MT5 Custom Symbols
Profit calculation in pips can speed up the testing process while there is no need to recalculate profit to deposit currency using conversion rates (and thus there is no need to download the appropriate price history). Swap and commission calculations are eliminated in this mode.
Please note that margin control is not performed in this mode. You should only use it for quick and rough strategy estimation and then check the obtained results using more accurate modes.
Sorry I think I am mistaken! Thanks alot!
I can think of a few possibilities:
- MT4 only has orders, while MT5 has orders, deals and positions. They work differently and can have different results.
- The code could have a bug and act differently between the two platforms.
- Broker's contract specifications for the symbols in questions may be different between the two platforms.
- And there are probably other possibilities that don't come to mind at the moment.

In MT4 if the quote currency is the same as the deposit currency, backtests would be consistent not based on the current exchange rate.
Is there a way to disable the history synchronization? I don't see a reason why USDCAD should be involved with the backtest since the deposit currency is CAD.