MT5 makes disastrous backtest
I think - it is the trades were closed based on the strategy tested stopped: all open trades were closed in the end of the testing.
So, I do not think it is the error with data.
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Besides, any data is related to the broker (it is not about MT5; it is about the broker).
You can change the broker to have the other data.
Because if you are backtesting with "every tick based on real tick" so the data of the broker is using (different broker = different data).
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For more information -
- General overview of the possibilities.
- Overview of results : Visualize a Strategy in the MetaTrader 5 Tester
- If you are thinking to buy a product on the Market : How to Test a Tading Robot before buying.
- If you don't see all strategy tester fields, they are probably hidden.
- How to use settings resulting from EA Optimization in your EA (without manually changing it).
- Testing trading strategies on real ticks and the explanation is on this post.
And where can you find quality data tick in which broker?
Nothing makes sense of all this


Basically I want to expose that mt5 performs backtest that is a disaster, here they have it
MT5 has historical data errors... just check the data where the losses are. You will see strange things :-)