Backtesting delivers results different from real trading

[0160ZURSPORK]

I've run Gekko for some 300 canldes. It shows 6 trades, 2 roundtrips, and lost 0.54%. Downloading offline data and running backtest over the same time with the same strategy and settings shows 34 trades, 16 roundtrips  and a win of 11.0%.

How come?

And even more important, how can make trading results match backtesting?

[0160ZURSPORK]

...It shows 6 trades, 2 roundtrips, and lost 0.54%. Downloading offline data and running backtest over the same time with the same strategy and settings shows 34 trades, 16 roundtrips  and a win of 11.0%...

Note really. When trading it shows the same round trip data twice. Opening a new window shows 3 trades and 1 roundtrip. Same loss.

And its on a Rapsberry Pi.

[Highwater]

Backtest does not equal live results. Due to live markets needing buyers/sellers to execute your trades. Live you get slippage and trades falling to execute. I’d be more aware of your terminal during live to see where any issues are occuring. Not to mention your start times need to be the same while backtesting that data. I don’t really even trust the bacjtwsts myself. Hope this helps

[0160ZURSPORK]

Okay, I think I found the problem in the meantime. Looks as if real spread is much larger than estimated.