Backtest Forensics
Find measurable differences between a backtest and executed trades. Evidence first, not trading signals.
Privacy and limitations: This file runs locally in your browser; it does not upload records to a server. Do not enter account credentials. CSV analysis is experimental, assumes matching trade IDs, and cannot establish root cause without order events and market quotes. Not investment advice.
1. Choose data
Try the synthetic demonstration, or load two CSV files with matching trade_id values. Required columns: trade_id,side,qty,entry,exit,fee. Optional: entry_time,exit_time,instrument,currency,contract_multiplier. Prices and fees must use consistent currency units; quantity is in underlying units.
2. Comparison
3. Findings and evidence gaps
4. Trade-level reconciliation
| Trade ID | Backtest P&L | Execution P&L | Gap (exec − backtest) | Entry difference | Exit difference | Fee difference |
|---|
Price differences are raw execution minus backtest prices, not necessarily adverse slippage. Execution quality cannot be established without market quotes at order time.