I have found a significant discrepancy between back testing in Strategy Tester and actual auto trading the same strategy on live market on S&P 500 future. At about the same time span of roughly 23 hours, the strategy traded six times on live market with a negative Acc. Profit, but on back testing it only traded once with a large positive profit (see the highlighted cells in the attached file). I have checked all parameters and they are exactly the same. I have seen similar problem with CL and EUR/USD as well. What can be causing this problem and how can I prevent it, because it has created some doubts on the whole back testing performance of NinjaTrader.
Thanks
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