🛠 Trader Tools
Backtest
Also called: backtesting
A backtest applies a strategy’s rules to past data to measure what it would have produced: win rate, drawdown, expectancy. Essential for sorting good ideas from bad, but full of traps: overfit results, survivorship bias, ignored fees and slippage… A successful backtest never guarantees real-world results — it’s a filter, not a promise.
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