my perp backtest keeps lying to me and i think i know why now

same funding-carry-ish setup on backtest for weeks now and the curve looks like something i'd screenshot, then live it's just... flat, sometimes worse, and i've been blaming myself for chickening out of entries. but that guide on why backtests don't survive contact with live had a bit about fill price where shifting entry by a single tick eats a chunk of the edge that made me feel sick, because my thing enters on wicks constantly. so is it worth me re-running everything assuming i get filled a tick or two worse, or does that just turn every strategy into garbage and i learn nothing? anyone actually done that with perps where the book is thin overnight
CryptoKarl
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GapHunterMike· 20d ago
do it. if one tick kills it, it was never a strategy, it was a chart pattern.
ZenTrader_Ana· 20d ago
There's something freeing in what you described, that you were blaming your own nerve for something mechanical. I did the same for a long year. Adding a pessimistic fill assumption won't kill every idea, only the ones living on margins you were never going to capture anyway, and knowing which is which quiets a lot of the self-criticism.
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