Blog
· 3 min read
Why your backtest disagrees with your broker
Candle-only backtests and live results diverge for boring, traceable reasons: spread, same-bar collisions, and the price the fill actually used. Here is where the difference comes from and how to shrink it.
· 3 min read
How to read a backtest report without lying to yourself
Equity curve, drawdown, MAE/MFE, monthly matrix, sample size: what each panel of a backtest report can honestly tell you, and the questions to ask before you trust any of it.
· 3 min read
Bring your own data, and check it before it checks you
Where replay data comes from, what a good file actually looks like, and the five-minute validation pass that saves you from running a strategy over a hole in the market.