It's not worth the trouble.
It's best when you test as close to reality as possible.
As Marco suggests and i advice to even get an external plugin to Mt4 where you'll be able to test including variable spreads and all other feautures as it was in a real environment or atleast as close to it as possible. I don't use MT5 but i think that one got feautures like that or a might be wrong......
This could be anything but from the top of my head:-
1. Over Optimization
If you have 10-year data, you train your EA on the 10-year data. In
this scenario, the optimization process will pick settings that fit
perfectly (no pun) in the 10-year data. When it starts working with
unseen data (demo/live) things go bad. Simple fix I do 5,3,2, Demo,
Live. Means If I have 10 year data, I train on 5, optimize on 3, forward
test on 2, then demo for 6-12 months finally live.
2. Time Zone
If the EA is time sensitive, always remember of the difference
between the tester and broker. I once had a client who complained his EA
would suffer negative swaps yet it was supposed to close all trades at
3. Execution time, Slippage and Fixed Spread.
Well the tester doesn't suffer from the above.
4. Trust The Demo
As @Marco vd Heijden said "keep it real" trust the demo more than the back test.
Also remember that when going live you are bound to suffer more slippage and slow execution than in the demo.
A real time monitor and flag to set when the order has been successfully opened otherwise you will get a cascade event of opening orders.
You can read the indicator values on every new bar but also every 250ms so that's up to you, but i would think that is hard to do when using EA Builder.