Today I recorded the data of the ES - 04-15 and let my strategy to work. My strategy works between 9:30 and 16:00. After that I put my strategy to work on the MarketReplay mode.
See the results in each case.
Sim101 mode:
Performance All Trades
Total Net Profit $-1545,64
Gross Profit $1130,46
Gross Loss $-2676,10
Commission $195,64
Profit Factor 0,42
Cumulative Profit $-1545,64
Max. Drawdown $-1712,70
Start Date 30/03/2015
End Date 30/03/2015
Total # of Trades 134
Market reply mode:
Performance All Trades
Total Net Profit $-120,56
Gross Profit $2057,82
Gross Loss $-2178,38
Commission $308,06
Profit Factor 0,94
Cumulative Profit $-120,56
Max. Drawdown $-993,62
Start Date 30/03/2015
End Date 30/03/2015
Total # of Trades 211
Shouldn´t the results be the same ??
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