sometimes i get very wrong backtest result than actual

siddharth119

I use ALGOTEST only for backtesting and I use zerodha to execute the trades.
Sometimes i get very wrong backtest results than in the actual trade. I have a practice of verifying my actual trade with backtest results.

Today (01/02/2024) i executed a NIFTY strangle (01 Feb 2024 Expiry). sharing the screenshot of the backtest below

But both the selling legs triggered stoploss in actual if u refer the chart of the particular strike price in zerodha. But ALGOTEST report shows that only one leg SL triggered and other didnt hit SL and exited with profit.

Similar instance was noticed in Finnifty last week.

I request the ALGOTEST team to collect these option data from a reliable source so these problems dont occur.

I wouldnt have posted it if it was just a metter of slippage in entry and exit price. My only intention is to give you feedback so that you can improve your software.

screenshot of both the charts attached

Thank you

AlgoTestSupportSahil

Hello @siddharth119,

It is possible that since you are executing trades manually, the entry price in live trading and the entry price in backtesting may differ, which could potentially affect the stop loss.

Therefore, could you please send us the details of your live trade on our Telegram ID https://telegram.me/Algotest_Support_Sahil so we can investigate the issue further?

Thank you.

siddharth119

Sir, execution is done using ALGO platform QUANTIPLY. So execution with be on time and perfect. Kindly verify the screenshot of the attached backrest results and respective charts
If you notice the charts, it hits SL in both the legs but backrest shows only one leg hits the SL.

If it was a minor variation, I wouldn’t have brought you your notice. Variation is huge

Thank you

AlgoTestSupportSahil

Please provide me with the specifics of your strategy and the entry and exit prices of your live trades. This will help me investigate any issues you may be experiencing. You can download a PDF of your strategy by clicking on the strategy and then download button. Once you have these details, please share them with me on my Telegram ID https://telegram.me/Algotest_Support_Sahil. Additionally, you may want to check out this blog to learn more about what could be causing any discrepancies https://algotest.in/blog/why-is-there-is-difference-between-my-live-trade-vs-forward-test-vs-backtest-results/.