Are the results of the NNFX Algo Tester accurate?
Of course. All the results that the NNFX Algo Tester produces can be checked easily through the visual mode.
If the backtest is not being performed as you intend, the likely cause is that the NNFX Algo Tester is not properly configured, in which case you can always talk to support for help and analyze the problem in more detail.
When a test is finished, you can open a chart that will show when and how all the trades were made. It is also possible to follow an ongoing backtest in real time using the visual mode, so you do not need to rely only on the written reports generated at the end of the test.
In addition, the NNFX Algo Tester attempts to improve on reliability by including many parameters usually ignored during a manual backtest, such as target limits set by the broker, commissions, spreads, swaps, etc., all of which are taken into account during the backtest to obtain the most accurate result possible.
The NNFX Algo Tester was created not only to avoid repetitive work during backtesting, but also to reduce human error. If the same conditions are maintained, the NNFX Algo Tester always works in the same way, and does not rely on samples or statistics to produce results.
However, note that any backtest has limitations, and although it remains the best way to analyze an algorithm, a profitable backtest is no guarantee that an algorithm will produce profit in the future, as past market conditions may vary from the current or future trading environment. Of course, automated backtesting allows for the swift analysis of much longer timeframes, which in turn may allow performance to be assessed under a wider range of conditions than is practical using manual testing.