I’ve gone through a similar phase where no matter how many strategies I coded and backtested, they just wouldn’t hold up once fees and slippage were added. Especially with high-frequency setups, the results would look decent on paper but flop in real markets. Eventually, I figured that either market conditions change too fast, or most backtest setups just don't reflect reality well enough. I started focusing less on perfect backtests and more on live testing with tighter controls.