2025-12-25 04:20:46

A common topic in the perpetual contract trading community: your strategy makes a killing in backtesting software, but once real money is involved, the true colors are revealed.

Why is this happening? Ultimately, it comes down to a few obstacles— the spread between spot and futures prices, the erosion caused by trading fees, and the time lag from order placement to execution. Simulated environments often idealize these factors, leading traders to be lulled into a false sense of security, only to stumble repeatedly in live trading.

There's a approach worth trying: using real market data for simulated trading. The advantage of this method is that you avoid the risk of real money while testing your strategy under conditions close to live trading. Rails Play adopts this approach, allowing traders to go through the entire trading process with virtual funds, using real-time market prices—no real money is at risk, and there's no need for complicated identity verification. This makes it a great testing ground for those looking to refine their trading systems.

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RuntimeError

· 16h ago

Backtesting profits explode, live trading blows up, I've seen this script too many times haha

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ContractHunter

· 16h ago

Backtesting huge profits but real trading leads to bankruptcy— isn't this just Yonghe's daily routine... The gap between simulation and reality, the spread, fees, time differences—these things can really ruin people. Try real data simulation, at least you won't be taught a lesson the moment you open a position. You’ll know if the strategy is good or not after a test, which is definitely more cost-effective than risking real money. Backtesting earns a hundred times but real trading loses everything— when will this curse be broken? A world without slippage is paradise, but unfortunately, we live in hell.

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just_vibin_onchain

· 16h ago

Backtest data looks terrible, the spread and fees immediately ruin the results. I just want to ask, who else has been scammed?

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RugPullProphet

· 16h ago

Backtesting data is all lies; once real money is involved, you immediately know your true strength.

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CrashHotline

· 17h ago

Backtest data looks amazing, but as soon as I go live, I become a rookie. I know this very well. Fees and slippage are truly hidden killers; backtesting software smooths everything out for you. Wow, simulating trading with real market data is indeed a brilliant idea. It can verify strategies without risking real money. Spread, time difference, fees—these three big obstacles are all fake in backtests. Strategies are always genius on paper, but once real money is involved, they immediately face social death. Testing on virtual accounts is much more reliable than blindly shouting signals. Sometimes I wonder, is my strategy bad or is the backtesting software deceiving me? Reality is often much harsher than expected, really.

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GasDevourer

· 17h ago

Backtesting is basically self-deception. Slippage and fees are not considered at all, and losses come quickly. The profits shown in simulated trading are all fake; real money goes in and you get wiped out in seconds. The spread is a silent killer; many experts have been ruined by it. A good strategy looks good, but reality is too harsh. Using real market data for backtesting is indeed more reliable, as it can reveal the true level of the strategy. Futures trading works this way: backtests show huge profits, but live trading results in huge losses, cycle after cycle. So, strategies that haven't been tested through blood and sweat are not worth anything.

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