How we prove the numbers

Most backtest tools show you a curve and ask for trust. AxiomStrat's release process uses an independent verification harness whose only job is to catch accounting or execution-model errors.

62/62checks pass
5strategy scenarios
±$0.03equity curve tolerance
0engine code reused

The idea: replay everything, using nothing

The verification harness is a completely separate program. It reads the raw price bars and the trade list a backtest produced — and then rebuilds every trade by itself, from scratch, using nothing from the engine's code. If the engine cheated, fudged a fill, mis-priced a partial, or forgot a commission, the two versions won't match — and the harness fails loudly.

Every rule is checked both ways. Entry price = bar close ± half spread ± slippage. Stop-loss checked before take-profit. Partial closes booked at exactly round(vol × pct, 2). Commission charged on entry and on every closing fill, including partials and the final remainder. Nothing is assumed; everything is re-derived and compared to the engine's own records.

What gets checked

Determinism

Same inputs, same result — twice in a row, bit for bit.

Bar metadata

Symbol, timeframe, dates and count match what was loaded.

Clean replay

Every trade independently rebuilt from raw bars.

Equity exactness

Full equity curve matches the replay to ±$0.03.

Balance reconciliation

Final balance = starting balance + net P/L, with costs already included exactly once.

Cost attribution

Commission, slippage and spread summed independently on every entry volume.

Daily & monthly sums

Reported per-day and per-month P/L add up to the totals.

Exit-day attribution

Each trade's net P/L lands on the day it becomes realized — no date shuffling.

18 headline metrics

Win rate, profit factor, drawdown, Sharpe, SQN… all recomputed independently.

Monte Carlo invariants

Paths, bands and probabilities stay consistent with the equity input.

Train/test split hygiene

Every train exit happens before every test entry. No leakage.

Partial take-profits

Multi-partial exits replayed and reconciled — volume, price and commission.

Tested against the hard cases

Verification isn't one happy-path backtest. The harness runs five scenarios built to stress every mechanism the engine has:

ScenarioWhat it stressesResult
RSI partials + full costsPartial take-profits, commission, slippage, spread, risk % sizing322 trades replayed
RSI compounding + guardrailsCompound sizing, daily DD limit, trade caps, session windows86 trades replayed
MACD, no costsClean fills and simple exits191 trades replayed
Grid, concurrent positions8 positions at once, forced closes at end-of-data81 trades replayed
Mean Reversion, M5Multi-trade momentum entries on fast data198 trades replayed

And the harness found real bugs. This is the point: it caught an end-of-data bug that left phantom open positions, a partial-take-profit bug that erased original stop/target levels, and a template bug that crashed on certain strategies. Each one was fixed, and the harness now passes 62/62 on every release.

Trust, but verify

The independent verification harness is run against real MT5 history as part of release QA. Version 0.5.3 passes all 62 checks across five strategy scenarios.

Download the verified build