Backtest Accuracy Comparison

This is the gap. Here's the trade-by-trade proof.

EMA 13/80 crossover on BTC/USD 4H, $1,000 starting balance, Apr 2024 to Apr 2026

TradingView shows

+54.6%

zero commission

→

Reality

+9.4%

realistic execution

45.2%of your expected returns don't exist. This is where traders lose money.

3 execution models, 1 strategy

TradingView (no commission)What YouTube shows

Zero fees, same-candle entry, no slippage

+54.6%

24W / 28L (46.2%)

Paper (Binance fees)What most traders see

0.1% fee, next-candle entry, no slippage

+42.3%

24W / 28L (46.2%)

Realistic ExecutionWhat actually happens

0.1% fee, next-candle entry, sqrt impact model + spread + volume cap

+9.4%

20W / 32L (38.5%)

Where the gap comes from

29.4%

Market impact (sqrt model)

Your order pushes the price. The square root impact law means slippage scales with order size relative to volume.

3.5%

Commission fees

0.1% per side on Binance. Sounds tiny, but across 52 round-trip trades it compounds into real money.

12.3%

Trades flipped to losses

4 trades that were small winners on paper became losers after slippage and fees. This drops win rate from 46.2% to 38.5%.

The takeaway: Market impact alone accounts for 65% of the gap. The rest comes from fees compounding over dozens of trades and marginal winners flipping to losses.

Trade-by-trade: every trade is slightly worse in reality

Winning trades from the same strategy. Left = what TradingView shows. Right = what you actually get.

Date	Side	TV Entry	Real Entry	TV Profit	Real Profit	Lost
May 2024	SHORT	$64,519	$64,454	+$38.49	+$37.82	-$0.67
Jul 2024	LONG	$60,151	$60,216	+$38.73	+$37.76	-$0.97
Jan 2025	LONG	$97,194	$97,294	+$45.55	+$43.67	-$1.88
Jun 2025	LONG	$106,363	$106,467	+$50.35	+$44.50	-$5.85
Oct 2025	LONG	$111,734	$111,845	+$59.03	+$48.43	-$10.60
Jan 2026	LONG	$88,563	$88,651	+$50.35	+$40.29	-$10.06
Mar 2026	LONG	$70,179	$70,251	+$53.51	+$43.69	-$9.82

Every trade loses $1-$10 to slippage and fees. Over 52 trades, that's $329 less than TradingView predicted. The trades are still profitable, just less profitable than you think.

The cumulative impact

Total P&L difference

-$329

less than paper shows

Trades flipped to losses

20 wins vs paper's 24

Win rate drop

-7.7%

38.5% vs paper's 46.2%

What StratProof does differently

We don't just run your strategy and give you a number. We show you what that number would actually be if you traded it live, on your specific exchange, with realistic execution.

The strategy above is still profitable (+9.4%). But if you deployed it expecting +54.6%, you'd think it was broken after a month. Knowing the real number upfront means you can set realistic expectations and actually stick with it.

Test your strategy with real numbers — takes 30 seconds See our bias tests →

Not financial advice. Past performance does not guarantee future results. Comparison uses simulated TradingView defaults, not actual TradingView output.