Hi, difference between backtest and actual

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  • #121779 quote
    AlfredAlfred
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    Hi All

    I am Alfred, a new beginner in this

    I have run a auto system, the backtest (right side) is  2 bar, but actual run is 3 bar. and the profit is much difference!

    Anyone can explain this…

    Many thanks!

    Alfred

    eeb8eb69eed1fce938e69e0bfa02f29.png eeb8eb69eed1fce938e69e0bfa02f29.png
    #121781 quote
    GraHalGraHal
    Participant
    Legend

    Entry and Exit times are different also.

    • Backtest has fixed spread and no slippage
    • Live running (called Forward Test) has variable spread and slippage and variable minimum distance for stop losses settings.

    It’s a wonder anybody makes any money at all? 🙂 Hey 90% of us don’t! 🙁

    Alfred thanked this post
    #121784 quote
    AlfredAlfred
    Participant
    Average

    Thanks! GraHal

    That means the Backtest result should make a discount will be better..

    #121800 quote
    GraHalGraHal
    Participant
    Legend

    Mmm … I wish it were that simple!

    Only way you will know is to run BT and FT over the same period for  > 50 trades, maybe more?

    Do the trial and let us know please?

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Hi, difference between backtest and actual


ProOrder: Automated Strategies & Backtesting

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Alfred @kin08180213 Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by GraHalGraHal
6 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/11/2020
Status: Active
Attachments: 1 files
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