Most retail backtests lie — not on purpose, but because they skip commission drag, real execution slippage, and testing on a conveniently profitable window.

This toolkit is the methodology behind a live algo-trading bot: how to build a backtest window registry so you're not silently overfitting to one bull run, how to compute a commission-aware R-multiple (round-trip fees can eat 60-70% of edge on tight stops), and how to run a holdout period before risking real money.

What's inside:

• Backtest window registry template

• Commission-drag R-multiple formulas

• "5 ways your backtest is lying to you" checklist

• Real case study: how a tight ATR stop got wiped out by percentage commission

Educational material on backtesting methodology.