Why does live differ from my backtest?

Costs, the bid and ask, gaps and your broker.

Backtests have no costs. No spread, commission, fees, swaps or slippage. Profit is the price difference (E12).
Live trades on the bid and the ask. A buy fills on the ask, a sell on the bid, and stops and targets trigger on the side that can actually trade (E3, E5). A backtest has one price.
Gaps move fills. When a bar opens beyond a stop, the fill is the open, not the stop price (E8).
The broker decides live fills. A live trade exists only once your broker confirms it. Execution speed and liquidity are outside the script.
The data may be thinner. data.coverage tells a script how much history it has and whether it is exact.

Past performance does not guarantee future results.