I don't know what type of market you are operating in, but I will give some examples of Forex as an example of some observations and opinions:
Opinion ---> When you obtain similar results (similar and not precisely the same, closer both in capital curvature and in values and quantity of operations) in OHLC, EACH TICK and EACH REAL TICK, then you can be sure that your next step is to put it on a REAL account for at least 1 week, and the following week you compare whether the backtest entries are similar to those on the real account. After carrying out these tests, if the information is close then you have an EXCELLENT EA. Other than that, the rest is a waste of time.
Observation ---> Most EA's Scalpers (who look for very few TP points or who use a short Trailling give positive results in OHLC and a super-negative result in each real tick, because OHLC as mentioned above by someone else It does not have slippage and a series of delays and particularities that brokers have, so for quick Scalpers, always try to follow the rules in testing (Each Real tick) do not waste your time with OHLC.
OHLC is more used for non-scalper strategies, or Day trade, it is more used for Swing Trade, strategies that can be positioned for days and have a TP and a Fixed SL without Trailling and size in long pips, in these cases it is worth testing in OHLC because Spread or Slippage and all the brokers' nonsense will not interfere.
Finally, always keep in mind that before developing your EA, think about the entire context in which it should work and even think and study the characteristics of brokers, for example, Scalpers work very well at ICMARKETS, TICKMIL, EXNESS , but on FBS, ROBOFOREX or FTMO proprietary tables Scalpers catch high slippages, so there is a need to know very well what you are planning and (where to plan to run).
Study about Market Makers, Plugin, Slippage, Hyperactivity, Physical distance from liquidity provider to broker and Spread and with this, try to find out which factors most harm your strategy and avoid brokers that make it easier for these factors to hinder you.
I have helped in something.