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Backtesting
Psychology
O que significa
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.
Exemplo
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.
Erro comum de iniciantes
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.
Termos relacionados
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