Some EA's are more reliable when it comes to backtesting then others, there are many factors..
If you know what your doing your backtest and live trading can be damn near exact within a few pips max..
If your backtesting isnt matching your live trading you really gotta ask yourself why, as its not the backtest its your algorithm especially if its a 99% tick data..
Main reasons peoples backtest dont match live trading:
- Their tp/sl is not more then 10x the avg spread..
- They curve fit periods without out of sample testing..
- EA has too many variables that allows it too much freedom on backtest makes it more of a curve fit..
- Trailing stops are used as takeprofit without taking into consideration spread widening on volatile markets..
- Pending stops are used, these create alot of slippage..
- Trade duration is too fast for retail trading..
if you follow the flock like sheep you always end up stepping in shit!