Trading result is is much better than backtest?

I wrote a strategy run by hour(BarPeriod = 60). After serveral days, I compared the trading result and back test result(M1 data from the same broker). But trading result is much much better than backtest result, how can this happen? What can I do to get a trustful backtest result?

One potential source of differences is the prices used: Ask in live and Bid in backtest...If this is an MT4 broker, then the historical M1 prices are "bids" - which are then treated as "ask" by Zorro in the backtest.