If the strategy generates a trade based on its conditions, the backtest simulates that trade even if the available capital would have been insufficient to place the order in a live market.
Backtest is designed to evaluate the historical performance of a strategy and does not perform fund or margin availability checks for each trade.
This means the backtest may continue to simulate trades even if, in a live market, those trades would have been rejected because of insufficient funds or margin.
| Scenario | Solution |
|---|---|
| My available capital would have been insufficient for a trade | The backtest still simulates the trade if the strategy conditions are met. |
| I expected the backtest to reject trades due to insufficient funds | Backtest does not perform fund or margin availability checks for individual trades. |
| Why are my live trades different from the backtest? | Live trading validates available funds and margin before placing orders, whereas Backtest does not. |