realbacktesting
Audited replay · cTrader Historical Replay
realbacktesting Pegasus Gold
FPMarketsCY · EUR · 1:30
· 2y 6m (01/01/2024 - 01/07/2026) · 639 trades across 1 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).
ROI · 5y156.13%total return
CAGR45.7%geometric / yr
Net profit€124,905on €80,000
Max equity DD8.48%€14,134 · intrabar
Sharpe2.70daily · √252
Sortino10.29daily · √252
Profit factor2.33per-trade
Trades639win 46.5% · per-trade
Recovery8.7net ÷ maxDD
Calmar5.4CAGR ÷ maxDD
Equity curve · 2024-01-01 → 2026-07-01
The account balance exactly as cTrader plots it — €80,000 start → €204,905 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 | 2.70 | n/a | risk-adjusted return; per-trade Sharpe is undefined |
| Profit factor | 2.76 | 2.33 | intraday netting lifts day-PF above trade-PF |
| Win rate | 48.5% | 46.5% | 85 near-BE/trail scratches drag the per-trade rate |
| Return | 156.1% | 156.1% | identical either way — total return doesn't depend on the denominator; only the risk ratios above do |
Yearly return
Costs · verified
Commissions€0.00
Swaps€-14,275.82
Total friction€-14,275.82
% of gross P/L10.389%
Near-BE / trail scratches85 (13.3%)
By market
Indices are commission-free on FTMO (spread-only); FX, metals & crypto carry commission.| market | trades | net | win | comm | swap |
|---|---|---|---|---|---|
| XAUUSD | 639 | €123,138 | 46% | €0 | €-14,276 |
Independent strategy sleeves
11 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 Pegasus Gold 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: 2024-01-01 → 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.
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 FPMarketsCY, 2y 6m (01/01/2024 - 01/07/2026),
starting €80,000, leverage 1:30. Commissions and swaps are modelled
(€-14,275.82 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.