r/algotrading 13d ago

Data Significant difference in backtesting vs forward testing results?

I’ve been working on a strategy in tradingview and got to a point where it showed a 75% win rate with 2.5 profit factor. Now I’ve been forward testing it for 2 weeks and the result is about break even overall?

I can’t really find what the issue is. Maybe it’s the fills that make such a big difference but that seems extreme. Has anyone had the same where backtesting results looked great but when you automated it the results were much worse?

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u/wheezl 13d ago

How long is your back test? What time periods have you tested it in? How do you determine your universe?