Strategy backtesting: fees, drawdown and validation
What a backtest measures, which costs to include and why an attractive equity curve is not enough.
Practical guides to trading rules, backtesting and virtual execution — with examples, sources and limitations.
What a backtest measures, which costs to include and why an attractive equity curve is not enough.
Three modes answer different questions. Learn what each one tests and how to record discrepancies.
Turn a vague idea into a testable specification with questions, a sample prompt and boundary cases.