Difference in results between optimizer and backtesting

[pandyav]

Hello,
I have been using Walk Forward optimization to test my automated strategy. I used 90 days as optimization period and 30 days as testing period.

When I received the results I started checking them by actually doing the regular back testing (to check the accuracy of the results and also to understand them). And for a few of the periods listed under WF optimization results differed when I did the regular back test. I used the same parameters listed under WF optimization and also the same period for back testing. But the results differed when I conducted the regular back test. For example WF optimization will show profit of $X for period Y by using XYZ parameters, but when I actual conduct back test, it will show different amount of profit for the same time period Y using the same set of XYZ parameters.

Can someone please guide me with what could be wrong?
Appreciate your help in advance.

[NinjaTrader_PatrickH]

Hello pandyav,

Thank you for your post.

Can you provide screenshots of the results and the parameters used for both tests?

[pandyav]

Sure, so when I look at the WF results for 6/9/2013 to 7/8/2013(image - WF Results), Net Profit is 1019 but when I run the back test for the same period using the same parameters (image - Back Testing Parameters) it shows the Net Profit of 919 (image - back test results).

Any idea what could be wrong?
Appreciate your help in advance.

[NinjaTrader_PatrickH]

Hello pandyav,

Thank you for your response.

For the backtest, set the From Date one day back and run the test again. Do the results match now?