Live vs backtest separation

Crystal-clear boundary so manual backtests and paper trades never distort live performance metrics.

Why separation matters

Mixing paper results with live trades skews win rate, drawdown, and expectancy. Backtest Hub gives those experiments their own ledger so you review edge without polluting production metrics.

Your live journal answers “How am I executing with real capital?” Backtest Hub answers “What am I testing before I risk more?”—two questions, two clean datasets.

What you get in TAP

Entries created in the backtest workspace stay classified as backtest/paper; reporting and dashboards for live trading do not double-count them.

When you promote a setup to live, you still have the full history of how you tested it—without retroactive edits to live performance curves.