I've been reading these forums for over a year now and I've recently begun development of an automated trading system. It's going well, but I was just curious to those who have systems running: What was the accuracy of the backtesting results vs the realtime numbers? Was there any reliable standard that existed? i.e. if your backtesting makes $x then real time it made 10% of $x Or were they completely off. Just curious to see the difference, it'd be helpful if some people experienced in this could share their thoughts. I'm not looking for specific numbers or strategies, just generalizations (unless you want to be specific). Thanks - I've had fun perusing these forums for a long time.