Backtesting 2018 to 2020 vs 2020 to now. What makes both periods different for major currency pairs.

 

Dear friends,

Currently I put a lot of effort in backtesting my EA's to get the best input settings. Optimizing for period 2020 to now (3 year and an 4 months) goes quite well. Nice and steady growth of my balances. But when applying those settings to 2018 and 2019, it doesn't look so nice anymore. Whilst 2020 up to now is profitable, 2018 and 2019 produce only losses or tiny profit. Now I am stuck. Shall I focus on optimizing for the last three years or try and find the best settings for 2018 up to now and take the losses of 2018 and 2019 for granted? Or is the period 2018 - 2020 fundimentaly different from the last three years? Less volatility? Hope you guys can help me with this.

Cheers,

JB

Testing trading strategies on real ticks
Testing trading strategies on real ticks
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The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.