A senior-level guide to research traceability in backtesting: why every result needs a locked strategy version, explicit run settings, and a clean comparison path.
從無程式的加密貨幣現貨策略開始,鎖定版本、執行回測,並讓結果保持可追溯以供比較。
Strategy versioning matters in backtesting because a result is only useful when you can trace exactly which rules, parameters, market, timeframe, date range, fees, slippage assumptions, and execution model produced it.
Without that link, a backtest becomes a screenshot, a memory, or a number in a spreadsheet. With it, the backtest becomes research evidence you can inspect, compare, reproduce, and challenge.
In Traseq, strategy versioning is part of the research workflow: build a draft, finalize it into a locked version, run a bar-based crypto spot backtest, then compare results before any live decision. Traseq is a research workspace, not a live trading or exchange execution platform.
Research traceability means every backtest result can be traced back to the exact strategy version and run configuration that produced it.
A traceable backtest should preserve:
Strategy versioning is the control point. It prevents a researcher from changing the strategy after the fact and losing the ability to explain why one result was better, worse, or simply different.
Most backtesting advice starts with the same foundation: define the rules, use historical data, run the simulation, then review metrics such as return, win rate, profit factor, Sharpe ratio, and maximum drawdown.
That foundation is necessary, but it is incomplete.
The harder problem appears after the first few iterations:
1h to 4h and the equity curve looked smoother.At that point, the issue is no longer "Can I backtest this idea?"
The issue is "Can I explain what changed?"
That is where strategy versioning becomes more than housekeeping. It becomes the difference between research and guesswork.
A backtest result is not just a metric table. It is the output of a specific research state.
If the strategy logic remains editable after the result is produced, the result loses context. The strategy on screen may no longer be the strategy that created the backtest. A future reviewer cannot tell whether the difference came from the rules, the market, the timeframe, the date range, or the execution assumptions.
Locking a strategy version solves that problem.
In Traseq, a draft version is editable. A finalized Ready version is locked for backtesting. To make changes, you create a new version instead of rewriting the old one.
That gives every run a stable reference point:
| Research object |
|---|
This is especially important when the same idea goes through many small changes. A researcher does not need to remember the sequence. The workflow keeps each version and result separate.
Backtesting makes iteration fast. That speed is useful, but it also creates a risk: you can keep changing parameters until the past looks better.
That is over-optimization. It can happen quietly.
The common pattern looks like this:
The final backtest may look stronger, but the research path may be weaker. If you cannot see the versions that failed, the versions that traded too rarely, or the settings that only worked on one period, you may mistake parameter fitting for improvement.
Strategy versioning slows the conclusion down in the right way.
It lets you ask:
The goal is not to keep every version forever because every version is valuable. The goal is to keep enough traceability to know why a result earned attention.
A professional backtest needs more than final return.
At minimum, every saved result should answer three questions:
In practice, that means the run should preserve:
This list matters because backtesting is comparative. You are rarely deciding from one result. You are deciding between alternatives.
If the alternatives were not tested under comparable assumptions, the comparison is weak. If the strategy changed but the result does not show which version changed, the comparison is weaker.
Use this workflow when you want backtesting to support decisions instead of generating disconnected results.
Write the strategy idea in a form that can be tested.
Weak:
This momentum strategy should work.
Better:
On
BTCUSDT, a momentum entry with a trend filter should reduce false entries compared with the baseline version over the same4hperiod.
The better version defines what will change and what should be compared.
Keep the first version simple enough to understand. A baseline is not supposed to be perfect. It is the reference point for later versions.
In Traseq, build the strategy with visual blocks, configure the entry and exit logic, then finalize the version before running the backtest.
Choose the supported symbol, timeframe, date range, starting capital, fees, and slippage assumptions before reviewing the result.
For Traseq's current main workflow, supported timeframes include 15m, 1h, 4h, and 1d, with core USDT spot pairs such as BTCUSDT, ETHUSDT, and SOLUSDT.
Traseq uses a bar-based research simulation. Conditions are checked at bar close, signal-driven entries and exits fill at the next bar open, and fees and slippage are applied after the fill price is determined.
Create a new strategy version for each meaningful change.
Good version changes:
Messy version changes:
If many things change at once, you may still learn something, but you cannot easily attribute the result.
Once you have a baseline and one or more variants, compare them under the same review order.
Do not start with the highest return. Start with validity:
Then review the tradeoff:
In Traseq, comparison sets are designed for this part of the workflow. You can compare multiple backtests side by side, set a baseline, inspect performance and risk views, and review condition differences.
The most dangerous version is often the one that looks too clean.
A strong-looking result can still be fragile if:
Research traceability helps you see those tradeoffs. It gives you a path back through the versions instead of forcing you to trust the final chart.
A professional review does not ask, "Which version made the most money in the backtest?"
It asks, "Which version gave the most defensible evidence after costs, risk, sample quality, and comparison?"
Traseq is built around a simple research sequence:
build -> backtest -> compare -> version traceability
That sequence matters because crypto strategy research can move quickly. Without a structured workflow, the researcher ends up with scattered screenshots, exported tables, renamed files, and unclear parameter history.
In Traseq, the workflow is more deliberate:
Ready version.This does not make a backtest predictive. It does make the research easier to audit.
Traseq backtests are historical research simulations. They do not guarantee future performance, and they do not place live orders. Their job is to help you decide what is worth reviewing, refining, comparing, or discarding before any live decision.
For the product workflow, start with the Quickstart, then review Run Your First Backtest and Comparing Multiple Backtests.
Before you trust a backtest result, check whether you can answer these questions:
If you cannot answer those questions, the issue is not that the backtest is automatically wrong. The issue is that the result is hard to defend.
See how Traseq handles version-linked backtesting or follow the first backtest guide to build, finalize, and review your first reproducible crypto spot strategy test.
Research traceability means a backtest result can be traced back to the exact strategy version, settings, assumptions, and evidence that produced it. It helps researchers explain why results changed across iterations.
Strategy versioning matters because backtest results depend on the exact rules being tested. If the strategy changes after a run and the old version is not preserved, the result becomes difficult to reproduce, audit, or compare.
A strategy version is the saved logic: entry rules, exit rules, and actions. A backtest is the historical simulation that runs one strategy version under a specific symbol, timeframe, date range, capital, fee, slippage, and execution setup.
Versioning does not prevent overfitting by itself. It helps expose the research path: which changes improved results, which changes failed, which versions became too complex, and whether improvements held under comparable assumptions.
Usually, yes. Changing one meaningful variable at a time makes comparison cleaner. If you change strategy logic, symbol, timeframe, date range, and cost assumptions together, you may not know what caused the result to change.
No. Traseq is a no-code crypto spot strategy research workspace. It supports strategy building, historical backtesting, comparison, and version traceability, but it does not connect to exchange accounts for execution or place live orders.
No. A reproducible backtest makes the historical research easier to inspect and compare. It does not guarantee future performance or actual trading results.
| Why it matters |
|---|
| Draft version | Safe place to edit and explore |
| Ready version | Locked strategy state for backtesting |
| Backtest run | Historical simulation tied to one version and one config |
| Comparison set | Side-by-side review of controlled differences |
| Layer | Examples |
|---|
| Strategy logic | entry conditions, exit conditions, entry action, exit action |
| Version state | version ID, status, creation history, finalized state |
| Market setup | symbol, timeframe, date range |
| Cost assumptions | fees, slippage model, execution preset |
| Simulation assumptions | signal timing, fill model, bar-based execution rules |
| Result evidence | summary metrics, trades, charts, analytics, drawdown behavior |