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Check whether a strategy only fits one market period

Separate development and later validation windows instead of repeatedly tuning and reporting on one period.

Goal

Assess strategy stability across distinct historical periods.

Predeclare a tuning window and untouched validation timerange; confirm both are downloaded. [backtest]
Tune only on development data; freeze the strategy and run two backtests with separate --timerange values. [backtest]
Compare net profit, max drawdown, trade count, and failure modes; retain negative validation results. [backtest]

The validation range was not tuned on, and its metrics/trades are clearly separated.

If coverage is short, fetch more history or narrow the window; do not call a period independent after tuning against it.

Python 3.11+, Freqtrade installed, a pinned strategy, and a local user-data directory.

Use public market data and local history; treat every trading decision as research and never connect a live account.

Historical splits cannot guarantee future performance; market structure can change.

These values describe the upstream repository, not popularity or likes for an individual skill or playbook.

No metrics snapshot is available yet.

License: GPLv3