Please post your strategy report and the event report. The differences may be due to slippage, although from my experience, they are rather small. In your case, it's $112, so there must be some other explanation.
On Sat, Jul 30, 2011 at 12:26 PM, Klaus <[email protected]>wrote: > I have a question: were can significant differences between backtest and > real-trading come from? > I traded a single strategy. JBT told me this meant $384 win. (Did not yet > check IB) > I backtested then the recorded data (after JBT restart). It tells me - > should be 496? > > Any idea? > > Thanks > Klaus > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To view this discussion on the web visit > https://groups.google.com/d/msg/jbooktrader/-/M9OYdoPp4pkJ. > To post to this group, send email to [email protected]. > To unsubscribe from this group, send email to > [email protected]. > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
