Why such varying results?

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Two tests, different brokers, same robot, same spread, both performed with MT4 not connected. I appreciate broker's prices vary as do their swaps. Why such a big difference in result?



SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2012.01.02 00:00 - 2015.01.02 00:00 (2012.01.01 - 2015.01.03)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersOrderSize=0.01; StopOrderDistance=920; MaxOrders=4; TakeProfit=1000; StopLoss=0; TrailingStopStart=40; TrailingStop=40; TrailingStopStep=40; start_time="00:00"; end_time="23:59"; MagicNumber=-1; Slippage=3;
Bars in test1779Ticks modelled34016685Modelling quality90.00%
Mismatched charts errors0
Initial deposit100.00SpreadCurrent (19)
Total net profit47.99Gross profit63.57Gross loss-15.58
Profit factor4.08Expected payoff0.25
Absolute drawdown87.97Maximal drawdown122.31 (91.05%)Relative drawdown91.05% (122.31)
Total trades189Short positions (won %)101 (93.07%)Long positions (won %)88 (92.05%)
Profit trades (% of total)175 (92.59%)Loss trades (% of total)14 (7.41%)
Largestprofit trade6.51loss trade-5.72
Averageprofit trade0.36loss trade-1.11
Maximumconsecutive wins (profit in money)57 (22.79)consecutive losses (loss in money)1 (-5.72)
Maximalconsecutive profit (count of wins)22.79 (57)consecutive loss (count of losses)-5.72 (1)
Averageconsecutive wins12consecutive losses1



SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2012.01.02 00:00 - 2015.01.02 00:00 (2012.01.01 - 2015.01.03)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersOrderSize=0.01; StopOrderDistance=920; MaxOrders=4; TakeProfit=1000; StopLoss=0; TrailingStopStart=40; TrailingStop=40; TrailingStopStep=40; start_time="00:00"; end_time="23:59"; MagicNumber=-1; Slippage=3;
Bars in test1755Ticks modelled39343933Modelling quality90.00%
Mismatched charts errors0
Initial deposit100.00SpreadCurrent (19)
Total net profit19.85Gross profit54.84Gross loss-35.00
Profit factor1.57Expected payoff0.11
Absolute drawdown1.65Maximal drawdown35.03 (22.71%)Relative drawdown22.71% (35.03)
Total trades181Short positions (won %)99 (100.00%)Long positions (won %)82 (95.12%)
Profit trades (% of total)177 (97.79%)Loss trades (% of total)4 (2.21%)
Largestprofit trade2.91loss trade-34.93
Averageprofit trade0.31loss trade-8.75
Maximumconsecutive wins (profit in money)84 (31.61)consecutive losses (loss in money)1 (-34.93)
Maximalconsecutive profit (count of wins)31.61 (84)consecutive loss (count of losses)-34.93 (1)
Averageconsecutive wins44consecutive losses1


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Try doing a forward testing. The result would be even better.
 
deysmacro:
Try doing a forward testing. The result would be even better.
Apologies, I don't know what you mean.
 

It will boil down to broker differences. You're running this on D1, so do both brokers start a day at the same time? Plus you have differences here:

//Bars in test  1779    Ticks modelled  34016685

and  

//Bars in test  1755    Ticks modelled  39343933

You're looking at a difference of over 5 million ticks, and 24 bars

 
honest_knave:

It will boil down to broker differences. You're running this on D1, so do both brokers start a day at the same time? Plus you have differences here:

and  

You're looking at a difference of over 5 million ticks, and 24 bars

The ticks will always vary, as tick rate is different from broker to broker. Even if I run this test over a month and the number of bars are the same, there are still more than minor differences. Most accurate way to test is to run a robot on a micro account and see what transpires, I suppose. Thanks for your observations.
 
properkhunt:
The ticks will always vary, as tick rate is different from broker to broker. Even if I run this test over a month and the number of bars are the same, there are still more than minor differences. Most accurate way to test is to run a robot on a micro account and see what transpires, I suppose. Thanks for your observations.

Delving now into the realms of supposition... are you employing some form of martingale or similarly high-risk strategy? I have always found that when a strategy is running on a proverbial knife-edge, minor differences or adjustments can cause substantial variations in the final result. 

Also, have you run both in visual mode so you can scroll back and compare the bars? I have seen some anomalous history bars on occasion.

 
honest_knave:

Delving now into the realms of supposition... are you employing some form of martingale or similarly high-risk strategy? I have always found that when a strategy is running on a proverbial knife-edge, minor differences or adjustments can cause substantial variations in the final result. 

Also, have you run both in visual mode so you can scroll back and compare the bars? I have seen some anomalous history bars on occasion.

No martingale. Daily chart. EURUSD. I have put it on demo to give it a go. www.mql5.com/en/signals/76615

Description therein.

Thanks for your comments. 

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