Strategy Tester differences between Demo and Live accounts using every tick based on real ticks


Hello everyone,

I think I already know the answer but I'll ask anyway. When testing an EA on both a demo account and then a live server I get a much much bigger % gain on the real account. I'm trying to figure out why.

I have tested 2 different EA's with 2 different brokers and the phenomena is the same. Both EA's perform better on the live account (in the strategy tester) than on the Demo account for BOTH brokers.

I believe it's because of potential overfitting due to inaccurate historical tick data. For my testing. it was only from 2022 - date, and the history quality for both demo accounts was 100%, but for the live server

accounts it was less than 50% on both brokers. I'm not a mathematician but I believe this is why and there is no reason to expect such a massive return and it makes more sense to trust the demo servers tick quality

for expected return ect.. 

Please let me know what you think.


The Fundamentals of Testing in MetaTrader 5
The Fundamentals of Testing in MetaTrader 5
What are the differences between the three modes of testing in MetaTrader 5, and what should be particularly looked for? How does the testing of an EA, trading simultaneously on multiple instruments, take place? When and how are the indicator values calculated during testing, and how are the events handled? How to synchronize the bars from different instruments during testing in an "open prices only" mode? This article aims to provide answers to these and many other questions.