backtestbay @backtestbay

Five criteria that matter more than win rate: cross-market stability, timeframe transferability, parameter sensitivity, drawdown depth and recovery, and regime independence.

I ran 1,277 backtests. In March 2026, every single one broke at the same time. Win rates dropped 6-8% across the board. Same strategies. Same code. Different market.

Tested RamPatel9912's "Super RSI Strategy" through our standardised backtest format ATR exits, 1% risk, BTC 4H since 2017: PF 1.25 over 942 trades, 12% DD, holds across session filters. Original: tradingview.com/script/Lw0Jh94… Comment if you want the code I used to backtest!

@Fxpipstress_ Which step do most traders actually skip first in your experience?

Morning ☀️ Backtested @DominicWalshFX's "Breaker Block Reversal Engine" — XAUUSD 1H, 3x ATR stop, 2x TP, 1% risk. 17yrs / 395 trades: 📊 PF 1.44 📉 DD <10% 🎯 Win rate ~41% Solid, consistent system 👏 tradingview.com/script/5msciWF…

Yes, don’t forget to run an out of sample aswell!

Luke @ItsTraderLuke

4 days ago

BACKTEST. BACKTEST. BACKTEST. BACKTEST. BACKTEST. BACKTEST. BACKTEST. Every day. Until your edge feels boring. Becomes Unshakeable. Feels Automatic. That’s how to build confidence.

22 18 262 10K 39

Most traders know sessions matter. Almost none mark them on every chart, every session, consistently. Built an indicator that does it automatically. Killzone boxes draw themselves — London, NY, Asia. Stop marking sessions manually. £15 → backtestbay.gumroad.com/l/kvjqc

I had it backwards the whole time. The 'noisier' timeframe had the actual edge. I thought higher timeframes meant cleaner signals. Ran a trend strategy on 60m vs 4H on BTC. 60m printed 3 the profit factor.

@WillyAlgoTrade Congratulations 🥳 big achievement and so much value

Most of you are screenshotting the good year and calling it an edge. I had a strategy at 68% win rate. Looked unbeatable. Then I ran it on a different year, and it dropped to 41%. Same rules. Same settings.

@antpalkin What's your read on which edges decay fastest — mean reversion or momentum?

@SignalForge_AI what did they do?

@notprofgreen @cdikici71 😂 tradingview moderators 🤝 houserules = violation

@TradedecisionFX @tradertheory Agree.... and then sometimes it's edge decay, sometimes it's execution slippage. Self-knowledge matters, but the real problem is usually the strategy was never robust to begin with.

An 'order flow'? Just two EMAs and a momentum filter. Found 'A Sniper Order Flow' a community script but original page now gone. Tested on BTC 4H with our format: 3 ATR stop, 2R target. 465 trades, PF 1.37, 12.7% drawdown. TradingView pinescript👇 raw.githubusercontent.com/antrich9/backt…

Win rate is backtest theatre. Looks incredible in the screenshot. Gets retweeted. Sells courses. Tells you nothing about whether it's still printing 12 months from now. The number that survives is never the one that looks best.

What are you testing for right now — entry quality, or regime survival?

Felt like I found a Supertrend strategy on BTC 4H. Profit factor 1.6 in backtest. Ran it through walk-forward. 1.04 The edge was curve-fitted The lesson nobody tells you: a good backtest on an indicator doesn't mean you found something. It usually means you fit the noise.

@DaanCrypto How do you size when conviction is high but the stop needs room?

Skipping a setup because it feels risky after a big win. The backtest doesn't account for that. But your live account does. None of these behaviours show up in the numbers. They all show up in the gap between your backtest and your live results.