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Compare backtests with recorded results
Compare like-for-like strategy definitions, costs, sessions, and date ranges without merging data categories.
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What this article helps you do
Review whether execution and research differ in a traceable way.
Before you start
- A saved backtest and recorded logical trades tagged to the relevant strategy version.
Follow these steps
- 1
Confirm the strategy version and rules match.
- 2
Align instrument, timeframe, session, date range, commissions, and slippage assumptions.
- 3
Compare trade frequency, direction, entries, exits, and risk behavior.
- 4
Inspect differences in exact trades rather than only headline metrics.
- 5
Record limitations such as missing signals or changing market regimes.
What you should see
The comparison explains scope differences without claiming causation or guaranteed convergence.
Common mistakes
- Comparing gross backtest results with net recorded results.
- Using different strategy versions.
- Merging backtest entries into account P&L.