Back test gives wrong results

[vit007]

I came to conclusion that NT7 back testing gives completely wrong results for the strategy back testing .After Ive had a loosing dayI back tested my strategy for the same day and its shows me a huge profit . How its possible ?
Even if you Back test and do Replay with the same strategy for the same period of time the results are totally different .
Below is the example of same strategy for the same time period for Mar 30 crude oil. The back test (not optimized) shows $4640 and replay shows $375
Looks like back testing gives completely misleading results.
I also tested default strategy Sample MA crossover for March 27 CL futures and got - $-660 for back testing and $-20030 on the replay.
This makes back testing totally useless and explains why so many good looking on the back
test strategies are loosing in a real market.
I hope you can prove me wrong .

[NinjaTrader_CalH]

Hello Vit007,

Thank you for your post.

This is to be expected when going from Real-time data to historical data. In Real-time we have the ability to run our strategies on a tick by tick basis. Back-test will only run once for each bar.

This changes how the often the strategy will calculate, when and at what price orders are filled at.
http://www.ninjatrader.com/support/h...ime_vs_bac.htm

Let me know if I can be of further assistance.