I will backtest your trading strategy

Most backtested trading strategies look great on paper and fail live. The usual reason is overfitting: a strategy tuned, consciously or not, until it fits past data perfectly, which tells you nothing about future performance.

I run your backtest through statistical checks used by quant researchers, not just whether the equity curve looks nice, and give you an honest written verdict.

What I check:

• Is your sample size large enough to draw any conclusion?
• Does the strategy hold up on data it wasn't tuned on (walk-forward testing)?
• Could this result simply be due to chance (permutation testing)?
• Red flags: look-ahead bias, unrealistic win rate, curve-fit parameters

You get a clear report: a verdict (looks real, weak evidence, or likely overfit), the reasoning behind it, and what I'd want to see before trusting this strategy with real money.

What I need from you: your backtest trade log (CSV from TradingView, MetaTrader, NinjaTrader, or a Python backtest) and a short description of the strategy.

This is not financial advice or a signal service, and no profitability is guaranteed. I check the statistics, not what you should trade.