两年回测加一个月模拟盘都赚钱，够资格上实盘了吗？
两年回测加一个月模拟，时间够长不等于问题都测过。先核对设置、费用和订单过程，找出下一轮最值得补的测试。
Backtest Validation
Check backtest credibility through parameter tests, out-of-sample validation, market-regime comparisons and realistic execution assumptions.
Profitable Backtest and Paper Trading: Ready to Go Live?
A profitable month is not a graduation certificate. Check what actually happened, whether the settings match, and which important scenarios remain untested.
追踪止损的回测曲线为什么总是特别漂亮？
回测总能卖在高处，可当时你真的还没被止损卖掉吗？用两条价格路径看清先后顺序，再核对卖点。
Why Do Trailing Stops Look So Good in Backtests?
Did the rally happen before the stop was hit—or after the position was already closed? The same OHLC bar can hide two very different exits.
Profitable for Hundreds of Trades, Flat After Thousands: Does the Strategy Still Work?
The first 300 trades made $3,000, but the next 2,700 lost it back. Split the backtest into two periods, then check costs, market regime, and parameter selection before rewriting the strategy.
几百笔交易都赚钱，测到几千笔却没优势：策略到底有没有用？
前面赚的钱，怎么被后面的交易亏回去了？拆开两段账，先查费用、行情和买卖表现，再决定怎么改。
Only One Parameter Set Made Money. Can You Trust the Backtest?
A tiny setting change wipes out the profit. Check nearby settings and fresh data before trusting the best-looking backtest.