I manually backtested an equities strategy on 6 months of charts and it gave 200% annualized returns. Then I live-tested it in simulation on IB with even better results (since my targets were often hit intrabar and I couldn't see that in backtesting). BUT every time I use real funds, the price moves far above and beyond any move it makes all day in order to hit my stop. Literally, it's the exact tip of the incredibly over-extended wick on the biggest candle of the day. I trade chunks of $100k in stocks with over $300m dollar volume, so it's only a small fraction of the volume during any candle. I thought stops were hidden. Is IB showing other customers where the stop is, or somehow exploiting it themselves? I realize there are drawdowns and bad luck, but this is eerily exact. I even tried making the stop a larger percent, but got the same results. When I go back to simulation, great results.