Backtest / Manual
Two modes. Backtest runs a strategy over a defined dataset using the canonical research engine. Replay steps through historical data to inspect what the strategy would have seen and done, causally. Replay is diagnostic: it must never be used to feed future information back into strategy design.
Backtest
Historical evidence over a defined dataset, using the canonical research engine- · How a frozen strategy would have performed over committed candles
- · Cost and slippage sensitivity, when the run applies them
- · Chronological breakdowns for robustness questions
A backtest is never prospective evidence and never arms anything. It also cannot settle a question its dataset does not cover — a partition boundary is part of the result.
Replay / Manual
Step through history to see what was knowable at each timestamp- · Which information was visible at a decision timestamp
- · Engine state, entry eligibility, risk state, stop/target
- · Why a trade was taken or skipped
Replay is diagnostic and educational. Using a replay observation to redesign a rule after the fact is exactly the leakage the causality gates exist to prevent.
Engines and harnesses behind these modes
What produces the evidence, and what it may concludeCarries pre-registered strategies through the full stage ladder — pre-test, Lightning screen, robustness, execution/stat, Discovery vs Validation, Holdout eligibility, the one-shot sealed Holdout, and the Final Research Audit. It is the only component allowed to record a stage verdict; every surface in this app reads those verdicts back verbatim.
Replays committed 1-minute candles through the production V1 engine in bounded, checkpointed, date-disjoint chunks. Produces historical evidence only; a backtest result is never prospective evidence and never arms anything.
Re-runs recorded sessions to confirm the engine still reproduces the same session-bias-gated decision path. A regression check on determinism, not a source of new research evidence.
Phase 2 gaps
Named rather than implied- · A single controls surface for strategy, market, approved partition, costs, slippage, stress suite and funded overlay — today those are set per surface.
- · Replay’s explicit “information visible at this timestamp” inspector, including order events and fills beside the engine state.
- · A funded-overlay toggle wired into a backtest run rather than only into live-shadow reporting (see Funded Simulation’s gap list).
- · Independent second-engine replication for finalists, once a finalist exists (engine policy: replicate, do not replace).
Nothing in this section was removed or rewritten to make room for those: every existing route above still works exactly as it did.
Read from docs/TRADE_REP_MASTER_PLAN_REBOOT.md · lib/registry/internalHarnesses.ts