Common comparison error
Forward test from a selected backtest, demo account, or short sample is not a guaranteed Out of sample test result.
GlossaryStrategy & risk
Forward test
A test applied to new observations after strategy rules are fixed, using demo, paper, or live-recorded outcomes.
Practical use
How to verify Forward test
Read Forward test together with Backtest, Out-of-sample test, Overfitting. The comparison must preserve the exact rule, value, state, and evidence described below.
A neutral example
Two samples share the same average for Forward test; one has five consecutive losses and the other twelve. Sequence and bankroll effects distinguish them from Backtest. Forward test is distinguished here by one decisive fact: rules frozen before new observations arrive provide stronger evidence than another historical fit.
Evidence path
Where to verify Forward test
Use the source that governs the exact contract, account, entity, or platform state. A general definition cannot replace current broker terms.