1 · Define
Write the market, timeframe, setup, entry, exit, cost, and pass/fail rule before looking at results.
Build a hypothesis, test chronological data, disclose costs and assumptions, separate in-sample from unseen periods, and publish only the summary you explicitly choose.
Write the market, timeframe, setup, entry, exit, cost, and pass/fail rule before looking at results.
Check timestamps, duplicates, missing bars, contract rolls, time zones, and whether each input was available then.
Keep chronology, include commissions/slippage, label in-sample and out-of-sample results, and avoid endless parameter hunting.
Use alternate periods, regimes, reasonable cost changes, walk-forward checks, and sensitivity ranges.
Show sample size, expectancy, profit factor, drawdown, assumptions, limitations, and what would invalidate the idea.
Treat a backtest as evidence for further testing—not a promise of future performance.
Only reports individually approved for public sharing appear here.