"Run Single Test" No Longer Matches Forward Test Results

[Sam1s]

Hello All,

I've seen this mentioned in various places, but I haven't been able to find a solution on any of the threads that have worked for me. 

When I run a optimisation session on my EA, the "backtest" results section matches up with the "run single test" perfectly everytime, whereas the forward test results do not. For example, I run the backtest from 01.01.2022 to 01.06.2025, with 50% of this time frame being forward tested. 

If both the back and forward tests didn't match up, I'd think it could be an issue with my EA, but I run these two tests in one go, using the "forward optimisation" feature of MT5.

A couple of points I'd like to mention:

1. This didn't happen prior to the latest MT5 update a couple of weeks ago, but I am constantly making tweaks to the EA so it could quite easily be something I have done too. Looking at the code changes, I've only really modified the way in which some of the indicators are handled, so not sure how this would be causing the problem. 

2. I don't see this issue on GBPAUD. But I see it on pretty much every other pair that includes USD, JPY, CAD in the symbol. 

My first thoughts are, what happens differently between the backtest and forward test periods? And secondly, is there an easy way to roll back the version of MT5 so I can narrow down whether it is my code changes, or the MT5 update causing the issue? 

Please let me know if I am missing any information that would help narrow down the problem.

Thank you in advance, 

Sami

[Michael Charles Schefe]

Sam1s:

1. any update of mt and windows can cause data corruptions and/or fragmentation of the data. This is cause of most of these issues in past. to defrag your data, just copy your test folder to some other drive or folder; different drive is better, delete the original data and then copy the data back to original folder. This will be much faster method to defrag your files, then using a defrag program.

2. after every 2nd or 3rd update I will always delete the test folder and download all my data fresh as a rule.

3. But i am having many issues with strategy tester with the last 2 updates, so I doubt that it is anything that you have done, however, rather than trying to downgrade your mt to older version, because there is only matter of time before it updates itelf again, once you connect to the internet again, it will update itself.

4. There is an unofficial telegram channel hosted by a mt user that hosts older versions of mt4/5. He has a profile of his own on this site, but i dont have the link on hand. But i am sure that you will find it with a search of this site or google.

5.imo it will be easier and faster to roll back your ea changes than to run thru the hassle of downgrading mt5, disconnected the web, so that mt5 does not update itself again.

[Sam1s]

Michael Charles Schefe #:

1. any update of mt and windows can cause data corruptions and/or fragmentation of the data. This is cause of most of these issues in past. to defrag your data, just copy your test folder to some other drive or folder; different drive is better, delete the original data and then copy the data back to original folder. This will be much faster method to defrag your files, then using a defrag program.

2. after every 2nd or 3rd update I will always delete the test folder and download all my data fresh as a rule.

3. But i am having many issues with strategy tester with the last 2 updates, so I doubt that it is anything that you have done, however, rather than trying to downgrade your mt to older version, because there is only matter of time before it updates itelf again, once you connect to the internet again, it will update itself.

4. There is an unofficial telegram channel hosted by a mt user that hosts older versions of mt4/5. He has a profile of his own on this site, but i dont have the link on hand. But i am sure that you will find it with a search of this site or google.

5.imo it will be easier and faster to roll back your ea changes than to run thru the hassle of downgrading mt5, disconnected the web, so that mt5 does not update itself 

Michael,

I appreciate you getting back to me.

When you say you're having trouble with the strategy tester, is it similar to what I'm seeing, or something else?

I'll look into points 1 and 2 and test this out. Will report back if this helps. 

I'm really confused with how the front and backtest would be so different even though it's all run through the same "forward optimisation" session, meaning the settings should all be the same. 

Also, optimising GBPAUD and GBPNZD yielded reliable forward testing results. I'm trying the same with EURAUD and then EURNZD as we speak, to see if the issue only occurs with USD related pairs. 

Does this help narrow down what the issue could be? Backtest portion of the optimisation run is accurate though, so hard to find the root cause of the issue.

Thank you for your suggestions once again. I'll test them out and report back.