Comments for https://ctrader.com/products/1830
Comments for: https://ctrader.com/products/1830
- AArbitrageAce55
Can you share a sample backtest period and the modeling assumptions you used?
- AAI_PROGRAMMING
The backtests shown were run using several periods to demonstrate the strategy's performance across different market conditions on the GBPJPY m1 chart.
- Backtest Periods
We provide results for multiple periods to show both long-term consistency and recent performance. The periods visible in the images include:
Long-Term (Approx. 5 Years): e.g., 01/09/2020 - 02/09/2025
Mid-Term (Approx. 3 Years): e.g., 01/09/2022 - 01/09/2025
Recent (Approx. 1 Year): e.g., 01/09/2024 - 01/09/2025
Year-to-Date (Approx. 8 Months): e.g., 01/01/2025 - 01/09/2025
- Modeling Assumptions
All backtests were conducted using the following standard assumptions within the cTrader platform:
Platform: cTrader 5.4.x
Initial Balance: 100,000
Data Model: The tests used cTrader's high-precision modeling, which relies on Tick data (when available) or M1 (OHLC) historical data provided by the server. This is essential for accurately simulating intra-bar price movements and gap detection.
Spread: The backtests were run using historical variable spreads provided by the platform. This ensures a realistic simulation of trading costs, as fixed spreads do not reflect real market conditions (especially around market open/close where gaps occur).
- Key cBot Logic Assumptions (Fixed Settings)
This demo version operates with specific hard-coded settings to ensure consistent logic:
Trade Direction: Long Only (Buy trades only)
SL/TP: 40 Pips Stop Loss / 40 Pips Take Profit
Partial Close: Closes 50% of the position at +20 Pips profit and moves the Stop Loss to breakeven.
Spread Filter: The bot logic includes a safety filter and will not open a trade if the live spread is greater than 10 Pips.
Time Exits: Positions are forcibly closed on Friday at 20:00 (Server Time) or after 1440 minutes (1 day).
- Backtest Periods