Why the 'ticks modelled' different from one PC to another?

Hi all.

I did some backtests of an EA.

I found 'something' that makes me wondering.

All other variables are controlled and listed as following.

 

1. Broker & account is the same.
2. The pair is EURUSD. m30 chart.
3. Date period: 1-30 nov 2015.
4. Every tick method.
5. Parameters are exactly the same.

The only thing that is different: source to do the backtests. One is 'work' and one is 'laptop'.

I noticed that the ticks modelled differs (a lot)!

What is the reason(s) behind this? Can somebody tell? Lack of data maybe? And how i can improve on them?

Here is the backtest results.



Red.

..sadly, backtesting in MT4 means nothing really.

Backtesting in mt4 should be used only to see if mechanic of EA works in proper way. Results should not be judged by backtesting.

That is why it is important to "tape" the market and backtest it in other environment. (R)
Forward testing on multiple live broker accounts is the last step imo.

Keep on

Thanks for that.

My thought on this is:

'Laptop' is updated more frequently with datas from the broker, which 'Work' lacks of.

Forward testing took time and before we sacrifice (wasting - for the pessimist ) them, we need to find solid method to deal with.

I guess i need time to conclude the relative strength parameter first.