And I almost forgot, I eventually found what was wrong with the EURUSD bars I attached earlier in this thread. It's not that the bars had knowledge of the future, but instead they allowed trading at the previous better prices, so trades would end up more profitable than it would be possible in reality. But the end result is the same, equity curves that are just too good to be true.

I've been bitten with a very similar thing before, I guess I never learn. Actually, I know very well how to avoid such mistakes in my home-made backtesting gear, but everytime I try to push such data to foreign platforms like Zorro, I repeat the same mistake. Oh, well...

I will surely continue investigating various strange bars, but after a slight pause...