Backtest
هذه الصفحة القانونية متاحة باللغة الإنجليزية فقط.
A backtest replays history: the strategy's rules are applied bar by bar (or tick by tick) to old data, producing a simulated track record. It answers exactly one question — how these rules would have performed on that data — and nothing more.
Backtests fail people in predictable ways: bad or incomplete data, ignoring spread and slippage, and above all overfitting — tuning parameters until the past looks perfect. A beautiful backtest is a starting point for skepticism, not proof.
Covered in depth in Lesson 04: Backtesting دون خداع نفسك.
Related terms
- Forward test — Running a strategy on live or demo markets going forward, after development, to see if backtest behavior holds up.
- Overfitting (curve fitting) — Tuning a strategy so tightly to historical data that it captures noise instead of a repeatable edge.
- Modelling quality / tick data — How faithfully a backtest reconstructs historical price movement — the difference between testing on real ticks and on interpolated guesses.
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