Backtesting vs Real Life

 
Has anyone done any comparisons between actual performance and backtesting results for any number of EA's?  Or, do you know of any reports that summarize this for several EA's?  I realize there are significant differences between the two and just wanted to know ON AVERAGE how well the two compare.  And was hoping to base this on some real data.
 
dclark24:
Has anyone done any comparisons between actual performance and backtesting results for any number of EA's?  Or, do you know of any reports that summarize this for several EA's?  I realize there are significant differences between the two and just wanted to know ON AVERAGE how well the two compare.  And was hoping to base this on some real data.

If your EA is scalping for a few points each time and trades on slippage and spread sensitive period of the day, backtesting and live trading will be quite to very different.

If your EA is applying a longer term strategy and goes for a few dozens pips, backtest results will be very similar to real trading.

Using MT5 tester will greatly improve your backtesting results in every occasion.

 
Thanks Eleni for the excellent feedback!
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