backtesting
8 articles on backtesting.
backtesting · survivorship-bias · delistings
Survivorship Bias in Crypto Backtests: The Coins That Aren't There AnymoreBuild your universe from today's listings and you've quietly deleted every coin that died — which means your backtest only ever trades the winners. In crypto, where delisting is routine and drawdowns end at zero, survivorship bias isn't a footnote. It's often the whole edge.
The Fluxy Team ·
backtesting · walk-forward · out-of-sample
Walk-Forward Analysis in Crypto: Making Out-of-Sample Mean SomethingEvery parameter sweep produces one combination that looks brilliant — and most of them are brilliant only at describing the past. Walk-forward analysis is the discipline that separates a strategy from a coincidence: tune on one window, judge on the next, and only ever trust the windows the strategy never saw.
The Fluxy Team ·
backtesting · metrics · sharpe
Reading a Backtest Honestly: Metrics That Don't FlatterIt's easy to compute a Sharpe ratio. It's harder to compute one that won't embarrass you in front of an allocator. Our metrics derive elapsed time from the calendar span (not the bar count), use textbook downside deviation, and ship a data-quality report alongside every result — because a number you can't defend is worse than no number.
The Fluxy Team ·
backtesting · optimization · parameter-sweep
3,125 Backtests Before Lunch: Parameter Sweeps with Parquet CachingResearch velocity is a competitive edge. A grid of five parameters across five values is 3,125 backtests — and on our engine the data for all of them is pulled once, cached as parquet, and reused. Here's how the sweep harness and the cache turn a coffee-break into a sensitivity study.
The Fluxy Team ·
fundraising · due-diligence · backtesting
The Track Record Trust Problem: Why Most Backtests Don't Survive Due DiligenceA beautiful backtest is the easiest thing in finance to produce and the hardest to trust. Allocators know this, which is why a great equity curve opens fewer doors than you'd think. The managers who raise capital aren't the ones with the highest Sharpe — they're the ones whose numbers survive scrutiny. Here's the difference, and how to be on the right side of it.
The Fluxy Team ·
backtesting · live-trading · execution
Same Code, Everywhere: From on_bar() Backtest to Live Cron in One EngineThe deadliest gap in systematic trading is between the code you backtested and the code that trades live. We close it by running the exact same engine in both — preflight in milliseconds, backtest in minutes, then schedule the identical strategy as a live signal runner with mandate execution and a dry-run safety net.
The Fluxy Team ·
backtesting · quant · data-engineering
No Look-Ahead by Construction: Killing the #1 Backtest LieMost backtests quietly leak the future into the past. Here's how our engine makes look-ahead bias structurally impossible — as-of joins on the bar clock, per-instrument freshness TTLs, and a leak-check attestation on every preview.
The Fluxy Team ·
backtesting · funding · perpetuals
Funding Carry Is a First-Class Citizen: Backtesting Perp Basis Without HacksIf your backtester ignores funding, every carry, basis, and delta-neutral strategy you test is a fiction. Our engine charges funding at each venue's real settlement times, on live mark notional — so a Binance 8h feed and a Hyperliquid 1h feed are both charged correctly in the same study.
The Fluxy Team ·