Are You Backtesting or Backfilling Your Ego?

You build the setup.
You run the test.
It’s not quite what you hoped for…
So you tweak it. Then tweak it again. Then again. And again.
Before you know it, you’re not testing a strategy anymore
you’re editing reality until it flatters you.
That’s not refinement.
That’s backfilling your ego.

The urge to make it look right

We’re human.
Nobody likes drawdowns.
Inconsistency feels uncomfortable.
And let’s be real.. win-rates under 50% just look bad.
We don’t want to see our promising idea fall apart in the data.
So instead of facing it, we start sculpting the results to make them easier to accept.

We don’t want to see our promising idea fall apart in the data.
So instead of facing it, we start sculpting the results to make them easier to accept.

• Widen the stop just a little.
  
• Tighten the take-profit, Perfect! Now my win-rate is 60%
  
• Add a filter that “feels logical.”
  
• Nudge the indicator setting.
  
• Remove the choppy day, “that was news anyway.”
  

And just like that, the curve is smoother.
The stats are cleaner.
You feel better.

But here’s the problem:
You’re not building a strategy that works.
You’re building a strategy that looks like it works.

Optimization isn’t the enemy, but your intentions might be

Of course, tuning is part of the process.
You should test different inputs and variables.
But stop and ask yourself: why are you doing it?

If you're refining to understand the behavior of your system, that’s good.
If you're changing things to avoid discomfort? That’s not testing. That’s denial.

The market doesn’t care how hard you worked.
It doesn’t reward effort. It rewards resilience.

If your strategy only performs when everything’s perfectly aligned
when the moving average is exactly 13.53661,
and the RSI is 42.122 instead of 40,
and your entry is two bars after a wick touch…

Then you don’t have a strategy.
You have a sandcastle.
And when the tide shifts, it’s gone.

All because you wanted it to work so badly, you sculpted the data until it told you what you wanted to hear.

A strategy worth trading doesn’t just survive the good times
Anyone can build a system that performs in a trending market.
Or when volatility is ideal.
Or when the dataset ends right before the storm hits.

But markets don’t hand out clean conditions on demand.
So ask yourself:

Have you tested your strategy in stress conditions?
Have you run it through market noise, sideways action, volatility spikes, and traps?
Have you studied its worst stretch and still said, “Yes… I’d take these trades”?

Because if the answer is no, your system isn’t ready.
You’re not building a strategy to trade.
You’re building one to feel safe.. and that’s far more dangerous.

Break it before the market does
The best traders do the opposite of comfort:
They try to break their systems before live money does it for them.

• Run a Monte Carlo simulation.
  
• Shuffle the order of trades.
  
• Randomize outcomes.
  
• Apply slippage or missed entries.
  

If your equity curve collapses under that pressure, if your belief in the system evaporates when the trades aren’t perfectly sequenced, then you didn’t build robustness.

You built a lucky curve.


Loss streaks aren’t a bug, they’re the cost of playing

Too many traders design systems that avoid losing…
instead of building ones that know how to lose..

Every real edge has pain points.
Every equity curve has drawdowns.
Every stretch of performance has some ugly days.

If your backtest doesn’t show that? Be suspicious, because the market will definitely do.
So stop trying to eliminate every loss, and start asking better questions:

• Where does this strategy actually break?
  
• What’s the worst losing streak I can expect?
  
• Can I survive that financially and emotionally?
  

bottom line:
It’s truth over comfort.
Clarity over illusion.
Edge over ego.

Test it honestly, or the market will ..