Tag

#backtesting

2 articles

strategiesJune 24, 20268 min read

The backtest that lied: same-bar re-entry artifact (part 3)

A backtest artifact made one coin look like +5,032% in a year. Fixing the same-bar re-entry bug dropped returns 30-50x and turned 5-7 winning strategies into zero.

#build-log#trading-bot

strategiesJune 23, 20266 min read

Survivorship bias killed my 1H bot (part 2)

Part 2 of the build-in-public bot series. A holdout test on 11 unseen coins revealed the 1H strategy barely beat a coin flip. The 4H version survived.

#build-log#trading-bot