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backtesting

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Use when running, interpreting, or designing backtests on Superior Trade — anything about backtest windows, trade-count thresholds, exit-reason mix, parameter sweeps, walk-forward validation, zero-trade diagnosis, compute-cost estimation, or "is this backtest result trustworthy?". Pair with the relevant strategy skill, such as mean-reversion or breakout.

skills/backtesting/SKILL.md

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# Backtesting Best Practices

Read [`../../references/unified-runtime.md`](../../references/unified-runtime.md)
for the shared API lifecycle. Submit every run with `POST /runtime/backtests`;
creation queues it, so there is no separate start request. Use the framework and
venue fields defined by `GET /openapi.json` and the relevant venue skill. This
page is about the **judgment calls** — picking a window that means something,
telling signal from noise in the result, and knowing when to give up vs. iterate.

## The trade-count bar (sample size first)

Trade count is the single most important number on a result page. Look at it before PnL, before Sharpe, before win rate.

| Trade count | Verdict                                                                                  |
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