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Backtests that don't lie

Most backtests are fantasy. They fill every trade at the perfect price, ignore spreads and commissions, and curve-fit to one slice of history — which is exactly why so many "profitable" strategies blow up the moment real money is on the line.

StrategyNodes is built the other way around: the equity curve you see is the one you'd actually have traded.

What's priced in — by default

You don't have to turn anything on. Every backtest already accounts for:

  • Real spreads — the bid/ask gap you actually pay.
  • Slippage — the difference between the price you wanted and the price you got.
  • Commissions — per-trade and per-share/lot costs.
  • Intrabar fills — orders fill at realistic prices within a bar, not at a convenient close.

That last one matters more than people think: a stop-loss and take-profit can both sit inside the same bar, and the order they're hit in changes the result. StrategyNodes resolves that honestly instead of assuming the favourable one.

Lookahead-safe by construction

A backtest that peeks at the future looks incredible and trades terribly. StrategyNodes blocks that:

  • Higher-timeframe values are only available after the higher-timeframe bar closes.
  • Indicators never read bars that wouldn't exist yet at decision time.

So a signal that fires in the backtest is one that could have fired live.

The metrics that matter

Every run reports a full pack — not just "net profit":

  • Return, CAGR — what you made.
  • Sharpe, Sortino — return per unit of risk.
  • Max drawdown — the worst peak-to-trough fall (what you'd have felt).
  • Profit factor, win rate, expectancy — the trade-level shape of the edge.
  • PSR (Probabilistic Sharpe Ratio) — the odds your Sharpe is really above zero, not luck.

The honest gap

Run the same rules with costs off and on, and the difference is stark — often the gap between a curve that looks like a rocket and one that looks like a real, tradeable edge. That gap is the trading costs and curve-fit you'd never actually have kept. We show you the real one.

The one promise

If a strategy only works on paper, you'll find out here — not on your broker.

A single honest backtest still isn't proof. Next: prove it holds up → Robustness & the Score.