I guess you got a perfect time sync! So nice BarOffset might be, it involves a new fact that isn't. While it is negligible if the entry stops are set 5 minutes earlier or later, closing positions that try to exploit a weekend gap only 5 minutes after the market has started again after weekend might have an impact on the result that is unfortunately confirmed by the backtest. As from the manual BarOffset must not change during the script run I tried to find another solution. I did some experiments with TMFs that I expected to be able to watch the market but those tries were completely running down the drain because of strange effects I can't explain (yet). So my only workaorund actually is setting BarOffset = 1 hoping this delay is sufficient to get the change of day for the entry clearly. But I'm working on ...