I did a, one-year simulation of my strategy to compare it with the results of my LIVE account to prove that a 16-year backtest is more reliable than a 1-2-3 years Live account. What would YOU trust? A backtest or a few years Live account?
even if true your observation is an N = 1 and we can place no reliance on a single observation. What we can rely upon is the active back testing in ninja trader is notoriously unreliable as shown below: https://ninjatrader.com/support/helpGuides/nt8/NT HelpGuide English.html?discrepancies_real-time_vs_bac.htm Trade station is also prone the corruption based on back testing ("Backtesting relies on historical data, and the quality and accuracy of the data used can have a significant impact on the results. Data may contain errors, gaps, or other inconsistencies, which can distort the backtest results and lead to inaccurate conclusions about the strategy's performance"). Forward walk real time testing reigns supreme always. It is reality.
I don't trust your 1000 years of backtesting. Ultimately, You have to do live trading in order to earn $$$$ (if the backtesting is reliable). But most people ended up having to top up their trading accounts. do note that you didn't factor in things like latency problem, bid-offer spread problem, slippage .... On backtest we should trust -----> On backtest we should distrust or On live trading, we trust
Backtesting can show validity but often is un-sound. ( because of faulty data, inconsistent or magic fills) Only live can show validity and soundness. The two are not the same. What you choose to "trust" is up to you. These days most people don't know the difference. They think a validity = truth.
Backtesting is only part of trading plan, should do 6-12 months of real time forward testing, and above all keeping STATS. NEVER DO optimizing cause the best past is not the future.