New contract expiry date giving different backtesting results

[nchicken]

Before Christmas, I backtested a strategy using CL 01-16. When I got back, I tried backtesting the same strategy with the same range, but before I did that I changed the contract to CL 02-16. Then I noticed the results were different. I tried backtesting both the contracts at the same time to confirm this. My question is, why would I get different results, and which results should I use for planning?

[NinjaTrader_PatrickH]

Hello nchicken,

Thank you for your post and welcome to the NinjaTrader Support Forum!

Both contracts are technically different instruments and were trading at different prices. If you select one versus the other for a certain period you may get different results.

For information on Futures Contracts please visit the following link: http://www.investopedia.com/terms/f/futurescontract.asp