Backtest says one thing, my live results say another
Been backtesting pretty consistently and the numbers look fine. Positive expectancy, reasonable drawdowns. Three months live and I'm clearly behind it, not by a crazy amount but it's consistent.I'm pretty sure a lot of it is me. Entries slipping, sizing by feel, bailing early. None of that gets written down anywhere so I can't measure it. Does logging live trades against the backtest actually close the gap for anyone, or is some of it just permanent?