Comparative audit validating trade execution accuracy between institutional Python backtest models and MetaTrader 5 Expert Advisors (EA).
Key Findings
- Entry Accuracy: Over 99.8% match in entry pricing within 0.2 pip tolerance across 500+ sample orders.
- TP1 / TP2 Slippage: Dual-target take-profit modifications executed with zero dropped events across volatile market openings.
- Breakeven Trailing: Stop loss adjustments instantly locked in risk upon TP1 target hit.