Different Results between "Every Tick" and "Every Tick Based on Real Ticks"

[Murtada Al Mohsin]

Greetings,

I run Backtest and Forward Test for an EA using two different modellings ("Every Tick" and "Every Tick Based on Real Ticks") in MT5 and I got totally different results

"Every Tick" modelling was in profit and   "Every Tick Based on Real Ticks" was in loss !

Which one is more valid and why ?!!

[Sergey Golubev]

Murtada Al Mohsin:
Which one is more valid and why ?!!

There is the article: Testing trading strategies on real ticks

The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC" using only Open, High, Low and Close prices of minute bars; detailed modeling in "Every tick" mode, as well as the most accurate "Every tick based on real ticks" mode applying actual historical data.

If you are developing a scalping or arbitrage strategy or if your algorithm is based on indices or real-time synthetic indicators, then you will need "Every tick based on real ticks" mode. Testing will be much more time-consuming but you will obtain the results as close to reality as possible. Keep in mind though that history never repeats itself. Even the most thoroughly selected inputs cannot guarantee success when launching an EA on a real account.

[Murtada Al Mohsin]

How about backtest in MT4 ? Can we trust it if the History Quality is 99% ?