Why we publish no backtests

Whoever runs the test chooses the answer

A backtest has inputs, and the person running it picks every one of them: which symbol, which date range, which broker's history, which spread model, and which of the strategy's own settings. Change any of them and the result changes.

That is not an accusation of fraud. It is a description of what the tool is. Run a strategy over a hundred combinations of its settings and keep the best-looking one, and you have not found a strategy that works — you have found the combination that fit that particular stretch of history. The test cannot tell the two apart, and neither can the picture of the equity curve it produces.

This is why a flawless backtest and a disappointing live record so often appear on the same product page, and why the backtest is rarely the thing that turns out to be wrong about the future.

Forward results cannot be re-run

A live record has the property a backtest structurally lacks: it happened once, in order, and nobody can go back and try a different setting. Every trade was taken before the next bar was known.

That is the whole reason this site measures published signals rather than vendor tests. The figures on a product page here are recomputed from the broker's own trade feed, and the page links the record so the arithmetic can be checked. A weaker-looking number from a record that cannot be re-run is stronger evidence than a perfect one from a test that can.

If you want a backtest, run your own

This is the useful version of the request, and it costs nothing. The free demo from the product's MQL5 listing runs in the MetaTrader Strategy Tester, on your own broker's price history and your own spread.

A test you configured is the only one whose assumptions you know. It answers what the strategy does — how often it trades, how long it holds, how big positions get after a loss — without asking you to trust a screenshot. What it still cannot tell you is what it will earn.

What we would publish

If a seller published a tester report with the settings, the symbol, the date range and the broker attached, that would be a document worth reading, and the figures in it could be checked against the live record. What circulates instead is a picture of an equity curve with none of those attached, which cannot be checked against anything.

So the honest answer to "is there a backtest" is no, with the reason — rather than a number we cannot stand behind.