Different trade type, different price of closures.
Buys are opened on Ask and closed on Bid.
Sells are opened on Bid and closed on Ask.
Spread (difference from Ask and Bid) is the reasons and the reply of your question!
BinhLT: I am testing a martingale EA
Martingale is not a strategy. It's a betting system.
Hedging, grid trading, same as Martingale.
Martingale, Hedging and Grid : MHG - General - MQL5 programming forum (2016)
Martingale, guaranteed to blow your account eventually. If your strategy is not profitable without, it is definitely not profitable with.
Martingale vs. Non Martingale (Simplified RoR vs Profit and the Illusions) - MQL5 programming forum (2015)
Why it won't work:
Calculate Loss from Lot Pips - MQL5 programming forum (2017)
THIS Trading Strategy is a LIE... I took 100,000 TRADES with the Martingale Strategy - YouTube (2020)

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I am testing a martingale EA and I don't understand why orders 5 and 6 happen in 2 different places even though SL of 6 and TP of 5 are at the same price
Thank you for helping me understand this