Backtesting
Simulating a strategy's rules against historical market data to estimate how it would have behaved. A backtest is evidence, not proof: it is always in-sample to the history it used, and its honesty depends on realistic execution assumptions, absence of lookahead, and resisting the urge to tune until the past looks perfect.
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Related terms
OverfittingTuning a strategy until it fits the historical data's noise rather tha…Lookahead BiasA backtest accidentally using information that wasn't available at dec…Out-of-Sample TestingEvaluating a strategy on data it was not developed or tuned on — the l…
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.