If I take the same system, and first backtest against a one minute bar data set, and then backtest it against an end of day data (both data sets of equal size and starting point), can I make a direct comparison of the two performance numbers? Or will I have to expand the one minute bar data to be of the same timespan as the end-of-day data set? If I have 10 days worth of historical, end of day data, in order to make a just comparison do I need just 10, one minute bars, or do I need 3,900 one minute bars (10 days * 390 one minute bars in a day = 3900) With all of my tests thus far, I have only utilized end-of-day data. But I am looking to get more realistic numbers. Since my automated trading system can enter/exit throughout the day, these numbers are approximations at best. Thanks for any insight.