Hey Thiago, any luck on sorting this out?
Same problem here, although it doesn't work even with the plain paper WINZ20 :(

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Hi guys, I'm with a problem here, I tried to search for a solution but didnt see any other cases like mine.
Attached is the trade result graph and a piece of the history result in pips ( I checked the box "profit in pips for faster calculations" ) and in money.
The results, as you can see, is that it opens the trade but closes with 1 pip stop loss. (0.4 is how much it worth 1 pip with 2 lots)
I've tried with the MACD Sample (just changing the lot value - instead of my EA) and the result is the same.
I've tried with another broker and I'm getting the same problem. Maybe is a configuration on MT5 that i'm missing?
Anyone else seen this?
Oh, and testing with "Each Tick" and "1min OHLC" mode return normal stops, I have no problem.
EDIT: I'm using a compiled future paper (WIN$). I tried using the current one (WINJ20) and it worked. The problem is with the compiled one. Still dont know what cause it.