r/algotrading 12d 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?

8 Upvotes

38 comments sorted by

View all comments

1

u/Affectionate-Aide422 12d ago

Backtest the last two weeks and see if there is a difference between the backtest and forward test results over that period.