Backtest results cannot be traced at transaction level

Algos, strategies, code
1

I tried creating simple intraday strategy using SAR and found that back test is not correct. There are open positions that were not squared off on the last day. Also entry and exit are not matching with chart. I have pasted few initial observations below and full test result and configurations are attached.

Strategy

IDFC Intraday Strategy Config
IDFC Intraday Strategy Config1366×1363 101 KB

Backtest Result

IDFC Intraday Strategy Results
IDFC Intraday Strategy Results1366×1853 248 KB

Chart

Chart
Chart1307×586 46.3 KB

Questions

  1. Why there is exit at 10:00AM?
  2. Why new entry at 2:45PM?
  3. If i set SL =99, and TP=99, last entry is BUY. Which should not be. it has to have a SO entry.

Though I am running the backtest on same stock it feels like it is runnin git on some other stock as the char and entry exit do not match.

What am i missing?

2

@Streak can you.

3

This is because of indicator smoothening, Current PSAR is also based on Previous PSAR value.
Please read

Also, FAQ section “Can I backtest a strategy on a specific day? What is the minimum backtest period?”

https://help.streak.tech/FAQ/