Validating a Strategy: Backtest & Godmode
How to replay signal rules against historical data — and the limits of what a backtest can prove.
The backtest tab replays the signal rules over historical data for a chosen instrument and window. You see where the engine would have fired, and how those hypothetical signals aged.
Read the output with the same skepticism you apply to live signals. A backtest measures one rule set against one path of history — it cannot account for regime changes, liquidity shifts, or the fact that you would never have executed at exactly the signal price.
Godmode layers deeper analysis on top of the standard read: extended indicator context, structure levels, and the agentic chart analysis that surfaces support/resistance zones and pivot structure (HH/HL/LH/LL).
A sane workflow: spot a pattern on the live dashboard → run the same rules in backtest over several windows (trending, ranging, crashing) → only then consider whether the pattern deserves a place in your watchlist.
Red flags to ignore: backtests with tiny sample sizes, windows chosen because they flatter the result, and any score shown without its measurement basis. MarktBit shows sample size next to every aggregate — use it.