Author
Builder of PerpForge
Software engineer. Tried to learn perpetual-futures by trading on a small budget. Realized that learning by risking real money is a fast way to lose a lot of it. Built PerpForge to learn in a sane way, and to allow others to do the same.
The better your backtest looks, the more suspicious you should be. Here is the mechanism that makes perfect results easy to manufacture, and the defenses that actually reduce the damage.
Read it →Your backtest is not lying to you. It is answering a different question than the one you asked.
Read it →A 20-trade backtest with a 65% win rate is compatible with a coin flip. Here is the actual math for how many trades you need before your numbers mean anything.
Read it →Your strategy made money. Skill, or just luck? Here's how to tell them apart from the metrics you already have, in the right order, before you risk real money.
Read it →Theory into practice
Spawn a variant, run it on the same engine, and read the edge-significance verdict yourself.