Run your first backtest
Prepare inputs, launch a backtest, and read the first result without overfitting.
01 Prepare a narrow test
A good first backtest answers one question. Avoid mixing strategy design, risk sizing, and portfolio selection into the same initial run.
- 1Pick one symbol or a small representative basket.
- 2Use a date range that includes at least one unfavorable period.
- 3Keep position sizing simple until the signal behavior is understood.
02 Read the result
Treat the equity curve as a starting point, not a verdict. Open the trade list, inspect entries and exits, and compare the largest drawdowns against your rule intent.
- 1Check trade count before interpreting win rate.
- 2Review drawdown periods manually.
- 3Save only the runs that explain why they worked or failed.
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