Is this MT4 backtest correct?

Hey all,

Here's a screenshot of a strategy backtested in MT4 and Ninjatrader across the same time period. The gap in the Ninjatrader backtest is due to me leaving a segment of data out for out of sample testing.

-The strategy isn't hi-frequency, so spread isn't really an issue (1.35 trades per day)

Can anyone give me some pointers as to why the two can be so radically different?

Ah.

The slippage you put in OrderSend actually is the slippage experienced. (Right?)

Meh.

You ask for help but fail to provide enough information so help can be rendered. You can, however, help yourself.

Go through the trades taken and compare them. There should be a record of each trade in the reports, or run them trade by trade in the visual testers. It should become pretty clear after some trades what is wrong.
Watch out for:
-Difference in test parameters
-Difference in symbol data
-Errors in the EAs
etc.

From this two figures, I still could not get the reason, anyone who could clearly explains for me? Thanks.

Thanks for following up with me and the helpful advice.

I intentionally left the details out because I was looking for a list of possibilities - thank you for providing a great place to work from.

why are you using MT for backtesting?