Compare Live Bot Trades to a Backtick

Last updated July 11, 2026

A backtest earns trust when the live bot built from it behaves the same way. Bot Trade vs Backtick Comparison lines up your bot's real fills against the backtest so you can see exactly how closely they track.

Why compare live trades to the test

Live trading differs from simulation in small ways that add up: fills happen at real quotes, entries land at slightly different times, and markets move between decision and execution. Comparing the two tells you whether those differences are noise or a real gap. If the live bot is consistently worse than the test, you want to know in weeks, not quarters.

Create a comparison

From the navigation bar, open the Backtick menu and choose Bot Trade vs Backtick Comparison. Pick the live bot and the Backtick you want to measure it against, set the period to compare, and create the report. The natural pairing is a bot with the Backtick it was created from, but you can also compare against a refined version of the test you have built since.

The builder gives you control over what goes into the report. Under Bot Selection, the Selection Mode lets you pick individual bots or pull them in bulk by Strategies or Accounts, with an Only include enabled bots switch to leave retired bots out. Set the Comparison Date Range, optionally narrow to an Entry Window so only trades opened in that window count, and use Skip partial finish trades to exclude trades that did not run to a clean finish.

Selecting a Multi-Entry bot works too: pick it once and the report resolves it to its active entries, pulling each entry's real trade history into the comparison as if you had selected them individually. A Multi-Entry bot with no active entries just contributes nothing to the report.

The Bot Selection card with Selection Mode buttons and bot picker actions
Bot Selection in the report builder: pick bots directly, or pull them in by strategy and account.

Reading the report

The report presents the same story at several altitudes. Trade Log Alignment lines up each real bot trade against its simulated counterpart, with a Difference (Bots - Backtick) column that makes per-trade slippage explicit. Cumulative Net Profit overlays the two equity curves, Daily Bots vs Backtick Difference shows how the gap moved day by day, and Drawdown Comparison checks whether live trading is running deeper underwater than the test did. An Export Comparison button downloads the aligned trade log as a CSV. Look for two patterns:

  • A steady small gap usually reflects real-world friction such as fill quality around your entry times. It is worth quantifying so your expectations for the strategy stay honest.
  • A growing or lumpy gap suggests something structural changed: the bot's settings drifted from the test, or the market regime shifted away from what the test period contained.
The Trade Log Alignment table pairing each Backtick trade with its bot trade and the per-trade Difference column
Trade Log Alignment: every live trade next to its simulated twin, with the per-trade Difference made explicit.
  If the bot's settings have been edited since it was created, the comparison is no longer apples to apples. Rerun the Backtick with the bot's current settings before drawing conclusions.

Finding past reports

Saved comparisons live under Comparison Reports in the Backtick menu, so you can rerun or revisit them as more live trades accumulate. For side-by-side evaluation of two backtests instead, see Compare Backticks Side by Side.

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