DislikedSo I was wondering, what is it that could possibly explain these huge differences in performance ?Ignored
If you recall from Algebra 101 the algebraic equation for a line is y = mx + b, where 'm' and 'b' are computed from (x,y) data pairs. Different lines have different (x,y) data and, hence, their 'm' and 'b' constants will be different.
The same concept applies to any data source -- if the data source changes then the constants need to be recomputed in order for the algebraic equation to be valid for that data source.
The current settings in the Ultron EA were computed by @Pawel using a data source he described in an earlier post. You are using a different data source -- so, it follows, that the settings used by the algebraic equation(s) in the current Ultron EA aren't suitable for 2008.
As you noted, as the data begins to approach more recent years, then the algebraic equation yields better results.
It is not reasonable to expect such a simple algebraic formula (that uses constants that were computed from a totally different time in history) to perform well for all forex data since the beginning of time.
I think people confuse optimization with AI (artificial intelligence). An EA does not learn. There is no database backing it. It does not get "smarter" by using gobs of historical data. In fact, using too much historical data actually harms the EA because the old data contaminates recent data and the resulting constants (i.e. settings) that are computed may not match well with the most recent data. Since you trade in the present, then that would be considered a bad thing.
I apologize if my tone is somewhat harsh -- it's not personal. Obviously I've discussed / argued this issue before.
By the way -- the differences in the data you noted in your Excel drill-down sound perfectly reasonable -- and the solution is really simple. When you re-calibrate the EA (i.e. re-optimize) then the new settings that get computed will automatically take into account that market conditions have changed. It is not necessary to make any changes to the EA's code or logic -- only the settings.
There is no effort without error or shortcomings (T.R.)