I backtested my last week demo results .. results are shocking

New comment
 

Hi guys , I been strategy testing an ea for a while with promising results ( modelling quality 99.9% ) .

Last week I decided to try the ea on demo to see how well it was performing ... the results are very dissapointing..

So I decided to backtest the demo ea results from last week using (99.9% tick quality) . 

The EA setting are exactly the same.

But in my demo results ,  the EA was taking buy trade all week during an heavy downtrend while the EA in backtest took sell trade.. so results are quite different

end results of a 50000$ account :        demo :   47631$       backtest  :  62350$

Can someone explain me why ? its make no sense to me ..( keep in mind im still quite new concerning ea )

thanks

 
Different liquidity, no slippage on tester. If use MT4, spread is fixed while in real in 99% is floating.

Ticks on which you backtests are surely different than ticks of your brokers.

Is anything else that you didn't considered?

When doing this kind of compare focus on entries and exits, not on the net profit value, it's totally useless for both you and the strategy itself.
 
Oli:

Hi guys , I been strategy testing an ea for a while with promising results ( modelling quality 99.9% ) .

Last week I decided to try the ea on demo to see how well it was performing ... the results are very dissapointing..

So I decided to backtest the demo ea results from last week using (99.9% tick quality) . 

The EA setting are exactly the same.

But in my demo results ,  the EA was taking buy trade all week during an heavy downtrend while the EA in backtest took sell trade.. so results are quite different

end results of a 50000$ account :        demo :   47631$       backtest  :  62350$

Can someone explain me why ? its make no sense to me ..( keep in mind im still quite new concerning ea )

thanks

If you want a professional answer, share the code.
 
Fabio Cavalloni #:
Different liquidity, no slippage on tester. If use MT4, spread is fixed while in real in 99% is floating.

Ticks on which you backtests are surely different than ticks of your brokers.

Is anything else that you didn't considered?

When doing this kind of compare focus on entries and exits, not on the net profit value, it's totally useless for both you and the strategy itself.
Its a swing trader EA so slippage doesnt make such a big difference i believe and I added 1 pips spread during the test .  The data come from tickstory ( mt4 ) , and the demo broker is ftmo ..so i guess its not the same but does it make such a difference to make it take trade in the opposite direction from those in demo ? 
 
Oli #:
Its a swing trader EA so slippage doesnt make such a big difference i believe and I added 1 pips spread during the test .  The data come from tickstory ( mt4 ) , and the demo broker is ftmo ..so i guess its not the same but does it make such a difference to make it take trade in the opposite direction from those in demo ? 
It shouldn't. As I already stated, code is required to analyze the error...

There is no guessing.
 
Oli #:
Its a swing trader EA so slippage doesnt make such a big difference i believe and I added 1 pips spread during the test .  The data come from tickstory ( mt4 ) , and the demo broker is ftmo ..so i guess its not the same but does it make such a difference to make it take trade in the opposite direction from those in demo ? 
Swing trader EA means nothing. As already sayed by other people, we need to know how code is made about checking rules for entering and exiting trades.

Also, it's proven that most prop firms have their own bad data that are really far from reality (as well as their whole existance is so far from reality and investment world, but this is another point :D)
New comment