TEST BEFORE TRUST
Backtest the logic.
Forward-test the assumptions.
Titan is designed to work inside cTrader's backtesting and optimisation workflow, but historical results remain hypothetical and can be overfit.
Baseline
Run a normal backtest first and prove the configuration can actually trade.
Optimise
Search small, meaningful parameter groups rather than everything at once.
Validate
Prefer broad stable regions and unseen dates over isolated historical peaks.
Demo
Verify actual sizing, margin, spread, break-even, partials and trail behaviour on the broker feed.
BACKTESTING CHECKLIST
A good-looking chart is not enough.
- Use a date range with multiple market regimes.
- Confirm realistic commissions, spread assumptions and contract specification.
- Check trade count; tiny samples are fragile.
- Inspect drawdown, profit factor, average trade and distribution, not only total profit.
- Forward-test a parameter region on dates excluded from optimisation.
- Re-enable intended protection layers and retest.
- Demo-test the exact broker symbol before live deployment.
Historical backtests and optimisation results do not guarantee future performance. Different data quality, spreads, execution, broker rules and market regimes can materially change results.
ZERO-TRADE DIAGNOSIS
When an optimisation pass comes back empty.
| Symptom | Likely cause | First checks |
|---|---|---|
| No trades | Score too strict, spread too tight, insufficient history or filters blocking | Lower score, widen realistic spread, full hours, longer date range |
| Approved lots = 0 | Margin buffer, floor budget or broker minimum volume | Risk line, free margin, stop distance, min volume |
| Too few trades | Over-selective threshold / time filter | Trade count across nearby score settings |
| Huge optimisation variance | Search space too broad / overfitting | Narrow ranges and stage the optimisation |