When comparing backtest results between Tradeasy and traditional platforms like Metatrader 4 (MT4), discrepancies are common. Below, we detail the main factors that explain these differences:
1. Actual quotation data: bid and ask #
In tradeASY, simulations are performed using real historical data, including both bid and ask prices, more accurately replicating actual market conditions.
In Metatrader 4, however, simulations are run with a fixed spread, which does not reflect the real-time market volatility.
2. Historical data range #
Tradeasy allows you to simulate strategies using data from January 2017 on all available assets.
In MT4, by default, brokers offer a very limited amount of historical data. To backtest data from 2017 or earlier, users must manually download the historical data, and even then, the quality can vary.
3. Variability between brokers #
Each broker has different quote prices, even for the same asset, and this impacts the results of a strategy.
This phenomenon is especially pronounced in strategies that operate on short timeframes such as 1, 5, or 15 minutes, where a price difference of just a few pips can completely change the outcome of the backtest.
4. Possible incidents #
Although Tradeasy strives to offer a fast and accurate tool, like any software, errors or unexpected behavior may occur in the simulator.
If you notice something that doesn’t seem right, you can contact the team directly at info@tradeasy.tech so they can review it and, if necessary, correct it.
