Backtesting data anomalies

To summarise I would like to know what processing / filtering you, or brokers using your platform are doing on tick data.

I have been using your tick data and tick data from a number of popular brokers and they all exhibit similar behaviour.

I have been backtesting a handful of scalping strategies. They do really really well in the last month, not so well before that.

If I run the same backtest a week later the week that was previously within the one month window is no longer within that window and the results are terrible in line with other older data.

So I'm guessing you are either applying a filter / processing to new data and removing it after a month, or you are using accurate data for the latest month and then averaging it or applying some other processing as it ages, (possibly to save storage space.)

My strategies do unbelievably well on new data and I would like to understand exactly why that is so I can incorporate any required changes into my bots so they perform well on all data. On the other hand If the new data is accurate I would like to get the same quality going back as far as possible, or alternatively if I'm aware of what the changes are I can compensate for it in my bots. A few months of good test results are not enough.

It is very frustrating that tick data can not be plotted nor downloaded. If it could I could do my own investigations.

I am looking at recording tick data from back tests and live data going forward and doing my own investigations on the differences over time, but really I should have to and it really makes it hard to take this platform seriously.