Demo trading is only what its name says- DEMO...
No matter how similar the simulation it is never the same as live....
Few reasons:
1.Slippage: unless it is trading with a Market Maker broker-instant execution,( which I never recommend, regardless how tempting their conditions look at the beginning-no deposit fee, 0 spread etc..on long term they dont want you to profit..but that is another discussion..)
On the real market, the slippage is quiet normal issue and a trader should be aware of it , especially on news and events..
2.Psychology: its not the same letting the loss run on a demo and loosing thousands $, and in live...loosing real money makes people's mind black out ..and they start disobeying their trading rules/strategy...
SO yes, test the strategy on demo, but move live with the money you are ready to loose, and that you'll be fine IF you loose it...