Hello!
I'm trying to reproduce the results of a few winning contest strategies. Most of the Time I'm getting good results, but I'm never getting the exact amount or even close to the winner. Could someone explain me the reason for that please? Thank You

+1

I can think of two main reasons for this.

1. Leverage. The backtesting lets you set the maximum to whatever single value you want, however the contest will have it set to 100:1 weekdays, 30:1 weekend. This could mean some orders were opened/closed for different amounts to your testing, and some could have been altered due to margin cuts.

2. Multiple Positions. Backtesting will allow multiple positions to run at any time. The strategy contest simply won't allow a 2nd position to be opened. Strictly speaking contest programmers are supposed to check whether a position is currently open and not allow their code to request another position. However a lot of the time they don't bother :p