Does my trading strategy actually work?

Reality Check backtests your strategy on 86 days of 5-minute data across the 20 most liquid crypto perpetuals, applies real round-trip fees, and compares the result to a random-entry control with the same stop and target. If it can't beat random, it isn't a strategy.

Why compare to a random-entry control?

Market drift can make almost any long strategy look positive in a bull sample. The only honest benchmark is firing the same trade at random moments with identical risk. Most retail strategies fail this test — which is why other backtesters never show it.

Does your strategy actually beat a coin flip?

Pick a strategy the internet sells you — RSI, MACD, order blocks, fair-value gaps — and test it on 86 days of real 5-minute data across the 20 most-liquid crypto perps, with real fees applied. Then the part every other backtester hides: we run the same trade at random moments and show you both. If your edge can't beat random, it was never an edge.

reality-check · engine v1 · 20 perps · 86d · 0.20% round-tripREADY

Strategy

Parameters

Exit — stop / target / max hold

Stop-loss % · take-profit % · max hold in hours. Leave the defaults if you're not sure.

What this does

Real friction. 0.20% round-trip fees + slippage on every trade — the cost that turns most "edges" negative.
Random control. The same stop/target fired at random times. Your bar must beat the grey bar, or you're paying fees for luck.
Parameter landscape. We sweep one setting so you can see if the "win" is one cherry-picked corner — the trick every course screenshot uses.
t-statistic. Below |2|? It's noise. We say so.

Your strategy · net % / trade

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Random control · net % / trade

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Trades

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Win rate

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Profit factor

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t-statistic

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Total return

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Equity curve · 10% risk per trade

What $1,000 would have done trading every signal in the window.

Parameter landscape

Net % per trade across one swept setting. Mostly red = the "win" is cherry-picked.

We ran this for 100+ strategies so you don't have to.

Most "top strategies" sold in $500–$2,000 courses lose to a random control after fees — we documented every one, with the math and the verdicts. And the handful that survive turn out to be the same old momentum effect wearing a new name.

Read the full research log → See strategies that pass this bar →