There is no such thing as demo and live data for backtesting, as far as I am aware. There is only the one set of data which I believe comes from MetaQuotes themselves.
Here are some things to be aware of when backtesting.
The spread is fixed at the point you start the test, not quite after the start button is pressed, I think it's after it's finished spooling through the history file. So start a test on a variable spread broker and you'll get differing results depending on what the spread was at that instant. If you are scalping small targets or using small stop losses this can make a world of difference.
If you are using Alpari to backtest be aware that the demo account uses the spread from their pro accounts, which are smaller spreads than a standard live account.
Also, minute history is the smallest you can get from MetaQuotes, not tick data. So ticks are interpolated within each minute bar. I think from one backtest to the next this can vary slightly as well. So, again if you are dealing with smaller pip sizes then you will get different results.
There are also gaps in the data where some date ranges are missing. The gaps can vary between brokers for some reason. This will affect backtesting with pretty much any indicator and will give false results over some periods. For example using a large moving average such as 200 day moving average is quite frankly pointless in backtesting.
I'm sure there are other issues with backtesting that I'm not aware of but these are the main ones I can think of.
I always say that backtesting is a good start point and I ditch an EA if it isn't profitable over a long backtest period. If it works over backtest then forward test to ensure the EA trades correctly live.
Of course there is then no replacement for a live account.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.