{"id":800,"date":"2026-09-03T10:15:30","date_gmt":"2026-09-03T10:15:30","guid":{"rendered":"https:\/\/www.myfxbook.com\/help\/?post_type=ht_kb&#038;p=800"},"modified":"2026-09-03T10:15:32","modified_gmt":"2026-09-03T10:15:32","slug":"8-historical-data-and-backtest-accuracy","status":"publish","type":"ht_kb","link":"https:\/\/www.myfxbook.com\/help\/knowledge-base\/8-historical-data-and-backtest-accuracy\/","title":{"rendered":"8. Historical data and backtest accuracy"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">Myfxbook Backtest provides more than 20 years of historical data across hundreds of symbols, with source data down to the one-minute timeframe.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">One-minute data<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">The simulator uses one-minute historical data rather than tick-by-tick data.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Higher-timeframe candles are constructed from the available historical data, allowing charts with different timeframes to remain synchronized.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">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.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">This is particularly important for:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Sub-minute strategies<\/li>\n\n\n\n<li>Very tight Stop Loss levels<\/li>\n\n\n\n<li>Very tight Take Profit levels<\/li>\n\n\n\n<li>High-frequency trading<\/li>\n\n\n\n<li>Strategies that depend on tick order<\/li>\n\n\n\n<li>Trades where both the Stop Loss and Take Profit fall within the same one-minute candle<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">Why prices may differ from a broker<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Historical prices can vary between data providers and brokers.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Differences may be caused by:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Different liquidity providers<\/li>\n\n\n\n<li>Broker-specific price feeds<\/li>\n\n\n\n<li>Time-zone differences<\/li>\n\n\n\n<li>Different daily candle closing times<\/li>\n\n\n\n<li>Spread differences<\/li>\n\n\n\n<li>Missing or corrected historical candles<\/li>\n\n\n\n<li>Symbol specifications<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">A small difference between a Backtest chart and a broker chart does not necessarily indicate an error.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">Trading costs and execution<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Live results may differ because real trading can include:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Variable spreads<\/li>\n\n\n\n<li>Commission<\/li>\n\n\n\n<li>Swap or rollover<\/li>\n\n\n\n<li>Slippage<\/li>\n\n\n\n<li>Execution delay<\/li>\n\n\n\n<li>Requotes<\/li>\n\n\n\n<li>Partial fills<\/li>\n\n\n\n<li>Limited liquidity<\/li>\n\n\n\n<li>Broker-specific margin rules<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">A Backtest result reflects only the costs and execution conditions included in the simulator or configured for that test.<\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\"><strong>Important:<\/strong> Backtest results are hypothetical. No representation is made that a strategy will achieve the same profit, loss, drawdown or execution quality in live trading.<\/p>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\">Improving the reliability of a backtest<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">For a more useful result:<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>Define the strategy rules before starting.<\/li>\n\n\n\n<li>Do not change those rules during the test.<\/li>\n\n\n\n<li>Include both winning and losing setups.<\/li>\n\n\n\n<li>Test several market conditions.<\/li>\n\n\n\n<li>Test several historical periods.<\/li>\n\n\n\n<li>Use a meaningful number of trades.<\/li>\n\n\n\n<li>Include realistic trading costs.<\/li>\n\n\n\n<li>Review drawdown and risk, not only profit.<\/li>\n\n\n\n<li>Repeat the test on other relevant symbols.<\/li>\n\n\n\n<li>Create a new backtest whenever the strategy rules are changed.<\/li>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"<p>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&#8230;<\/p>\n","protected":false},"author":5,"comment_status":"open","ping_status":"closed","template":"","format":"standard","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0,"footnotes":""},"ht-kb-category":[87],"ht-kb-tag":[],"class_list":["post-800","ht_kb","type-ht_kb","status-publish","format-standard","hentry","ht_kb_category-backtest"],"_links":{"self":[{"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/ht-kb\/800","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/ht-kb"}],"about":[{"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/types\/ht_kb"}],"author":[{"embeddable":true,"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/users\/5"}],"replies":[{"embeddable":true,"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/comments?post=800"}],"version-history":[{"count":1,"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/ht-kb\/800\/revisions"}],"predecessor-version":[{"id":801,"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/ht-kb\/800\/revisions\/801"}],"wp:attachment":[{"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/media?parent=800"}],"wp:term":[{"taxonomy":"ht_kb_category","embeddable":true,"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/ht-kb-category?post=800"},{"taxonomy":"ht_kb_tag","embeddable":true,"href":"https:\/\/www.myfxbook.com\/help\/wp-json\/wp\/v2\/ht-kb-tag?post=800"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}