Changing BrokerageName to Alpaca reduces profit from 54% to 29%

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I am trading ETF using momentum algorithm, when using no SetBrokerageModel i get net return of 54.51% whereas changing it to SetBrokerageModel(BrokerageName.Alpaca) it drops the return to 29.019%

how can this be explained. 

ETF i am trading are below.

"SPY", "EFA", "IETC", "QQQ", "XNTK","SWAN","RWGV","BTAL","CLIX","JKE","PSJ","TMFC","GLD"

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hey Sherpa. I just explained a similar question here. Generally, it will be much more efficient for you if you look through your trades and attempt to answer these questions before posting to the forums. Most of the trades which fail you can see why from the error messages presented in the backtest result view. 

Alpaca and some other brokerages count open stop and limit orders against your buying power, so some of them may fail vs IB where the order will be permitted.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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