Backtesting is where betting systems are born and where most of them quietly die. A test that reuses training data, ignores fees, or cherry-picks periods proves nothing.

Honest testing starts with a strict split: build the system on one period, then test it on later data it has never seen. That out-of-sample test is the only one that counts.

Use realistic odds and costs. Closing odds, bookmaker margins, and account limits all eat into paper profits, and ignoring them inflates results.

Finally, demand sample size. A profit over twenty bets is noise; a profit over hundreds of bets, with sensible staking, starts to mean something. Set limits and never bet what you cannot afford to lose.

See the final section of the full article for additional practical guidance on this topic.