Are you having better outcomes in real than in backtest?

Iam trading a strategy Last 3 months in real with a return about 12%, today I Backtested these laat 3 montha, and the gain in the backtest waa 11% but the best is tha the drawdown is a 25lower in real than in backtest. This is due I have a lot of mods for option prices to match the real price, but in endday calculations I cant apply all the mods, so at endday calculations, option prices are based on b&s and them are not real.

Just to share, I am very happy that my strategy seem outperforming the backtests. Someone had similar situation?

Submitted October 15, 2020 at 05:39AM by optionexpert
via https://ift.tt/350pp4b

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