Guide › The tabs › Backtest
📈 The Backtest tab
“Backtesting — historical simulation”: the training room. You pick a stop-loss,
a take-profit, an amount per trade — and the app replays the real signal
history with YOUR settings. You discover what your strategy would have produced,
without having risked a lamport.
Why this tab exists
“I cut at −20% and take at +80%” — fine, but what does that PRODUCE over a hundred real
signals? Nobody can guess it in their head: a tight SL cuts losses but gets shaken out before
the take-off; an ambitious TP catches the moonshots but gives back all the average gains. The
backtest replaces intuition with measurement — on our data, not on theoretical curves.
The simulation settings
- Stop-Loss (%) — your simulated cut level;
- Take-Profit (%) — your simulated gain target;
- Simulated amount / trade — the unit stake applied to every signal.
The simulation walks through the price trajectories actually recorded after each signal and
applies your thresholds, in the order the prices happened.
Reading the results
- Total simulated PnL — the strategy's cumulative result over the
period;
- Win rate — the share of winning simulated trades;
- Average PnL / trade — the unit return (more telling than the total,
which depends on the number of signals);
- SL / TP triggers — HOW your trades end: many SLs = settings too tight or
strategy too exposed;
- Best / Worst trade — the two extremes, to see what your strategy lets
through in each direction.
The method that works
Change ONE parameter at a time. Compare two backtests that differ only by the SL, then only by
the TP. It's the only way to know what causes what — exactly the method Mastermind applies to
its own settings: measure, quantify, verify, then decide.
A backtest's limits — know them before believing it
The simulation applies your thresholds to RECORDED prices, but simulates neither your orders'
real slippage, nor transaction failures, nor your reaction speed. A +40% backtest does not
promise +40% live — it compares STRATEGIES against each other, and that's already huge: if
setting A beats setting B over a hundred signals, that hierarchy is real information.
Using it well
- Backtest BEFORE changing your defaults in
Profile — never after the fact to reassure
yourself.
- Seek robustness, not the record: a setting that wins a little in all
conditions beats one optimized to the millimeter on the past — overfitting is the classic
backtest trap.
- Watch the SL/TP trigger ratio: it tells you whether your strategy dies by
a thousand cuts or lives off its moonshots.
MON PETIT TRADEUR · GUIDE