If backtest with "every tick based on real ticks" is profitable - how much confidence can I have
If your system works fine with real ticks the only thing I can worry about is over-fit condition.
Hammersmith:
My backtest results are pretty good when tested with real ticks.
What other tests can I do to ensure there is no future looking behavior that may be contributing to my good backtest result?
Just make sure you're accounting for any and all slippage, spreads, swaps, commissions, and/or execution latency. Calculate them per trade (by hand) if they're not showing in the backtest.
Do live trades with 0.01 lot size if you are uncomfortable about it. Live testing is basically the reality of how it performs
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My backtest results are pretty good when tested with real ticks.
What other tests can I do to ensure there is no future looking behavior that may be contributing to my good backtest result?