Problems with Signal Stop Losses

[Kalen]

Recently I had my MT5 account (subscribed to a signal) trigger the "Stop if equity is less than: X" option (in Options>Signals). It did disable the signal, but it left the currently active trades open, making my equity drop much lower. I remember being on MT4 and not having this issue (meaning that it closed all the active trades so that my equity was protected), when the same "Stop if equity is less than: X" option trigger multiple times.

Is this by design in MT5 that it leaves active trades open? Can I somehow change this?

Thanks :)