Practice

What are you here for

• Your tests are green and the data is still wrong
• A gate has never gone red and you are not sure it can
• A check fired hundreds of false alarms and you are about to turn it off
• Your backtest and your live account disagree and you assume it is costs
• One trade carries more than half of your backtest result

Engineering · data pipelines

Your data pipeline passes its own tests. Here's how it lies anyway.

Five build gates I wrote in one day. All five had defects. None of them reported anything, and the mechanism was different every time. Source and fixes for all five.

怎麼寫一個不會因為錯誤理由通過的檢查 — the Chinese version. Not a translation: same numbers, different opening.

Quant method · backtesting

My backtest said 13.25×. After auditing it myself, 2.26×.

Three bugs, none of which threw an exception, all three flattering the result. Five checks you can run on your own backtest.

自己稽核自己的回測：三個不會報錯的 bug — the Chinese version. Not a translation: same numbers, different opening.

Judgement · performance disclosure

Eight checks for a trading track record. I ran them on my own first.

A track record is a claim about what was left out. Eight questions that surface the omissions, scored against my own record first. It fails two of them.

怎麼判斷一份交易紀錄是不是真的：八道檢查，第一個被量的是這個站 — the Chinese version. Not a translation: same numbers, different opening.

What the rest of the site is

The site publishes the test results of eight trading strategies: four killed, four unproven, none past its threshold. Real money, closed trades and the daily equity series are on the performance page. What is disclosed and what never will be is on the methodology page.

Those pages are in Chinese, and the numbers, dates and symbols in them read the same in any language. That is deliberate: translating the data would double the surface that can drift out of sync, and drift is the failure mode this site exists to document. What is in English is everything you need to find your way around, plus this section.

Two pieces here are already in English elsewhere on the site: what actually breaks when you run a bot on a prop firm evaluation account, and a 60% backtest win rate that came out at 51% live.

中文版

工法 — the same section in Chinese.