I'm really wondering and do not understand why a backtest result in the strategy analyzer, over a long or short period, is substantially different than the historical strategy performance (also backtested since no real trades have been made) over the same period.
Please have a look at the attached results (Overview and trades). As you can see the entry end exit prices are different (trade 7/8 up to 20 Pips?!)
It is the same strategy, the same price data (IB), and the exact strategy setup.
The strategy works with limit orders to enter a trade and take profits/stop loss to exit.
Could you please explain:
- Why does it differ so much?
- After many tests, the historical strategy performance shows always worse results than the strategy analyser, why is that?
- What of both scenarios is right?
- What is closer to reality?
- Is this a bug?
I hope you don't mind that the strategy is in the red on that days
Thanks in advance for your effort
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