Why these four, and not a hundred
A backtest can fail in many ways, but almost every failure a buyer actually meets reduces to one of four questions. Did the file beat something dumb? Is there enough data behind the number? Would the strategy survive the account rules it will trade under? And was this the best of many attempts?
The Lie Detector answers the first. The sample-size calculator answers the second. The prop-firm simulator answers the third. The Sharpe check answers the fourth. Everything else — calibration, regime stability, execution friction — needs the full harness, and the full harness needs your data.
If you want the reasoning behind each check, the essays cover it in order: why most backtests lie, why a 70% win rate over 20 trades means nothing, and the math behind prop-firm failure.
What the tools will not tell you
A passing verdict is not a promise of profit. These tools recompute what a file claims and test it against statistics. They do not know your costs, your broker, your slippage, or the next market regime. A strategy can clear every check here and still lose money live — that is why the checks exist, not a reason to skip them.
Nothing here is investment advice. The tools are educational, and past backtest results do not predict future returns.