u/Key-Personality6799

I'm curious how everyone here deals with this.

Have you ever had a strategy that looked incredible in a backtest, only to completely fall apart in paper trading or live trading?

If so, what do you think was the biggest reason?

• Overfitting?
• Look-ahead bias?
• Survivorship bias?
• Slippage/commissions?
• Curve fitting?
• Data quality?
• Market regime changes?
• Something else?

Also, if you could add one feature to your current backtesting platform (TradingView, Backtrader, NinjaTrader, QuantConnect, etc.), what would it be?

I'm interested in hearing real experiences, especially from people who've had a strategy "pass" historically but fail once real money was involved.

I'm curious how everyone here deals with this.

Have you ever had a strategy that looked incredible in a backtest, only to completely fall apart in paper trading or live trading?

If so, what do you think was the biggest reason?

• Overfitting?
• Look-ahead bias?
• Survivorship bias?
• Slippage/commissions?
• Curve fitting?
• Data quality?
• Market regime changes?
• Something else?

Also, if you could add one feature to your current backtesting platform (TradingView, Backtrader, NinjaTrader, QuantConnect, etc.), what would it be?

I'm interested in hearing real experiences, especially from people who've had a strategy "pass" historically but fail once real money was involved.

I'm curious how everyone here deals with this.

Have you ever had a strategy that looked incredible in a backtest, only to completely fall apart in paper trading or live trading?

If so, what do you think was the biggest reason?

• Overfitting?
• Look-ahead bias?
• Survivorship bias?
• Slippage/commissions?
• Curve fitting?
• Data quality?
• Market regime changes?
• Something else?

Also, if you could add one feature to your current backtesting platform (TradingView, Backtrader, NinjaTrader, QuantConnect, etc.), what would it be?

I'm interested in hearing real experiences, especially from people who've had a strategy "pass" historically but fail once real money was involved.

I'm curious how everyone here deals with this.

Have you ever had a strategy that looked incredible in a backtest, only to completely fall apart in paper trading or live trading?

If so, what do you think was the biggest reason?

• Overfitting?
• Look-ahead bias?
• Survivorship bias?
• Slippage/commissions?
• Curve fitting?
• Data quality?
• Market regime changes?
• Something else?

Also, if you could add one feature to your current backtesting platform (TradingView, Backtrader, NinjaTrader, QuantConnect, etc.), what would it be?

I'm interested in hearing real experiences, especially from people who've had a strategy "pass" historically but fail once real money was involved.