different results from backtest vs. live trading

[superkolleech]

Hello,
I am sure this topic was already discussed, but I can not find it.

I am running a system on my Sim101 Account with live data (Continuum). The results differ a lot from the backtest. All parameters are the same (at least I don't see any difference). For examle, for July the Sim101 Accounts shows a loss of 40$ with 53 trades and the backtest show about 1000$ profit and about 80 trades. How can there be such a big difference?

[NinjaTrader_PaulH]

Hello superkolleech,

Thanks for your post.

We recommend that you review the specific results of the strategy analyzer either through the "trades" display and/or the analyzer chart and compare them to the strategy performance as this may reveal the specific differences rather than a summarized value.

We've created a help guide page that elaborates on some differences you may find: https://ninjatrader.com/support/help...ime_vs_bac.htm

[superkolleech]

Hello Paul,
thank you for your reply. I've read through the article.
I am aware thet the real-time and backtest results will never be exactly the same. In my case the results differ immensly, especially the difference in number and times of trades. Where else can I look for errors? I remember that one of your team once posted a video where he took a deeper look into deffirent results, but I can't find it. Thank you.

[NinjaTrader_PaulH]

Hello superkolleech,

Thanks for your reply.

I think this is the forum post you may be referring to: https://ninjatrader.com/support/foru...mance?t=102504