A backtest is a simulation. It runs a strategy on historical price data and reports what would have happened. Useful in development, dangerous as evidence.
What a backtest tends to leave out is the part that hurts. Real fills do not always happen at the price the chart shows. SlippageSlippageThe gap between the price you asked for on an order and the price the broker actually filled it at.Click the word to learn more shows up when liquidity thins out. Swap charges accumulate on positions held overnight. Brokers reject orders during fast moves. Weekend gaps tear through stop losses. A simulator can model some of this, but few model all of it well, and the ones that do tend to produce results that look far less attractive than the ones that do not.
The second failure mode is curve fitting. Run enough variants of a strategy across enough historical periods, and you will eventually find a combination that worked beautifully in the past. The combination is not telling you the strategy is good. It is telling you that, with enough trials, anything fits noise. That fit evaporates the moment the strategy meets a market it has not already memorized.
Javlot treats backtests as a development tool, never as proof of fitness. The Vetted badge requires at least 12 months of live broker history, and Javlot Tracker counts only positions that actually executed on a real account. Backtests can sit in a provider's documentation; they will not appear as public performance claims on the platform.