Bien que mon backtest inclut 1 point de spread (F40 UT2mn), je constate sur plus d’ une vingtaine de positions, une différence de l’ordre de 10 à 15% sur les gains entre backtest et pro-order.
Je prendrai cette donnée en compte désormais.
Les stops loss sont eux parfaitement respectés au 1/10 de point près.
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