Errors when testing US stocks.

Many, when testing systems for American stocks, do not attach importance to this, that there are no dropouts in their tests for various reasons, stock. And completely in vain, as the results vary greatly.
In the picture on the left, a test of one of the systems for 9 years excluding retired shares, and on the right, taking into account. It can be seen that the annual profit differs in 3 Times, and the Sharpe ratio is twice. Well, the rest of the indicators and coefficients also vary greatly..