one day of sample data — what can you actually conclude from it?
read the beginner backtest walkthrough last night, the one where you grab a sample file off the downloads board and run a test on it instead of waiting days to record your own. got it working in like 20 minutes, hash checked out, no drama. so the mechanical part is fine.
my issue is the second half, the "read the result correctly" bit. it makes the point that producing a number is easy and interpreting it is the hard part, and I agree, but then the whole exercise is built on ONE day. my mean reversion thing on perps trades maybe 3-6 times in a session depending on how choppy it is. so on a single day I'm looking at a handful of fills. that's not a result, that's an anecdote with a sharpe ratio glued to it.
so questions for people who've gone further than the guide:
1. do you just stack multiple sample days and treat it as one continuous set, or does the gap between days wreck anything that carries state across the boundary? my entries need a lookback window so the first N minutes of every file are basically dead.
2. guide suggests coinbase spot to start because the symbols are familiar. fair, but I don't trade spot at all. if I'm going to eyeball whether a perp strategy is broken, is starting on spot data actively misleading me, or is it fine as a "does my code run without exploding" step and nothing more?
3. funding. nothing in the walkthrough about it as far as I could see. on my holding times it's usually small but not zero, and the whole point of not fooling yourself is not quietly deleting the costs you find annoying.
not complaining about the guide btw, it does exactly what it says it does and it's labelled beginner. I just want to know what the honest next step is before I start believing any number I generate. my instinct is that one day tells you your plumbing works and literally nothing about edge.