How to read a backtest
A backtest replays a strategy over historical data. It is evidence about a simulation, not a record of live trading.
Check the assumptions
Superstar backtests do not fully model every exchange fee, price move inside a four-hour review window, partial fill, or execution delay. Live market conditions can therefore produce different results.
Read the results together
Consider the test period, starting and ending balance, number of trades, profitable-trade ratio, and maximum drawdown together. Historical returns and win rates do not promise future performance.
Keep the risk in view
Superstar is a directional strategy. It carries market, leverage, signal, execution, and stop-loss risk. Read Superstar risks before allocating.