Backtest
A simulation of a strategy's rules run over historical price data, rather than a record of real trading.
A backtest shows how a set of rules would have performed on data that already happened, using a tester’s model of spreads, slippage and execution. It never carries the psychological or liquidity pressure of trading it live, and can be tuned, deliberately or not, to fit the very data it is tested on.
A backtest is useful evidence, but it is weaker evidence than a live, broker-verified record, and is capped accordingly when a verdict is formed.