Backtest Lie Detector
Is your backtest lying to you?
Most backtests look great because they ignore fees, ride one lucky market, or are the best of many tries. The Lie Detector re-grades your trades on the same S to F scale dMoERA uses for its own strategies.
What it checks
- Fees: every trade recomputed at a round-trip cost from 0 to 20 basis points. Drag the slider and watch the grade change. You also see the exact fee at which your edge dies.
- Market regimes: trades split into Bull, Bear, Chop and Quiet markets. Profit from one lucky stretch caps the grade.
- Luck: 500 placebo bots make the same trades with the same hold times at random entry times. You also get the deflated Sharpe ratio for the number of versions you tried.
Supported files
Your file is not stored unless you create a certificate. Prefer your terminal? pip install dmoera-grade runs the same checks locally.
Frequently Asked Questions
- Why does my backtest look better than live trading?
- Usually fees and slippage. A strategy averaging 8 bps per trade before costs loses money at a typical 12 bps round trip. The Lie Detector shows the fee at which your edge dies.
- What does the grade mean?
- S 80+, A 65+, B 50+, C 35+, D 20+, F below 20, on a 0 to 100 score. Failing a check (too few trades, losing after fees, not beating random entries, one-regime profits) caps the grade and the reason is shown.
- Do you keep my trades?
- No. The file is graded in memory and discarded. Only if you create a certificate is the computed result (not the file) stored.
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