Why different result on strategy tester?

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I tested my code last week, bellow first picture.

 

 And today I tested same timeframe, same period, but result has changed. I didn't change my source code. Why this happen? 

 

 

MT4?

  • Different bars in test;
  • different time (from ... to ...);
  • different modelling quality (56.28% and 90.00%).

So, it should be different results in backtesting.
Martingale or similar system? If yes so it must be different ... 

 
Yes MT4, it's no martiangle, it's based on strong fast tick system
 
Erdenebayar Lamjav:
Yes MT4, it's no martiangle, it's based on strong fast tick system

MT4 doesn't store individual ticks.

So it has to "make them up" in strategy tester.

The modelling might be close to the real thing, but they aren't actually real.

The effects are most pronounced on systems that are trading on a tick-by-tick basis (rather than using bar close, for example).

 
Also, the spread defaults to current, meaning that the spread used depends on exactly when you pressed the start button.
 


In the case of the OP it was an incomplete download of historic data as has been mentioned by Sergey.

 
Comments that do not relate to this topic, have been moved to "MT5 Strategy Tester".
 
Marco vd Heijden:


In the case of the OP it was an incomplete download of historic data as has been mentioned by Sergey.

There is always a reason, on 99.99% of the case I saw, the reason was a lack of knowledge or understanding or a typo...well, in summary a user issue.
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