I will audit your trading strategy backtest at realistic execution costs

Most trading backtests look great until you add real-world costs.

A strategy showing +200% at default settings can collapse to a loss at honest commission and slippage. I know because it happened in my own systematic trading work: re-costing five strategies at realistic costs killed two of them.

I audit TradingView and Pine Script strategies to tell you, honestly, whether the edge is real.

What I check:

Re-costing at realistic commission, slippage, and intrabar fills

Walk-forward testing (train/test split not curve-fitting)

Classic traps: single-trade concentration, look-ahead bias, unrealistic fills

What you get: a clear report with honest performance figures (profit factor, drawdown, walk-forward result) and a straight verdict on whether the strategy survives real conditions.

What I need from you: your strategy (Pine source or clear rules), your exchange/instrument, and your current backtest results.

This is a technical audit of a backtest's robustness not investment advice, trading signals, or any guarantee of returns.