Hi, I am not sure whether this is even less worth than 2c :

First off, the graphs between direct PRT and PRT-IG are more not the same than the same.
Next, let’s take into account that a data feed is as far as I know not coming from a broker, but from a third party (many of them, I’d say).

The above would mean that PRT may get their data from (again if you ask me) the same data provider in both cases – IB and IG (hence PRT direct vs PRT-IG).

This again would imply that back test results are the same in Direct vs IG which …
implies that what IG makes of it in practice, is different. Thus, IG back testing would not represent reality for IG.
On a side note, I am not claiming that in Direct PRT the results WILL represent reality. But what is and remains crucial is that reality in Direct vs IG is not equal*.

*) Which already may spring from IG working with CFD’s ?

Disclaimer : My text above could be complete BS, but I always wondered why my 1000s of back tests in IG with results you don’t want to know, fail on the very first trade, and so much so that it is not bearable.
And no, I don’t over-optimize.

0c,
Peter