When optimizing an EA it gave amazing results, but when backtesting it performed poorly, why?

 

Hi,

I have written an EA which gives me really good results when I optimise it over a six month period - supposedly the best results are like 35-40% profit.

However, when I select the 'best' set of parameters (I choose the highest profit), and then run those as a single backtest on the same currency pair I am not getting the same good results.

Surely the back test results should be the same as the optimization results (using the same parameters). Why would these be wildly different?

tenakha