Without code, we can not help.
Your code will close the orders constantly, open prices only doesn't have the ability to show that, and therefore there are delays between the orders and it shows a false profit
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Got this preliminary result from my new advisor at Open Prices Only backtesting.
But the result at Every Tick mode is quite different.
It seems that orders are closed inmediately after open, letting down the curve by paying spreads. Does someone know about that issue?