Topic: Old good strategy retests bad in FSB, why?
A strategy created on 2015-03-02 tested on FSB on 15-03-04 using my broker data from 2014-11-18 to 2015-02-26 using 80.0 points spread, had Annualized Profit 886.46% and Max Drawdown 19.52% on 36 trades.
When I rerun the test now, using the same broker's data on the same Data Horizon I get Annualized Profit -215.66% and Max Drawdown 81.50% on 47 trades.
When I rerun a backtest on MT4 (every tick f.w.i.w...) I get the identical good result as the backtest done on 15-03-03.
Why the difference?
It uses an hourly and a 5 minute CCI and trailing stop limit, trading 50% of the account balance.
I got an 'error bug report sent message' when re-opening the strategy yesterday, today it opens fine.
I remade the strategy with the same settings - identical poor result.
It retests equally poorly on 5 different data sets I have on FSB.
Just trying to understand if some FSB updates may have corrected things e.g. indicators or backtest method - that I was unknowingly exploiting in the strategy or something; and if an old strategy now retests poorly on the same data horizon, I need to discard the strategy as no longer being valid.
Perhaps FSB has become stricter in its requirements of a valid strategy.
Any input much appreciated.