Inconsistent Backtest Results
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I'm running into a consistency issue with my backtesting that's making it hard to trust the results.
I've been backtesting a weekly strategy, tracking all my parameters (index, backtest period, filters, market trend filter, etc.) in a spreadsheet along with results, screenshots, and CSV file export.
The problem is when I rerun the exact same backtest a few days or weeks later using identical parameters, I'm getting completely different results.
This is a problem because if backtest results re not reproducible, then I cannot rely on them.
For example, I tested a specific parameters set a couple of weeks ago and got the below results.
When I ran the same backtest parameters again today, I got a completely different result!