Will keep you posted. I’m now running a version of the system for long trades only as a result of the actual performance mentioned to see if the 100% live demo performance continues.

Will do another comparison in a few weeks.

I do have another question – there must clearly be a technical difference between what is happening on backtesting and what happens in the live demo mode. The data used and/or the trade entry criteria detect different information on backtest to live demo (stating the obvious). Why? Spread seems a good possible difference for variation between the two. There must be other reasons – backtesting is simulating live trading so what is it doing that differs to live data trading.

Understanding this may help create better back tested optimisation improvements to system variables.