What a backtest is and is not
A backtest tells you what a strategy would have done if it had traded the past exactly as programmed. It does not tell you what the strategy will do in the future.
The gap between backtest and live performance is a function of: overfitting (parameters tuned to historical noise), data quality (low-quality tick data misrepresents execution), execution assumptions (backtests assume zero slippage), and market regime change.
Modelling quality
MT5 strategy tester reports modelling quality as a percentage. 99% (using real tick data) is the gold standard. Tests at 90% modelling quality can misstate results by 5-30% depending on the strategy.
All mt5depot backtests are run at 99% modelling quality on real tick data from the specified broker.