Thank you for your explaination, I totally agree with your point.
I think I understand that it is always better to test it using tickdata than not, and it is true for every system regardless of what it is, there is nothing wrong with more precision.
For robustness, also true that tickdata is always better, but how better for a system trading on 4H chart than a M1 chart scalper, and indeed a lot can happen within mileseconds like fat fingers; North Korea missle launch, not to mention SNB dramas ect., I was there watching. but if you use mupltiple system making hundreds of diff. mid-long term trades on weeky/daily basis for 10+ diff. instruments, the robustness can be reasonably achieved with M1 data for a 18 year backtest with 50,000+ trades, as fat fingers do not happen everyday on every pair.
For me, one fat finger event could cost me somewhat larger loss on 3-4 pairs' trades out of 15 pairs' positions, max 2% on account, and let's say we have fat finger event 3 times every year, some may even boost the profit maybe, so statisically, net effect may be even less significant. My emphsis is on analysis of money management rather than anything else. Trying to risk as little as possible rather than trying to avoid event risk itself. I make sure whatever happens in mileseconds, I can stand to watch and donot know or care what exactly has happened.
So for me as a special and unique case, I could bypass the tickdata test considering the amount of work required for testing multiple systems on many pairs with the very limited function of MT4 tester, as one startegy one pair one timeframe test for past 18 years M1 data could last for hours on my 2000 dollar computer, but I donot mind try it in future to authenticate the strategies further when I have time to, as you said, time will tell.
I still think for most systems, one should test it with tickdata for as long history as possible one can get to prove the robustness. My mentaility is, if I am not sure about a system with M1, then I will probably not use it.