Short answer: a backtest and a live/MT5 execution almost never match exactly. The differences stem from how each environment models data, costs, execution, and time. Below are the concrete reasons, how to investigate your difference, and when it is too large to be "normal."
Which backtest is the most accurate?
The Profectus backtester (cloud) is a quick impression: it runs on 1-minute data (OHLC), 1-min bars, not ticks. Great for quick iteration.
The MT5 Strategy Tester, running in your real broker's terminal with native symbols and "Every tick" mode, is the closest to live, because it aligns dynamic factors like TickValue, swap, and margin with the broker's real environment.
Rule of thumb: iterate in Profectus, but validate in MT5 (real broker, Every tick) before going live.
Common reasons for numbers to differ
Data granularity. Profectus uses 1-min bars; MT5 "Every tick" uses the tick stream. Stops, take-profits, and intra-bar entries may resolve at different points.
Spread and commission. Modeled in the backtest; the actual broker spread varies (news, rollover, low liquidity), and the cost per trade accumulates.
Slippage. Live execution happens at a slightly different price than requested; the backtest assumes ideal execution.
Data feed. Profectus' history and your broker's feed are not identical (different candles, gaps, and missing ticks).
Server time / time zone: Profectus and all trading logic follow the server time (broker server time), not your local time. This server time is usually GMT+2 / GMT+3 (EU DST), but depends on the broker. If your time-based rules assume another time zone, or if the backtest time reference differs from your live broker, session limits and time-based rules will shift, and other bars will trigger.
Weekend / session gaps: Treated differently between simulation and live.
Requotes / rejected orders (live only): Non-existent in backtest, but change real results.
When is the difference too large?
Variation due to costs/execution/time zone is expected. However, the signs below are not normal variance:
P&L with opposite sign (e.g., profit in MT5, loss in Profectus, or vice versa).
Magnitude far beyond what spread, slippage, and time zone can explain.
In these cases, it is necessary to run more parameter optimizations and seek another set of parameters where the difference between backtest and live is smaller.