AlgoBars
Backtest vs live
Why your backtest does
not match live trading
The short answer
Backtests usually beat live results for four reasons: they peek at future data, they fill orders at prices you could never get, they ignore real spreads and costs, or the strategy was fitted to past noise. AlgoBars tackles each one: no look-ahead, fills on the next bar, fill delay, worst-fill rules and spreads set per broker, and free walk-forward analysis to catch overfitting.
Last updated · Trading involves risk of loss.
The gap, and the fix
| Cause | How AlgoBars handles it |
|---|---|
| Look-ahead bias | A value never uses a later bar |
| Unrealistic fills | Trades fill on the next bar; fill delay and worst-fill rules per broker |
| Spreads and costs | Broker-true spreads and real market limits |
| Overfitting | Free walk-forward analysis and Monte Carlo simulation |
Good to know
Trading involves significant risk of loss. Nothing here is financial advice.
Why is my live trading worse than my backtest?
Usually look-ahead, unrealistic fills, missing costs or overfitting.
How do I make backtests realistic?
Use next-bar fills, broker-true costs and walk-forward testing.
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Every feature, free. No card. No catch. · AI at compute cost only · Trading involves risk