realbacktesting Pegasus Nasdaq

FPMarketsCY · EUR · 1:30 · 2y 6m (01/01/2024 - 01/07/2026) · 880 trades across 1 markets

data · m1BarsFromServer start €80,000 end €427,980 commissions + swaps modelled account · hedging

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 · 5y434.98%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 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	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

2024+232.7%

2025+35.3%

2026+18.8%

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

Indices are commission-free on FTMO (spread-only); FX, metals & crypto carry commission.

market	trades	net	win	comm	swap
US100	880	€347,980	48%	€0	€-47,477

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 Pegasus Nasdaq 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 (€-47,477.08 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.