Why doesn't my backtest match a paper trade with the same configuration?

though in many cases running a backtest with the same configuration over the elapsed time of a paper trade should be quite similar, there will generally be some deviation in results, sometimes more than expected this is because paper trades are executed over sub minute candle data, whereas the finest resolution a backtest can achieve is one minute the deviation between paper trades and backtests will tend to be much larger when the buy/sell action time is set to realtime , and/or when stop loss/take profit are enabled this is because paper trades can react quicker to price changes , and depending on the amount of fluctuation within a minute the results can vary for example, if during an open position a price drops by 20% but recovers to only a 10% drop by the end of the minute, a paper trade may trigger the stop loss at a 20% loss whereas the paper trade would sell at a 10% loss these differences can cascade throughout the lifespan of a simulation as a rule, you should expect paper trades to be more accurate than backtests when comparing to a live run (though there will still be deviation as live runs have more variables due to running on a live exchange ie what is slippage? https //docs tuned com/what is slippage )