What is Backtesting?
Backtesting is the practice of evaluating trading rules against historical data to estimate how they would have performed. It turns a vague idea into measurable numbers like win rate, expectancy, and drawdown. Good backtesting is honest about data quality, sample size, and the gap between a simulation and live trading.
Why Backtesting matters
It replaces opinion and a single screenshot with results you can actually inspect.
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