See the full explainer: Backtest vs. Forward Test. In short, forward testing (running a strategy live, on paper, going forward in time) is out-of-sample testing in its strongest form: there's no possibility the strategy was curve-fit to data that hadn't happened yet when its rules were written.
A backtest is necessary evidence but a forward track record is what actually earns trust, which is why zengtrade's go-live bar is built entirely on forward paper results, not backtest results, however good the backtest looked.
Educational content, not investment advice. zengtrade is paper-first and non-custodial.