I would think, perhaps incorrectly so, that if the only parameters you change between backtest runs are the SL and TP, then the EA should find the same number of trades in the same period of time and the only difference would be how many of those trades are successful in each of those two runs. That is not happening. Instead sometimes it will open more trades, sometimes less.
It partly depends on your criteria for entering a trade, and particularly whether your EA is allowed to have multiple positions running at the same time. It sounds as though you've already thought of this, but if you are not allowing concurrent trades, and your entry criteria generate more potential signals than there are trades, then it's not surprising if altering the duration of trades (by changing their t/p or s/l) leads to more or fewer being taken.
But, either way, it's very difficult to comment without knowing what your entry rules are.
jjc, thanks for the feedback
I allow only one trade to be open at a time. However, I see your point. If I increase the TP it would naturally take longer to complete that open trade successfully and as a result it would potentially miss an opportunity that it would have had when the TP was lower on the previous backtest. Make perfect sense. Thanks.
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Finally got my EA running well enough to start backtesting.
I would think, perhaps incorrectly so, that if the only parameters you change between backtest runs are the SL and TP, then the EA should find the same number of trades in the same period of time and the only difference would be how many of those trades are successful in each of those two runs. That is not happening. Instead sometimes it will open more trades, sometimes less.
Has that been your experience in changing only the SL and TP in a working EA?
I have checked to see if I intermingled the SL or TP values with the trade evaluation criteria, and I have not.
What are your thoughts?