# What to Record During Backtesting Sessions

> A complete checklist of what to record during every backtesting session — from setup conditions to market context — to build reliable performance data.

**URL:** https://traderjournal.app/backtesting/what-to-record-during-backtesting-sessions

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# What to Record During Backtesting Sessions

Most traders record entry price, stop, and result. That is the minimum. To actually build useful data, you need more context.

## The Complete Backtesting Record Checklist

### Trade Data (per trade)
- [ ] Date and time of setup
- [ ] Instrument
- [ ] Direction (long/short)
- [ ] Setup type/tag
- [ ] Entry, SL, TP prices
- [ ] Risk in pips and in R
- [ ] Exit price and P&L in R
- [ ] Result: Win / Loss / BE / Partial

### Setup Quality (per trade)
- [ ] How many confluences aligned?
- [ ] Was there a liquidity sweep before entry?
- [ ] Was it a higher timeframe or lower timeframe setup?
- [ ] Session: London / New York / Asian

### Market Context (per session)
- [ ] Overall market condition: Trending / Ranging / Volatile
- [ ] Were there major news events that week?
- [ ] What was the monthly bias at the start of the session?

## Why Context Matters

Two setups with identical entry criteria can have different outcomes depending on:
- Whether the session was news-driven
- Whether the market was in a trending phase or consolidating
- Whether you were trading with or against the higher timeframe bias

Recording context lets you filter your backtest data later. You might discover your strategy performs well in trending conditions but breaks down in ranging markets — crucial information for knowing when to trade live.

## Backtesting Log Format

Maintain a simple table in your notes or Trader Journal import. At minimum five columns:

```
Date | Setup | Direction | Result (R) | Notes
```

Notes column captures the qualitative context that numbers alone cannot.

## How Many Setups to Log Per Session

Aim for quality over quantity. If you are backtesting manually (scrolling through charts), 10–20 well-documented setups per session produces better data than 50 rushed entries with no context.

## Summary

The extra two minutes per trade spent recording context transforms a backtest from a hit rate calculation into a complete picture of when and why your strategy works.