Results Backtest vs. Market replay

[Uregon]

Hello, why are the results so different between Backtest and market replay ?

I wonder why the Range timeframe is so different in that case

[NinjaTrader_ChrisL]

Hi Uregon, thanks for posting. This can be caused by a few factors. We get this question quite often, so our colleague Chelsea has made this post addressing the question and every possibility that can cause a difference in real time vs. a backtest:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance#post100192

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live

Kind regards,
-ChrisL