It is as if with it removed the buy and sell just cancel each other out but in the real world you would sell and then buy at a different price because of spread so they should not behave as they are doing.
With DEFPARAM CUMULATEORDERS = FALSE we have the additional issue that it only opens a trade on every other day when what it should do is close one trade and open another at the same time – but it waits one candle before opening a new trade. Did you not say in the other discussion about this that in real live trading this does not happen? If so then it is a major difference between back testing and live trading.