Facebook are 100% not going to lie to you through their experimentation platform. The whole point of it is to help people accurately measure the results of their ads.

In general, it will be extremely difficult to run accurate tests on FB (or indeed Google) ads without using some of their infrastructure, as these platforms can balance users appropriately in terms of likely response to your ads (for instance, ensuring that both ads are shown to people with approximately the same click probability).

Without this, you run the risk of making bad decisions because one ad got served to users who were far more likely to convert.

Of course you should definitely run your own tests, but I wouldn't completely discount the platform's tools as they do have advantages which are impossible for you to replicate (i.e. balancing users in terms of response rates in each condition).