strategy-backtest

Strategy backtest

The sequence

1. strategy_compare symbol=… — nine built-in strategies over the same bars, ranked. This is the cheap first pass: it tells you whether anything on this symbol has an edge worth testing properly, and the bars are fetched once for all of them.
2. backtest symbol=… strategy=… on the one or two that stood out. Set walk_forward=true and give it folds. An in-sample result on two years of daily bars is a description of the past, and presenting one as a strategy is the single most misleading thing this server can be used to do.
   • Set commission_buy_pct and commission_sell_pct to the user's real fees. IDX defaults are roughly 0.15% buy and 0.25% sell, and the difference between gross and net is where most paper edges live.
   • stop_loss_pct, take_profit_pct and max_hold_bars change the answer more than the entry rule usually does.
3. pine_script symbol=… kind=strategy to hand it to TradingView, with the entry and exit conditions carried across.

workflow_run name=strategy_check and name=pine_handoff package steps 1–2 and 3.

What to report, and what not to

• warnings and inconclusive are the result, not a footnote. Read them out. If the backtest says the sample was too small, that is the answer to the user's question.
• ARA/ARB-locked bars break fills. A limit-up day has no liquidity at the printed price. The backtester flags these; a strategy whose returns come from limit-locked entries did not happen.
• Two years of daily bars is about 480 sessions. That supports claims about daily setups. It does not support a claim about monthly seasonality, and it does not survive being sliced by regime.
• Trade count matters more than return. Nine trades with a 60% win rate is not a 60% win rate.
• Never annualise a backtest or extrapolate it forward.

Presenting it

Give the net return after commission, the trade count, the maximum drawdown, and the walk-forward folds side by side — if fold three lost money, that belongs in the first paragraph. Then the warnings. Then, plainly: backtested results do not predict future returns, and this is not advice.