---
title: Why doesn't my backtest match a paper trade with the same configuration? 
slug: why-doesnt-my-backtest-match-a-paper-trade-with-the-same-configuration
docTags: 
createdAt: 2022-06-13T14:35:57.000Z
---

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)).