Tick Data Testing 99% modelling quality vs metaquotes 90% modelling quality

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So I am testing my EA with the EXACT same parameters on the d1 timeframe and comparing 90% modelling quality using data from metquotes (history center) with 99% modelling quality using tick data from Dukascopy. I would have thought that the tick difference (not accurate < 1min on 90%) would not make much of a difference on such a large timeframe using wide (100+) stop loss & take profit. The difference is HUGE! How is this possible? I know 99% modelling quality is the way to go but optimization is so very slow using this tick data but on the other hand using the history center data gives very inaccurate results according to my comparison of tests. Can tick data really affect large timeframes & wide SL/TP this much?
 
gangsta1:
So I am testing my EA with the EXACT same parameters on the d1 timeframe and comparing 90% modelling quality using data from metquotes (history center) with 99% modelling quality using tick data from Dukascopy. I would have thought that the tick difference (not accurate < 1min on 90%) would not make much of a difference on such a large timeframe using wide (100+) stop loss & take profit. The difference is HUGE! How is this possible? I know 99% modelling quality is the way to go but optimization is so very slow using this tick data but on the other hand using the history center data gives very inaccurate results according to my comparison of tests. Can tick data really affect large timeframes & wide SL/TP this much?
How do you know the tick data results are correct and the synthetic data results are wrong ?  have you looked at the trades for both and compared them ?  what is the cause of the difference in results ?
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