I just ran a forward test on a demo account over the last week. Today, I downloaded the price files from my broker so that I had the latest set of data for testing in zorro.

When I ran a backtest over the last week's data, I would have expected this to tie up with the forward test results I had just seen. However while it was largely the same, I noticed a trade that was taken in the forward test was not generated in the backtest.

Any reason why?