A Win Rate Above 75 Percent Is Almost Never a Real Edge - It Is a Bug

A Win Rate Above 75% Is Almost Never a Real Edge. It's a Bug.

Before you calculate Sharpe ratios and profit factors on a backtest, there's a cheaper question worth asking: does this CSV even represent a valid backtest, or does it have a logic bug baked in?

8 checks that catch bugs before your buyers do

The Backtest CSV Auditor runs 8 automated checks on any backtest export:

1. Sample size (roughly 100-300 trades minimum)
2. Win-rate plausibility (>75% is almost always a bug, not a real edge)
3. Directional asymmetry (long vs short results that are suspiciously different)
4. Trade frequency per session (catches uncontrolled re-entries)
5. Time coverage (one market regime, or several?)
6. Transaction-cost heuristic (P&L that looks "too clean")
7. Look-ahead bias heuristic (if the CSV has trade high/low)
8. Walk-forward vs in-sample check (if the CSV distinguishes both)

Each check returns PASS / WARNING / FAIL / SKIPPED with a plain-English explanation — you don't need to be a quant to read the result.

Native TradingView support

Export directly from TradingView Strategy Tester's "List of Trades" — untouched — and the tool auto-detects and normalizes its native 2-rows-per-trade format.

Requirements: Python 3.8+, pandas, numpy. Runs 100% locally — your data never leaves your machine.

Honest limitation: MetaTrader and NinjaTrader don't have dedicated normalization yet.

Get it ($19): https://theglitchlist.com/product/backtest-csv-auditor/?utm_source=devto&utm_medium=article&utm_campaign=n15_auditor