That’s a great question, and honestly, I’ve had similar experiences. Backtesting is useful, but it has limits. The biggest issue is that most backtests assume perfect execution—no slippage, no spread changes, no liquidity problems. That’s why even the best-looking strategy in testing can fail in real trading.

The key is to use a realistic simulator that accounts for these factors. I found that using the best platform to backtest trading strategies helped me avoid over-optimistic results. It lets you test under conditions that are much closer to real market behavior.

Also, forward testing in a demo or small live account is crucial. Have you tried running your breakout strategy in a demo first before going live? That can help spot issues before they cost real money.