A◆PEX BY ABUTRONFX
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APEX / POLICY & TRANSPARENCY

System Metrics & Backtesting Methodology

How simulated research differs from real and independently verified performance.

Document version: 2026-11-01 · DEMO onboarding · Draft pending legal review
Important: These disclosures do not waive statutory rights or establish that trading infrastructure has been independently verified.

Current scope

Backtests are hypothetical replay experiments, not investor returns. Look-ahead errors, survivorship bias, curve fitting, pricing differences, transaction fees, spread, slippage and liquidity affect outcomes.

What can fail

DEMO profits and fills may not reflect LIVE trading. Results must be clearly labelled by test type, broker, instrument, strategy version, sample and measurement period. Past performance never guarantees future outcomes.

Your responsibilities

Drawdown needs a defined equity peak-to-trough denominator, win rate needs a specified closed-trade sample, and net return must disclose deposits, withdrawals, fees and costs. Missing trades and exclusions must be documented.

Records and limitations

The APEX landing illustration is explicitly not live price or performance data. A verifiable live record requires broker-confirmed order/fill evidence and reconciliation before marketing claims are made.

Document acknowledgement

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