Strategy performance analyzer order fill standard vs high vs load on chart

[Touch-Ups]

I get wildly different results when testing the same strat on the analyzer (standard) vs analyzer (high, one second) vs just loading days on a chart, enabling same strat, and checking the results from historical data off the chart. Which method is the most representative of live trading? Any? What about throwing market reply in the mix?

[Touch-Ups]

Okay. I forgot to mention this in the beginning. I am only using strategy builder for strats. I am not a coder. Is there a reference that shows me exactly what to do using the strategy builder to achieve results in the strategy analyzer that will be as close to real time as possible? Can it be done with the builder? I think I tried to add an additional data series and the analyzer didn't like it? Not sure.

When you say "For a strategy that uses Calculate.OnBarClose, you could increase backtesting results by using High Order Fill Resolution with a 1-Tick series so they more closely resemble realtime results." Does that mean I can create a strat in the builder like normal (no additional data series) on bar close, and will have the same results as if I DID add an additional data series but used on price change or on each tick IF I run the analyzer on high-tick?