You should learn from your mistakes. Learn from the anomolies you see in backtester versus history. Stop complaining about it! Or just stop trading. Trading is a great, great business when you work at it methodically. And it has real risks. Don't be a fool.
Step 1 - design a robust search screen based on backtester and "trading common sense". Don't expect fills on thinly traded stocks to equal the backtester.
Step 2 - paper trade the robust search screen - offline or with a free paper trading account
Step 3 - run the backtester for the time period of the paper trading - compare and analyze
Step 4 - wait for the targeted search screen to under perform its longer term backtest average
Step 5 - trade with real money starting during an under performance period if you have sound statistical confidence in your screen.