Comments for https://ctrader.com/products/787

Regarding the backtest periods and modeling assumptions, we prioritize maximum transparency to ensure you can replicate the results.

Modeling Assumptions
To provide realistic performance data, our backtests are conducted under the following "worst-case" conditions:

Data Quality: We use "Tick data from server (accurate)", which is the most precise data available in cTrader, simulating every single price change.

Spreads & Commissions: We include variable spreads and standard broker commissions to reflect real-world net profitability.

Execution: We simulate Market Execution to account for potential slippage during high-volatility events.

Sample Backtest Periods
We typically focus on two types of periods:

Standard Growth: The last 12 to 24 months to see how the bot handles current market regimes.

Stress Testing: Specific high-volatility months (e.g., major political elections or interest rate decisions) to observe the maximum drawdown behavior.

🚀 Join our Discord for Ready-to-Use Set Files https://discord.gg/8rz9TQfSYE

Yes, absolutely. We regularly share sample backtests, performance analysis, and all the modeling assumptions (like the filters used and risk settings) on our Discord channel.

It's the best place for a detailed discussion on performance. We're waiting for you there!

Algotrend.it https://discord.gg/SWFU9pbz