Trading strategy gives totally different result back testing on two different exchanges

Hi friends!

I have tested a trading strategy live on Binance Future USD-M and ByBit Linear.
The strategy is single pair FTMUSDT short with leverage 10x and indicators as deal start condition and take profit percentage (1%) vice. What really surprises me is that in back-testing strategy using same interval 2023-2024 the result is totally different Binance versus Bybit.

Binance Futures – USD-M
Binance Futures – USD-M

ByBit – Linear
ByBit  – Linear

Can you please help me out guys!

Best regards

Hello there and welcome to the community.

Exchanges have different price data so some variation is always expected. However by looking at the graphs I cannot tell you if there is an issue with the backtester. The way to check would be to see the trade list and check a few trades to see if there is anything out of order.

Many thanks for the feedback!

OK, How can I output the tradelist?

You can click on the deal list tab

There is not an option to export the list right now but having it on a spreadsheet might be difficult to see if there is something wrong since you won’t see the chart and indicators value like you can see by clicking any deal in the list.

When I look at the chart of the bybit bot, it has many more losing deals or maybe even liquidations. So that explains the difference, but you can look at the deal tab and then sort by profit to find out the losing deals. In my experience, the backtest bybit chart in 2021 has a few crazy dips that did not occur in real life, but do have an effect on your backtest.