Yeah, I'm already doing that with the test script.

Regarding my risk calculation: 1 micro lot (i.e. 0,.01 standard lot) opened with the broker on AUDUSD is $0.10 per pip. When the ATR is 34.5, then 10*ATR is 345 pips, which at $0.10 per pip comes to $34.50 of risk.

And in fact the strategy is trading the same micro lot size that it used in the simulation, so the strategy is trading the correct lot size.

But as I've said many times, this in no way explains the huge discrepancy in the USDCHF trade, which was a factor of 19.5.