The general consensus in the N-body community is that statistical results of an ensemble of collisional N-body simulations are accurate, even though individual simulations are not. A way to test this hypothesis is to make a direct comparison of an ensemble of solutions obtained by conventional methods with an ensemble of true solutions. In order to make this possible, we wrote an N-body code called Brutus, that uses arbitrary-precision arithmetic. In combination with the Bulirsch--Stoer method, Brutus is able to obtain converged solutions, which are true up to a specified number of digits. We perform simulations of democratic 3-body systems, where after a sequence of resonances and ejections, a final configuration is reached consisting of a permanent binary and an escaping star. We do this with conventional double-precision methods, and with Brutus; both have the same set of initial conditions and initial realisations. The ensemble of solutions from the conventional simulations is compared directly to that of the converged simulations, both as an ensemble and on an individual basis to determine the distribution of the errors. We find that on average at least half of the conventional simulations diverge from the converged solution, such that the two solutions are microscopically incomparable. For the solutions which have not diverged significantly, we observe that if the integrator has a bias in energy and angular momentum, this propagates to a bias in the statistical properties of the binaries. In the case when the conventional solution has diverged onto an entirely different trajectory in phase-space, we find that the errors are centred around zero and symmetric; the error due to divergence is unbiased, as long as the time-step parameter, eta <= 2^(-5) and when simulations which violate energy conservation by more than 10% are excluded.
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