PDA

View Full Version : Backtest differs from live results?

oofdah
11-20-2008, 06:56 PM
On the 17th I started a demo account on one of my PC's with a $10k starting balance.

As of this moment, it is up to $12,253.75 with these settings:

Lots: 0
LRR: 5
Maxorders: 1
MaxLots: 11
Stop Time: 5
aaa: 30
bbb: 15
TP: 25
PeriodMA: 75

The rest are defaults.


However, when I run a backtest of those same settings, from the 17th to today, I show a balance of $10,360.

Also, per what Earl said, I changed the aaa/bbb to 13/14 and ran a backtest - and got the exact same results: $10,360

I have obvioulsy made more than that... What gives?
mystikdragon7
11-20-2008, 11:45 PM
How many errors where there and what was the modeling quality in the back test?
oofdah
11-21-2008, 03:09 AM
mismatched chart error: 1

Modeling quality: 90% on M5





... still don't get it... One would think it should be the same.
mystikdragon7
11-21-2008, 10:49 AM
mismatched chart error: 1

Modeling quality: 90% on M5





... still don't get it... One would think it should be the same.

Did you do any manual trading?
oofdah
11-21-2008, 03:01 PM
No I did not.
Big Toe
11-21-2008, 08:32 PM
I would suggest comparing the account history of your trades on the real account to the results in the backtest and see where they differ. Once you know that info you can probably figure out what happened differently between the two.
alan
11-21-2008, 11:46 PM
There can be a slight difference in performance between live and demo accounts. The price feed on demo accounts can differ slightly from the live feed with some brokers.