Good question. The reason of the difference is simulating the most likely price move between triggering the trade and and filling the order. Since you have an entry limit, the price is supposed to move against the trade direction. This difference is rounded to the next point, which is 0.01 in case of stocks.

It is arguable whether this makes much sense, since the Slippage simulation should anyway cover it. It has historical reasons, we wanted to replicate the backtests of TradeStation. They are in this way adding or subtracting one point from the fill price. We will probably in a future version add a flag to enable or disable that effect.