Bug info: There seems to be no correlation between backtest results and reallife.
The backtest
https://app.gainium.io/bot/new?load=673f89401b193f595362c5eb&share=null&backtest=run
says:
but a real live run shows a loss of 25 base and 1 USDT
Backtesting is one of several tools traders use to test strategies. It’s the less reliable, and you should never use it as truth. Too many details are lost when using candle data: intracandle price movement, slippage, partial fills, delays in execution, etc. And all those problems are multiplied with leverage and low liquidity.
I’ve said it a million times, this is how you test strategies in order of reliability:
Backtest > Paper Trade > Trial run (live with small capital)
The backtest is useful as a first pass filter, if it does poorly it will most likely do poorly in real life. But if it does well, it doesn’t mean it will do well in real life, it means you can go to the next step, paper trading.
If you launch strategies live relaying on a backtest alone you can easily lose money.
