Big differences in backtesting USDJPY MT4

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rra1974
Posts: 1
Joined: Mon Apr 08, 2024 8:54 pm

Big differences in backtesting USDJPY MT4

Post by rra1974 »

I have backested te same EA with tickstory data in MT5 and in MT4 with very different results, also with MT4 the same EA in the cloud was more similar with the results of MT5. Pair USDJPY , M15

I carried out several backtest with the same EA, same period, versions for MT4 and MT5, period 02.01.2020 to 03.04.2024, same parameters

MT 5 Tickstory Excellent results +13.7 Musd
MT 4 Cloud +4.6 Musd (89,92% quality data)
MT 4 Tickstory Darwinex bad results -84k
MT 4 Tickstory IC Markets bad results -1.3k

unfortunately i was not able to upload more files (i uploaded only 3 files)

I downloaded again USDJPY with same results can be a problem when i export from Tickstory to MT4 ? The big difference between the same EA in the cloud and in MT4 terminal with Tickstory is very strange. I understand certain differences but not as big as in these cases.

I will be glad if someone can elp me with this problem.
Attachments
MT5 Tickstory data.png
MT4 cloud 2.png
MT4 cloud I.png

tickstory
Posts: 4901
Joined: Sun Jan 06, 2013 12:27 am

Re: Big differences in backtesting USDJPY MT4

Post by tickstory »

Hi Rra1974,

While we can't provide advice on your specific EA, we can offer some general tips to help trouble-shoot the problem. First up, do note that all EAs will be affected to a degree by any change in input data, especially if your EA is particularly sensitive to such changes (scalping strategies for example). You can refer to some useful items in our FAQ such as here and here.

The best approach to identify the issue is to take the first few trades of your back-test in each environment and try to understand why they differ. Is it because of an indicator? Spread? EA settings? And so forth. Once you identified the issue, it will be much easier to know whether the problem in an inherent issue with the way your EA operates (such as being too sensitive to spread) or the input data/parameters themselves. If the former, you can use our Advanced Tester to adjust various settings and re-test your EA until it exhibits some stability in the face of changing data inputs (such as spread).

Hope this helps.

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