What’s the difference between the Debug class and Trace class?

Documentation looks the same. Use Debug class for debug builds, use Trace class for both debug and release builds.
Debug Class provides a set of methods and properties that help debug your code. If you use methods in the Debug class to print debugging information and check your logic with assertions, you can make your code more robust without impacting the performance and code size of your shipping product. In Visual Studio 2005 projects, creating a debug build enables Debug.
You can use the properties and methods in the Trace class to instrument release builds. Instrumentation allows you to monitor the health of your application running in real-life settings. Tracing helps you isolate problems and fix them without disturbing a running system.
In Visual Studio 2005 projects, Trace is enabled by default for both release and debug builds, so code is generated for all trace methods in both release and debug builds. Therefore, you can use Trace to instrument release builds.
Trace and Debug – There are two main classes that deal with tracing – Debug and Trace. They both work in a similar way – the difference is that tracing from the Debug class only works in builds that have the DEBUG symbol defined, whereas tracing from the Trace class only works in builds that have the TRACE symbol defined. Typically this means that you should use System.Diagnostics.Trace.WriteLine for tracing that you want to work in debug and release builds, and System.Diagnostics.Debug.WriteLine for tracing that you want to work only in debug builds.
Tracing is actually the process of collecting information about the program’s execution. Debugging is the process of finding & fixing errors in our program. Tracing is the ability of an application to generate information about its own execution. The idea is that subsequent analysis of this information may help us understand why a part of the application is not behaving as it should and allow identification of the source of the error.
We shall look at two different ways of implementing tracing in .NET via the System.Web.TraceContext class via the System.Diagnostics.Trace and System.Diagnostics.Debug classes. Tracing can be thought of as a better alternative to the response.writes we used to put in our classic ASP3.0 code to help debug pages.
If we set the Tracing attribute of the Page Directive to True, then Tracing is enabled. The output is appended in the web form output. Messeges can be displayed in the Trace output using Trace.Warn & Trace.Write.
NOTE The only difference between Trace.Warn & Trace.Write is that the former has output in red color. If the trace is false, there is another way to enable tracing. This is done through the application level. We can use the web.config file and set the trace attribute to true. Here we can set
Note that the Page Directive Trace attribute has precedence over th application level trace attribute of web.config. While using application level tracing, we can view the trace output in the trace.axd file of the project.

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