Hey guys. I have been backtesting and paper-trading my strategy for a few months now. I can't help to notice that my backtest looks more optimistic than my paper trading results. Even before I started paper trading, I suspected that something is off about my backtest as it exhibits double digit Sharpe ratios, virtually no downside risk, and returns that are frankly unrealistic. I tried running some tests, like introducing programming assertions that look for lookahead bias and interchanging blocks of code between my backtesting and forward testing software. Even though I flushed out some minor issues this way, unfortunately, I still cannot pinpoint the main problem. Has someone encountered this before? I feel that any advice would be helpful at this point. Thank you.