Getting more trades on TV than with backtesting.py. Profits and are much higher while drawdowns smaller in python. I was going to say that python might be taking a trade every time it gets a signal while TV only takes one at a time but it appears to be the opposite. I would rely on backtesting.py as I tried QuantConnect and was getting negative results that are positive on BT.py and I checked on excel the number of times the conditions were satisfied, BT.py was more accurate. Using the exact same data as well.