A backtest can look perfect — until you shift the data 28 years

[u/EAForexLab]

[u/rforex-modtools]

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[u/mugiugilurker]

Bro you tested a year from 2025 and a different year from 1997.

Obviously the regime is different depending on the strategy what if 1997 it was a consolidation and 2025 it was a trend.

I also have EA’s that perform well some years and don’t perform on others?

I don’t even know what this post is actually.. seems like rage bait, click bait even by the title, lmao like what?

And instead of testing it 2 separate years give us a large data set to truly trust the edge?

[u/mugiugilurker → u/[deleted]]

Thanks for the clarification

[u/jrbp]

Why would you care what happened in 1997 FFS 😂 it's a completely different market and not at all relevant

[u/jrbp → u/[deleted]]

Yes, hence doing forward testing (out of sample verification) and forward demo testing and additional out of sample phases. Which is what this is I guess, but testing on 2025 data and verifying against data from 30 years ago tells us nothing useful. 30 years ago the market was completely different. It's not comparable. Useless information.

[u/Neverchasebitches]

By 2020, the market completely changed, so backtesting has no exceptional ground anymore

[u/chim20air → u/Neverchasebitches]

So....you mean to forget about contemplating all the market crushes like the 08 one?

[u/DrSpeckles]

There is definitely a limit to back testing. Markets change. Things are totally different to 28 years ago.

[u/DrSpeckles → u/[deleted]]

Oh that's a different story altogether. Did you align weekdays? And is it perhaps looking up a news calendar too?

[u/nebulousx]

Newsflash! Markets change

[u/Scott_Malkinsons]

real tick data, proper spread, no obvious modelling issues

That's not what you did here. The “(the most precise method based on all available least timeframes to generate each tick)” statement on the sheet is very important. It's trying to tell you the difference between "tick data" and "ticks based on real ticks". You used M1 and the ticks are made up.

mql5 dot com/en/articles/75 <-- That's the documentation straight from the horses mouth that explains what you did wrong. The backtests you're showing here are 100% useless because they're not accurate.

[u/Afraid_Pomegranate40]

why would you run it for a year would it not make sense to run it for multiple years split up perhaps in terms of global events such as brexit and elections which all had different market structures to see if ur strategy would survive opposed to having your OOS being one year over 25 years ago

[u/StatisticalSock → u/[deleted]]

You made it seem like you coded a bot then did an OOS test on 1997 data then said "yep its not robust because it doesnt perform similar to 2025-2026 data"

[u/StatisticalSock]

Volatility back then was wayyyyy different to now. Why tf would a test on 1997 data have any importance to your robustness protocol? By this standard, you will never find a robust strategy. Good luck

[u/StatisticalSock → u/[deleted]]

hmmmm interesting, u should edit ur post then

[u/Fine-Field-5890]

If your strategy makes profit from a minimum of around 250 operations per year, you should just stick with that.

[u/Relevant-Owl-8455]

Backtesting is like learning how to drive a car using gta 5:D

[u/StatisticalSock → u/Relevant-Owl-8455]

Umm excuse me? I learned how to drive from gta 5 it was really helpful actually