Product · $49
The Honest Backtest Toolkit
Your backtest says 78% win rate. Your account says otherwise.
The gap is almost never bad luck. It’s that the backtest quietly assumed things that were never true — a limit order that filled at a price nobody was offering, a swing high your chart couldn’t have known about yet, spread that was never charged, parameters tuned on the very data used to score them.
This is a Python backtesting framework built to make those assumptions visible instead of invisible.
$49
One-off. Free updates.
Instant download. Refundable in full within 30 days, no questions asked. Checkout is handled by Shopify — card details never touch this site.
What’s in it
- A bar-by-bar backtest engine with realistic fill logic
- Pivot detection that respects confirmation lag — no hindsight levels
- Dual fill regimes: optimistic and pessimistic run side by side
- Ambiguous-bar handling — a bar touching both stop and target is scored a loss
- Costs charged in R at exit, not ignored
- A metrics module reporting breakeven win rate next to actual win rate
- Multi-market comparison runner
- Parameter sensitivity sweeps — edge, or curve fit?
- A complete worked example: a full forex strategy end to end, 550+ trades across 8 pairs
Who it’s for
Traders who can read Python and want to know the truth about their strategy. You should be comfortable with pandas — this is a framework, not a no-code app.
Who it’s not for
If you want a strategy that makes money handed to you, this isn’t it and I’d rather you didn’t buy it. This is the tool that tells you whether a strategy works. Sometimes the answer is no. That’s the point — finding out costs $49 here, and considerably more in a live account.
What you get
- Full source, MIT-licensed for your own use — modify it, build on it, ship it
- The worked example strategy, complete
- A written guide to the seven ways backtests lie, and how the framework handles each
- Free updates
No guarantees of any kind are made about trading profitability. This is analysis software, not investment advice.
Want me to run it on your strategy instead?
The toolkit is the same standard I hold my client work to. If you’d rather have the analysis done than do it yourself, that’s the Strategy Validation Report.
See the validation report