backtest in reality

[iimka]

Sorry for poor English. Can the backtest conducted under "backtesting.py" be realized in reality? I have write a trading strategy in "backtesting.py" and get the result below:

Is that mean I can use the same strategy (what I write), I can get similar result in reality (ignoring some cost e.g. commission)?

After I write margin=0.5:

Is that if I use 2x leverage and I will get similar result (ignoring some cost e.g. commission)?
Does backtesting.py prevent us to use future data, for example, using today's close to trade in today market opening?