Exit of each trade is the stop.
Because you use CumulateOrders = False and you do not use If Notonmarket (on your entries) then when you are Long and price meets short entry conditions then there will be a swap of trading direction (Long to Short) so there will exits by other than the TS.
What I should have said (in my post above) in bold below
If you change / add to your code as below and follow the GRAPH values against exits you can see that only way that there is an exit on some / most is via the TS??
