As part of my testing I compare live results versus the backtest.

Eg. When the system is running, I run the backtest to see if the entries and exit are matching up.

Spikes are spikes but if they erroneous then that’s an issue that needs to be addressed. One of the good features with the IG platform is that you can look at the bid/mid/ask price. With PRT it’s only the Mid.

RE: 20:55 to 23:05 I think this is around the Rollover period for many instruments. The spreads are nasty – avoid trading during the rollover period.

I know traders that complain about the differences in spikes from different brokers but this is the reality in trading the stream of liquidity, speed of systems and internet, amount of positions on the brokers books differs so there’s always a difference in pricing between brokers.

Moreover, this is why too much optimisation leads to failure – loose pants might not be a perfect fit, but they will fit many.