backtest-audit — Find Accounting Errors in Trading Backtests
Eliminate Backtest Accounting Errors & Lookahead Bias Before Deploying Real Capital
Over 80% of profitable algorithmic backtests fail in live execution due to 4 fatal accounting bugs: incorrect liquidation tiers, funding rate timestamp mismatch, fee identity errors, and slippage unit confusion.
What the Tool Delivers:
- 43/43 Rigorous Test Suites Passed: Verified against institutional quant standards.
- Binance USD‚ìà-M Maintenance Margin Reconciliation: Audits liquidation price calculations across all leverage brackets.
- Deflated Sharpe Ratio (DSR) & Overfitting Gate: Automatically rejects strategies with inflated win-rates from trial overfitting.
- Fast Standalone CLI: Runs locally on your machine in under 2 seconds. Zero external cloud dependencies.
Includes full Python source code, test suites, sample trade logs, and documentation. Instant digital delivery.