MT5 Strategy Tester gives inconsistent results with same strategy, parameters, timeframe & data – how to trust backtesting?

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Hello everyone,

I am facing a serious issue with MT5 Strategy Tester consistency, and I would like expert guidance.

Problem Summary

I am testing the same EA / strategy with:

  • Same symbol

  • Same timeframe

  • Same date range

  • Same parameters

  • Same broker (Exness)

  • Same historical data

  • Same testing model

Yet, results change drastically between tests.

Observed Issues

  1. A strategy that grows $1000 → $1,280 in 3 days during one test
    suddenly becomes loss-making $1000 → $0  in another test without any change.

  2. Even closing and reopening MT5, then re-running the test:

    • Previously profitable trades turn into losing trades

    • Equity curve changes significantly

  3. This happens in:

    • Demo testing

    • Real account testing

    • Local laptop

    • VPS

  4. I have already verified:

    • No latency impact (pure historical testing, not live)

    • Same spread settings

    • Same testing mode

    • Same broker data

    • No parameter changes

My Understanding

Logically, if:

  • Strategy logic is fixed

  • Parameters are fixed

  • Time period is fixed

Then results should be identical every time.

But MT5 seems to produce non-deterministic results, where even one-step difference converts a winning trade into a losing trade.

My Questions

  1. Why does MT5 Strategy Tester produce different results for identical tests?

  2. How can a trader trust MT5 backtesting for strategy validation?

  3. What is the best practice to ensure reproducible, reliable backtests in MT5?


Any technical explanation or official clarification would be greatly appreciated.

Thank you.

 
Vedic Solutions:

Hello everyone,

I am facing a serious issue with MT5 Strategy Tester consistency, and I would like expert guidance.

Which testing model - Every Tick, Every Tick Based on Real Ticks or OHLC?

MT5 build.

Does EA use OnTick(), OnTrade() or OnTradeTransaction()?

Any pending orders or partial closes involved?

 
Vedic Solutions:

I am facing a serious issue with MT5 Strategy Tester consistency, and I would like expert guidance.

In 99.99% of cases such problems mean an error in your code, mostly a missed initialization of variables or arrays, which leads to sporadic results. It was discussed several times on the forums.

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