Slippage & Spread Shock: The Back-Test Killers No One Shows You
Your EA wins 92 % of trades in Strategy Tester… then a single live position erases an entire month of profit. The silent culprits? Slippage and spread shock. 1 — Why “Perfect” Back-Tests Lie Strategy Tester assumes fixed spreads and zero-delay execution. Real markets? Never that kind.When liquidity thins or news hits, brokers widen spreads…