Blog
This blog focuses on how to build trading strategies, how to verify them properly, and how to think about expectancy and risk management in FX and futures trading. Every article is written with practical backtesting on Delver in mind.
Is there a holy grail setting for Bollinger Band mean reversion? We're publishing the results of a 10,000-parameter brute force test over 25 years. Even the 'Elite Settings' with high expectancy plummeted to -50,000 pips in a 25-year endurance test. Discover the brutal truth of Bollinger Bands proven by statistics.
Read article →Analyzing and explaining the winning structure in trading from a mathematical and statistical perspective. While a single Holy Grail may not exist, entries with mathematically high expectancy certainly do.
Read article →The 'Illusion of Reproducibility' is a trap most FX traders fall into. We break down the 5 cognitive biases—Hindsight, Survivorship, Confirmation, and more—that destroy your backtesting results.
Read article →A shortcut guide to the correct FX backtesting procedures. Compare the efficiency of manual, MT4, and SaaS (Delver), and discover the 4 steps to producing reproducible results without wasting time on preparation.
Read article →Bankruptcy occurs in FX even when win rates and expectancy are positive. If you design money management without treating Max Drawdown as a probability distribution, your trading is destined to collapse. We explain this structure through numbers and simulations.
Read article →A positive expectancy does not guarantee a steady upward equity curve. We explain how the variance and sequence of trade results dictate capital trends and your ability to stay in the game, using simulations and diagrams.
Read article →Is TradingView's replay feature truly useful for backtesting? We explore why reproducibility fails due to the brain's bias from knowing the future, non-executions caused by spread gaps, and structural flaws where decision logs aren't kept.
Read article →Discover why strategies with high win rates and Profit Factors (PF) are often the most dangerous. We break down equity curves, outliers, and drawdown distributions to help you look past the vanity metrics.
Read article →Choosing the right tool determines the outcome of reproducible discretionary FX verification. We compare free backtesting environments like TradingView and MT4/MT5 from the perspective of identical conditions and reproducibility.
Read article →Why do you lose in FX despite using RSI? It’s not a problem with settings or values. We break down the structural reasons why RSI results fluctuate in discretionary trading.
Read article →Even with a seemingly impressive 60% win rate, your capital will vanish if you ignore R-multiple and Max Drawdown. Let’s break down why discretionary FX fails from a backtesting perspective.
Read article →Is automated or discretionary trading more profitable? We compare win rates, reproducibility, and risk structures under identical backtesting conditions.
Read article →Why doesn't manual backtesting on MT5 or TradingView lead to real-world profits? We break down three fatal design flaws in entry, exit, and recording with concrete examples.
Read article →Why do results fluctuate when backtesting discretionary trading under identical conditions? We analyze 5 factors—judgment shifts, subconscious filters, and environmental bias—from a data perspective.
Read article →We've handpicked 5 free FX backtesting tools. Compare their uses, limits, and ideal user profiles before committing to a paid subscription.
Read article →Looking at win rates alone is meaningless in backtest results. Using Delver's analysis screens, we organize how to decipher the essence of a strategy through PF, DD, return distribution, time of day, and losing streaks.
Read article →The strategies and ideas explained in this blog can be backtested directly on Delver. Reading while verifying with real numbers significantly deepens your understanding.