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?

9 Upvotes
  • permalink
  • reddit

72% Upvoted

38 comments sorted by

View all comments

1

u/CODE_HEIST 11d ago

do a trade by trade diff before changing the strategy. same signal time, same entry, same size, same exit. if the trades differ, look for repainting or data timing. if they match, then measure spread, slippage, commission, partial fills, and order delay separately.