Forward test
A forward test runs a strategy in real time, on demo or in small size, to check that its results confirm the backtest.
After the backtest, the forward test is the validation stage. You trade the method on data you haven't seen yet, with no way of adjusting the rules after the fact. It is the best antidote to over-optimisation.
It also reveals what the backtest can't show: execution quality, real slippage and, above all, your ability to follow the rules when losses pile up.
Set its length and success criteria in advance, for example fifty trades with positive expectancy and a drawdown smaller than the one seen in the backtest. A live account connected to Analyse-Trading lets you document this phase with a verified history.