Hi @kom75, let's try to figure this out
Good move to have verified your demo-results before jumping into live-trading.
First off, are you familiar with the basic principles for running a backtest in MT4? If not, please read up on this topic. Are you sure that your data is adapted to the strategy you use? For instance, if you are opening trades at the open of an H4 candle, you may not need tick data, but if you trade a timeframe below H1 or if you use entry orders rather than market orders you do need tick data.
I don't know how complex your strategy is, i.e. do you fully understand its entry- & exit-logic and could you execute it manually? If so, you can review a portion or all of the trades visually, and see whether one of the two is not implementing the entry- and exit-rules correctly. You may even be able to discern the pattern underlying the difference between the two track-records (for example, one is not executing trades at certain times, is always closing trades early, etc.)
A couple of ideas where things could have gone wrong:
- If your backtest and demo both took the same trades, you should check: what is your average SL/TP and roughly how many trades do you have per day on average? (if your TP/SL is too small + you are trading frequently, it could be that the spread is eating all your profits)
- If your backtest and demo took different trades: are you opening your trades at the open of a new candle? Which timeframe? (if H4 or Daily you will get different signals if your data does not work with NY close like Darwinex).
Please let us know how it goes, and if you're still stuck, please give us some more detailed information about your strategy (timeframe, type of orders used, number of trades...), the data you used in demo and backtest, etc.