Too large descrepancy between Back Test and Real Life

Bug Reports
1

Paper trade:
https://app.gainium.io/bot/68459b41e0667d7d7603af81

Note that Initial balance (-0,37%), Current balance (-0,39%), Notational value (-0,37%), and Size (-0,98%) all are decreasing with every trade from 2025-06-08 15.37 to 2025-06-10 12.27

Back test during the same time period: Gainium app

Back test deal list:

Note that in this back test Equity increased with every trade and the number of base coins went from 5,37 to 35,4, which is a 6,6 times increase!

A back test over 3 months gave:
https://app.gainium.io/bot/backtests?a=17141&aid=share-backtest&backtestShare=9ed2bc6a-466f-4078-9af6-41cc8bc854a6

With a base coin accumulation from 4,28 ENA to 239 ENA, which is 55X.

  1. Why are back test results so far from reality?
  2. What can I do/change to acquire the same base coin accumulation in real life as the back test shows?
2

We have received your bug report regarding the discrepancy between backtest and real-life trading results. Thank you for providing the bot URL: https://app.gainium.io/bot/68459b41e0667d7d7603af81. We will investigate the issue and provide an update shortly.

3

You are using % of free asset as order size. So the absolute value is different, but the relative is simillar 2.38% to 2.29%
Also a bit different start prices, because of indicator trigger in real bot and backtest, therefore TP (as percentage) could be triggered in a bit different times.

4

Yes sure, but that is not my main concern. The back test shows a continuous increase in value, while the paper test shows a constant decline in value.

5

Is this USDC balance used somewhere else?

6

No. All my bots work on separate subaccounts. I run several (25+) copies of the same bot working with different currencies on separate exchanges, and all of them shows the same problem.

7

It looks like value changed due to fee paid in USDC and rounding.
Backtest more simplified, it use fee to calculate order size, price, etc, deal pnl, but doesn’t subtract fee from balance. Balance in backtest is only changed with profit or loss, so USDC value is stable.
You have profit in base, but order size as quote ref, and quote amount will be reduce with each deal. We have a fee factor to overcome fee when calculating profit, but we do not do rebalancing.