OK, lets go deeper laugh

I exported all the prices and indicator values into .csv files and compared them. They are all the same. The trade entry and exit times match exactly and rollover as well. So the only difference are entry and exit prices and the corresponding profit.

Example trade from the trade log (the second number is from the newer Zorro version):
Code:
Open 2014-01-08 14:00 @ 1.3595 and @ 1.3596
Close 2014-01-08 16:00 @ 1.3601 and @ 1.3600
Profit: -55.72 and -37.66


Exported prices (OHLC):
Code:
2014-01-08 13:00, 1.35843, 1.35950, 1.35827, 1.35903
2014-01-08 14:00, 1.35903, 1.35989, 1.35685, 1.35955
2014-01-08 15:00, 1.35955, 1.36093, 1.35907, 1.36023
2014-01-08 16:00, 1.36023, 1.36194, 1.36003, 1.36012
2014-01-08 17:00, 1.36012, 1.36056, 1.35858, 1.35873


Why is there the big difference in profit? And why are entry and exit prices rounded differently in each version? Why is there any rounding at all? Wouldn't it be better for everyone if the logs contained prices with maximum possible precision?