marktwen
New member
I’ve been comparing backtest results with live EA trading on MT4 and noticed that broker conditions can change the final performance much more than I expected.
I’m currently testing automated strategies with NPB Markets, mainly on Forex pairs and XAUUSD. The biggest differences appear on short-term systems. A few extra points of spread or several hundred milliseconds around volatile periods can move entries enough to change both profit factor and drawdown.
For example, an EA making 100 trades a month only needs an extra 0.5 pip of average trading cost to lose another 50 pips before strategy performance is even considered.
I’m now comparing four things:
I’m currently testing automated strategies with NPB Markets, mainly on Forex pairs and XAUUSD. The biggest differences appear on short-term systems. A few extra points of spread or several hundred milliseconds around volatile periods can move entries enough to change both profit factor and drawdown.
For example, an EA making 100 trades a month only needs an extra 0.5 pip of average trading cost to lose another 50 pips before strategy performance is even considered.
I’m now comparing four things:
- average live spread,
- slippage,
- execution speed,
- and the difference between Strategy Tester entries and actual fills
