← THE CHARTSPOD LEDGEROPEN TERMINAL →
DATA · BACKTEST TRADE LISTS TIMING

Crypto Backtest Trade Lists: Event Time vs Retrieval Time

A backtest trade list has signal times, fill times and the time the test was run. Mixing signal and fill times is how look-ahead sneaks in.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

Each backtest trade should record the signal bar's close time, the fill time (next bar or later), the exit signal and fill times, and the run time and rule version of the test. If entry time equals the signal bar's close and the fill price equals that close, the test likely filled with information only known at that close. Store run time so results can be tied to the data and rules used.

Which times the data carries

TimePresent?Meaning
Signal timeBar closeDecision moment
Fill timeNext bar+Execution
Run timeTest logData and rules version
Data endTest logCoverage

Compare Crypto Backtest Trade Lists across Binance, Bybit, OKX and Hyperliquid markets.

Open markets in ChartsPod

What to record yourself

Field to storeWhy
signal bar closeDecision
fill timeExecution
fill price sourceOpen/close/trade
run_atVersion
rule hashReproducibility
Backtest Trade Lists: a stored recordBacktest Trade Lists: a stored record: signal bar close — Decision; fill time — Execution; fill price source — Open/close/trade; run_at — Version; rule hash — Reproducibility.signal bar closeDecisionfill timeExecutionfill price sourceOpen/close/traderun_atVersionrule hashReproducibility
Every backtest trade lists row carries its own clock. Original ChartsPod editorial graphic.

Example

Backtest Trade Lists: event vs retrieval (illustrative)Backtest Trade Lists: event vs retrieval (illustrative): 14:00:00: Signal bar closes; 14:00:00: Fill recorded at close: suspicious; FIX: Fill at 14:00 open of next bar; RESULT: Lower return.14:00:00Signal bar closes14:00:00Fill recorded at close:suspiciousFIXFill at 14:00 open of next barRESULTLower return
Two clocks, one record. Original ChartsPod editorial graphic.

Illustrative: every trade in a list had fill time equal to signal time; moving fills to the next bar's open cut the return by more than half.

Related: Crypto Backtest Trade Lists: Null vs Zero - Handle Missing Fields Correctly, ChartsPod Backtest Chart Markers: Settings to Check Before Your First Analysis.

Store run time so results can be tied to the data and rules used.

Check Crypto Backtest Trade Lists against a live market before relying on it.

Try it in ChartsPod

Questions readers ask

What times should a backtest trade have?

Signal, fill and run time.

What's a look-ahead warning sign?

Fill time and price equal to the signal bar close.

Why store run time?

To tie results to data and rules.

Sources and methodology

Field definitions come from DEX Screener's API reference and CoinGecko's onchain API documentation, read 17 October 2026. Where a schema doesn't document a timestamp, this guide says so and recommends recording retrieval time yourself.

  1. TradingView Pine Script: Strategies — simulated fills and assumptions.
  2. ChartsPod: product overview, pricing and FAQ — free terminal, venues, modules, no order placement; checked 17 Oct 2026.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.