This backtest applies the strategy to the letter: the exact live-detector code was replayed, without any modification, on real Nasdaq 15-minute data from 2021 to June 2026 — same setups (FVG long, FVG short, Asia short), same entry and exit levels, same stops, same daily Topstep flatten.
On the other hand, some real-trading uncertainties can, by nature, not be simulated: slippage and order execution, brokerage fees, the exact order of moves within a 15-minute candle, technical outages or quote interruptions, and funded-account rules (max daily loss, trailing drawdown) that can stop an account where the backtest simply keeps going.
These figures should therefore be read as the method's theoretical potential under ideal conditions — a ceiling, not a promise. Real performance will be lower, and past results do not guarantee future results. The honest benchmark remains the live track record, which reflects real execution conditions.