Difference between backtest e real trading

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I tested an EA and I saw that there are some errors in back test..For example, it say me that it entered Short on Eur/Usd at the price of 1,2665 at the 14:40 of 9 June 2006..I controlled that bar, but it never touched the price of 1,2665!!!! How it is possible? In that way every backtest is wrong
 
Charts are built with bid prices only. Short position closed by ask price...
 
Charts are built with bid prices only. Short position closed by ask price...


Try to look at that time: the difference is about 30 pips!!
 
Check "recalculate" box and try again.
 
Check "recalculate" box and try again.


I tried many times, but the result is the same: a difference of price of about 30 pips..
 
What the build number?
 
What the build number?


I tried whit 194 and 195 versions
 
Can You show screenshot?
 
Can You show screenshot?


How can I attach a file .jpg?
 
Click on it:

http://img411.imageshack.us/my.php?image=screenshottf4.jpg

As you can see, it close one lot at 15:17 of 2006.06.09 at the price of 1,2624 and, in the same minute, it opens two lots at the price of 1,2663...If you look at the chart you can see that, at the 15:17 it was very far from 1,2663..
 
Here is an other example: http://img338.imageshack.us/my.php?image=screenshot2jd3.jpg

It close 2 lots at 15:10 of 2006.06.15 at the price of 1,2638 and, in the same minute, it opens 2 lots at the price of 1,2618..And, also in this case, if you look at the chart you can see that, at that time it didn't touch that price..
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