Maybe, but that's not my business. Trying to find the optimal bar period for a strategy that's profitable on daily bars. Decreasing the bar periods suddenly changed the result without having changed any other parameters yet and after searching intensively for an error in my script I found the 2 effects described before. A few PIPs per trade summed up over 500 trades influence the result of course and I'm not sure if I see any effect of optimization or of price fluctuations. This might be enhanced by the average trade duration of 1.5 bars (days) only.