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8. Historical data and backtest accuracy

Myfxbook Backtest provides more than 20 years of historical data across hundreds of symbols, with source data down to the one-minute timeframe.

One-minute data

The simulator uses one-minute historical data rather than tick-by-tick data.

Higher-timeframe candles are constructed from the available historical data, allowing charts with different timeframes to remain synchronized.

One-minute resolution is suitable for many intraday, swing-trading and longer-term strategies. However, it cannot reproduce every price movement occurring inside an individual minute.

This is particularly important for:

  • Sub-minute strategies
  • Very tight Stop Loss levels
  • Very tight Take Profit levels
  • High-frequency trading
  • Strategies that depend on tick order
  • Trades where both the Stop Loss and Take Profit fall within the same one-minute candle

Why prices may differ from a broker

Historical prices can vary between data providers and brokers.

Differences may be caused by:

  • Different liquidity providers
  • Broker-specific price feeds
  • Time-zone differences
  • Different daily candle closing times
  • Spread differences
  • Missing or corrected historical candles
  • Symbol specifications

A small difference between a Backtest chart and a broker chart does not necessarily indicate an error.

Trading costs and execution

Live results may differ because real trading can include:

  • Variable spreads
  • Commission
  • Swap or rollover
  • Slippage
  • Execution delay
  • Requotes
  • Partial fills
  • Limited liquidity
  • Broker-specific margin rules

A Backtest result reflects only the costs and execution conditions included in the simulator or configured for that test.

Important: Backtest results are hypothetical. No representation is made that a strategy will achieve the same profit, loss, drawdown or execution quality in live trading.

Improving the reliability of a backtest

For a more useful result:

  1. Define the strategy rules before starting.
  2. Do not change those rules during the test.
  3. Include both winning and losing setups.
  4. Test several market conditions.
  5. Test several historical periods.
  6. Use a meaningful number of trades.
  7. Include realistic trading costs.
  8. Review drawdown and risk, not only profit.
  9. Repeat the test on other relevant symbols.
  10. Create a new backtest whenever the strategy rules are changed.
Updated on September 3, 2026

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