According to the source sited below as well as the tourguides in Inverness, Scotland (who might be a "wee bit" biased), Joe Cochoit has researched the Eatons, the Stuarts, and the FizAlons and determined that Banquo and Fleance are fictitious characters. And, the historical accuracy of Macbeth is altered since Shakespeare took his story from Raphael Holinshed's Chronicles, a work that Shakespeare knew to be fictionalized. He altered it further to clear Banquo, King James's legendary ancestor, of complicity in the murder since, after all, his play was performed before Queen Elizabeth.
In Holinshed's work, Malcolm tests Macduff in the same fashion that Shakespeare has him do so. In his discussion of the murder of King Duff by Donwald in the century before Macbeth, Donwald was nagged by his wife until he performed the evil deed, and drugged the guards, but Shakespeare adapted these actions for Macbeth.
Holinshed's section on Macbeth was purportedly taken from the work of Hecto Boece. In this work, Malcolm II was murdered at Glamis in 1034 by his fellow warlords, perhaps including his grandson Duncan. Then Duncan seized the throne by killing his rivals. Macbeth allied with Thorfinn of Orney, a Norseman, and defeated and killed Duncan I in a battle in Elgin in August 1040. Thornfinn ruled northern Scotland, and Macbeth ruled southern Scotland. According to accounts, Macbeth was a good king, strict but fair, for the first decade of his reign. Macbeth reigned until he was killed by Duncan's son Malcolm. After Macbeth's death, Lulach claimed the throne with supporters' help. But he was subsequently ambused and killed a few months later by Malcolm. An aggressive and successful warrior who invaded England several times, Malcolm married Margaret, a princess of the Old English royal family. The story goes that he was eventually murdered by a treacherous soldier.
Macbeth and Banquo were great friends and it was believed by historians that King James was a descendend of Banquo. Now as you might ask, how is James the king of England. Well after the battle, Malcolm announces that all his tanes are earls which also connects Scotland to England.