does this broker data difference make sense in metatrader 5?

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So I have been testing a Expert advisor for a bit. I was using metaquotes demo as it was the most convenient. However now I am switching to other brokers.

For the first I tried switching to Forex.com demo. However the data I get seems to be confusing. Strategy tester is build 3550, using Every tick based on real ticks. testing multiple different currency pairs(regular major and minor pairs).

I chose a previous EA I had for the comparison.

Everything with them was the same such as the code and settings for the tester, only difference is broker data. Before running I made sure to discard the testers tic history etc


So roughly the data is:


So with metaquotes demo, for 2019-2023, the data showed about -20k roi loss.  440 trades total. 

then with forex.com global demo, for 2019 -2023, the data showed about -50k roi loss. 450 trades total

then

metaquotes demo 2017-2019, the data showed -10k roi loss.

Forex.com demo 2017-2019, the data showed -11k roi loss.


Does this huge difference with metaquotes for 2019-2023 and forex.com roi make any sense? I know there are differences with brokrages data, but doubling the negative roi seems too much. I checked the data I had, basically each pair had a few more losses then wins compared to metaquotes. Thus a few less pairs were > 0$. 

Would it be better to keep checking other brokers out, or just stick with metaquotes. Although there would be some bias. If someone has some input, that would be great.

The Fundamentals of Testing in MetaTrader 5
The Fundamentals of Testing in MetaTrader 5
  • www.mql5.com
What are the differences between the three modes of testing in MetaTrader 5, and what should be particularly looked for? How does the testing of an EA, trading simultaneously on multiple instruments, take place? When and how are the indicator values calculated during testing, and how are the events handled? How to synchronize the bars from different instruments during testing in an "open prices only" mode? This article aims to provide answers to these and many other questions.
 
dsadsa322:

So I have been testing a Expert advisor for a bit. I was using metaquotes demo as it was the most convenient. However now I am switching to other brokers.

For the first I tried switching to Forex.com demo. However the data I get seems to be confusing. Strategy tester is build 3550, using Every tick based on real ticks. testing multiple different currency pairs(regular major and minor pairs).

I chose a previous EA I had for the comparison.

Everything with them was the same such as the code and settings for the tester, only difference is broker data. Before running I made sure to discard the testers tic history etc


So roughly the data is:


So with metaquotes demo, for 2019-2023, the data showed about -20k roi loss.  440 trades total. 

then with forex.com global demo, for 2019 -2023, the data showed about -50k roi loss. 450 trades total

then

metaquotes demo 2017-2019, the data showed -10k roi loss.

Forex.com demo 2017-2019, the data showed -11k roi loss.


Does this huge difference with metaquotes for 2019-2023 and forex.com roi make any sense? I know there are differences with brokrages data, but doubling the negative roi seems too much. I checked the data I had, basically each pair had a few more losses then wins compared to metaquotes. Thus a few less pairs were > 0$. 

Would it be better to keep checking other brokers out, or just stick with metaquotes. Although there would be some bias. If someone has some input, that would be great.

Data difference is not the only case. Spread is also different. Broker policies are also different.  The different output is even worse in lower time frames like M1.

 
Yashar Seyyedin #:

Data difference is not the only case. Spread is also different. Broker policies are also different.  The different output is even worse in lower time frames like M1.

Okay yea, that does sound about right.
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