  Test of {macroscopic realism} (MR) is key to understanding the foundation of
quantum mechanics. Due to the existence of the {non-invasive measurability}
loophole and other interpretation loopholes, however, such test remains an open
question. Here we propose a general inequality based on high-order correlations
of measurements for a loophole-free test of MR at the weak signal limit.
Importantly, the inequality is established using the statistics of \textit{raw
data} recorded by classical devices, without requiring a specific model for the
measurement process, so its violation would falsify MR without the
interpretation loophole. The non-invasive measurability loophole is also
closed, since the weak signal limit can be verified solely by measurement data
(using the relative scaling behaviors of different orders of correlations). We
demonstrate that the inequality can be broken by a quantum spin model. The
inequality proposed here provides an unambiguous test of the MR principle and
is also useful to characterizing {quantum coherence}.
