Understanding the difference between historical simulations and real market execution.
Backtesting simulates strategy execution using historical price data. It assumes ideal order fills based on available candle data.
Backtests are used for:
• Strategy validation
• Parameter optimization
• Statistical analysis
Live trading executes orders in real market conditions where spreads, slippage, execution speed, and liquidity affect results.
Live results always differ from backtests.
Our systems are engineered to survive imperfect execution environments.
Backtests show strategy logic viability
Live trading shows real-world execution behavior
Focus on:
• Drawdown
• Trade frequency
• Risk-to-reward
• Stability
Not just net profit.
