Thought I would offer my 2 cents on possible difference between backtest and paper trading.

1. Bars vs. ticks in backtest. If you backtest off bars expect difference to paper trading off live market real time stack.

2. Limit vs Market orders. If your algo uses limit orders these can be less likely to execute in livepaper tradng than market orders.

3. Big size. The full size you are trying to trade in backtest may not be there in livepaper market.

4. In backtest your trading does not affect the market. But in live/demo your trades are part of the market and will change what is happening and what other people are doing.

All this is called slippage. So paper/demo trading does not add up to backtest most of the time.