[back testing] Why the result is so different by using 'open prices...' and 'Every tick...'?

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Hi all,

I do the optimization first and get the optimized parameter sets as follow:

69      260.06  6       11.79   43.34   191.98  14.30%  0.00000000      iLongTrend=280  iMiddleTrend=67         iShortTrend=11  SL_prozent=0.9  UseTradingHours=1       OpenHour=10     OpenMin=15      CloseHour=21    CloseMin=45     dLots=0.2       bStopLossAndTakeProfit=1

Profit = 260.06

Profit factor = 11.79

Excpected Payoff = 43.34

Drawdown = 14.3%


The optimized parameters are:

 iLongTrend=280  iMiddleTrend=67   iShortTrend=11  SL_prozent=0.

Then I use these optimized parameters and do the back testing by using the "Every tick...". But the results I got are as follow:

Total Profit = 85.45

Profit factor = 1.6

Expected payoff = 7.77

Max Drawdown = 16.5%


It is much worse.

 

Because it is apples and oranges. Both fruit, but not the same.

Read https://www.mql5.com/en/articles/2612

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