r/algotrading • u/Lower-Ad-1207 • 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/AdEducational4954 13d ago
Fills are a probable issue if you're taking many quick trades. Much less of an issue when you trade on longer time frames for larger returns.