The CRTLAB Blog
Backtesting guides & trading strategy
Practical, no-fluff guides on backtesting, market replay, and building a rules-based edge — from the team behind CRTLAB.
How Long Does It Take to Backtest a Strategy?
The honest arithmetic of manual backtesting: why most of the hours go on candles where nothing happens, and the three levers that actually cut them down.
More guides
How to Backtest a Trading Strategy (The Complete Method)
A complete, honest method for backtesting a trading strategy by hand — writing testable rules, choosing a sample, replaying bar by bar, logging trades, and reading the result without fooling yourself.
What to Log in a Trading Journal (The Fields That Actually Change Anything)
Most trading journals record what happened and change nothing. The fields that actually improve your trading — R, MFE, MAE, skipped setups, rule adherence — and how to read them.
How to Write Trading Rules You Can Actually Backtest
Most trading rules can't be tested because they aren't rules. Here's how to write a strategy so precisely that a stranger could replay your week and take the same trades.
Why Your Backtest Results Don't Match Live Trading
Your backtest was honest and live still underperformed. Here's the real gap — trading costs scaled to your stop distance, execution and fills, data differences, and the trades you didn't take — and how to measure your own.
Out-of-Sample Testing: How to Prove Your Backtest Isn't Just a Story
Out-of-sample testing explained for manual backtesters: how to split your data, run a walk-forward test by hand, avoid look-ahead bias, and read the results without fooling yourself.
7 Backtesting Mistakes That Make Your Results Worthless
The 7 backtesting mistakes that quietly turn your results into fiction — hindsight bias, cherry-picking, tiny samples and more — with a test for each one you can run against your own trade log.
Backtesting vs Paper Trading vs Live: What Actually Makes You Better
Backtesting vs paper trading vs live trading: what each one actually teaches you, what it can't, and how to split your practice time to improve fastest.
How Many Backtests Do You Need Before Trusting a Strategy?
How many backtests do you actually need? The truth about backtesting sample size, why 20 trades proves nothing, and how much data it takes to trust an edge.
Market Structure Explained: How to Actually Read Price
Market structure explained — break of structure vs change of character, why traders mislabel it, and how to read price live instead of in hindsight.
What Is a Fair Value Gap? (And Why Most Traders Get Them Wrong)
What is a fair value gap? The three-candle imbalance explained — why price returns to fill it, and why most FVG trades fail without the right context.
What Is Liquidity in Trading? (And How to Actually Trade It)
What is liquidity in trading? Where it pools — buy-side and sell-side — what a liquidity sweep really is, and how to spot the grab live on a chart.
How to Backtest ICT Concepts (A Practical Guide for Traders)
How to backtest ICT concepts on real historical price — turning order blocks, fair value gaps, liquidity and market structure into rules you can count, log and trust.
How to Backtest the CRT Strategy (Candle Range Theory), Step by Step
How to backtest Candle Range Theory properly: the fields to log for a CRT trade, how to isolate the confirmation rule, how to segment results by edge and session, and the sample size a CRT test actually needs.
What Is CRT (Candle Range Theory)? A Plain-English Guide for Traders
Candle Range Theory explained simply: the three phases, which side gets swept, how to pair timeframes, what invalidates a setup, and how to practise CRT on real charts.