Hi,
I was backtesting with Tickstory data in MT5, and then I compare data from Broker. Both data quality ware 100% for 1 year data M1 (01.01.2025), but the result is waaaaaay different world. On tickstory data, I experienced loss, while on broker data, I experienced profit.
Want to ask you guys, have you ever experienced this before?Why it can be happened?
Thank you,
Kumoro
P.S. I use exness, 3-digit XAUUSD
Different Backtesting Result
Re: Different Backtesting Result
For addition : When I use custom XAUUSD pair (bars & ticks data from tickstory), when the backtest is in progress, spread variety is too wide, from 100 points to > 1000 points, while actual spread vary between 112 - 160 points.
Kumoro
Kumoro
Re: Different Backtesting Result
Hi Kumoro,
The first thing to check is the raw data you have imported into MT5. Please check the MT5 history center (View->Symbols) and compare the spread data for your broker's and Tickstory's symbol and see if they're roughly the same. Cross-check the prices as well to make sure this isn't something to do with a decimal places. It is possible that the spreads are different between your broker and Tickstory's data depending on the liquidity at any given time.
If the data is largely the same, I would recommend that you analyse the first few trades of each back-test and compare the two in terms of entry price, etc. This will often give you a hint about where the variations lie. It is possible to export a spread of a fixed value to see if that makes a difference to your results.
Here is another similar post on this topic which you might find useful.
Hope this helps.
The first thing to check is the raw data you have imported into MT5. Please check the MT5 history center (View->Symbols) and compare the spread data for your broker's and Tickstory's symbol and see if they're roughly the same. Cross-check the prices as well to make sure this isn't something to do with a decimal places. It is possible that the spreads are different between your broker and Tickstory's data depending on the liquidity at any given time.
If the data is largely the same, I would recommend that you analyse the first few trades of each back-test and compare the two in terms of entry price, etc. This will often give you a hint about where the variations lie. It is possible to export a spread of a fixed value to see if that makes a difference to your results.
Here is another similar post on this topic which you might find useful.
Hope this helps.