{"id":6439,"date":"2026-10-09T20:09:05","date_gmt":"2026-10-09T18:09:05","guid":{"rendered":"https:\/\/propaccount.com\/?post_type=glossary&p=6439"},"modified":"2026-10-09T20:09:05","modified_gmt":"2026-10-09T18:09:05","slug":"what-is-backtesting","status":"publish","type":"glossary","link":"https:\/\/propaccount.com\/de\/resources\/glossary\/what-is-backtesting\/","title":{"rendered":"Was ist Backtesting?"},"content":{"rendered":"

Backtesting<\/b> ist der Prozess des Testens einer Handelsstrategie anhand historischer Marktdaten, um zu sehen, wie sie in der Vergangenheit abgeschnitten h\u00e4tte. Trader definieren eine Reihe von Einstiegs- und Ausstiegsregeln, wenden diese auf einen Teil historischer Kursdaten an und zeichnen die Trades auf, die die Strategie ausgef\u00fchrt h\u00e4tte. Das Ergebnis ist ein Performance-Bericht, der die Gewinnquote, den durchschnittlichen Gewinn pro Trade, den maximalen Drawdown und andere Kennzahlen zeigt, die dem Trader bei der Beurteilung helfen, ob es sich lohnt, die Strategie mit echtem Kapital einzusetzen.<\/span><\/p>\n

Backtesting kann manuell durchgef\u00fchrt werden, indem man durch historische Charts scrollt und hypothetische Trades markiert, oder automatisch durch eine Software, die in wenigen Minuten Tausende von Trades \u00fcber jahrelange Daten hinweg simuliert. Automatisiertes Backtesting ist der g\u00e4ngigere Ansatz, insbesondere f\u00fcr Trader, die EAs, KI-Bots oder Strategien mit pr\u00e4zise definierten Regeln verwenden. Die Qualit\u00e4t des Backtests h\u00e4ngt stark von der Qualit\u00e4t des historischen Datenmaterials, der Einbeziehung realistischer Bedingungen wie Spread und Slippage und davon ab, wie genau die simulierte Umgebung dem Live-Trading entspricht.<\/span><\/p>\n

Eine backgetestete Strategie, die auf historischen Daten profitabel aussieht, kann auf Live-M\u00e4rkten dennoch unterdurchschnittlich abschneiden. Historische Bedingungen wiederholen sich nicht immer; Strategien k\u00f6nnen auf die spezifischen Daten, an denen sie getestet wurden, \u00fcberoptimiert sein, und die Echtzeitausf\u00fchrung bringt Slippage, Spread-Variationen und emotionale Entscheidungen mit sich, die bei Backtests oft ignoriert werden. F\u00fcr Prop-Firm-Trader ist Backtesting als erster Filter f\u00fcr die Strategieauswahl n\u00fctzlich, aber es ist kein zuverl\u00e4ssiger Indikator f\u00fcr die Performance bei einer Challenge oder auf einem gefundeten Konto. Die meisten dauerhaft erfolgreichen Prop-Firm-Trader nutzen Backtesting zusammen mit Forward-Testing auf Demokonten, bevor sie sich an eine Live-Challenge wagen.<\/span><\/p>","protected":false},"featured_media":0,"template":"","meta":{"_acf_changed":false,"inline_featured_image":false,"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}}},"glossary-category":[131],"class_list":["post-6439","glossary","type-glossary","status-publish","hentry","glossary-category-trader-glossary"],"acf":{"target_keyword":"backtesting","glossary_post_image":"","key_takeaway":"Key Takeaway","key_takeaway_description":"Backtesting is the process of testing a trading strategy against historical market data to evaluate how it would have performed. It is useful as a first filter for strategy selection but has significant limits, including hindsight bias, overfitting, and the gap between simulated and live execution.","faq":"What metrics does a backtest typically report?<\/b>\r\n\r\nCommon metrics include win rate, average profit per winning trade, average loss per losing trade, maximum drawdown, profit factor, number of trades, and the overall return across the backtest period. More advanced reports also include risk-adjusted metrics such as the Sharpe ratio and expectancy per trade.<\/span>\r\n\r\nWhy do backtested strategies often underperform in live trading?<\/b>\r\n\r\nSeveral reasons. Backtests can be overfitted to specific historical conditions that do not repeat. They often exclude or underestimate real-world execution factors such as slippage, spread variation, and partial fills. And emotional decisions during live trading can cause traders to deviate from the rules the strategy was tested on. The gap between backtested results and live performance is one of the most common reasons new prop firm traders fail challenges.<\/span>\r\n\r\nIs backtesting worth doing before a prop firm challenge?<\/b>\r\n\r\nYes, as a first filter. A strategy that fails to produce profit in backtesting is unlikely to produce it in live markets. But passing a backtest does not guarantee passing a challenge. Most consistently successful prop firm traders combine backtesting with forward testing on a demo account before deploying the strategy on a live challenge.<\/span>"},"_links":{"self":[{"href":"https:\/\/propaccount.com\/de\/wp-json\/wp\/v2\/glossary\/6439","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/propaccount.com\/de\/wp-json\/wp\/v2\/glossary"}],"about":[{"href":"https:\/\/propaccount.com\/de\/wp-json\/wp\/v2\/types\/glossary"}],"wp:attachment":[{"href":"https:\/\/propaccount.com\/de\/wp-json\/wp\/v2\/media?parent=6439"}],"wp:term":[{"taxonomy":"glossary-category","embeddable":true,"href":"https:\/\/propaccount.com\/de\/wp-json\/wp\/v2\/glossary-category?post=6439"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}