When optimizing an EA it gave amazing results, but when backtesting it performed poorly, why?

 

Hi,

I have written an EA which gives me really good results when I optimise it over a six month period - supposedly the best results are like 35-40% profit.

However, when I select the 'best' set of parameters (I choose the highest profit), and then run those as a single backtest on the same currency pair I am not getting the same good results.

Surely the back test results should be the same as the optimization results (using the same parameters). Why would these be wildly different?

tenakha

Reason: