I tested my code last week, bellow first picture.
And today I tested same timeframe, same period, but result has changed. I didn't change my source code. Why this happen?
So, it should be different results in backtesting.Martingale or similar system? If yes so it must be different ...
MT4 doesn't store individual ticks.
So it has to "make them up" in strategy tester.
The modelling might be close to the real thing, but they aren't actually real.
The effects are most pronounced on systems that are trading on a tick-by-tick basis (rather than using bar close, for example).
In the case of the OP it was an incomplete download of historic data as has been mentioned by Sergey.