Backtesting

A backtest replays real price history from the exchanges, candle by candle, with fees and costs counted. It is not a simulation we wrote and marked ourselves. You set up the run and you read the result.

What the readers concluded at each point, what your rules would have done with it, and where the two disagreed. It does not give you one headline number on purpose, because that is the number everyone quotes and nobody checks.

A backtest shows how a strategy would have behaved, not how it will. A strategy tuned until it looks perfect on old prices is usually tuned to the past, not to the market. Read the whole run, not just the summary.