Back Testers interpolate to minimize profits?

[mrjaywilliams]

Back Testers interpolate to minimize profits?

Does anybody have any experience of this?

I have noticed this when comparing EA trades from Forward testing (on trades where there were large profits pips)

compared to the corresponding trades in the back test (much lower profit pips by comparison)

If you are using trailing stops in an EA, the back tester seems to favour closing trades very early in the trailing progress.

Sometimes it may not trail at all - even when it is supposed to

I attach an example.

Is anyone else noticing anything similar when backtesting on MT4?

Thanks