Brilliant, thanks @GraHal,
This makes sense about order flow (profit v’s loss being hit first), yet I’m thinking why aren’t all backtests producing different results between the Optimised and Detailed? It must be to do with whether the backtest is being done on a tic by tic basis yet that US S&P 500 is on tic mode too – both tests Jan 2017 to present?
Now, I have about another 50 questions if you’re not too busy today? 😄