Hi,

Has anyone done any comparison of the results under 3 different environments; back-testing, paper account auto-trade, and live account auto-trade using one Strategy for the same time period? According to the User Guide, the results are different. Cone also assured me that they are different.

Since I don't have the live account auto-trade entitlement yet, I have only compared the first two. They are quite different, the paper account auto-trade has a much better return.

Am curious to know how does the live account auto-trade compare with the first two and whether there is any pattern one can follow to anticipate the discrepancies. The pattern I mean for example, if the first two are both profitable than the live account auto trade will also be profitable or the returns is reduced by 5% or ....

If they are all different and there is no pattern to be followed, how can one base on the results of back-testing or paper account auto-trade leap into live account trading especially if the trading Strategy applies short term scale such as 5 or 30 minutes?