Sahi backtest kya hota hai, kaunse numbers dekhne hain, aur overfitting ka jaal
Published by The Retail Trader · AUG 09, 2026 · Features
Har trader ke paas ek tarika hota hai. Bahut kam logon ke paas ye jawab hota hai ki wo tarika pichle 200 trades mein kaisa raha. Backtest wahi jawab dene ki koshish hai — aur uska sabse bada faayda paisa nahi, bharosa hai.
Apne rules ko pichle data par waise hi lagana jaise aap unhe aage lagate. Do shart hain: rules pehle likhe hue hon, aur unhe beech mein badla na jaaye.
Agar aap chart dekhte hue rules banate ja rahe ho, to wo backtest nahi hai. Wo ek kahani hai jo aap peeche se likh rahe ho.
Win rate akela sabse bekaar number hai. Ye dekho:
• Expectancy — average mein har trade se kitna banta ya jaata hai. Yahi ek number poora system bata deta hai.
• Maximum drawdown — sabse bura patch kitna bura tha. Ye batata hai ki system ko jhelne ke liye kitna dil chahiye.
• Lagataar haar ka sabse lamba silsila — kyunki asli zindagi mein aap wahin system chhod dete ho.
• Trade ki sankhya — 20 trades ka backtest sirf ek anecdote hai. Nateeje ke liye kaafi observations chahiye.
Aap parameters ghumate ho, aur curve sundar hota jaata hai. Ek stop 2% par behtar dikhta hai, phir 1.8% par aur behtar. Aap khush ho jaate ho.
Aapne system nahi banaya — aapne pichle data ko yaad kar liya. Aisa system aage lagbhag hamesha kharab karta hai. Iska sabse saaf test ye hai: parameter thoda idhar-udhar karo. Agar nateeje dhah jaate hain, to system bhangur hai.
Backtest mein slippage nahi hota, charges aksar chhoot jaate hain, aur sabse badi baat — usme aapka dil nahi hota. Kaagaz par 12 haar ka silsila ek row hai; asli paise mein wo teen mahine hain.
Isliye backtest ke baad forward test aata hai: chhote size par, live market mein, wahi rules. Yahin pata chalta hai ki system kaam karta hai ya sirf spreadsheet mein rehta hai.
Backtest ka maqsad ye sabit karna nahi hai ki aapka tarika kaam karta hai. Uska maqsad ye pata karna hai ki wo kab kaam nahi karta. Jo trader apne system ki sabse buri haalat pehle se jaanta hai, wo us haalat mein bhi system par tika rehta hai — aur yahi asli faayda hai.
Ye article sirf educational hai — koi buy ya sell recommendation nahi, koi guaranteed return ka daawa nahi, aur koi advisory nahi. Rules, rates aur mechanics exchange, SEBI aur RBI time-time par badalte hain, isliye har number apne broker ya official source par khud verify karo.