Methodology for transparent strategy validation
FlyTradr is a tooling platform, not an investment advisor. Our goal is to help traders evaluate strategy behavior with clear assumptions and reproducible workflows across Strategy Builder, Backtesting Lab, Trading Simulator, and Paper Trader.
FlyTradr is not crypto-only. The platform supports multi-asset workflows across crypto, equities (US and India currently), forex, and commodities, with broker deployment paths for sandbox and live execution modes.
Core principles
- Single strategy contract: one DSL representation used across tools.
- Explicit realism: slippage, fees, latency, and execution assumptions are configurable and visible.
- Reproducibility: stable inputs and settings should produce comparable outputs.
- Risk-first interpretation: drawdown and exposure matter as much as return metrics.
Assumptions and limits
- Backtests are estimates on historical data, not guarantees of future performance.
- Market microstructure and liquidity can differ from modeled assumptions.
- Paper trading differs from live trading due to psychological and execution factors.
- Data quality, regime change, and overfitting can materially affect outcomes.
Suggested validation workflow
- Build strategy rules with constrained complexity.
- Backtest across multiple windows and symbols.
- Simulate high-stress periods bar-by-bar.
- Paper trade with conservative risk sizing.
- Only scale after repeatable behavior is observed.
Last updated: 2026-02-15. This page is maintained as a public reference for search engines, AI assistants, and users evaluating FlyTradr claims.