Optimisation Results can't be reproduced by Backtester

[HelenL]

Hi all, I have run the optimiser (optimising for Net Profit)and obtained the best settings for several configurable parameters. I have then run a normal backtest with these best settings and have obtained a very different result for Net Profit. Can anyone suggest why this should be so? Thanks

[NinjaTrader_Bertrand]

Hi Helen, are all other settings like data, session template, interval and commissons exactly the same in your setup?

[HelenL]

Hi Bertrand, Thanks for your reply. I have checked the settings and all seem ok as far as my experience allows. I have attached two images that may help.

[NinjaTrader_Bertrand]

Thanks Helen, I've double-checked all settings and don't think you have anything off - was this done in disconnected state, so data used in both runs would be exactly the same? Would you see the same as well when comparing those runs against eachother with our SampleMACrossOver strategy?

If you like I can give this a test here on my end, too to check further into - one thing to note is that the backtest option seems to return more trades for your strategy - if you check the individual trades listing, would those be at the starting or ending date range?

Thanks,