My Backtest is more important than Live. How can i convince allocators?
I would not try to argue that the backtest is more important than the live results. I would explain that they each have a different purpose.
The backtest shows how the strategy has performed over many different market conditions across 18 years and more than 10,000 trades. That gives a much larger sample size than 300 live trades.
What really makes your results convincing is that the live performance matches the backtest over the same period. That tells people the EA is behaving in real market conditions the way the backtest suggested it would.
In my opinion, the combination of a large backtest and live results that closely match it is much stronger than having either one on its own.
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I have developed an MT5 FX EA trading all MAJOR and MINOR pairs.
It is supported by the entire available historical data (18 years) with over 10,000 trades, and over 2 years of Live trading with 300 trades.
The 300 Live trades matches the Backtest of the same date.
As on live there are only 300 trades, and on backtest there are 10,000, how can i convince that backtest matters more than live?