<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Strategy Testing on WebNotes</title><link>https://v2.webnotes.in/tags/strategy-testing/</link><description>Recent content in Strategy Testing on WebNotes</description><generator>Hugo</generator><language>en-IN</language><lastBuildDate>Tue, 12 May 2026 00:00:00 +0000</lastBuildDate><atom:link href="https://v2.webnotes.in/tags/strategy-testing/index.xml" rel="self" type="application/rss+xml"/><item><title>How to backtest a strategy on Streak</title><link>https://v2.webnotes.in/how-to-backtest-strategy-streak/</link><pubDate>Tue, 12 May 2026 00:00:00 +0000</pubDate><guid>https://v2.webnotes.in/how-to-backtest-strategy-streak/</guid><description>&lt;p&gt;&lt;strong&gt;Streak&lt;/strong&gt; is a no-code algorithmic trading platform integrated with Zerodha that allows traders to build, backtest, and deploy rule-based strategies on equities and F&amp;amp;O contracts without writing a single line of code. This guide focuses on the backtesting workflow: how to define a strategy, run it against historical data, and critically evaluate the results.&lt;/p&gt;
&lt;p&gt;For the deployment workflow once a backtest is satisfactory, see &lt;a href="https://v2.webnotes.in/how-to-deploy-streak-strategy-live/"&gt;How to deploy a Streak strategy live&lt;/a&gt;
. For the underlying brokerage platform see &lt;a href="https://v2.webnotes.in/streak-platform/"&gt;Streak platform overview&lt;/a&gt;
 and &lt;a href="https://v2.webnotes.in/kite-zerodha/"&gt;Kite, Zerodha&amp;rsquo;s trading platform&lt;/a&gt;
.&lt;/p&gt;</description></item><item><title>How to paper-trade a Streak strategy</title><link>https://v2.webnotes.in/how-to-paper-trade-streak-strategy/</link><pubDate>Tue, 12 May 2026 00:00:00 +0000</pubDate><guid>https://v2.webnotes.in/how-to-paper-trade-streak-strategy/</guid><description>&lt;p&gt;Paper trading a &lt;a href="https://v2.webnotes.in/streak-platform/"&gt;Streak&lt;/a&gt;
 strategy runs the strategy&amp;rsquo;s entry and exit logic against live real-time market data, logging simulated orders at current market prices, without placing any actual orders in your &lt;a href="https://v2.webnotes.in/zerodha/"&gt;Zerodha&lt;/a&gt;
 account. Paper trading bridges the gap between historical backtesting (which uses past data) and live trading (which uses real capital): it tests the strategy&amp;rsquo;s signal logic under live market conditions, including intraday price movements and volatility patterns that may not be captured in historical data, while eliminating the financial risk of live execution.&lt;/p&gt;</description></item></channel></rss>