If it were me, I would respond with a remark like this on 6/14 (Fri)
EA developer ReiWa’s double-E, the duburu ii.
Today’s article is as follows.
【If it were me, this is how I would point it out】
Among the explanations given so far,
I have created what I would call a typical question and answer,
and I will elaborate on it with my own commentary as the author.
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・Differences between brokers are natural,
・EA uses backtest objective figures for risk management
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That is what it is explained as, but
when you compare these two, don’t you feel any contradictions?
If the results differ,
I think it is unreasonable to compare with backtests,
please share your views.
So,
There exist“different assumptions”for the two above.
To cut to the chase,
the time axis is completely differentin that regard.
Therefore,
they cannot be used as direct comparables.
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Regarding differences between accounts,
this is a matter of “per trade.”
As for backtesting,
it reflects objective figures over long spans like 10 or 20 years.
Even in backtesting itself,
the tick data used for historical verification can change
one of them trends upward while another trends downward
not by a large margin, but
there is a subtle difference in actual results.
Among them,
some publish long-term upward trends and adopt them,
but
even in backtesting,
differences can occur.
I think developers largely do not worry about that.
Rather,
it is more natural to focus on creating EA that can win,
and to concentrate on that.
See you!
