Backtest

Walk-forward test of Strategy 2 (Sweep + MSS + FVG) against a symbol's real history — re-evaluates the real engine at every past point using only data known at that time, then simulates whether each triggered trade would have hit its target or its stop first.

First slice only: a single walk-forward pass over ~1 year of daily bars (the most Public's API returns per call). No train/validation split, no Monte Carlo, no out-of-sample holdout yet.