realbacktesting
Audited replay · cTrader Historical Replay
realbacktesting Pegasus Nasdaq
FPMarketsCY · EUR · 1:30
· 2y 6m (01/01/2024 - 01/07/2026) · 880 trades across 1 markets
This is the cTrader-native run — the figure a buyer reproduces in their own cTrader. Every number below is cTrader's own (m1 bars from server; spread: fixed · 8 pips; commissions and swaps as charged by FPMarketsCY). 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 · 2y 6m434.98%total return
CAGR95.7%geometric / yr
Net profit€347,980on €80,000
Max equity DD17.46%€68,421 · intrabar
Sharpe1.90daily · √252
Sortino3.92daily · √252
Profit factor1.57per-trade
Trades880win 48.3% · per-trade
Recovery5.1net ÷ maxDD
Calmar5.5CAGR ÷ maxDD
Equity curve · 2024-01-01 → 2026-07-01
The account balance exactly as cTrader plots it — €80,000 start → €427,980 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.| metric | these trades · per-day | cTrader · per-trade | why they differ |
|---|---|---|---|
| Sharpe | 1.90 | n/a | risk-adjusted return; per-trade Sharpe is undefined |
| Profit factor | 1.66 | 1.57 | intraday netting lifts day-PF above trade-PF |
| Win rate | 46.2% | 48.3% | 34 near-BE/trail scratches drag the per-trade rate |
| Return | 435.0% | 435.0% | 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€-47,477.08
Total friction€-47,477.08
% of gross P/L12.006%
Near-BE / trail scratches34 (3.9%)
By market
Commissions and swaps as charged by FPMarketsCY on each symbol.| market | trades | net | win | comm | swap |
|---|---|---|---|---|---|
| US100 | 880 | €347,980 | 48% | €0 | €-47,477 |
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.- Install the cBot. Add realbacktesting Pegasus Nasdaq to cTrader (cTrader Store → My cBots, or import the .algo). It compiles with zero warnings.
- 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.
- Keep the default parameters (the default preset is the one this report used).
- 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.
- Configure the backtest tab.
- Period: 2024-01-01 → 2026-07-01.
- Data: m1 bars from server.
- Spread: fixed · 8 pips.
- Starting capital €80,000 · Leverage 1:30. FPMarketsCY costs in this report: commissions €0.00 · swaps €-47,477.08.
- 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 (m1BarsFromServer) on FPMarketsCY, 2y 6m (01/01/2024 - 01/07/2026), starting €80,000, leverage 1:30. Commissions and swaps charged: €-47,477.08 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.