Well, the Z systems are trained with six times oversampling and are very, very robust against price noise and bar shifts. And of course a backtest of the same period gives you a similar result as real trading. A different result would be a severe bug of the simulator and would have been noticed long ago. We check the Z systems at every release by backtesting past weeks.

There can be many reasons why your profits are different to the profits of other people. Frequent trade interruptions or different account parameters, ini parameters, and slider settings can have large influence on profit. But whatever the reason, it has nothing to do with sensibility to bar shifts or false backtests.