Win rate52.4%48.8%76 near-BE/trail scratches drag the per-trade rate
Return37.3%37.3%identical either way — total return doesn't depend on the denominator; only the risk ratios above do

Yearly return

2025+20.2%
2026+13.4%

Costs · verified

Commissions€0.00
Swaps€-63.64
Total friction€-63.64
% of gross P/L1.72%
Near-BE / trail scratches76 (23.2%)

By market

Commissions and swaps as charged by Skilling on each symbol.
markettradesnet wincommswap
Germany 4096€1,38141%€0€0
NZDUSD68€88457%€0€-19
GOLD66€78535%€0€-10
EURJPY40€36648%€0€-24
EURUSD32€15766%€0€-7
GBPUSD26€6312%€0€-3

Strategies

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.
  1. Install the cBot. Add realbacktesting Olympus Zeus to cTrader (cTrader Store → My cBots, or import the .algo). It compiles with zero warnings.
  2. Attach it to a chart. Open any symbol your broker offers on m1 and drop the cBot on it. It is multi-symbol: it trades every market from this one chart.
  3. Keep the default parameters (the default preset is the one this report used).
  4. Symbols. The cBot looks up the name your broker uses for each market; if it cannot find one, force it with Symbol overrides. Not every broker offers every market.
  5. Configure the backtest tab.
    • Period: 2025-09-01 → 2026-08-31.
    • Data: tick data from server (every tick).
    • Spread: the broker's real spread, carried by the tick data.
    • Starting capital €10,000 · Leverage 1:1000. Skilling costs in this report: commissions €0.00 · swaps €-63.64.
  6. 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. Your broker, its spread and live execution can change the result.

Methodology. Backtest run in cTrader (tickDataFromServer) on Skilling, 11m 30d (01/09/2025 - 31/08/2026), starting €10,000, leverage 1:1000. Commissions and swaps charged: €-63.64 in total. Sharpe/Sortino are re-derived from the daily equity path (cTrader does not report them): daily returns on the starting base, sample-std, annualised ×√252. Proof over promises.