“Pure” Renko strategy

Hi, thanks for the introduction to Renko charts! I modified this slightly for the DJI – 13 box on a 5min chart, added a time frame for London and a $12 trailing stop. In the backtest it looks stellar – 75% wins, 2800% gain over 17 months – too good to be true! When I run it in demo it’s a different story, mostly losses. Any idea why there’s such a discrepancy between the backtest and the live action? Here’s the code:

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
// The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the “FLATBEFORE” time.
DEFPARAM FLATBEFORE = 143000
// Cancel all pending orders and close all positions at the “FLATAFTER” time
DEFPARAM FLATAFTER = 210000

boxSize = 13

once renkoMax = ROUND(close / boxSize) * boxSize
once renkoMin = renkoMax – boxSize

IF high > renkoMax + boxSize THEN
WHILE high > renkoMax + boxSize
renkoMax = renkoMax + boxSize
renkoMin = renkoMin + boxSize
WEND

ELSIF low < renkoMin – boxSize THEN
WHILE low < renkoMin – boxSize
renkoMax = renkoMax – boxSize
renkoMin = renkoMin – boxSize
WEND
ENDIF

buy 1 CONTRACT at renkoMax + boxSize stop
sellshort 1 CONTRACT at renkoMin – boxSize stop
// Stops and targets
SET STOP $TRAILING 12