Thanks for the response jcl. I found that my EURUSD and USDJPY price history was shifted by 5 hours in relation to all other assets. Since my strategy depended the movement of other assets, performance was significantly affected since I was able to look into the future during the backtest. I can't explain how this happened since I use the same process each time I update my history and it only occurred with two of many assets. In order to fix it, I didn't have to do anything differently either. I simply created the price history again using the same procedure. Very strange. I don't expect you to know what's going on here, but if you have any insights at all, I'd appreciate hearing them.