There can be many reasons, like different week lengths and test periods. But you can easily check the reason of different behavior of two strategy variants. This is a frequent situation in strategy development.

Run tests of both strategies and compare the log files. You can then see where strategy 1 places a trade and strategy 2 doesn't, and vice versa. If the reason is then still not clear, plot or print the trade signals and their parameters. For strategy development you need to examine not only the total performance, but often also look into the behavior of single trades.