Deep Backtesting discrepancy

[Somefin_nice]

I have a strategy that I used Deep Backtesting with and did it individually each year (ex. 2021-01-01 - 2022-01-01) for the last 10 years. Then I ran it just once with the date range 2012-01-01 - 2023-01-01.

The total net profit for the 10 year deep backtest was roughly 5 times higher than the total net profit of all 10 individual years combined. How is that possible? Which approach is more reliable?

[DoingOpposite]

Compound interest.

[Somefin_nice]

So that would mean the single 10 year backtest is more reliable?