The reason is, in real trade, based on maximum assets per lot (in my strategies most of therm are 4 max open trades t once) can be taken, but during backtest, even it considers all possible trades , also high volume pairs might not get considered (in real time, we usually setup configuration in such a way that, trades should happen with only top 10-30 assets for a given x hours of previous candles volume considered) , over fitting can be an issue too some times, liquidity and slippage issues too is another concern. My best advice is to reduce no. of trades to max possible way and go for strategies which give low stoploss hits , should consider 'profit factor', also 'profit expectency' has to be more than 0.11 and few other factors