Backtest–Live Gap
Live· DE: Backtest-Live-Lücke
The difference between backtested return and realized live return — quantifies overfitting / real-world slippage. Reported both directions, honestly.
Calculation
backtest_cagr − est_cagr_median (percentage points), only meaningful in the full sample class.
Unit & source
pp · tradingstrategies.work Live-Forecast-Tracking (out-of-sample)
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.