I've been backtesting my trading strategies for months now, and I’ve noticed something weird. When I test a strategy, it looks amazing—great returns, controlled risk, smooth equity curve. But then, when I try it in a live market, everything feels completely different. Slippage, spread changes, execution speed—it all messes with the results.
One time, I was running a mean reversion strategy that showed almost no losses in backtesting. Looked like free money. Then I tried it with real money, and suddenly, half of my trades were getting stopped out because of small price spikes that didn’t even appear in my backtest data.
So, how much do real market conditions actually match test results? Am I missing something, or is this just how it is?
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