There will always be differences between backtest results and live resuls, below is Nicolas List of reasons why.

Re your last post … are we now discussing how / why the Trailing Stop works / doesn’t work?

Nicolas List

• Spread
• Slippage
• Orders rejections due to one of the above reason, but also because of the allowed distance from current price to put pending orders (known as “minimal distance”)
• Different trading hours (ProOrder code launched in a different time zone / custom hours, by the user)
• Coding problem: division by zero error, null or negative periods for indicators, ..
• Lack of responsiveness of IG demo servers (if IG is the broker), although this has improved considerably since last year.
• Make backtests without tick-by-tick option
• “set stop trailing” instruction that give IG the total control of your stoploss, can be moved differently between accounts due to points above
• Limited risk accounts and their rules
• Guaranteed stoploss rules and fees
• Starting a strategy at a different time (1 hour or even 1 minute later): depending on the code of the strategy, the results of some calculations could be different.
• Margin required on the trading account (no demo or backtest tests are made on this subject)
• Overnight and overweekend fees