I BACKTESTED A STRATEGY WHERE IT WAS SHOWING A PROFIT OF 25K PER LOT OF BANK NIFTY IN A MONTH BUT IN ACTUAL LIVE TRADE IT HAD A LOSS OF 1K. WHY IS THERE SUCH A HUGE DIFFERENCE.I ALWAYS CONSIDER 0.5% AS SLIPPAGE. WITH SLIPPAGE STARTEGY HAD PROFIT OF 15K BUT STILL IT HAD BIG GAP.
WHAT SHOULD BE ACTUAL SLIPPAGE WHICH WE SHOULD TAKE INTO CONSIDERATION ?
AND CAN THE RESULTS VARY SO MUCH IN BACKTESTED, PAPER TRADE AND LIVE TRADE?
