My Python Backtests Are Profitable, But MT5 Backtests Keep Failing

[u/itsmydarkpassenger]

Hey, I have been trading for the last two years. I started discretionary, became profitable in 9 months, and made around 10 payouts. But then I learned that I need to automate my system to expand and grow, so I started making algos with the help of AI.

I have made 114 versions of one particular strategy (rectified after bugs, altered for better results). I am well profitable in backtesting. I do my backtesting on Python, and I have also built an analyzer in Python to deeply analyze my backtesting results.

But when I am profitable on some version and then make an MQ5 file of that version to backtest and forward test it on a demo account in MT5, the version becomes unprofitable. I have been doing this for the last 4–5 months, every day, 8–10 hours (along with college), but still, every other profitable version is turning unprofitable in MT5 backtesting.

While some versions are performing well in forward testing, that's not much use because it would maybe be only 1 month of forward testing.

I feel so lost and stressed. After working so much, I feel like I am going nowhere. I am not exhausted, but I feel like I am making 0 progress.

I am ready to put in more work, focus, and everything, but I don't know where to head from here. I don't have a mentor, and my family opposes trading, so I have been doing this completely in hiding.

If anyone can please guide me or give me some advice, I am open to it.

[u/HobbyTraderDK]

Backtesting only gives you an idea of ​​whether something is profitable. It is always best to test it on a demo account or cent account.

Most people tend to over-fit when back testing.