• Registered: 2026-05-04
  • Posts: 8

Topic: Backtest of EAStudio differ from MT5

Hi!

I downloaded the price data from my FTMO MT5 to the EAStudio
with spread of 10 points (the typical spread is 2-5 points- EURUSD)
then created strategies - optimized for 2016-2025
the good ones i (bactested on MT5 for the first months of 2026, and then) backtested on MT5 for 2016- 2025
usually number of trades is similar, but the results many times very different

Who can explain? Which of them is right?

Regards,
Avraham

  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,280

Re: Backtest of EAStudio differ from MT5

I assume both a corect (in their way of computation).

The most important for you is the backtest in MetaTrader 5 with Real ticks.

Popov's Website

  • Registered: 2018-12-16
  • Posts: 366

Re: Backtest of EAStudio differ from MT5

hey i also struggle a lot to get the same or nearly same backtest as in eas and mt5 .

i use your dukascopy on eg and validate the collection in eas. than i have eg a portfolio with Profit factor 3 and my curve. when i now make backtest with same settings in mt5 i get complete different results. this was not before i dont know since which date it comes.

  • footon
  • footon
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  • Registered: 2009-08-17
  • Posts: 3,001

Re: Backtest of EAStudio differ from MT5

Sounds like data difference if there's no correlation between results. Although I remember years ago I had a similar experience after mt update. I was not doing strategy testing, but indi testing to see if I get matching signals and everything changed overnight after it updated. Demo test signals had 100% match, backtest crapper turned useless.