In both cases I am running the same strategy with the same parameters. The only difference is the from date.
I am not allowed to share the entire strategy as this is a work for someone else but just for the sake of helping you find the issue, let me tell you that my strategy involves an exit condition based on RSI value in the 60min timeframe calculated on the las 14 bars. Could that be the cause of the problem?
In this case the difference in profit between both backtest was only 300$ on a total Profit of $5000. My results are still valid for sake of validating the strategy but I am afraid an issue like this could have a bigger effect next time.
Let me know what you think and if there is any workaround to avoid these edge cases.
Thanks,
Comment