Backtesting results show huge difference with same parameters

Hello

Could some one tell me how it is possible to have two completely different results from backtesting the same currency, with the same EA over the saem TF... everything the same.
Once a nice chart over 5 years, then, total crap.
I tested heavily this week-end, then I got to the chart on the right.
I think I launched the EA on the chart itself on Sunday, and since then, it is completely the opposite. Have a look at the left chart:


I think this has happened before and is a known issue.

I disconnected from the internet, I turned off the EA in the actual chart... still the same negative performance.

Could some one help me here please?

Thank you very much!

The generated bars for the test are different here. In the left resukt they are much finer than the right, so you will never get the results from the right side in live trading.

Without 100% tickdata you can't trust a backtest. You don't have historical spread and the modelled bars are not representing the real market. The only thing the strategy tester is good for is to test if your EA has bugs. Sad but true.

Thank you Jens.
This is disappointing, but it is the reality.