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Backtesting
Psychology
Was es bedeutet
Running a strategy over historical data to see how it would have performed, before risking real money on it. It is the lab test for a trading idea.
Beispiel
You test "buy the 50/200 SMA crossover on AAPL, 2010-2024" and find 28 trades, a 46% win rate, and +0.4R per trade. The strategy is marginally profitable -- worth paper-trading next.
Der häufigste Anfängerfehler
Beginners over-tune settings until the backtest looks perfect, then lose live. A perfectly fit backtest is overfit -- it predicts the past, not the future. Test out-of-sample data too.
Verwandte Begriffe
- Edge — A repeatable reason your trades should make money over a large sample, paired with risk ma…
- Paper Trading — Trading with a simulated account using fake money, so you can practice execution and test …
- Trading Plan — A written set of rules covering what you trade, when you enter, when you exit, how much yo…