Although, I have to warn right away before anyone starts celebrating that setting Spread = 0 will turn almost any strategy profitable with beautiful equity curves. Once again, if one can add only about 2 pips to every trade (i.e just remove the broker fee), suddenly every ugly duckling strategy becomes a swan.

The average win per trade was 1.1p without the spread. Add about 2 pips spread and suddenly it ends up at -1.1p. Winning strategy instantly turned losing by accounting for broker fees.

Mental note: to ignore the results unless average trade expectancy is at least a few pips, best if at least 5.

Important: as I've stuffed about last 5 years in 1 year worth of 1min records, synthesized bars could be roughly compared to standard 5min data.