This month my system started this past Tuesday. As of yesterday's close: real money was up 3.6%, paper trading 3%
That's a pretty big difference. What firm's sim account are you running? What is the soure of the discrepancy? Entries? Exits? Fills?
I am at IB; only thing I can see if on the paper trading I am using the actual opening price... and i'm placing and market at open order wtih IB but sometimes I dont actually get the first price.
I have over 4yrs of paper trading.... and I am into my 4th month of trading real capital. My system started this month on this past tuesday.... as of friday's close I was up 7.01%. Paper trading was up only 4% for the same time frame.