Simulation

[Forex Trader]

Hello,

Recently I have replaced the data for EUR/USD with very good quality DVD data from a 3rd party, M1 bars from 1998-2005.
Then I used a reliable script from StrategyBuilderFX which then built the M5,M15,M30 and H1 bars for the same time interval.
Looking at the results in the backtest profile, I saw about 50.000 H1 bars modeled and 124.000 ticks /bar, with a reported 90% accuracy.

My question is : Why is every H1 bar modeled on average with just only 2.5 ticks when the backtester reports 90% quality ?

I chose re-calculate for all time frames below and for H1.
My expert runs on H1.Backtest interval: 2003-2005.

Thanks