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Date/Time: Thu, 02 May 2024 12:50:17 +0000



Post From: Same strategy, same settings but better results in replay mode

[2018-09-24 15:12:19]
User944558 - Posts: 7
Attached is a video of my testing a strat on replay and using the backtest on SC for the same strategy and settings. However, I obtain a different P/L over the same day. Does anyone know why? The primary reason why this is of my concern is replay basically is slow to test a year worth of data. If the backtest is inherently inaccurate, is there a study on the variance of backtest p/l over the number of trades over the actual result?
attachment2018-09-22_08h59_49.mp4 - Attached On 2018-09-24 14:17:00 UTC - Size: 11.66 MB - 277 views