Differences between backtest results and demo live trades

• 04/24/2021 at 9:51 AM #167937
  PatMc

  Hi
  I have noticed a significant difference between the back testing results and the demo live trading results for the same strategy, same timeframe and the same period.
  The screenshot below show the trades placed in the back test and the demo account side by side. As you can see some trades have a much different entry and exit which results in varied outcomes. I have also provided the detailed reports for both below.
  I have search these forums and have found some others having issues with time differences between live and demo accounts but both these results are based on Prorealtime connected to my demo account on IG. Can anyone explain why the differences. The trades have a trailing stop but all parameters are the same

   

   

  

  PatMc

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  04/24/2021 at 10:46 AM #167948
  GraHal

  All your exits on backtest are Buy(trailing) whereas all your exits on ProOrder are Buy(exit) … would be worth exploring why that difference?

  The exit on 22 April shows some £300 difference in price which at a 10 contract size shows as some £3000 difference in value.

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  PatMc

  

  GraHal

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  04/25/2021 at 12:47 PM #167974
  Nicolas

  Sorry but if orders are trailed, they will obviously not exit at the same price levels thus a difference in your results.

  

  Nicolas

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  04/26/2021 at 12:14 PM #168055
  PatMc

  Why is that? Is it due to missing data in the backtest engine? And are any stops in backtesting accurate? You can see some trades are significantly different and lead to a much different outcome between backtesting and live results.

  

  PatMc

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  04/26/2021 at 1:26 PM #168061
  Nicolas

  In fact, we just pointed out a problem in the screenshots you sent! In one of them the strategy uses a trailing stop and in the other a fixed stop, so it is logical and normal that there are differences, how could there not be if the stoploss are different ?! 🙂

  

  Nicolas

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  04/30/2021 at 8:19 AM #168441
  PatMc

  Thanks. Im unsure why when trading on the demo account the exit don’t show as a trailing exit. I Assure you they are exactly the same startegy and the only option to exit a position is to hit the trailing stop. there are no other exits programmed. Would likely point to a issue between probacktest and proorder not recording the action the same.

  

  PatMc

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